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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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118236354472 · Jun 202019922001200920172026
48 results for Shi-type estimates

The anomaly flow on a complex 3-fold is studied with integral Shi-type estimates and long-time existence conditions.

problem Long-time existence of the anomaly flow on a compact complex 3-fold.
method Integral Shi-type estimates adapted from integration-by-parts arguments, with a smallness condition on the slope parameter.
result Long-time existence of the anomaly flow on a compact complex 3-fold under a smallness condition on the slope parameter.

The paper analyzes finite-time singularities in Spin(7)-structure flows using Shi-type estimates.

problem Analyzing finite-time singularities in Spin(7)-structure flows.
method Proves Shi-type derivative estimates and shows that Λ(x,t) must blow up at finite-time singularities.
result Establishes a general analytic framework for studying Spin(7)-structure flows.

We construct a uniform local bound of curvature operator from local bounds of Ricci curvature and injectivity radius among all nn-dimensional Ricci flows. Thus new compactness theorems for the Ricci flow and Ricci solitons are derived. In particular, we show that every Ricci flow with RicK|Ric|\leq K must satisfy $|Rm|\…

2016-02-05abs ↗pdf ↗

The paper provides gradient estimates for a parabolic equation under Finsler geometric flows.

problem Gradient estimates for a general parabolic equation under compact Finsler CD(K,N)CD(-K,N) geometric flows.
method Presented Shi-type and Hamilton-type gradient estimates.
result Demonstrates the possibility of removing stricter derivative bounds imposed by Finsler curvature conditions.

Study harmonic flow of Spin(7)-structures on compact 8-manifolds.

problem Isometric flow of Spin(7)-structures on compact 8-manifolds.
method Establishing Shi-type estimates, self-similar solutions, monotonicity formula, compactness theorems, and Bryant-type description.
result Conditions for long-time existence and characterisation of singularities.

We survey recent progress in the study of G2G_{2}-structure Laplacian coflows, that is, heat flows of co-closed G2G_{2}-structures. We introduce the properties of the original Laplacian coflow of G2G_{2}-structures as well as the modified coflow, reviewing short-time existence and uniqueness results for the modified co…

2018-11-26abs ↗pdf ↗

Ansatze are constructed under which the solutions of 11D supergravity must be stationary points of a parabolic flow on a Riemannian manifold M10pM^{10-p}. This parabolic flow turns out to be the Ricci flow coupled to a scalar field, a (3p)(3-p)-form, and a 44-form. This allows the introduction of techniques from parabolic…

2018-06-02abs ↗pdf ↗

We study a flow of G2G_2 structures which induce the same Riemannian metric which is the negative gradient flow of an energy functional. We prove Shi-type estimates for the torsion tensor along the flow. We show that at a finite-time singularity the torsion must blow-up, so the flow exists as long as the torsion remain…

2019-04-22abs ↗pdf ↗

New estimators outperform maximum likelihood without hyper-parameter estimation.

problem Improving system identification performance without hyper-parameter estimation.
method Developed generalized Bayes and closed-form biased estimators using excess MSE.
result New estimators have comparable performance to empirical-Bayes-based regularized estimator.

New framework converts offline to online estimation using black-box offline estimators.

problem Convert offline estimation algorithms to online estimation algorithms.
method Oracle-Efficient Online Estimation (OEOE) framework.
result Achieves near-optimal online estimation error via black-box offline estimators.

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.

We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…

2011-07-21abs ↗pdf ↗

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…

2007-07-24abs ↗pdf ↗

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able to efficiently estimate the variance of this estimator is very helpful to vario…

2019-06-05abs ↗pdf ↗

Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…

2009-10-27abs ↗pdf ↗

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.

Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the estimated ratio toward infinity. In this paper, we present a robust estimator wh…

2017-03-09abs ↗pdf ↗

TAKDE optimizes kernel density estimation for real-time dynamic processes.

problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local XX-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …

2014-08-28abs ↗pdf ↗

New method for fast volatility estimation robust to change points.

problem Robust high-frequency volatility estimation with change points.
method ℓ1-regularized power variation estimators using LARS for sparse estimation and dynamic programming for change point refinement.
result Minimax rates achieved for volatility estimators, providing accurate and smooth forecasts.

ROME improves density estimation for multi-modal, non-normal data.

problem Robust multi-modal density estimation in non-normal, highly correlated distributions.
method ROME uses clustering to segment multi-modal data into uni-modal clusters, then combines KDE estimates for each cluster.
result ROME outperforms state-of-the-art methods and is more robust to various distributions.

Private estimation of many quantiles using differential privacy.

problem Estimating quantiles of a distribution privately.
method Two approaches: 1) Private estimation of empirical quantiles, 2) Uniform density estimation.
result There is a tradeoff between estimating quantiles at specific points and uniformly estimating the quantile function.

Paper proposes robust LAD estimators for 2D sinusoidal model, proving consistency and normality.

problem Estimation of parameters in 2D sinusoidal models with outliers or heavy-tailed noise.
method Least absolute deviation (LAD) estimators for robust parameter estimation.
result Strong consistency and asymptotic normality of LAD estimators for 2D sinusoidal model parameters.

Optimal and safe semi-supervised learning estimator for high-dimensional data.

problem Improving regression parameter estimation with unlabeled data in high-dimensional settings.
method Established minimax lower bound, proposed optimal and safe semi-supervised estimators.
result Optimal semi-supervised estimator achieves the minimax lower bound.

Estimating boundaries from point clouds with improved accuracy and rigorous error estimates.

problem Identifying the boundary of a domain from point cloud samples.
method Developed new estimators for normal vectors, distances, and boundary tests; provided error estimates.
result Efficient and accurate estimators for boundary properties on point clouds.

Study nonparametric covariance function estimation for noisy data.

problem Estimating covariance function from discrete noisy data in high dimensions.
method Adaptive learning-based estimators, including deep learning.
result Established oracle inequality and convergence rates for deep learning estimators.

We formalize notions of robustness for composite estimators via the notion of a breakdown point. A composite estimator successively applies two (or more) estimators: on data decomposed into disjoint parts, it applies the first estimator on each part, then the second estimator on the outputs of the first estimator. And …

2016-09-05abs ↗pdf ↗