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.
Properties of two classes of generally convex sets in the n-dimentional real Euclidean space, called m-semiconvex and weakly m-semiconvex, 1<=m<n, are investigated in the present work. In particular, it is established that an open set with smooth boundary in the plan which is weakly 1-semiconvex but not 1-semiconvex co…
Equipped with the L^2-distortion distance, the space "X" of all metric measure spaces (X,d,m) is proven to have nonnegative curvature in the sense of Alexandrov. Geodesics and tangent spaces are characterized in detail. Moreover, classes of semiconvex functionals and their gradient flows on "X" are presented.
We consider an optimal stochastic impulse control problem over an infinite time horizon motivated by a model of irreversible investment choices with fixed adjustment costs. By employing techniques of viscosity solutions and relying on semiconvexity arguments, we prove that the value function is a classical solution to …
We prove that ideal sub-Riemannian manifolds (i.e., admitting no non-trivial abnormal minimizers) support interpolation inequalities for optimal transport. A key role is played by sub-Riemannian Jacobi fields and distortion coefficients, whose properties are remarkably different with respect to the Riemannian case. As …
Given a real-valued function c defined on the cartesian product of a generic Carnot group $\G$ and the first layer V1 of its Lie algebra, we introduce a notion of c horizontal convex (c H-convex) function on $\G$ as the supremum of a suitable family of affine functions; this family is defined pointwisely, and …
We realise the first and second Grushin distributions as symmetry reductions of the 3-dimensional Heisenberg distribution and 4-dimensional Engel distribution respectively. Similarly, we realise the Martinet distribution as an alternative symmetry reduction of the Engel distribution. These reductions allow us to derive…
Recent work has shown that deep generative models assign higher likelihood to out-of-distribution inputs than to training data. We show that a factor underlying this phenomenon is a mismatch between the nature of the prior distribution and that of the data distribution, a problem found in widely used deep generative mo…
Income and wealth distribution affect stability of a society to a large extent and high inequality affects it negatively. Moreover, in the case of developed countries, recently has been proven that inequality is closely related to all negative phenomena affecting society. So far, Econophysics papers tried to analyse in…
Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with step size compared to normal distribution. Thus it is essential to cut-off these di…
One-shot algorithm for feature-distributed kernel PCA reduces communication costs.
problem Efficiently perform kernel PCA in distributed computing environments.
method Inspired by dual relationship between sample-distributed and feature-distributed scenarios, proposes a one-shot algorithm for feature-distributed kernel PCA.
result The algorithm provides high-quality results with low communication costs, especially when eigenvalues decay fast.
We propose to interpret distribution model risk as sensitivity of expected loss to changes in the risk factor distribution, and to measure the distribution model risk of a portfolio by the maximum expected loss over a set of plausible distributions defined in terms of some divergence from an estimated distribution. The…
Deep networks can approximate high-dimensional distributions from low-dimensional ones.
problem Approximating high-dimensional distributions from low-dimensional ones.
method Proved neural networks can transform low-dimensional distributions to high-dimensional ones with arbitrary closeness measured by Wasserstein distances and maximum mean discrepancy.
result Upper bounds of the approximation error are obtained in terms of the width and depth of neural network.
Proves Sard conjecture for specific distributions, controlling divergence of vector fields.
problem Proving the Sard conjecture for certain types of distributions.
method Constructs a singular distribution capturing essential abnormal lifts, proving the conjecture for rank 3 distributions in dimension 4 and generic corank 1 distributions.
result Proves the Sard conjecture for generic co-rank one distributions.