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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.

168,657 papers · 148 categories

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3979118157 · May 201919922001200920172026
48 results for Monotonic Embedding

We show that the left-monotone martingale coupling is optimal for any given performance function satisfying the martingale version of the Spence-Mirrlees condition, without assuming additional structural conditions on the marginals. We also give a new interpretation of the left monotone coupling in terms of Skorokhod e…

2017-01-24abs ↗pdf ↗

We define new Hamiltonian isotopy invariants for a monotone Lagrangian torus embedded in a symplectic 4-manifold. We show that, in the standard symplectic 4-space, these invariants distinguish a monotone Clifford torus from a Chekanov torus.

2008-07-22abs ↗pdf ↗

We propose learning deep models that are monotonic with respect to a user-specified set of inputs by alternating layers of linear embeddings, ensembles of lattices, and calibrators (piecewise linear functions), with appropriate constraints for monotonicity, and jointly training the resulting network. We implement the l…

2017-09-19abs ↗pdf ↗

Under certain topological assumptions, we show that two monotone Lagrangian submanifolds embedded in the standard symplectic vector space with the same monotonicity constant cannot link one another and that, individually, their smooth knot type is determined entirely by the homotopy theoretic data which classifies the …

2012-11-28abs ↗pdf ↗

Develops methods to analyze feature-outcome associations in subpopulations.

problem Challenges in understanding feature-outcome associations in high-dimensional data.
method Geometric decomposition framework using gradient flow and co-monotonicity decomposition.
result Identifies context-dependent patterns and improves statistical power and interpretability.

We derive some restrictions on the topology of a monotone Lagrangian submanifold LCnL\subset\mathbf{C}^n by making observations about the topology of the moduli space of Maslov 2 holomorphic discs with boundary on LL and then using Damian's theorem which gives conditions under which the evaluation map from this moduli …

2011-10-05abs ↗pdf ↗

New analysis of annealing paths in sampling and estimation.

problem Sampling from complex distributions and estimating normalization constants.
method Extending known results on Bregman divergence to quasi-arithmetic means under monotonic embedding.
result Analogous result for quasi-arithmetic means, highlighting the interplay between means, parametric families, and divergence functionals.

Paper explores coarse embeddings between symmetric spaces and Euclidean buildings, answering open questions.

problem Understanding coarse embeddings between symmetric spaces and Euclidean buildings.
method Generalization of quasi-isometric embeddings, focusing on coarse embeddings without Euclidean factors.
result Rank is monotonous under coarse embeddings when the domain does not contain a Euclidean factor.

New models ensure monotonicity in preference learning, improving accuracy especially with limited data.

problem Failure of widely used preference learning models to maintain monotonicity.
method Proposed Linear Generalized Bradley-Terry models with Diffusion Priors.
result New models improve accuracy, especially with limited data.

In the article, we generalize some recent results of Colding and Minicozzi on generic singularities of mean curvature flow to curved ambient spaces. To do so, we make use of a weighted monotonicity formula to derive an "almost monotonicity" for the entropy upon embedding into R\R^\ell. We are also lead to study the co…

2017-06-05abs ↗pdf ↗

In this note we prove certain necessary and sufficient conditions for the existence of an embedding of statistical manifolds. In particular, we prove that any compact smooth (C1C^1 resp.) statistical manifold can be embedded into the space of probability measures on a finite set. As a result, we get an answer to the La…

2005-06-09abs ↗pdf ↗

We give a new approach to the infinitesimal structure of Lipschitz maps into L^1. As a first application, we give an alternative proof of the main theorem from an earlier paper, that the Heisenberg group does not admit a bi-Lipschitz embedding in L^1. The proof uses the metric differentiation theorem of Pauls and the c…

2009-07-19abs ↗pdf ↗

The paper proves inequalities for submanifolds in Riemannian manifolds.

problem Proving geometric inequalities for submanifolds in Riemannian manifolds.
method Using Rauch's comparison theorem and first variation formula.
result General Li-Yau inequality applicable in bounded sectional curvature manifolds.

In this paper, we address the problem of measuring and analysing sensation, the subjective magnitude of one's experience. We do this in the context of the method of triads: the sensation of the stimulus is evaluated via relative judgments of the form: "Is stimulus S_i more similar to stimulus S_j or to stimulus S_k?". …

2019-08-21abs ↗pdf ↗

Trivial links are unique up to number of link components, but they can be hard to recognize from arbitrary diagrams. We define a new measure of the complexity of a link embedding, the crumple, and show how this may be used to measure progress toward a trivial embedding. In conjunction with a modified form of arc presen…

2011-10-13abs ↗pdf ↗

Using quilted Floer cohomology and relative quilt invariants, we define a composition functor for categories of Lagrangian correspondences in monotone and exact symplectic Floer theory. We show that this functor agrees with geometric composition in the case that the composition is smooth and embedded. As a consequence …

2007-08-21abs ↗pdf ↗

Study shows convergence of Lagrangian submanifolds under certain metrics.

problem Understanding convergence of Lagrangian submanifolds under specific metrics.
method Proves convergence to an embedded Lagrangian submanifold using a monotonicity lemma applied on a carefully-chosen metric ball.
result Convergence to an embedded Lagrangian submanifold implies convergence in the Hausdorff metric for a class of metrics.

We prove that a minimal disc in a CAT(0) space is a local embedding away from a finite set of "branch points". On the way we establish several basic properties of minimal surfaces: monotonicity of area densities, density bounds, limit theorems and the existence of tangent maps. As an application, we prove Fary-Milnor's…

2018-08-20abs ↗pdf ↗

We derive constraints on Lagrangian embeddings in completions of certain stable symplectic fillings with semisimple symplectic cohomologies. Manifolds with these properties can be constructed by generalizing the boundary connected sum operation to our setting, and are related to certain birational surgeries like blow-d…

2016-05-16abs ↗pdf ↗

In this paper, we provide some results on Skorokhod embedding with local time and its applications to the robust hedging problem in finance. First we investigate the robust hedging of options depending on the local time by using the recently introduced stochastic control approach, in order to identify the optimal hedgi…

2015-11-23abs ↗pdf ↗

Study on linking numbers in random book embeddings of complete graphs.

problem Distribution and mean of linking numbers in random book embeddings of complete graphs.
method Analyzes a family of two-component links arising from random embeddings of complete graphs, using Eulerian numbers and linear growth in mean linking number.
result Mean of squared linking number over all random embeddings is $ rac{i}{6}$, where ii is the number of interior edges.

In this paper we study φ\varphi-minimal surfaces in R3\mathbb{R}^3 when the function φ\varphi is invariant under a two-parametric group of translations. Particularly those which are complete graphs over domains in R2\mathbb{R}^2. We describe a full classification of complete flat embedded φ\varphi-minimal surfaces i…

2019-10-17abs ↗pdf ↗

The paper addresses monotonicity in machine learning models for fairness and accountability.

problem Ensuring fairness and accountability in transparent machine learning models.
method Study of three types of monotonicity (individual, weak pairwise, strong pairwise) and propose monotonic groves of neural additive models.
result Monotonic groves of neural additive models maintain transparency, accountability, and fairness.

New framework learns complex AI attitudes from heterogeneous data.

problem Heterogeneous ordinal structure in AI attitudes, poorly captured by existing methods.
method Monotone Gaussian score embedding, BNP complexity discovery, confirmatory fixed-K estimation.
result Reduced holdout MSE by 25.8% over single-graph baseline.

Study on curve diffusion flows with scale-critical curvature term.

problem Analyzing stability of curve diffusion flows with scale-critical curvature.
method Introduced and studied a one-parameter family of curve diffusion flows with a scale-critical cubic curvature term. Analyzed dynamical stability of homothetic circles using variational methods.
result Established that any small perturbation of an ωω-fold circle monotonically approaches the unit ωω-circle after rescaling, translation, and reparametrisation.

We study the problem of stopping a Brownian motion at a given distribution νν while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set T(ν)\mathcal{T}(ν) of stopping times embedding νν is weakly dense in the set $\mathc…

2019-03-09abs ↗pdf ↗

On the manifold of positive definite matrices, we investigate the existence of pairs of flat affine connections, dual with respect to a given monotone metric. The connections are defined either using the αα-embeddings and finding the duals with respect to the metric, or by means of contrast functionals. We show that i…

2003-07-28abs ↗pdf ↗

New method learns low-dimensional representations of nonlinear time series without supervision.

problem Learning low-dimensional representations of nonlinear time series without supervision.
method Based on monotone variational inequality, the method learns representations by assuming sequences arise from a common domain.
result The method can learn the geometry for the entire domain and faithful representations for the dynamics of each individual sequence.

This paper addresses the problem of low-rank distance matrix completion. This problem amounts to recover the missing entries of a distance matrix when the dimension of the data embedding space is possibly unknown but small compared to the number of considered data points. The focus is on high-dimensional problems. We r…

2013-04-24abs ↗pdf ↗

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

We introduce a spectrum of monotone coarse invariants for metric measure spaces called Poincaré profiles. The two extremes of this spectrum determine the growth of the space, and the separation profile as defined by Benjamini--Schramm--Timár. In this paper we focus on properties of the Poincaré profiles of groups with …

2017-07-07abs ↗pdf ↗

Study examines explainable machine learning for monotonic models, finding Integrated gradients better for strong monotonicity.

problem Applying explainable machine learning to science-informed models.
method Proposed axioms for monotonicity, tested Shapley value and Integrated gradients methods.
result Integrated gradients provides better explanations for strong monotonicity.

We prove that sub-Riemannian manifolds are infinitesimally Hilbertian (i.e., the associated Sobolev space is Hilbert) when equipped with an arbitrary Radon measure. The result follows from an embedding of metric derivations into the space of square-integrable sections of the horizontal bundle, which we obtain on all we…

2019-10-14abs ↗pdf ↗

Learning performance can show non-monotonic behavior. That is, more data does not necessarily lead to better models, even on average. We propose three algorithms that take a supervised learning model and make it perform more monotone. We prove consistency and monotonicity with high probability, and evaluate the algorit…

2019-11-25abs ↗pdf ↗