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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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95191286381 · Jun 202019922001200920172026
48 results for Mean Coordinatewise Interquartile Range

RSIC identifies multiple ranks of interest in NMF by analyzing residual sensitivity.

problem Determining the optimal rank in NMF.
method RSIC analyzes sensitivity of relative residuals to different initializations.
result RSIC identifies meaningful ranks consistent with data structure.

Unified framework evaluates different nearest neighbor classification methods.

problem Evaluating and comparing classical, fuzzy, and fuzzy rough nearest neighbor classification methods.
method Standardized nearest neighbor weighting with kernel functions applied to distance and/or rank values of nearest neighbors.
result NN, FNN, and FRNN perform best with Boscovich distance, and NN and FRNN perform best with specific combinations of weights and scaling measures.

Deep learning network matches radiologists in breast cancer segmentation.

problem Automating radiologist-level cancer segmentation from breast MRI.
method 3D U-Net architecture trained on 382,290 breast scans, compared to 255,500 benign cases.
result Network performance matched radiologists' on 2D segmentation of breast cancers.

A new method learns DAGs from Gaussian data without verifying acyclicity.

problem Learning DAGs from Gaussian data without verifying acyclicity.
method Relaxation technique for permutation matrix estimation and cyclic coordinatewise descent for sparse Cholesky factor estimation.
result The method recovers DAGs without verifying acyclicity constraints.

Develops a fast algorithm for high-dimensional LASSO penalized quantile regression.

problem Computational challenges in high-dimensional 1\ell_1 penalized quantile regression.
method Pathwise coordinate descent algorithm to solve exact coordinatewise minimum of the nonsmooth loss function.
result Algorithm runs faster than existing alternatives and maintains estimation accuracy.

Paper uses robust GMM to reconstruct missing data in Sentinel-2 images for crop monitoring.

problem Missing data in remote sensing images, especially from multispectral and SAR sensors.
method Robust Gaussian Mixture Models (GMM) with outlier detection using isolation forest.
result Robust GMM outperforms standard GMM in reconstructing imputed values, reducing errors.

Deep RL evaluation underestimates uncertainty, leading to misleading conclusions.

problem Statistical uncertainty in deep RL performance evaluations is underestimated, leading to misleading conclusions.
method Advocates for reporting interval estimates of aggregate performance and proposes performance profiles to account for variability.
result Substantial discrepancies in prior performance comparisons are revealed, highlighting the need for more rigorous evaluation methods.

Ability to quantify and predict progression of a disease is fundamental for selecting an appropriate treatment. Many clinical metrics cannot be acquired frequently either because of their cost (e.g. MRI, gait analysis) or because they are inconvenient or harmful to a patient (e.g. biopsy, x-ray). In such scenarios, in …

2019-05-26abs ↗pdf ↗

The paper introduces MRVaR and MRCov for elliptical and log-elliptical distributions.

problem Risk management of regulation and investment purposes.
method Proposes MRVaR and MRCov as risk measures for elliptical and log-elliptical distributions.
result Explicit expressions of MRVaR and MRCov derived for multivariate (log-)elliptical distributions.

We investigate the Japanese personal income distribution in the high income range over the 112 years 1887-1998, and that in the middle income range over the 44 years 1955-98. It is observed that the distribution pattern of the lognormal with power law tail is the universal structure. However the indexes specifying the …

2000-11-22abs ↗pdf ↗

Investigates RI strategies for life insurers with LRD mortality rates.

problem Effect of long-range dependent mortality rates on RI strategies.
method Volterra mortality model, compound Poisson process, open-loop equilibrium mean-variance criterion.
result Explicit equilibrium RI controls derived and uniqueness studied.

Neural optimal transport improves multivariate conformal prediction.

problem Multivariate quantile regression challenges and existing methods ignore joint distribution geometry.
method Combines neural optimal transport with amortized optimization for efficient training and faster inference.
result Constructs tighter and more informative predictive regions for multivariate conformal prediction.

Monotone aggregation of dependent random vectors has an absolutely continuous distribution under certain conditions.

problem Monotone aggregation of dependent random vectors
method Coordinatewise monotonicity and uniform lower-increment conditions
result One-dimensional push-forwards of dependent random vectors have an absolutely continuous distribution

Sampling from distributions to find the one with the largest mean arises in a broad range of applications, and it can be mathematically modeled as a multi-armed bandit problem in which each distribution is associated with an arm. This paper studies the sample complexity of identifying the best arm (largest mean) in a m…

2013-06-17abs ↗pdf ↗

Let MM be a quasi-Fuchsian three-manifold that contains a closed incompressible surface with principal curvatures within the range of the unit interval, for a prescribed function HH (with mild conditions) on MM, we construct a closed incompressible surface with mean curvature HH . A direct application is the existe…

2010-03-08abs ↗pdf ↗

We review recent quantitative results on the approximation of mean field diffusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a larger range of models, more precise senses of convergence and links with the long time behaviour of the systems to be con…

2010-09-20abs ↗pdf ↗

A new copula model for multi-attribute data using optimal transport.

problem Relaxing the Gaussian assumption for multi-attribute graphical models.
method Introducing a new copula (Cyclically Monotone Copula) and using optimal transport theory.
result The model allows arbitrary continuous distributions and is more flexible than classical methods.

Learning in the presence of outliers is a fundamental problem in statistics. Until recently, all known efficient unsupervised learning algorithms were very sensitive to outliers in high dimensions. In particular, even for the task of robust mean estimation under natural distributional assumptions, no efficient algorith…

2019-11-14abs ↗pdf ↗

The paper examines 4D hypersurfaces with constant mean curvature in pseudo-Riemannian space forms.

problem Investigating properties of 4D hypersurfaces with specific curvature conditions.
method Analyzing hypersurfaces with proper mean curvature vector field in pseudo-Riemannian space forms.
result Bi-harmonic hypersurfaces in N^5_s(c) are minimal in certain cases.

The price of electricity is far more volatile than that of other commodities normally noted for extreme volatility. The possibility of extreme price movements increases the risk of trading in electricity markets. However, underlying the process of price returns is a strong mean-reverting mechanism. We study this featur…

2001-03-30abs ↗pdf ↗

A mean function in reproducing kernel Hilbert space, or a kernel mean, is an important part of many applications ranging from kernel principal component analysis to Hilbert-space embedding of distributions. Given finite samples, an empirical average is the standard estimate for the true kernel mean. We show that this e…

2013-06-04abs ↗pdf ↗

Sharp spectral extension of rigidity theorem for mean-convex manifolds.

problem Rigidity and flexibility of manifolds with mean-convex boundary and nonnegative Ricci curvature.
method Spectral Ricci lower bounds and mean-convex boundary conditions.
result Sharp spectral extension of rigidity theorem for specific conditions.

We study some properties of mean curvature flow solitons in general Riemannian manifolds and in warped products, with emphasis on constant curvature and Schwarzschild type spaces. We focus on splitting and rigidity results under various geometric conditions, ranging from the stability of the soliton to the fact that th…

2018-11-27abs ↗pdf ↗

The study pinches the rigidity of self-shrinking surfaces in mean curvature flow.

problem Rigidity of self-shrinking hypersurfaces in mean curvature flow.
method Spectral upper-pinching theorem and weighted Poincaré estimate.
result Self-shrinking hypersurfaces are restricted to specific forms under certain conditions.

Median-of-means sampling outperforms mean-of-means for large sample sizes in numerical integration.

problem Improving numerical integration accuracy in high dimensions.
method Median-of-means sampling compared to mean-of-means using RQMC methods.
result Median-of-means sampling is superior for large sample sizes, while mean-of-means is better for smaller sample sizes.

New model incorporates long-range dependence in mortality rates for better valuation and risk management.

problem Lack of appropriate models for valuing and managing mortality securities with long-range dependence.
method Proposes a novel class of Volterra mortality models that incorporate LRD, derived in closed-form solution.
result Models provide flexibility and tractability for valuing and hedging mortality-related products.

We test for departures from normal and independent and identically distributed (NIID) returns, when returns under the alternative hypothesis are self-affine. Self-affine returns are either fractionally integrated and long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moment…

2014-01-28abs ↗pdf ↗

The paper estimates common mean of entangled Gaussians with bounded variances.

problem Estimating common mean of entangled Gaussians with bounded variances.
method Iteratively averaging truncated samples.
result Achieves error $O \left(\frac{\sqrt{n\ln n}}{m} ight)$ with high probability when m=Ω(nlnn)m=Ω(\sqrt{n\ln n}).

We analyze the sample complexity of the thresholding bandit problem, with and without the assumption that the mean values of the arms are increasing. In each case, we provide a lower bound valid for any risk δδ and any δδ-correct algorithm; in addition, we propose an algorithm whose sample complexity is of the same o…

2017-11-13abs ↗pdf ↗

A new method for multi-expert learning-to-defer avoids optimization issues.

problem Optimization issues in multi-expert learning-to-defer systems.
method A decoupled surrogate with a softmax classifier head and independent sigmoid heads per expert.
result First multi-expert L2D guarantee with a constant not growing with the expert pool.

New methods for Bayesian inference using mean shift particle systems.

problem Approximating expectations with unnormalized densities in Bayesian inference.
method Mean shift interacting particle systems that minimize maximum mean discrepancy (MMD).
result Mean shift interacting particle systems converge quickly and capture complex distributions.