arXiv research

Study improves BN TTA under distribution shift using higher-order asymptotics.

We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which the method is valid. We show the asymptotic refinements of the proposed procedure,…

We prove sharp blow up rates of solutions of higher order conformally invariant equations in a bounded domain with an isolated singularity, and show the asymptotic radial symmetry of the solutions near the singularity. This is an extension of the celebrated theorem of Caffarelli-Gidas-Spruck for the second order Yamabe…

The parametric complexity is the key quantity in the minimum description length (MDL) approach to statistical model selection. Rissanen and others have shown that the parametric complexity of a statistical model approaches a simple function of the Fisher information volume of the model as the sample size $n$ goes to in…

We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball, recovering the original KS test as its simplest case. We give an exact representer…

The CGMY model's ATM call-price asymptotics are derived using characteristic function.

The paper proves existence and classification of translating solitons in warped product manifolds.

We define a generalized mass for asymptotically flat manifolds using some higher order symmetric function of the curvature tensor. This mass is non-negative when the manifold is locally conformally flat and the $σ_k$ curvature vanishes at infinity. In addition, with the above assumptions, if the mass is zero, then, nea…

Sharp spectral gap estimates for higher-order operators on hyperbolic spaces.

A new method predicts higher-order interactions in evolving graphs using simplicial complexes.

The paper analyzes learning curves for kernel ridge regression with dot-product kernels.

We find complete hypersurfaces of constant curvature in hyperbolic space with a prescribed asymptotic boundary at infinity for a general class of (elliptic) curvature functions which includes the higher order mean curvatures and their curvature quotients.

Study describes how conformal metrics behave as Q-curvature changes, forming spherical bubbles.

Cross validation (CV) and the bootstrap are ubiquitous model-agnostic tools for assessing the error or variability of machine learning and statistical estimators. However, these methods require repeatedly re-fitting the model with different weighted versions of the original dataset, which can be prohibitively time-cons…

Study characterizes conformal boundaries of de Sitter spacetimes.

The article models illiquid stocks using quantum calculus with asymptotic methods.

We introduce a class of "weakly asymptotically hyperbolic" geometries whose sectional curvatures tend to $-1$ and are $C^0$, but are not necessarily $C^1$, conformally compact. We subsequently investigate the rate at which curvature invariants decay at infinity, identifying a conformally invariant tensor which serves a…

Study on Yang-Mills equations on conformally compact manifolds, finding obstructions and asymptotics.

We show that the coercivity of the modified Ding functional leads to the existence of a certain kind of balanced metrics and their convergence to the Kähler-Ricci soliton modulo automorphisms. In our results, we do not assume that the vanishing of the higher order modified Futaki invariants introduced by Berman-Nyström…

Study heat content in sub-Riemannian structures, proving asymptotic series existence and coefficients.

Higher-order motif structures and multi-vertex interactions are becoming increasingly important in studies that aim to improve our understanding of functionalities and evolution patterns of networks. To elucidate the role of higher-order structures in community detection problems over complex networks, we introduce the…

Paper characterizes equilibrium strategies for stochastic control with higher-order moments.

New framework for higher-order singular-value derivatives of rectangular matrices.

Understanding the asymptotic behavior of wide networks is of considerable interest. In this work, we present a general method for analyzing this large width behavior. The method is an adaptation of Feynman diagrams, a standard tool for computing multivariate Gaussian integrals. We apply our method to study training dyn…

New method identifies causal direction with latent confounders.

Higher-order geometry modifies Newtonian dynamics and predicts anomalies in spacecraft motion.

Sharp inequalities for radial functions on hyperbolic spaces without boundary conditions.

We derive asymptotic expansions for option data to detect infinite variation volatility.

Paper examines risk measure expansions under FGM dependence, improving accuracy at extreme levels.

Analyzes branch points of area-minimizing currents with non-2 planar frequency.

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive system of ordinary differential equations (ODEs) for the relevant conditional distri…

We present an alternate formulation of the partial assignment problem as matching random clique complexes, that are higher-order analogues of random graphs, designed to provide a set of invariants that better detect higher-order structure. The proposed method creates random clique adjacency matrices for each k-skeleton…

The paper studies inference in hypergraph β-models with multiple layers.

We study the evolution of a metric of a two dimensional black hole under the second loop renormalization group fow, the RG-2 fow. Since the black hole metric is noncompact (we consider it asymptotically flat) we adapt some proofs for the compact case to the asymptotically flat case. We found that the appearance of hori…

Given a regular bounded domain $Ω\subset\R{2m}$, we describe the limiting behavior of sequences of solutions to the mean field equation of order $2m$, $m\geq 1$, $(-Δ)^m u=ρ\frac{e^{2mu}}{\int_Ωe^{2mu}dx}\quad\text{in}Ω,$ under the Dirichlet boundary condition and the bound $0<ρ\leq C$. We emphasize the connection wi…

Study soap bubbles with almost constant higher-order mean curvature, proving unique limits under certain conditions.

The paper consists of two parts. In the first part, by using the Gauss-Bonnet curvature, which is a natural generalization of the scalar curvature, we introduce a higher order mass, the Gauss-Bonnet-Chern mass $m^{\H}_k$, for asymptotically hyperbolic manifolds and show that it is a geometric invariant. Moreover, we pr…

ROOT-SGD solves convex optimization problems with optimal nonasymptotic and near-optimal asymptotic performance.

We review the spectral analysis and the time-dependent approach of scattering theory for manifolds with asymptotically cylindrical ends. For the spectral analysis, higher order resolvent estimates are obtained via Mourre theory for both short-range and long-range behaviors of the metric and the perturbation at infinity…

We derive a higher-order expansion for rough volatility models.

Parameters defined via General Estimating Equations (GEE) can be estimated by maximizing the Empirical Likelihood (EL). Newey and Smith (2004) have recently shown that this EL estimator exhibits desirable higher-order asymptotic properties, namely, that its O(n^-1) bias is small and that bias-corrected EL is higher-ord…

The paper refines classical covariance asymptotics using geometric information geometry.

Parameters defined via general estimating equations (GEE) can be estimated by maximizing the empirical likelihood (EL). Newey and Smith [Econometrica 72 (2004) 219--255] have recently shown that this EL estimator exhibits desirable higher-order asymptotic properties, namely, that its $O(n^{-1})$ bias is small and that …

Study uses renormalized area to determine metric expansion from minimal surfaces.

New method identifies structural parameters without assuming uncorrelated errors.

The Willmore energy, alias bending energy or rigid string action, and its variation-the Willmore invariant-are important surface conformal invariants with applications ranging from cell membranes to the entanglement entropy in quantum gravity. In work of Andersson, Chrusciel, and Friedrich, the same invariant arises as…

We analyze analytic approximation formulae for pricing zero-coupon bonds in the case when the short-term interest rate is driven by a one-factor mean-reverting process with a volatility nonlinearly depending on the interest rate itself. We derive the order of accuracy of the analytical approximation due to Choi and Wir…

For certain classes of knots we define geometric invariants called higher-order genera. Each of these invariants is a refinement of the slice genus of a knot. We find lower bounds for the higher-order genera in terms of certain von Neumann $ρ$-invariants, which we call higher-order signatures. The higher-order genera o…