arXiv research

New algorithm detects communities near KS threshold with optimal rate, even in noisy conditions.

New findings support a new community recovery threshold for Stochastic Block Model with many communities.

Proposes a framework to explain KS deterioration in credit risk models.

We investigate the probability distributions of the recurrence intervals $τ$ between consecutive 1-min returns above a positive threshold $q>0$ or below a negative threshold $q<0$ of two indices and 20 individual stocks in China's stock market. The distributions of recurrence intervals for positive and negative thresho…

The statistical properties of the return intervals $τ_q$ between successive 1-min volatilities of 30 liquid Chinese stocks exceeding a certain threshold $q$ are carefully studied. The Kolmogorov-Smirnov (KS) test shows that 12 stocks exhibit scaling behaviors in the distributions of $τ_q$ for different thresholds $q$. …

New findings on community recovery in SBM with many communities.

We investigate the probability distribution of the return intervals $τ$ between successive 1-min volatilities of two Chinese indices exceeding a certain threshold $q$. The Kolmogorov-Smirnov (KS) tests show that the two indices exhibit multiscaling behavior in the distribution of $τ$, which follows a stretched exponent…

We perform return interval analysis of 1-min {\em{realized volatility}} defined by the sum of absolute high-frequency intraday returns for the Shanghai Stock Exchange Composite Index (SSEC) and 22 constituent stocks of SSEC. The scaling behavior and memory effect of the return intervals between successive realized vola…

This paper is a continuation of [KS]. We develop the results of [KS] principally in two directions. First, we generalize the main result of [KS], the connection between the solutions of the classical dynamical Yang-Baxter equation and Poisson homogeneous spaces of Poisson Lie groups. We hope that now we present this re…

We study the statistical properties of the recurrence intervals $τ$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period from January 2000 to May 2009, and two Chinese indices from January 2003 to April 2…

This paper constructs GCM hypersurfaces in Kerr spacetimes.

We consider the problem of detecting whether a tensor signal having many missing entities lies within a given low dimensional Kronecker-Structured (KS) subspace. This is a matched subspace detection problem. Tensor matched subspace detection problem is more challenging because of the intertwined signal dimensions. We s…

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…

KSGAN uses KS distance for deep generative modeling.

Proposes a new TS algorithm for non-stationary bandits using KS tests.

$KS$-algebra consists of expressions constructed with four kinds operations, the minimum, maximum, difference and additively homogeneous generalized means. Five families of $Z$-classifiers are investigated on binary classification tasks between English phonemes. It is shown that the classifiers are able to reflect well…

SurvLIME-KS improves survival model explanations robustly.

This the first in a series of papers whose ultimate goal is to establish the full nonlinear stability of the Kerr family for $|a|\ll m$. The paper builds on the strategy laid out in \cite{KS} in the context of the nonlinear stability of Schwarzschild for axially symmetric polarized perturbations. In fact the central id…

We stabilize the Kumaraswamy distribution for efficient sampling and differentiation.

In this paper, we prove that Kähler-Ricci flow converges to a Kähler-Einstein metric (or a Kähler-Ricci soliton) in the sense of Cheeger-Gromov as long as an initial Kähler metric is very closed to $g_{KE}$ (or $g_{KS}$) if a compact Kähler manifold with $c_1(M)>0$ admits a Kähler Einstein metric $g_{KE}$ (or a Kähler-…

The paper proves smoothness of event horizons in Kerr spacetime perturbations.

The paper examines the stability of binary choice models using Gini index and scoring indicators.

The paper introduces a new method to detect rough volatility and market states using fractional derivatives.

Paper proves computational hardness for graph matching and detection problems.

Computer vision systems for automatic image categorization have become accurate and reliable enough that they can run continuously for days or even years as components of real-world commercial applications. A major open problem in this context, however, is quality control. Good classification performance can only be ex…

New formulas for feature importance tests in regression models.

A graph is intrinsically knotted if every embedding contains a knotted cycle. It is known that intrinsically knotted graphs have at least 21 edges and that the KS graphs, $K_7$ and the 13 graphs obtained from $K_7$ by $\nabla Y$ moves, are the only minor minimal intrinsically knotted graphs with 21 edges. This set incl…

The paper identifies conditions for free circle actions on specific 7-manifolds.

Synthetic data improves credit scoring models' performance without compromising borrower privacy.

The paper classifies vacuum static spaces with harmonic curvature.

The paper introduces a spline-based method for calibrating neural networks.

We study the low-regularity (in-)extendibility of spacetimes within the synthetic-geometric framework of Lorentzian length spaces developed in [KS:17]. To this end, we introduce appropriate notions of geodesics and timelike geodesic completeness and prove a general inextendibility result. Our results shed new light on …

Estimates Hurst exponent of log-volatility using KS statistic, addressing serial correlation in financial data.

Study generalizes Möbius energy to non-smooth sets in arbitrary dimensions.

Efficiently recovers data corrupted by adversarial noise in structured settings.

The aim of this paper is to extend the notion of pseudo harmonic morphism (introduced by Loubeau \cite {Lo}) to the case when the source manifold is an admissible Riemannian polyhedron. We define these maps to be harmonic in the sense of Eells-Fuglede \cite {EF} and pseudo-horizontally weakly conformal in our sense (se…

Improved change point detection using matched filters for non-parametric tests.

In the present paper we discuss an independent on the Grothendieck-Sato isomorphism approach to the Riemann-Roch-Hirzebruch formula for an arbitrary differential operator. Instead of the Grothendieck-Sato isomorphism, we use the Topological Quantum Mechanics (more or less equivalent to the well-known constructions with…

Online monitor detects classifier drift and adapts predictions.

Flat Ricci-flat manifolds with bounded gradient of Green function are flat.

Iterative thresholding algorithms seek to optimize a differentiable objective function over a sparsity or rank constraint by alternating between gradient steps that reduce the objective, and thresholding steps that enforce the constraint. This work examines the choice of the thresholding operator, and asks whether it i…

New method shows trapped surfaces form in geodesic foliation.

We compare the star surgery operations introduced in [KS] to the generalized rational blow-down. We show that star surgery shares the properties that make rational blow-down useful for constructions of small exotic symplectic 4-manifolds. Then we show that star surgery operations provide a strictly more general class o…

Developed a new thresholding method that connects soft and hard thresholding.

Solutions to a quadratic matrix equation are linked to strongly regular graphs and multiplicative characters.

The paper extends a connected-sum inequality to calculate λ-Yamabe invariants of certain manifolds.

We provide the Cartan calculus for bicovariant differential forms on bicrossproduct quantum groups $k(M)\lrbicross kG$ associated to finite group factorizations $X=GM$ and a field $k$. The irreducible calculi are associated to certain conjugacy classes in $X$ and representations of isotropy groups. We find the full ext…

We review the Reshetikhin-Turaev approach to construction of non-compact knot invariants involving R-matrices associated with infinite-dimensional representations, primarily those made from Faddeev's quantum dilogarithm. The corresponding formulas can be obtained from modular transformations of conformal blocks as thei…