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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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1122 · Jul 201719922001200920172026
27 results for Rauch

Formulates Index III lemma and Rauch III theorem with applications.

problem Develops new mathematical theorems based on existing ones.
method Formulation of Index III lemma and Rauch III theorem based on Index I, II lemmas and Rauch I, II theorems.
result Presented Rauch's type theorem and volume comparison result as applications.

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.

The paper explores conjugate points in Lorentzian spaces, comparing different definitions and proving related theorems.

problem Understanding conjugate points in Lorentzian geometry.
method Introducing and comparing different definitions of conjugate points in synthetic Lorentzian length spaces.
result All defined notions of conjugate points are compatible with the smooth spacetime setting.

Develops a novel ML smoothing method for incomplete data in state-space models.

problem Estimating states in stochastic systems with incomplete information.
method Introduces score function and conditional observed information matrices for incomplete data, and uses them to derive the ML smoother.
result The ML smoother provides more accurate state estimates with lower standard errors compared to the standard ML state estimator.

In this paper we will investigate the global properties of complete Hilbert manifolds with upper and lower bounded sectional curvature. We shall prove the Focal Index Lemma that we will allow us to extend some classical results of finite dimensional Riemannian geometry such as Rauch and Berger Theorems and the Topogono…

2003-04-18abs ↗pdf ↗

The paper establishes eigenvalue inequalities for a specific operator on curved spaces.

problem Eigenvalue estimation for a specific operator on curved domains.
method Bochner type formula and Rauch comparison theorem.
result Universal inequalities for eigenvalues of the drifted Cheng-Yau operator.

In this paper, we define a new capacity which allows us to control the behaviour of the Dirichlet spectrum of a compact Riemannian manifold with boundary, with "small" subsets (which may intersect the boundary) removed. This result generalizes a classical result of Rauch and Taylor ("the crushed ice theorem"). In the s…

2005-04-08abs ↗pdf ↗

We generalize the notion of planar bicycle tracks -- a.k.a. one-trailer systems -- to so-called tractor/tractrix systems in general Riemannian manifolds and prove explicit expressions for the length of the ensuing tractrices and for the area of the domains that are swept out by any given tractor/tractrix system. These …

2017-07-29abs ↗pdf ↗

Factor graphs have recently gained increasing attention as a unified framework for representing and constructing algorithms for signal processing, estimation, and control. One capability that does not seem to be well explored within the factor graph tool kit is the ability to handle deterministic nonlinear transformati…

2019-03-21abs ↗pdf ↗

TASC improves synthetic control for time-series data with trends.

problem Inability of existing SC methods to fully utilize temporal structure in time-series data.
method TASC uses a state-space model with a constant trend and Kalman filter for counterfactual inference.
result TASC offers advantages in settings with strong temporal trends and high observation noise.

The energy in a square membrane ΩΩ subject to constant viscous damping on a subset ωΩω\subset Ω decays exponentially in time as soon as ωω satisfies a geometrical condition known as the "Bardos-Lebeau-Rauch" condition. The rate τ(ω)τ(ω) of this decay satisfies τ(ω)=2min(μ(ω),g(ω))τ(ω)= 2 \min(-μ(ω), g(ω)) (see Lebeau [Math. Phys. Stud. …

2007-06-01abs ↗pdf ↗

We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used to couple a tractable "reference" measure (e.g., a standard Gaussian) with a tar…

2017-03-17abs ↗pdf ↗

In this paper, we investigate the ergodic and rigidity properties of weakly hyperbolic group actions. Motivated by classical theorems describing Anosov diffeomorphisms, we obtain two main results: First, all C^2 volume preserving weakly hyperbolic actions on closed manifolds are ergodic. This result generalizes Anosov'…

2005-11-11abs ↗pdf ↗

State-space smoothing has found many applications in science and engineering. Under linear and Gaussian assumptions, smoothed estimates can be obtained using efficient recursions, for example Rauch-Tung-Striebel and Mayne-Fraser algorithms. Such schemes are equivalent to linear algebraic techniques that minimize a conv…

2016-09-20abs ↗pdf ↗

A new method for state estimation in state-space models using incomplete data.

problem State estimation in nonlinear state-space models with incomplete observations.
method Statistical analysis of incomplete observations, score function, observed information matrices, EM-gradient-particle filtering.
result Maximum likelihood estimation of state-vector with explicit form of observed information matrix.

Proposes a framework to handle missing data in traffic forecasting with sensor blackouts.

problem Missing data in traffic forecasting due to sensor blackouts, especially when correlated with traffic conditions.
method Latent state-space framework that models traffic dynamics and sensor dropout probabilities.
result Improves traffic forecasting by reducing blackout imputation RMSE from 7.02 to 4.23, with MNAR modeling providing additional gains.