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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.

169,051 papers · 148 categories

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48 results for Statistical Rigour

BADAC combines Bayesian methods for anomaly detection and classification.

problem Statistical uncertainties in machine learning algorithms, especially for anomaly detection.
method Unified hierarchical Bayesian framework that marginalizes over unknown data values.
result BADAC outperforms standard algorithms in classification and anomaly detection with uncertainties.

Unified model for reducing dimensions and clustering high-dimensional data.

problem High-dimensional data clustering and dimensionality reduction.
method Hierarchical mixtures of Gaussians (HMoGs) with closed-form likelihood and inference.
result Efficiently models hundreds of latent dimensions, improving clustering performance.

Paper proposes a machine learning-based method for estimating mediation effects.

problem Challenges in estimating mediation effects with multiple, continuous mediators.
method Developed a one-step estimation algorithm using machine learning and Riesz learning.
result Proposed method can estimate mediation effects from just two statistical estimands.

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.

The paper shows how to learn causal representations with few environments and finite samples.

problem Learning causal representations from limited data and environments.
method Explicit, finite-sample guarantees with a logarithmic number of interventions.
result Consistent recovery of latent causal graph, mixing matrix, and unknown intervention targets.

New interface explains contextual bandits to non-experts.

problem Interpreting and managing contextual bandits for non-expert operators.
method Developed a metric 'value gain' for off-policy evaluation and designed an interface to explain bandit behavior.
result Empowered non-experts to manage complex machine learning systems through accessible presentation.

The Hierarchical Mixture of Experts (HME) is a well-known tree-based model for regression and classification, based on soft probabilistic splits. In its original formulation it was trained by maximum likelihood, and is therefore prone to over-fitting. Furthermore the maximum likelihood framework offers no natural metri…

2012-10-19abs ↗pdf ↗

Proposes vMF distribution for skewed elliptical distributions.

problem Skewed distributions not adequately modeled by symmetric distributions.
method Introduces von-Mises-Fisher (vMF) distribution to represent skewed elliptical distributions.
result vMF distribution provides an explicit and simple probability representation of skewed elliptical distributions.

We extend the model-free formula of [Fukasawa 2012] for E[Ψ(XT)]\mathbb E[Ψ(X_T)], where XT=logST/FX_T=\log S_T/F is the log-price of an asset, to functions ΨΨ of exponential growth. The resulting integral representation is written in terms of normalized implied volatilities. Just as Fukasawa's work provides rigourous ground for Ch…

2017-03-02abs ↗pdf ↗

New insights into SGD and SGD-M in high dimensions.

problem Understanding and comparing SGD and SGD-M in high-dimensional settings.
method Developed high-dimensional scaling limits for SGD-M and online SGD, examining their dynamics and performance.
result SGD-M amplifies high-dimensional effects, potentially degrading performance compared to online SGD.

Mixture modelling using elliptical distributions promises enhanced robustness, flexibility and stability over the widely employed Gaussian mixture model (GMM). However, existing studies based on the elliptical mixture model (EMM) are restricted to several specific types of elliptical probability density functions, whic…

2018-05-21abs ↗pdf ↗

Study compares ABM calibration methods, finds Bayesian estimation superior.

problem Criticism of ABM rigour, particularly in calibration practices.
method Comparison of Bayesian and frequentist ABM calibration methods through computational experiments.
result Bayesian estimation outperforms frequentist methods in producing reasonable parameter estimates.

A new GAN model uses characteristic functions to improve image generation.

problem Improving stability and diversity in GANs for complex distributions.
method Integrates characteristic functions to compare distributions directly, stabilizes training, and uses auto-encoder structure.
result Proposes RCF-GAN achieving superior image generation and reconstruction.

Improved supervised EM learning for shared kernel models with feature space partitioning.

problem Lack of rigour in EM derivation and high computational complexity.
method Detailed derivation of EM for Gaussian shared kernel model, feature space partitioning to reduce complexity.
result Improved performance at reduced complexity achieved.

Model-free reinforcement learning agents outperform traditional portfolio management models in asset allocation.

problem Optimizing asset allocation in financial markets with limited historical data.
method Developed and compared model-based and model-free reinforcement learning agents (DSRQN, MSM) for trading efficiency.
result Model-free reinforcement learning agents achieve superior performance in asset allocation, outperforming traditional models by 9.2% in annualized cumulative returns and 13.4% in annualized Sharpe Ratio.

F.: Good morning Hermann, I would like to talk with you about infinitesimals. G.: Tell me Pierre. F.: I'm fed up of all these slanders about my attitude to be non rigorous, so I've started to study nonstandard analysis (NSA) and synthetic differential geometry (SDG). G.: Yes, I've read something ... F.: Ok, no problem …

2009-07-10abs ↗pdf ↗

Deep learning enhances financial asset management through new models and data sources.

problem Improving portfolio performance and price forecasting accuracy in financial asset management.
method Systematic review using Scopus database, focusing on deep learning applications in financial asset management from 2018 to 2023.
result Deep learning models show promise in enhancing portfolio performance and price forecasting accuracy.

Study lightlike submanifolds in indefinite statistical manifolds, finding conditions and curvature expressions.

problem Characterize lightlike submanifolds in indefinite statistical manifolds.
method Analyze conditions for lightlike submanifolds to be lightlike statistical submanifolds, derive statistical sectional curvature, and investigate induced statistical Ricci tensor symmetry.
result Conditions for lightlike submanifolds to be lightlike statistical submanifolds and expressions for statistical sectional curvature and induced Ricci tensor symmetry.

Study on statistical properties of Kenmotsu statistical manifolds and inequalities.

problem Investigate statistical curvature properties and inequalities in Kenmotsu statistical manifolds.
method Optimization techniques on submanifolds to prove inequalities.
result Proved a Chen-Ricci inequality for statistical submanifolds in Kenmotsu statistical manifolds.

Study on solitons in Kenmotsu statistical manifolds and submanifolds.

problem Investigating solitons in Kenmotsu statistical manifolds and their submanifolds.
method Examined statistical solitons and Yamabe solitons, studied curvature properties, and analyzed submanifolds with concircular and concurrent vector fields.
result Discussed the behavior of almost quasi-Yamabe solitons on submanifolds of Kenmotsu statistical manifolds.

Study on statistical manifolds with product structures and their properties.

problem Investigating statistical manifolds with almost product structures.
method Proving properties of para-Kähler-like statistical manifolds and deriving properties of statistical submersions compatible with almost product structures.
result The statistical structure of a para-Kähler-like statistical manifold of constant curvature is a Hessian structure.

The paper introduces a statistical version of contact CR-product for Sasakian statistical manifolds.

problem Characterizing geometric properties of contact CR-submanifolds in Sasakian statistical manifolds.
method Characterization of integrability of invariant and anti-invariant distributions, development of results on specific types of contact CR submanifolds, introduction of statistical contact CR-product.
result Introduction of a statistical version of contact CR-product for Sasakian statistical manifolds.

Lightlike hypersurfaces in statistical manifolds have unique geometric properties.

problem Characterizing lightlike hypersurfaces in statistical manifolds.
method Analyzing geometric properties and induced structures of lightlike hypersurfaces.
result Lightlike hypersurfaces are not statistical manifolds but have a canonical screen distribution.

Optimization method yields geometric inequalities for submanifolds in statistical warped product manifolds.

problem Optimizing geometric inequalities for submanifolds in statistical warped product manifolds.
method Optimization techniques applied to statistical submanifolds in statistical warped product manifolds.
result Optimal Casorati inequalities and Chen-Ricci inequality derived for statistical submanifolds.

This paper simplifies computing higher-order UU-statistics efficiently.

problem The inefficiency of computing higher-order UU-statistics in practice.
method Decomposition, connection to Einstein summation, and treewidth-based complexity estimate.
result A new, more efficient algorithm to compute UU-statistics.

This paper studies the geometry of immersions into statistical manifolds. A necessary and sufficient condition is obtained for statistical manifold structures to be dual to each other for a non-degenerate equiaffine immersion. Then we obtain conditions for realizing an n-dimensional statistical manifold in an (n+1)-dim…

2018-03-07abs ↗pdf ↗

This work uses statistical mechanics to explain AI learning.

problem Understanding the statistical principles behind AI learning.
method Starting from sample concentration behaviors, the study applies statistical mechanics principles to AI and machine learning.
result Exponential families and statistical quantities are key in AI and machine learning.

Author presents the second variational formula for statistical biharmonic maps.

problem Developing a formula for statistical biharmonic maps.
method Introduced the second variational formula for the statistical bi-energy functional.
result The second variational formula can be represented using Hessian curvature in Hessian manifolds.

New statistics are introduced that maintain the Fisher metric structure closely, akin to sufficient statistics.

problem Maintaining the Fisher metric structure in statistical models.
method Characterizing statistics that maintain the Fisher metric structure bi-Lipschitz equivalently.
result Characterized statistics that preserve the Fisher metric structure closely.

Sharp inequalities and solitons studied in statistical submersions.

problem Understanding geometric properties of statistical submersions.
method Proving sharp inequalities and establishing geometrical properties of statistical submersions.
result Characterization of fibers as Ricci-Bourguignon solitons with conformal vector field.

Paper discusses the Fisher metric and differentiability in statistical models.

problem Understanding the relationship between Fisher metric and differentiability in statistical models.
method Comparison of different concepts and models in Information Geometry, mathematical statistics, and measure theory.
result Discussion of various models and their differentiability properties.

Study on lightlike geometry in indefinite Sasakian statistical manifolds.

problem Exploring lightlike hypersurfaces and their properties in indefinite Sasakian statistical manifolds.
method Introducing indefinite Sasakian statistical manifolds and analyzing lightlike hypersurfaces with respect to dual connections.
result An invariant lightlike submanifold of an indefinite Sasakian statistical manifold is itself an indefinite Sasakian statistical manifold.

The paper derives Chen inequalities for statistical submanifolds in cosymplectic manifolds.

problem Deriving Chen inequalities for statistical submanifolds in cosymplectic manifolds.
method Analyzing statistical cosymplectic manifolds and Legendrian submanifolds to derive Chen inequalities.
result Chen inequalities for statistical submanifolds in cosymplectic manifolds and Legendrian submanifolds are derived.