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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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471114 · May 201919922001200920172026
48 results for Real-Valued

Extends Tanimoto kernel to real-valued functions.

problem Measuring similarity between real-valued functions.
method Unified representation of real-valued functions via sets, derived general form of the kernel, explicit feature representation, and smooth approximation.
result General Tanimoto kernel for real-valued functions.

Study introduces indecomposability for varifolds, leading to geometric consequences.

problem Understanding the structure of varifolds and their connectedness properties.
method Introducing indecomposability and related concepts for varifolds.
result Substantial geometric consequences derived from the connectedness properties of varifolds.

The classical Kaehler potential is a real-valued function (KP) such that one can determine a Kaehler (symplectic) structure by differentiating KP. We define a mirror Kaehler potential on Calabi-Yau 3-folds, a real-valued function (MKP) such that one can determine a complex structure by differentiating MKP.

2011-10-21abs ↗pdf ↗

Learning rule consistency tied to non-existence of real-valued measurable cardinals.

problem Consistency of k-NN learning rule in metric spaces.
method Analyzing separable subspaces and density conditions.
result The k-NN classifier's consistency depends on the absence of real-valued measurable cardinals.

We give an algorithmically efficient version of the learner-to-compression scheme conversion in Moran and Yehudayoff (2016). In extending this technique to real-valued hypotheses, we also obtain an efficient regression-to-bounded sample compression converter. To our knowledge, this is the first general compressed regre…

2018-05-21abs ↗pdf ↗

The study analyzes decision trees on real and categorical features, deriving bounds on their VC dimension and proposing improved pruning algorithms.

problem Understanding the generalization properties of decision trees on different types of features.
method Introducing partitioning functions, relating them to growth functions and VC dimension, and deriving bounds for decision stumps and trees of various structures.
result Exact VC dimension of decision stumps and improved pruning algorithms for binary trees.

Study robust regression learning under adversarial attacks.

problem Understanding which function classes are learnable in the presence of adversarial attacks.
method Introduced a novel agnostic sample compression scheme and used fat-shattering dimension to construct adversarially robust sample compression schemes.
result Finite fat-shattering dimension classes are learnable in both realizable and agnostic settings.

These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered comprise real-valued vector and matrix algebra, systems of linear algebraic equations, Leontief's stationary input-output…

2015-09-11abs ↗pdf ↗

FuBIF enhances AD by using real-valued functions for more flexible anomaly detection.

problem Limitations of the Isolation Forest in adaptability and bias.
method Introduces FuBIF, a generalization of IF using real-valued functions for branching in evaluation trees.
result FuBIF significantly improves flexibility and evaluation tree construction.

In a complete Riemannian manifold (M,g)(M, g) if the hessian of a real valued function satisfies some suitable conditions then it restricts the geometry of (M,g)(M, g). In this paper we characterize all compact rank-1 symmetric spaces, as those Riemannian manifolds (M,g)(M, g) admitting a real valued function uu such that the …

1995-11-23abs ↗pdf ↗

Unique solutions found for diffusive martingale problems.

problem Finding unique solutions to Cauchy problems for diffusive real-valued strict local martingales.
method Provided sets of smooth functions under local Hölder and Engelbert-Schmidt conditions for unique classical and weak solutions.
result Unique solutions found for specific martingale models.

We introduce RNADE, a new model for joint density estimation of real-valued vectors. Our model calculates the density of a datapoint as the product of one-dimensional conditionals modeled using mixture density networks with shared parameters. RNADE learns a distributed representation of the data, while having a tractab…

2013-06-02abs ↗pdf ↗

In this note we prove the a pointwise ergodic theorem for functions taking values in a separable complete CAT(0)-space, analogous to Lindenstrauss' pointwise ergodic theorem for real-valued integrable functions on a probability space subject to a probability-preserving action of an amenable l.c.s.c. group, where in the…

2009-05-05abs ↗pdf ↗

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued signal into its quadrature component. In this paper, we define a probabilistic gene…

2016-11-30abs ↗pdf ↗

The class of affine LIBOR models is appealing since it satisfies three central requirements of interest rate modeling. It is arbitrage-free, interest rates are nonnegative and caplet and swaption prices can be calculated analytically. In order to guarantee nonnegative interest rates affine LIBOR models are driven by no…

2015-03-03abs ↗pdf ↗

Deriving insights from high-dimensional data is one of the core problems in data mining. The difficulty mainly stems from the fact that there are exponentially many variable combinations to potentially consider, and there are infinitely many if we consider weighted combinations, even for linear combinations. Hence, an …

2017-10-12abs ↗pdf ↗

New method detects anomalies in time series data, especially useful for monitoring services.

problem Detecting anomalies in time series data, especially for monitoring services and cloud resources.
method Models time series of probability distributions over real values, scales to millions of time series.
result Outperforms state-of-the-art methods in detecting anomalies on various data sets.

Variational autoencoders (VAEs), as well as other generative models, have been shown to be efficient and accurate for capturing the latent structure of vast amounts of complex high-dimensional data. However, existing VAEs can still not directly handle data that are heterogenous (mixed continuous and discrete) or incomp…

2018-07-10abs ↗pdf ↗

Proposes a method to reconcile count time series forecasts.

problem No formal framework for probabilistic reconciliation of count time series.
method Generalizes Bayes' rule for reconciling real-valued and count variables.
result Improves forecast accuracy for count variables compared to Gaussian reconciliation.

We prove that the underlying set of an orbifold equipped with the ring of smooth real-valued functions completely determines the orbifold atlas. Consequently, we obtain an essentially injective functor from orbifolds to differential spaces.

2015-03-05abs ↗pdf ↗

This paper is a generalization of the author's previous work on link homotopy to link concordance. We show that the only real-valued finite type link concordance invariants are the linking numbers of the components.

1999-04-30abs ↗pdf ↗

We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued functions and the dual representation of conditional convex maps.

2010-01-20abs ↗pdf ↗

Estimates fat-shattering dimension of aggregated function classes.

problem Understanding the complexity of aggregated function classes.
method Analyzes fat-shattering dimension of kk-fold aggregations of real-valued function classes.
result Provides upper and lower bounds on fat-shattering dimension for linear and affine function classes.

Bayesian framework uses context trees for efficient time series modeling.

problem Building flexible and interpretable mixture models for real-valued time series.
method Hierarchical Bayesian modelling with context trees and autoregressive models.
result The methods outperform state-of-the-art techniques on simulated and real-world experiments.

Let M be a Poisson manifold and A a Weil algebra. We describe an isomorphism of cohomolgy algebra and proves that Poisson cohomology with values in A is isomorphic to the tensor product of A with Poisson cohomolgy with real values.

2015-09-09abs ↗pdf ↗

This paper presents the recurrent estimation of distributions (RED) for modeling real-valued data in a semiparametric fashion. RED models make two novel uses of recurrent neural networks (RNNs) for density estimation of general real-valued data. First, RNNs are used to transform input covariates into a latent space to …

2017-05-30abs ↗pdf ↗

Study optimality conditions for interval-valued optimization problems on Riemannian manifolds.

problem Optimizing interval-valued functions on Riemannian manifolds under a total order relation.
method Generalized Hukuhara directional differentiability to derive KKT-type optimality conditions.
result Derives optimality conditions for interval-valued optimization problems on Riemannian manifolds.

Study uniformly differentiable graphs in Carnot groups, proving area formulas.

problem Characterize uniformly differentiable intrinsic graphs in Carnot groups.
method Characterize uniform intrinsic differentiability via Hölder properties of projections of vector fields.
result Explicit area formula for uniformly intrinsically differentiable maps in Carnot groups.

This study examines how discretization improves neural forecasting models.

problem Improving predictive performance of neural forecasting models.
method Empirical investigation of data binning techniques on various neural forecasting architectures.
result Data binning almost always improves forecasting accuracy, but the type of binning is less important.

We prove the following theorem. Let UU be a pseudo-harmonic function on a surface M2M^2. For a real valued continuous function V:M2RV : M^2 \to {\mathbb R} to be a conjugate pseudo-harmonic function of UU on M2M^2 it is necessary and sufficient that VV is open on level sets of UU.

2009-05-19abs ↗pdf ↗