Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

Trend · papers per month

0.3%0.5%0.8%0.4% · Oct 201519922001200920182026
48 results for MCP

Proves rectifiability for specific metric spaces with unique tangents.

problem Rectifiability of CD(K,N)\mathsf{CD}(K,N) and MCP(K,N)\mathsf{MCP}(K,N) spaces with unique tangents.
method Failure of CD\mathsf{CD} condition in sub-Finsler Carnot groups, new result on MCP\mathsf{MCP} spaces, recent breakthrough by Bate.
result Proves rectifiability for CD(K,N)\mathsf{CD}(K,N) and MCP(K,N)\mathsf{MCP}(K,N) spaces under specific conditions.

Measure contraction properties MCP(K,N)MCP(K,N) are synthetic Ricci curvature lower bounds for metric measure spaces which do not necessarily have smooth structures. It is known that if a Riemannian manifold has dimension NN, then MCP(K,N)MCP(K,N) is equivalent to Ricci curvature bounded below by KK. On the other hand, it was ob…

2014-12-14abs ↗pdf ↗

New sub-Riemannian structures fail synthetic curvature bounds.

problem Failure of synthetic curvature bounds in sub-Riemannian geometry.
method New stability results for local MCP under quotients, applied to specific sub-Riemannian structures.
result Ideal sub-Riemannian structures can fail the MCP, generically for high dimensions and rank > 3.

Constructs Poisson structures on gauge orbits of Maurer-Cartan elements.

problem Tackles constructing Poisson structures on gauge orbits of Maurer-Cartan elements.
method Constructs Poisson structures on gauge orbits of Maurer-Cartan elements of dgla L, associating a compatible Batalin-Vilkovisky algebra to each MC element.
result MCP structures yield a notion of hamiltonian flow of MC elements and define Lie algebroids on gauge orbits.

MCP learns reusable skills for complex tasks by combining simple ones.

problem Learning complex tasks with many skills requires impractical amounts of data.
method Factorizes skills into primitives that can be combined multiplicatively.
result MCP can learn and reuse skills for novel tasks from pre-training.

The paper examines curvature-dimension bounds on sub-Finsler Heisenberg groups.

problem Investigating synthetic curvature-dimension bounds in sub-Finsler Heisenberg groups.
method Study of measure contraction property (MCP) and curvature-dimension condition (CD).
result Sub-Finsler Heisenberg groups do not satisfy MCP or CD for any parameters.

We give necessary and sufficient conditions that show that both the group of isometries and the group of measure-preserving isometries are Lie groups for a large class of metric measure spaces. In addition we study, among other examples, whether spaces having a generalized lower Ricci curvature bound fulfill these requ…

2016-09-07abs ↗pdf ↗

QRAFTI uses multi-agent framework to improve equity factor research.

problem Replicating and developing new equity factors in large financial datasets.
method Integrates a research toolkit with MCP servers for data access and custom coding operations.
result Improves performance and explainability in multi-step empirical tasks.

MCP extends conformal prediction to vector-valued score functions without data splitting.

problem Fixed prediction set shapes in scalar score functions limit coverage guarantees.
method MCP uses a single optimization problem for prediction set design and calibration, eliminating data splitting.
result RemMCP and RelMCP achieve target coverage with smaller or comparable prediction set sizes, reducing variance.

Study improves keyword forecasting in earnings-call prediction markets.

problem Accurately predicting future keyword mentions in earnings calls.
method Experiments on earnings-call mention markets, varying context and market probability, introducing MCP.
result Mixture of market probability and MCP yields the best forecasts.

We prove that any corank 1 Carnot group of dimension k+1k+1 equipped with a left-invariant measure satisfies the MCP(K,N)\mathrm{MCP}(K,N) if and only if K0K \leq 0 and Nk+3N \geq k+3. This generalizes the well known result by Juillet for the Heisenberg group Hk+1\mathbb{H}_{k+1} to a larger class of structures, which admit non-t…

2015-10-20abs ↗pdf ↗

Proposes a new confidence criterion for deep neural networks to predict failures.

problem Predicting failures in deep neural networks.
method Introduces True Class Probability (TCP) as a new confidence criterion and proposes a learning scheme to estimate it.
result The proposed approach consistently outperforms existing methods in failure prediction.

Study on curvature bounds and geodesic dimension in sub-Finsler Heisenberg groups.

problem Investigate synthetic curvature-dimension bounds in sub-Finsler geometry.
method Examine measure contraction property and geodesic dimension on Heisenberg groups with p\ell^p-sub-Finsler norms.
result For p(2,]p \in (2, \infty], p\ell^p-Heisenberg group fails to satisfy any measure contraction property. For p(1,2)p \in (1, 2), it satisfies MCP(K,N)\mathsf{MCP}(K, N) under specific conditions.

Paper proposes sparse classification method for high-dimensional data.

problem Sparse classification in high-dimensional data with positive-confidence samples.
method Developed a novel sparse-penalization framework using L1, SCAD, and MCP penalties for convex and non-convex shrinkage.
result Proved near minimax-optimal sparse recovery rates under Restricted Strong Convexity condition.

Study shows volume constraints lead to isoperimetric constant bounds in specific metric spaces.

problem Understanding isoperimetric constants in metric measure spaces with measure contraction property.
method Proves local isoperimetric inequalities on essentially non-branching MCP(K,N) spaces with volume constraints and geometric conditions.
result Establishes bounds on isoperimetric constants in smaller geodesic balls.

Measure contraction property is a synthetic Ricci curvature lower bound for metric measure spaces. We consider Sasakian manifolds with non-negative Tanaka-Webster Ricci curvature equipped with the metric measure space structure defined by the sub-Riemannian metric and the Popp measure. We show that these spaces satisfy…

2015-11-30abs ↗pdf ↗

In high-dimensional data analysis, penalized likelihood estimators are shown to provide superior results in both variable selection and parameter estimation. A new algorithm, APPLE, is proposed for calculating the Approximate Path for Penalized Likelihood Estimators. Both the convex penalty (such as LASSO) and the nonc…

2012-11-02abs ↗pdf ↗

A new method for high-dimensional classification using Bernstein polynomials.

problem Computational difficulties in high-dimensional SVM hinge loss.
method Proposes Bernstein support vector machine (BernSVM) and two efficient algorithms.
result Achieves a prediction accuracy rate of slog(p)/n\sqrt{s\log(p)/n} with high probability.

The curvature-dimension condition fails in sub-Finsler geometry, extending previous results in sub-Riemannian geometry.

problem The failure of the curvature-dimension condition in sub-Finsler geometry.
method Non-trivial adaptation of Juillet's work, introduction of new tools and ideas.
result The CD(K,N)\mathsf{CD}(K,N) condition does not hold in sub-Finsler geometry for various norms and measures.

New examples show strong Kato limits can be branching and not satisfy known conditions.

problem Exploring the boundaries of strong Kato limits and their properties.
method Constructing specific examples of non-collapsed strong Kato limits.
result Found examples of strong Kato limits that are branching and do not satisfy CD(K,)\mathrm{CD}(K,\infty) or MCP(K,N)\mathrm{MCP}(K,N) conditions.

Study on curvature exponent of sub-Finsler Heisenberg groups, proving N_min ≥ 5.

problem Determining the curvature exponent of sub-Finsler Heisenberg groups.
method Analyzing the measure contraction property and constructing sub-Finsler structures.
result Proved that curvature exponent N_min ≥ 5, with equality if sub-Riemannian.

Picasso is a new library for sparse learning problems in R and Python.

problem Sparse learning problems in high-dimensional data analysis.
method Unified framework of pathwise coordinate optimization with efficient active set selection strategies.
result picasso can efficiently handle large-scale problems.

In this paper we propose and study a family of sparsity-inducing penalty functions. Since the penalty functions are related to the kinetic energy in special relativity, we call them \emph{kinetic energy plus} (KEP) functions. We construct the KEP function by using the concave conjugate of a χ2χ^2-distance function and …

2013-07-22abs ↗pdf ↗

Sharp Poincaré inequality proved for specific metric spaces.

problem Proving a sharp Poincaré inequality for certain metric measure spaces.
method Identifying model densities and using localization arguments, without assuming geodesic convexity.
result Best possible Poincaré constant as a function of parameters.

We prove that H-type Carnot groups of rank kk and dimension nn satisfy the MCP(K,N)\mathrm{MCP}(K,N) if and only if K0K\leq 0 and Nk+3(nk)N \geq k+3(n-k). The latter integer coincides with the geodesic dimension of the Carnot group. The same result holds true for the larger class of generalized H-type Carnot groups introduced in…

2017-02-14abs ↗pdf ↗

Two new methods improve block-sparse signal recovery from noisy data.

problem Recovering block-sparse signals with unknown partitions.
method LogLOP-l2/l1 and AdaLOP-l2/l1 methods using log-sum penalty and MCP.
result Our methods outperform existing techniques in estimation accuracy.

Proposes GAGA algorithm for automatic hyperparameter learning in signal recovery.

problem Difficulty in selecting hyperparameters in traditional signal recovery methods.
method Global Adaptive Generative Adjustment (GAGA) algorithm for automatic hyperparameter learning and signal estimate.
result Consistency of model selection and signal estimate output.

A new online learning framework selects features and improves convergence.

problem Online learning's limitations in convergence and feature selection.
method A novel online learning framework based on running averages with feature selection.
result The framework achieves high true support recovery and faster convergence.

Develops a method for learning sparse generalized linear models in high-dimensional data.

problem Feature selection in high-dimensional data with many variables.
method GSDAR method based on KKT conditions for 0\ell_0-penalized maximum likelihood estimations.
result The errors of the proposed estimate decay exponentially to the optimal order under certain conditions.

In this paper we investigate the relationship between a general existence of transport maps of optimal couplings with absolutely continuous first marginal and the property of the background measure called essentially non-branching introduced by Rajala-Sturm (Calc.Var.PDE 2014). In particular, it is shown that the quali…

2017-04-18abs ↗pdf ↗

New method improves signal reconstruction with nonconvex penalties and parameter control.

problem Reconstructing sparse signals with nonconvex penalties and nonconvexity control.
method Introduces nonconvex penalties (SCAD, MCP) with nonconvexity parameters and controls them to guide AMP trajectory.
result Achieves perfect reconstruction for relatively dense signals with small nonconvexity parameters.

Paper introduces a novel method for estimating model confidence in deep neural classifiers.

problem Reliable confidence estimation for deep neural classifiers in safety-critical applications.
method Proposes a novel target criterion (true class probability) and learns it from data with an auxiliary model.
result The proposed method outperforms strong baselines in various tasks and network architectures.

Novel framework for systemic risk analysis in financial markets.

problem Systemic risk in financial markets.
method Multi-scale network dynamics, transfer entropy networks, agent-based modeling, wavelet decomposition, Model Context Protocol (MCP).
result Multi-scale approach reveals hidden systemic risk patterns.

We study a family of regularized score-based estimators for learning the structure of a directed acyclic graph (DAG) for a multivariate normal distribution from high-dimensional data with pnp\gg n. Our main results establish support recovery guarantees and deviation bounds for a family of penalized least-squares estima…

2015-11-29abs ↗pdf ↗