ODE trajectories become abnormal curves in Carnot groups.
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.
Trend · papers per month
Study on abnormal curves in sub-Riemannian manifolds, proving length-minimizing properties.
This study examines abnormal geodesics in 2D-Zermelo navigation problems, revealing their role in separating time minimal and maximal curves.
We construct normal forms for Lorentzian metrics on Engel distributions under the assumption that abnormal curves are timelike future directed Hamiltonian geodesics. Then we indicate some cases in which the abnormal timelike future directed curve initiating at the origin is geometrically optimal. We also give certain e…
We show that strictly abnormal geodesics arise in graded nilpotent Lie groups. We construct such a group, for which some Carnot geodesics are strictly abnormal; in fact, they are not normal in any subgroup. In the step-2 case we also prove that these geodesics are always smooth. Our main technique is based on the equat…
A coordinate-free proof of the Maximum Principle is provided in the specific case of an optimal control problem with fixed time. Our treatment heavily relies on a special notion of variation of curves that consist of a concatenation of integral curves of time-dependent vector fields with unit time component, and on the…
Learning how to rank multivariate unlabeled observations depending on their degree of abnormality/novelty is a crucial problem in a wide range of applications. In practice, it generally consists in building a real valued "scoring" function on the feature space so as to quantify to which extent observations should be co…
This paper aims at formulating the issue of ranking multivariate unlabeled observations depending on their degree of abnormality as an unsupervised statistical learning task. In the 1-d situation, this problem is usually tackled by means of tail estimation techniques: univariate observations are viewed as all the more …
New optimality conditions for sub-Riemannian geodesics derived.
We classify extremal curves in free nilpotent Lie groups. The classification is obtained via an explicit integration of the adjoint equation in Pontryagin Maximum Principle. It turns out that abnormal extremals are precisely the horizontal curves contained in algebraic varieties of a specific type. We also extend the r…
We use the notion of generalized connection over a bundle map in order to present an alternative approach to sub-Riemannian geometry. Known concepts, such as normal and abnormal extremals, will be studied in terms of this new formalism. In particular, some necessary and sufficient conditions for the existence of abnorm…
We study the local geometry of the space of horizontal curves with endpoints freely varying in two given submanifolds and of a manifold endowed with a distribution $\mathcal D\subset T\M$. We give a different proof, that holds in a more general context, of a result by Bismut (Larg…
The paper extends a geometric model using singular curves.
Study finds abnormal paths on specific Lie groups using algebraic structures.
As was shown recently by P. Nurowski, to any rank 2 maximally nonholonomic vector distribution on a 5-dimensional manifold M one can assign the canonical conformal structure of signature (3,2). His construction is based on the properties of the special 12-dimensional coframe bundle over M, which was distinguished by E.…
The paper bounds abnormal and Goh-abnormal sets for metabelian Lie groups with polarizations.
We prove the smoothness of abnormal minimizers of subriemannian manifolds of step 3 with a nilpotent basis. We prove that rank 2 Carnot groups of step 4 admit no strictly abnormal minimizers. For any subriemannian manifolds of step less than 7, we show all abnormal minimizers have no corner type singularities, which pa…
Researchers found abnormal extremals on specific Lie groups.
We address the problem of abnormal event detection from trajectory data. In this paper, a new adversarial approach is proposed for building a deep neural network binary classifier, trained in an unsupervised fashion, that can distinguish normal from abnormal trajectory-based events without the need for setting manual d…
The paper extends distributions by singular curves, revealing structural equivalences.
In this paper we study a sub-Finsler geometric problem on the free-nilpotent group of rank 2 and step 3. Such a group is also called Cartan group and has a natural structure of Carnot group, which we metrize considering the norm on its first layer. We adopt the point of view of time-optimal control theory…
Media tone around earnings announcements predicts stock returns.
What happens when the Supreme Court of the United States decides a case impacting one or more publicly-traded firms? While many have observed anecdotal evidence linking decisions or oral arguments to abnormal stock returns, few have rigorously or systematically investigated the behavior of equities around Supreme Court…
A Goursat structure on a manifold of dimension n is a rank two distribution D such that dim D(i)=i+2, for i=0,...,n-2, where D(i) denotes the derived flag of D, which is defined by D(0)=D and D(i+1)=D(i)+[D(i),D(i)]. Goursat structures appeared first in the work of E. von Weber and E. Cartan, who have shown that on an …
In 1910 E. Cartan constructed a canonical frame and found the most symmetric case for maximally nonholonomic rank 2 distributions in . We solve the analogous problem for germs of generic rank 2 distributions in for n>5. We use a completely different approach based on the symplectification o…
In this paper, we focus on the development of a method that detects abnormal trajectories of road users at traffic intersections. The main difficulty with this is the fact that there are very few abnormal data and the normal ones are insufficient for the training of any kinds of machine learning model. To tackle these …
Analytic proof for minimal rank Sard conjecture.
We provide the first known family of examples of integrable homogeneous sub-Riemannian structures admitting strictly abnormal geodesics. These examples were obtained through the analysis of the equivalence problem for sub-Riemannian Engel structures. We formulate a criterion of strict abnormality in terms of structure …
Given a five dimensional space endowed with a Cartan distribution, the abnormal geodesics form another five dimensional space with a cone structure. Then it is shown, if the cone structure is regarded as a control system, then, the space of abnormal geodesics of the cone structure is naturally identified with the origi…
This paper proposes a novel dynamic Hierarchical Dirichlet Process topic model that considers the dependence between successive observations. Conventional posterior inference algorithms for this kind of models require processing of the whole data through several passes. It is computationally intractable for massive or …
Deep learning improves MRI analysis of MSK disorders.
In machine learning, novelty detection is the task of identifying novel unseen data. During training, only samples from the normal class are available. Test samples are classified as normal or abnormal by assignment of a novelty score. Here we propose novelty detection methods based on training variational autoencoders…
In Carnot-Caratheodory or sub-Riemannian geometry, one of the major open problems is whether the conclusions of Sard's theorem holds for the endpoint map, a canonical map from an infinite-dimensional path space to the underlying finite-dimensional manifold. The set of critical values for the endpoint map is also known …
EMODM detects abnormal patterns in complex systems.
Laboratory test results are an important and generally high dimensional component of a patient's Electronic Health Record (EHR). We train embedding representations (via Word2Vec and GloVe) for LOINC codes of laboratory tests from the EHRs of about 80,000 patients at a cancer center. To include information about lab tes…
The FCA improved insider trading regulation after 2012, reducing abnormal returns.
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a node and a link is formed from one trader to the other if the former sells shares …
We solve the equivalence problem for rank 3 completely nonholonomic vector distributions with 6-dimensional square on a smooth manifold of arbitrary dimension n under very mild genericity conditions. The main idea is to consider the projectivization of the annihilator of a given 3-dimensional distribution. It is natura…
New model predicts financial market abnormalities using stock index uncertainties.
Gradient boosting detects insider purchases predicting abnormal returns in microcap stocks.
Generalizes pseudo-product structures with abnormal extremals.
Co-branding improves stock performance for firms.
We prove the regularity for a class of abnormal length-minimizers in rank sub-Riemannian structures. As a consequence of our result, all length-minimizers for rank sub-Riemannian structures of step up to are of class .
We show that for n>2 the following equivalence problems are essentially the same: the equivalence problem for Lagrangians of order n with one dependent and one independent variable considered up to a contact transformation, a multiplication by a nonzero constant, and modulo divergence; the equivalence problem for the s…
Due to the inherent uncertainty of data, the problem of predicting partial ranking from pairwise comparison data with ties has attracted increasing interest in recent years. However, in real-world scenarios, different individuals often hold distinct preferences. It might be misleading to merely look at a global partial…
This paper aims to classify a single PCG recording as normal or abnormal for computer-aided diagnosis. The proposed framework for this challenge has four steps: preprocessing, feature extraction, training and validation. In the preprocessing step, a recording is segmented into four states, i.e., the first heart sound, …
Valid inference method for DTW distance for abnormal time-series detection.
For the purpose of monitoring the behavior of complex infrastructures (e.g. aircrafts, transport or energy networks), high-rate sensors are deployed to capture multivariate data, generally unlabeled, in quasi continuous-time to detect quickly the occurrence of anomalies that may jeopardize the smooth operation of the s…