arXiv research

This paper proposes a new class of copulas which characterize the set of all twice continuously differentiable copulas. We show that our proposed new class of copulas is a new generalized copula family that include not only asymmetric copulas but also all smooth copula families available in the current literature. Spea…

Study examines Blomqvist's beta and four concordance measures on copulas.

We study the problem of rank aggregation: given a set of ranked lists, we want to form a consensus ranking. Furthermore, we consider the case of extreme lists: i.e., only the rank of the best or worst elements are known. We impute missing ranks by the average value and generalise Spearman's ρto extreme ranks. Our main …

An investigation is presented of how a comprehensive choice of five most important measures of concordance (namely Spearman's rho, Kendall's tau, Gini's gamma, Blomqvist's beta, and their weaker counterpart Spearman's footrule) relate to non-exchangeability, i.e., asymmetry on copulas. Besides these results, the method…

This paper fills in local bounds for Spearman's footrule and Gini's gamma measures of association.

We propose a semiparametric approach, named nonparanormal skeptic, for estimating high dimensional undirected graphical models. In terms of modeling, we consider the nonparanormal family proposed by Liu et al (2009). In terms of estimation, we exploit nonparametric rank-based correlation coefficient estimators includin…

Standardizes weighted ranking correlation coefficients to maintain zero expected value.

This paper presents performance analysis of hybrid model comprise of concordance and Genetic Programming (GP) to forecast financial market with some existing models. This scheme can be used for in depth analysis of stock market. Different measures of concordances such as Kendalls Tau, Ginis Mean Difference, Spearmans R…

We provide a set of copulas that can be interpreted as having the negative extreme dependence. This set of copulas is interesting because it coincides with countermonotonic copula for a bivariate case, and more importantly, is shown to be minimal in concordance ordering in the sense that no copula exists which is stric…

Forest tree species mapped with high accuracy using satellite data.

New Hermite series estimator for Spearman rank correlation in non-stationary data.

Parallel deep learning architectures like fine-tuned BERT and MT-DNN, have quickly become the state of the art, bypassing previous deep and shallow learning methods by a large margin. More recently, pre-trained models from large related datasets have been able to perform well on many downstream tasks by just fine-tunin…

In this paper, we propose a semiparametric approach, named nonparanormal skeptic, for efficiently and robustly estimating high dimensional undirected graphical models. To achieve modeling flexibility, we consider Gaussian Copula graphical models (or the nonparanormal) as proposed by Liu et al. (2009). To achieve estima…

An automated metric to evaluate dialogue quality is vital for optimizing data driven dialogue management. The common approach of relying on explicit user feedback during a conversation is intrusive and sparse. Current models to estimate user satisfaction use limited feature sets and rely on annotation schemes with low …

We obtain a branched spherical CR structure on the complement of the figure eight knot with a given holonomy representation (called rho_2). There are essentially two boundary unipotent representations from the complement of the figure eight knot into PU(2,1), we call them rho_1 and rho_2. We make explicit some fundamen…

Using adiabatic limits of Eta invariants, Rho invariants of the total space of a fiber bundle are investigated. One concern is to formulate the aspects of local index theory for families of Dirac operator in terms of the odd signature operator, and place known results in a context which permits the treatment of Rho inv…

Researchers develop a formula to calculate rho invariant of Dehn surgeries on links.

Paper presents a technique using Spearman's Rank Correlation Coefficient for KE in TDs.

Let G be a finitely generated discrete group. In this paper we establish vanishing results for rho-invariants associated to (i) the spin-Dirac operator of a spin manifold with positive scalar curvature (ii) the signature operator of the disjoint union of a pair of homotopy equivalent oriented manifolds with fundamental…

The equivariant rho-invariants studied in this paper are a version of the classical rho-invariants of Atiyah, Patodi, and Singer in the presence of an isometric involution. We compute these rho-invariants for all involutions on the 3-dimensional lens spaces with 1-dimensional fixed point sets, as well as for some invol…

This article is a follow up of the previous article of the authors on the analytic surgery of eta- and rho-invariants. We investigate in detail the (Atiyah-Patodi-Singer)-rho-invariant for manifolds with boundary. First we generalize the cut-and-paste formula to arbitrary boundary conditions. A priori the rho-invariant…

In this paper, we use localization algebras to study higher rho invariants of closed spin manifolds with positive scalar curvature metrics. The higher rho invariant is a secondary invariant and is closely related to positive scalar curvature problems. The main result of the paper connects the higher index of the Dirac …

We study noncommutative eta- and rho-forms for homotopy equivalences. We prove a product formula for them and show that the rho-forms are well-defined on the structure set. We also define an index theoretic map from L-theory to C*-algebraic K-theory and show that it is compatible with the rho-forms. Our approach, which…

Functoriality proved for higher rho invariants of elliptic operators.

Enhanced bounds on rho-invariants for 3-manifolds.

Let $X$ be a closed oriented connected topological manifold of dimension $n\geq 5$. The structure group of $X$ is the abelian group of equivalence classes of all pairs $(f, M)$ such that $M$ is a closed oriented manifold and $f\colon M \to X$ is an orientation-preserving homotopy equivalence. The main purpose of this a…

NMIXX fine-tunes embeddings for finance, outperforming general models in Korean.

For any group G, we define a new characteristic series related to the derived series, that we call the torsion-free derived series of G. Using this series and the Cheeger-Gromov rho-invariant, we obtain new real-valued homology cobordism invariants rho_n for closed (4k-1)-dimensional manifolds. For 3-dimensional manifo…

We define the secondary invariants L^2- eta and -rho forms for families of generalized Dirac operators on normal coverings of fibre bundles. On the covering family we assume transversally smooth spectral projections, and Novikov--Shubin invariants bigger than 3(dim B+1) to treat the large time asymptotic for general op…

New metrics quantify implementation risk in portfolio backtesting, revealing systematic differences in engine implementations.

We investigate the relative information content of six measures of dependence between two random variables $X$ and $Y$ for large or extreme events for several models of interest for financial time series. The six measures of dependence are respectively the linear correlation $ρ^+_v$ and Spearman's rho $ρ_s(v)$ conditio…

In this paper, we adapt part of Weinberger, Xie and Yu's breakthrough work, to define additive higher rho invariant for topological structure group by differential geometric version of signature operators, or in other words, unbounded Hilbert-Poincaré complexes.

New method evaluates AI stock prediction systems based on decision-making processes.

We consider the set of solutions to the rho-vortex equations over a Kahler surface and prove a Uhlenbeck compactness result, namely that a sequence of solutions with the same energy converge to the sum of a solution of smaller energy and deltas of Dirac.

On a filtered probability space $(Ω,\mathcal{F},P,\mathbb{F}=(\mathcal{F}_t)_{t=0,\dotso,T})$, we consider stopper-stopper games $\overline V:=\inf_{\Rho\in\bT^{ii}}\sup_{τ\in\T}\E[U(\Rho(τ),τ)]$ and $\underline V:=\sup_{\Tau\in\bT^i}\inf_{ρ\in\T}\E[U(\Rho(τ),τ)]$ in discrete time, where $U(s,t)$ is $\mathcal{F}_{s\vee…

We prove that any nonabelian, non-Fuchsian representation of a surface group into PSL(2,R) is the holonomy of a folded hyperbolic structure on the surface. Using similar ideas, we establish that any non-Fuchsian representation rho of a surface group into PSL(2,R) is strictly dominated by some Fuchsian representation j,…

We show that if the connected sum of two knots with coprime Alexander polynomials has vanishing von Neumann rho-invariants associated with certain metabelian representations then so do both knots. As an application, we give a new example of an infinite family of knots which are linearly independent in the knot concorda…

We establish existence of the eta-invariant as well as of the Atiyah-Patodi-Singer and the Cheeger-Gromov rho-invariants for a class of Dirac operators on an incomplete edge space. Our analysis applies in particular to the signature, the Gauss-Bonnet and the spin Dirac operator. We derive an analogue of the Atiyah-Pato…

New unsupervised feature selection method for imbalanced datasets.

Paper introduces MVS to detect non-Markovian observations in reinforcement learning.

For a closed, oriented, odd dimensional manifold $X$, we define the rho invariant $ρ(X,E,H)$ for the twisted odd signature operator valued in a flat hermitian vector bundle $E$, where $H = \sum i^{j+1} H_{2j+1}$ is an odd-degree closed differential form on $X$ and $H_{2j+1}$ is a real-valued differential form of degree…

SBI provides more accurate pole positions than chi-squared minimization in model misspecification.

Let M be an orientable topological manifold of dimension m, m greater or equal to 5, with fundamental group $Γ$. Let S(M) be the topological structure set, endowed with the group structure induced by its identification with Ranicki's algebraic structure set. We prove that the (rationalized) rho map $ρ_Γ: S(M)\rightarro…

We provide explicit, simple, geometric formulas for free involutions rho of Euclidean spheres that are not conjugate to the antipodal involution. Therefore the quotient S^n/rho is a manifold that is homotopically equivalent but not diffeomorphic to RP^n. We use these formulas for constructing explicit non-trivial eleme…

We study primary and secondary invariants of leafwise Dirac operators on foliated bundles. Given such an operator, we begin by considering the associated regular self-adjoint operator $D_m$ on the maximal Connes-Skandalis Hilbert module and explain how the functional calculus of $D_m$ encodes both the leafwise calculus…

In this paper, we study the space of metrics of positive scalar curvature using methods from coarse geometry. Given a closed spin manifold M with fundamental group G, Stephan Stolz introduced the positive scalar curvature exact sequence, in analogy to the surgery exact sequence in topology. It calculates a structure gr…

Defines rho numbers for metrics with positive scalar curvature.

We show that for each Seifert form of an algebraically slice knot with nontrivial Alexander polynomial, there exists an infinite family of knots having the Seifert form such that the knots are linearly independent in the knot concordance group and not concordant to any knot with coprime Alexander polynomial. Key ingred…