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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.

168,695 papers · 148 categories

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2356 · Jun 202619922001200920172026
48 results for PD^3-pair

Extends characterization of PD3PD_3-pairs with aspherical boundaries to those with spherical boundaries.

problem Characterizing fundamental triples of PD3PD_3-pairs with boundary components of different types.
method Extends Turaev and Bleile's work by relaxing the π1π_1-injectivity hypothesis and considering pairs with spherical boundary components.
result Characterization of fundamental triples for PD3PD_3-pairs with spherical boundary components and c.d.π1(P)2c.d.π_1(P)\leq2.

Following an example discovered by John Berge, we show that there is a 4-component link L \subset (S^1 x S^2)#(S^1 x S^2) so that, generically, the result of Dehn surgery on L is a 3-manifold with two inequivalent genus 2 Heegaard splittings, and each of these Heegaard splittings is of Hempel distance 3.

2010-02-25abs ↗pdf ↗

Study pro-pp completions of orientable PD_n groups, proving best results in three cases.

problem Understanding pro-pp completions of orientable PD_n groups.
method Examined four cases of orientable PD_3-groups and some PD_n groups (n≤5), providing examples and proving best results in three cases.
result Best results in three out of four cases of orientable PD_3-groups.

Persistence diagrams (PDs) play a key role in topological data analysis (TDA), in which they are routinely used to describe topological properties of complicated shapes. PDs enjoy strong stability properties and have proven their utility in various learning contexts. They do not, however, live in a space naturally endo…

2017-06-11abs ↗pdf ↗

We define partial differential (PD in the following), i.e., field theoretic analogues of Hamiltonian systems on abstract symplectic manifolds and study their main properties, namely, PD Hamilton equations, PD Noether theorem, PD Poisson bracket, etc.. Unlike in standard multisymplectic approach to Hamiltonian field the…

2009-03-26abs ↗pdf ↗

The paper classifies PD_4-complexes based on their fundamental group properties.

problem Understanding the structure of PD_4-complexes based on their fundamental group properties.
method Analyzing the fundamental group and its modules to classify PD_4-complexes.
result The classification of PD_4-complexes based on their fundamental group properties.

A new tree-based estimator, FastPD, efficiently estimates PD functions for machine learning models.

problem Efficiently estimating Partial Dependence functions for machine learning models.
method Proposes a new tree-based estimator, FastPD, to estimate PD functions.
result FastPD consistently estimates the desired population quantity and improves complexity from quadratic to linear.

The paper stabilizes PD term structures under forecast uncertainty using a Kalman filter with an anchored observation model.

problem Stable estimation of lifetime PDs under forecast uncertainty.
method Reformulated in state-space framework, introduced an anchored observation model.
result Asymptotic stochastic stability of error dynamics, leading to smoother projections.

In this paper we formalize a combinatorial object for describing link diagrams called a Planar Diagram Code. PD-codes are used by the KnotTheory Mathematica package developed by Bar-Natan, et al. We present the set of PD-codes as a stand alone object and discuss its relationship with link diagrams. We give an explicit …

2013-09-12abs ↗pdf ↗

Researchers formalize PD and PFI to relate them to data generating process.

problem Lack of theory linking PD and PFI to data generating process.
method Formalize PD and PFI as estimators of ground truth estimands, account for model variance with learner-PD and learner-PFI.
result PD and PFI estimates deviate from ground truth due to statistical biases, model variance, and Monte Carlo approximation errors.

Paper presents a method for estimating long-term PDs with incomplete data.

problem Estimating long-term PDs with limited and incomplete historical data.
method Single risk factor approach for simultaneous calibration of PDs across sub-portfolios.
result Method yields long-term PDs without requiring complete historical data.

We prove the Tits alternative for an almost coherent PD(3)PD(3) group which is not virtually properly locally cyclic. In particular, we show that an almost coherent PD(3)PD(3) group which cannot be generated by fewer than four elements always contains a rank 2 free group.

2017-10-29abs ↗pdf ↗

Study extends Elkalla's work on subnormal subgroups to PD3PD_3-groups, but L2L^2-Betti numbers need verification.

problem Verifying L2L^2-Betti numbers for PD3PD_3-groups and group pairs.
method Algebraic arguments extending Elkalla's work, but reliant on unproven L2L^2-Betti number hypothesis.
result Need further research on L2L^2-Betti numbers for general PD3PD_3-groups.

Scaff-PD improves fairness and robustness in federated learning with reduced communication.

problem Improving fairness and robustness in federated learning with limited communication.
method Scaff-PD uses a family of distributionally robust objectives and an accelerated primal dual algorithm with bias-corrected steps.
result Scaff-PD achieves significant gains in communication efficiency and convergence speed while maintaining fairness and robustness.

PD curve calibration refers to the transformation of a set of rating grade level probabilities of default (PDs) to another average PD level that is determined by a change of the underlying portfolio-wide PD. This paper presents a framework that allows to explore a variety of calibration approaches and the conditions un…

2012-12-15abs ↗pdf ↗

Paper solves open question about non-positive kernels by decomposing them into PD kernels.

problem Can non-positive definite kernels be decomposed into the difference of two positive definite kernels?
method Introduced signed measure to transform positive decomposition into measure decomposition, providing a sufficient and necessary condition.
result First random features algorithm for unbiased estimation of non-positive kernels.

We show that if XX is an indecomposable PD3PD_3-complex and π1(X)isthefundamentalgroupofareducedfinitegraphoffinitegroupsbutisnotvirtuallycyclicthenπ_1(X) is the fundamental group of a reduced finite graph of finite groups but is not virtually cyclic then Xisorientable,theunderlyinggraphisatree,alltheedgegroupsare is orientable, the underlying graph is a tree, all the edge groups are Z/2Zandallbutatmostoneofthevertexgroupsisdihedraloforder and all but at most one of the vertex groups is dihedral of order 2m…

2008-08-13abs ↗pdf ↗

Unreduced PDs can perform similarly to reduced PDs in machine learning tasks.

problem Ignoring much of the information in persistence diagrams in machine learning pipelines.
method Developed methods to generate topological feature vectors from unreduced boundary matrices.
result Unreduced PDs can perform on par with, and sometimes outperform, fully-reduced PDs in machine learning tasks.

Machine learning classifies Parkinson's Disease stages from walker sensors data.

problem Limited cost-effective methods for quantitatively assessing Parkinson's Disease stages.
method Machine learning applied to walker-mounted sensors data, feature selection methods compared.
result Feature selection method using ANOVA provides similar accuracy to full feature set and is clinically interpretable.

Machine learning aids in diagnosing Parkinson's disease with higher accuracy.

problem Subjectivity in traditional PD diagnosis methods and missed early symptoms.
method Machine learning applied to various data modalities for PD and control group classification.
result Machine learning methods show high potential for improving PD diagnosis.

We show that there are two homotopy types of PD_3-complexes with fundamental group S_3*_{Z/2Z}S_3, and give explicit constructions for each, which differ only in the attachment of the top cell.

2004-12-13abs ↗pdf ↗

Persistent homology (PH) is a rigorous mathematical theory that provides a robust descriptor of data in the form of persistence diagrams (PDs). PDs exhibit, however, complex structure and are difficult to integrate in today's machine learning workflows. This paper introduces persistence bag-of-words: a novel and stable…

2018-12-21abs ↗pdf ↗

Persistent homology (PH) is a rigorous mathematical theory that provides a robust descriptor of data in the form of persistence diagrams (PDs) which are 2D multisets of points. Their variable size makes them, however, difficult to combine with typical machine learning workflows. In this paper we introduce persistence c…

2018-02-13abs ↗pdf ↗

Convolutional neural networks (CNNs) are commonly used for image classification tasks, raising the challenge of their application on data flows. During their training, adaptation is often performed by tuning the learning rate. Usual learning rate strategies are time-based i.e. monotonously decreasing. In this paper, we…

2019-11-18abs ↗pdf ↗

The study uses the Merton model to estimate PD and finds a phase transition affecting convergence speed.

problem Estimating the probability of default (PD) using limited historical data.
method Adopted the Merton model and analyzed phase transitions in default correlation.
result PD estimation converges slowly when temporal correlation decays by power law less than one.

The risk of a credit portfolio depends crucially on correlations between the probability of default (PD) in different economic sectors. Often, PD correlations have to be estimated from relatively short time series of default rates, and the resulting estimation error hinders the detection of a signal. We present statist…

2004-01-19abs ↗pdf ↗

This paper proposes a simple technical approach for the analytical derivation of Point-in-Time PD (probability of default) forecasts, with minimal data requirements. The inputs required are the current and future Through-the-Cycle PDs of the obligors, their last known default rates, and a measurement of the systematic …

2015-07-20abs ↗pdf ↗

Paper exposes vulnerabilities in interpreting machine learning models using adversarial attacks on PD plots.

problem Vulnerability of permutation-based interpretation methods, particularly PD plots, to adversarial attacks.
method Adversarial framework to manipulate black-box models and produce deceptive PD plots.
result It is possible to hide discriminatory behaviors in machine learning models through interpretation tools like PD plots.

A model learns symptom-drug relations for PD patients.

problem Automatic prescription recommendation for Parkinson's Disease patients.
method Builds a dataset of PD symptoms and prescriptions, learns latent symptom space, uses alternating optimization.
result Effective in recommending suitable prescription drugs for new PD patients.

A closed 4-manifold (or, more generally, a finite PD4PD_4-space) has a finitely dominated infinite regular covering space if and only if either its universal covering space is finitely dominated or it is finitely covered by the mapping torus of a self homotopy equivalence of a PD3PD_3-complex.

2013-01-17abs ↗pdf ↗

Intuitively, the default risk of a single borrower is higher when her or his assets and debt are denominated in different currencies. Additionally, the default dependence of borrowers with assets and debt in different currencies should be stronger than in the one-currency case. By combining well-known models by Merton …

2007-12-20abs ↗pdf ↗