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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.

168,742 papers · 148 categories

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96192287383 · May 202619922001200920172026
48 results for Ma--Trudinger--Wang condition

New geometric approach gives apriori estimate for optimal transport maps.

problem Proving regularity of optimal transport maps under Ma--Trudinger--Wang condition.
method Geometric derivation using pseudo-Riemannian geometry.
result New derivation of C1C^1 interior estimate for optimal maps.

The Ma-Trudinger-Wang curvature --- or cross-curvature --- is an object arising in the regularity theory of optimal transportation. If the transportation cost is derived from a Hamiltonian action, we show its cross-curvature can be expressed in terms of the associated Jacobi fields. Using this expression, we show the l…

2009-08-31abs ↗pdf ↗

We identify a condition for regularity of optimal transport maps that requires only three derivatives of the cost function, for measures given by densities that are only bounded above and below. This new condition is equivalent to the weak Ma-Trudinger-Wang condition when the cost is C4C^4. Moreover, we only require (n…

2012-12-19abs ↗pdf ↗

SOS programming verifies MTW tensor non-negativity for optimal transport maps.

problem Verifying MTW tensor non-negativity for general cost functions is difficult.
method Sum-of-Squares (SOS) programming for verifying and approximating MTW non-negativity.
result SOS programming provides certificates and approximations of MTW non-negativity.

Study shows how to preserve Lagrangian condition in mean curvature flow on Kim-McCann metrics.

problem Preserving Lagrangian condition in mean curvature flow on Kim-McCann metrics.
method Expressed mean curvature flow within generalized mean curvature flow framework.
result Lagrangian condition is preserved along the flow.

The paper develops a new approach to conditional risk measures using modular convex analysis.

problem Developing a new method for conditional risk measures.
method Random modular approach to conditional certainty equivalents and niveloids in the conditional LL^{\infty}-space.
result Retrieves a conditional variational formula for optimized certainty equivalents and applies it to the conditional entropic risk measure.

Paper constructs solutions to Bogomolny equations with specific boundary and asymptotic conditions.

problem Constructing solutions to Bogomolny equations with given boundary and asymptotic conditions.
method Using generalized Nahm pole boundary condition and real symmetry breaking condition.
result Solutions analogous to instanton solutions, satisfying different asymptotic conditions.

We extend probabilistic programming to handle conditioning on marginal distributions.

problem Conditioning probabilistic programs on marginal distributions of observable variables.
method We define and implement stochastic conditioning, allowing inference in probabilistic programs conditioned on marginal distributions.
result We demonstrate the effectiveness of stochastic conditioning in various real-life scenarios.

Paper finds necessary condition for logarithmic Minkowski problem in higher dimensions.

problem Logarithmic Minkowski problem in higher dimensions.
method Established a necessary condition through generalization and refinement of previous work.
result Generalizes and refines necessary condition for logarithmic Minkowski problem.

This paper introduces a neural operator for probabilistic conditioning.

problem Probabilistic conditioning of random variables XX given YY.
method Develops a single operator that maps any joint density to its conditional, approximated by neural operators.
result Neural operators can approximate the conditioning operator to arbitrary accuracy.

CSI method learns conditional distributions by estimating flow equations.

problem Learning conditional distributions in generative models.
method Estimates probability flow equations to transport reference to target distribution.
result Derives explicit expressions for conditional drift and score functions.

New conditional risk measures called conditional generalized quantiles defined and characterized.

problem Developing new risk measures for dynamic risk assessment.
method Propose and characterize conditional generalized quantiles using expected utility model and equivalent conditions.
result Characterized conditional generalized quantiles as well-defined and equivalent to a conditional first order condition.

A new method for learning conditional distributions using ODEs and neural networks.

problem Learning conditional distributions efficiently and accurately.
method Conditional Föllmer Flow, discretized with Euler's method, using nonparametric velocity estimation.
result Effective approximation of target conditional distributions, with convergence results for Wasserstein-2 distance.

Sharp statistical theory for conditional diffusion models.

problem Lack of theoretical foundation for conditional diffusion models.
method Sharp statistical theory with approximation of conditional score function.
result Sample complexity bound that adapts to data distribution smoothness.

An analysis is made of reality conditions within the context of noncommutative geometry. We show that if a covariant derivative satisfies a given left Leibniz rule then a right Leibniz rule is equivalent to the reality condition. We show also that the matrix which determines the reality condition must satisfy the Yang-…

1998-06-12abs ↗pdf ↗

We consider families of strongly consistent multivariate conditional risk measures. We show that under strong consistency these families admit a decomposition into a conditional aggregation function and a univariate conditional risk measure as introduced Hoffmann et al. (2016). Further, in analogy to the univariate cas…

2016-09-26abs ↗pdf ↗

Proposes a new method for interpreting feature importance and effects in dependent feature models.

problem Challenges in interpreting feature importance when features are dependent and interactions are present.
method Conditional Subgroup Approach
result Conditional PFI and PDP estimates based on this approach often outperform existing methods.

New boundary conditions solve Cauchy problem for Dirac operators on spacetimes.

problem Understanding non-local boundary conditions for Dirac operators on spacetimes.
method Define and analyze a class of Lorentzian boundary conditions that are local in time and non-local in spatial directions.
result Well-posed Cauchy problem for the Dirac operator is established under these conditions.

We extend CS divergence to conditional distributions and show its advantages in time series data and sequential decision making.

problem Quantifying the closeness between conditional distributions.
method Developed and estimated a conditional Cauchy-Schwarz divergence using kernel density estimation.
result Conditional CS divergence outperforms previous methods in time series clustering and sequential decision making.

We describe a Groebner basis of relations among conditional probabilities in a discrete probability space, with any set of conditioned-upon events. They may be specialized to the partially-observed random variable case, the purely conditional case, and other special cases. We also investigate the connection to generali…

2008-08-08abs ↗pdf ↗

A new method tests conditional independence by transforming it into an unconditional problem using transport maps.

problem Testing conditional independence between two random vectors given a third.
method Constructing transport maps to transform conditional independence into unconditional independence, estimating these maps from data using conditional continuous normalizing flow models.
result The proposed method is validated through simulations and real-data analysis, demonstrating practical effectiveness.

Generalizes moment-matching for exponential families with conditioning or hidden data.

problem Generalizing moment-matching conditions for exponential families with conditioning or hidden data.
method First-principles explanation and self-contained derivation of generalized moment-matching conditions.
result Derives generalized moment-matching conditions for conditional exponential families and hidden data.

DG algorithms often fail to generalize well in limited domains, highlighting necessary vs. sufficient conditions.

problem DG algorithms fail to consistently outperform ERM in limited domains.
method Examined necessary and sufficient conditions for DG, proposing a subspace alignment method.
result DG methods focus on sufficient conditions, often neglecting necessary conditions, leading to generalization failures.

Study on estimating conditional risk in machine learning.

problem Estimating expected loss of prediction models given input features.
method Analyzed in classification and regression settings, showing equivalence to standard regression. Developed theoretical insights and empirical validation.
result Conditional risk calibration is distinct from existing uncertainty quantification problems.

The paper extends static Systemic Risk Measures to a conditional setting.

problem Investigating how static Systemic Risk Measures can be adapted to a conditional framework.
method Providing a general dual representation result, analyzing Conditional Shortfall Systemic Risk Measures, and providing explicit formulas for exponential preferences.
result Explicit formulas for Conditional Shortfall Systemic Risk Measures and a time consistency property.

This paper simplifies conditional Sobol' indices calculation using PCE bases.

problem Computational inefficiency and lack of consistency in evaluating conditional Sobol' indices.
method Analytical extraction of conditional Sobol' indices via basis decomposition of PCE expansions.
result Derives closed-form expressions for conditional Sobol' indices.

A new method uses Schrödinger bridges for deep conditional generative learning.

problem Learning conditional distributions with additional information.
method Schrödinger bridge approach with discretized SDE and deep neural network.
result Generated samples have higher quality and can estimate conditional density.

The paper examines conditions for linearity in a conditional mean estimator under vector Poisson noise.

problem Conditions for linearity of the conditional mean estimator in vector Poisson noise.
method Analyzes prior distributions and their impact on the conditional mean estimator's linearity.
result The only prior distribution that induces linearity is a product gamma distribution, and non-zero dark current parameter prevents linearity.

Generative model tackles inconsistent attributes across datasets by enabling precise conditional generation.

problem Inconsistent attributes across merged datasets limit controllability in conditional generative modeling.
method Diffusion Model with Double Guidance, maintaining control over multiple conditions without joint annotations.
result Outperforms baselines in molecular and image generation tasks, aligning with target distributions and controlling missing conditions.

Novel boundary conditions for Ricci flow to deform compact manifolds.

problem Deforming compact Riemannian manifolds with boundary using Ricci flow.
method Proposed boundary conditions that make first variations of functionals (Einstein-Hilbert action, lambda-functional) without boundary terms.
result Proof of short-term existence of solutions under proposed conditions.

We formulate a sufficient condition for the existence of a consistent price system (CPS), which is weaker than the conditional full support condition (CFS) introduced by Guasoni, Rasonyi, and Schachermayer [Ann. Appl. Probab., 18(2008), pp. 491-520] . We use the new condition to show the existence of CPSs for certain p…

2009-11-19abs ↗pdf ↗