Markov regime switching models have been used in numerous empirical studies in economics and finance. However, the asymptotic distribution of the likelihood ratio test statistic for testing the number of regimes in Markov regime switching models has been an unresolved problem. This paper derives the asymptotic distribu…
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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.
168,657 papers · 148 categories
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48 results for “asymptotic null distribution”
The paper proves asymptotic normality for multinomial logistic regression on null covariates.
problem Classical asymptotic normality results fail in high-dimensional multinomial logistic models.
method Developed asymptotic normality and chi-square results for multinomial logistic MLE on null covariates.
result Validated new methodology to test feature significance in high-dimensional classification problems.
We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed. Finally, experimental evidence of the performance of the proposed approach on both ar…
GAAVI offers anytime-valid tests for CMF global null and contrasts.
problem Inference on the conditional mean function for high confidence decisions.
method Asymptotic anytime-valid tests for CMF global null and contrasts.
result Achieves asymptotic type-I error guarantees, power one, and optimal sample complexity.
Novel approach to wave equations near null infinity in flat spacetimes.
problem Analyzing regularity and decay of wave equations near null infinity in asymptotically flat spacetimes.
method Microlocal analysis in a compactified spacetime with corners, focusing on edge-type wave operators.
result Microlocal regularity propagates across null infinity via radial sets, leading to new estimates for wave equations.
Paper develops statistical tests for covariance matrix regression on manifold.
problem Regression with random covariance matrices in Fréchet space.
method Develops Wasserstein F-tests for Bures-Wasserstein manifold.
result Asymptotic null distribution and power of the test.
We show the existence of the full compound asymptotics of solutions to the scalar wave equation on long-range non-trapping Lorentzian manifolds modeled on the radial compactification of Minkowski space. In particular, we show that there is a joint asymptotic expansion at null and timelike infinity for forward solutions…
New tractor geometry derived from asymptotically flat spacetimes.
problem Understanding the geometry of spacetimes near their boundaries.
method Derived null-tractor bundle from interior spacetime geometry, proved connections' uniqueness, and expressed results in BMS coordinates.
result Tractor connection encodes mass and angular momentum in 3D, and asymptotic shear in higher dimensions.
The paper analyzes null infinity's geometry without restrictions.
problem Understanding null infinity's geometry without constraints.
method Coordinate-free approach, treating conformal factor as dynamical.
result Isometric spacetimes with identical free data at null infinity.
A maximum principle for C^0 null hypersurfaces is obtained and used to derive a splitting theorem for spacetimes which contain null lines. As a consequence of this null splitting theorem, it is proved that an asymptotically simple vacuum (Ricci flat) spacetime which contains a null line is isometric to Minkowski space.
Study spin-0 fields on n-dimensional Minkowski spacetimes, computing asymptotic charges.
problem Analyzing spin-0 fields on Minkowski spacetimes near infinity.
method Conformal geometry and Friedrich's cylinder at spatial infinity.
result Found infinitely many well-defined asymptotic charges in even dimensions, no charges in odd dimensions.
I'll describe a general geometric setup allowing for a generalization of Rehren duality to asymptotically anti-de Sitter spacetimes whose classical matter distribution is sufficiently well-behaved as to prevent the occurence of singularities in the sense of null geodesic incompleteness. I'll also comment on the issues …
The paper extends spacetime topology results using codimension 2 null cut locus properties.
problem Understanding spacetime topology with and without horizons.
method Review and extension of existing literature on spacetime topology, utilizing codimension 2 null cut locus properties.
result Results for spacetimes with and without horizons, including asymptotically AdS settings.
New test for conditional independence using kernel embeddings.
problem Testing conditional independence in high-dimensional settings.
method Analytic kernel embeddings, asymptotic distribution.
result New test outperforms existing methods in high-dimensional settings.
We study the limit of quasilocal energy defined in [7] and [8] for a family of spacelike 2-surfaces approaching null infinity of an asymptotically flat spacetime. It is shown that Lorentzian symmetry is recovered and an energy-momentum 4-vector is obtained. In particular, the result is consistent with the Bondi-Sachs e…
Tight Convergence Rates for Online Distributed Linear Estimation with Adversarial Measurementsstat.ML
Study improves distributed linear estimation under adversarial conditions.
problem Mean estimation of a random vector with adversarial measurements and asynchrony.
method Two-timescale ℓ1-minimization algorithm with tight convergence rates.
result Unified finite-time characterization of robustness, identifiability, and statistical efficiency.
The null splitting theorem (proved in math.DG/9909158) is discussed. As an application, a uniqueness theorem for Minkowski space and for de Sitter space associated with the occurrence of null lines (inextendible globally achronal null geodesics) is presented.
Study of Bondi-Sachs formalism for massless scalar field with zero cosmological constant.
problem Analyzing the Bondi-Sachs formalism for Einstein's massless scalar field equations.
method Asymptotic expansions and peeling property for Bondi-Sachs metrics and scalar fields.
result Positivity of Bondi energy-momentum under specific conditions.
We analyzed the problem of finding a surfaces family through an asymptotic curve with Cartan frame. We obtain the parametric representation for surfaces family whose members have the same as an asymptotic curve. By using the Cartan frame of the given null curve, we present the surface as a linear combination of this fr…
Testing-by-betting strategies almost surely go bankrupt under null hypotheses.
problem Understanding the behavior of betting strategies under null hypotheses.
method Analyzed the asymptotics of betting strategies under null distributions, focusing on the almost sure divergence of sums.
result Testing-by-betting strategies go bankrupt with probability one under any non-degenerate null distribution.
New black hole models with both null and spacelike singularities.
problem Understanding singularities in black hole spacetimes.
method Developed a new spacelike-characteristic gluing method to construct black hole spacetimes.
result First examples of black holes with coexisting null and spacelike singularities.
The paper proves a rigidity theorem for null geodesic travel times in asymptotically AdS spacetimes.
problem Determining if a spacetime is conformally AdS based on null geodesic travel times.
method Analyzing all null geodesics from a point to its antipodal point, considering various spacetime conditions.
result The spacetime is conformally AdS if and only if all null geodesics from a point refocus at its antipodal point.
Geodesic completeness and optimal Sobolev index proven for Minkowski spacetimes.
problem Geodesic completeness and optimal Sobolev index for Minkowski spacetimes.
method Null non-trapping condition and real principal type estimate.
result Optimal Sobolev index proven for asymptotically Minkowski spacetimes.
We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball, recovering the original KS test as its simplest case. We give an exact representer…
In this work we obtain the limit of the Hawking energy of a large class of foliations along general null hypersurfaces satisfying a weak notion of asymptotic flatness. The foliations are not required to be either geodesic or approaching large spheres at infinity. The limit is obtained in terms of a reference backgr…
The null Penrose inequality, i.e. the Penrose inequality in terms of the Bondi energy, is studied by introducing a funtional on surfaces and studying its properties along a null hypersurface extending to past null infinity. We prove a general Penrose-type inequality which involves the limit at infinity of the Hawki…
We present a definition of null G-structures on Lorentzian manifolds and investigate their geometric properties. This definition includes the Robinson structure on 4-dimensional black holes as well as the null structures that appear in all supersymmetric solutions of supergravity theories. We also identify the induced …
In the Cauchy problem for asymptotically flat vacuum data the solution-jets along the cylinder at space-like infinity develop in general logarithmic singularities at the critical sets at which the cylinder touches future/past null infinity. The tendency of these singularities to spread along the null generators of null…
New test for comparing high-dimensional text data.
problem Testing equality of multinomial distributions in high dimensions.
method Proposed a test statistic with asymptotic normality under null.
result Achieves optimal detection boundary across parameter space.
New approach removes obstructions in gluing spacelike and null hypersurfaces in Einstein equations.
problem Gluing two solutions of the Einstein equations along a hypersurface.
method Active utilization of nonlinearity, low-frequency linear analysis, high-frequency nonlinear control.
result Removes 10-dimensional obstructions in null and spacelike gluing problems.
In this article we propose a new geometrization of the radiative phase space of asymptotically flat space-times: we show that the geometry induced on null-infinity by the presence of gravitational waves can be understood to be a generalisation of the tractor calculus of conformal manifolds adapted to the case of degene…
A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice of block size allows control over the tradeoff between test power and computatio…
Distance correlation has gained much recent attention in the data science community: the sample statistic is straightforward to compute and asymptotically equals zero if and only if independence, making it an ideal choice to discover any type of dependency structure given sufficient sample size. One major bottleneck is…
Study linear perturbations in Schwarzschild black hole spacetime.
problem Linear perturbations of Schwarzschild black hole spacetime.
method Investigate linearised perturbation of constant mass aspect function foliation at null infinity.
result Linearised perturbations of Bondi energy and mass vanish, and all linear momentum can be achieved.
Sequential tests for nonparametric hypotheses using supermartingales.
problem Designing valid sequential tests for nonparametric null hypotheses.
method Using elicitable and identifiable functionals, nonnegative supermartingales, and Online Convex Optimization.
result Rigorous guarantees on asymptotic power for a wide range of alternative hypotheses.
Study of mean curvature flow on null hypersurfaces leading to MOTS.
problem Detecting marginally outer trapped surfaces (MOTS) in null hypersurfaces.
method Analysis of mean curvature flow on null hypersurfaces with mild conditions.
result Existence and convergence of mean curvature flow to MOTS.
New test detects differences in heterogeneous datasets.
problem Detecting differences between two samples with unknown heterogeneity.
method Developed a nonparametric testing procedure that handles latent heterogeneity through a composite null.
result The test accurately detects differences in the presence of unknown heterogeneity.
Constructs surfaces with constant mean curvature in Schwarzschild spacetime near null infinity.
problem Creating surfaces with constant mean curvature in the Schwarzschild spacetime near null infinity.
method Constructs spacelike surfaces as graphs of functions u(y, r) with specified asymptotic behavior.
result The constructed surfaces intersect future null infinity with a cut given by a function f.
Kernel Tests of Equivalencestat.ML
Kernel tests assess equivalence between distributions without assuming specific moments.
problem Traditional goodness-of-fit tests fail to detect meaningful distributional differences.
method Proposes kernel-based tests using kernel Stein discrepancy and Maximum Mean Discrepancy.
result Tests assess the absence of meaningful distributional differences under controlled error rates.
Study of null mean curvature flow on de Sitter lightcone, related to 2d-Ricci flow.
problem Analyzing singularity formation and asymptotic behavior of null mean curvature flow.
method Rescaling procedure to relate to 2d-Ricci flow, singularity analysis, asymptotic behavior study.
result Ancient solutions to the flow can be understood in terms of 2d-Ricci flow.
Zero-Direction Probing: A Linear-Algebraic Framework for Deep Analysis of Large-Language-Model Driftcs.LG
ZDP detects drift in large language models without labels, proving key theorems and metrics.
problem Detecting drift in large language models without task labels or output evaluations.
method Zero-Direction Probing (ZDP) framework based on null directions of transformer activations, proving theoretical guarantees.
result Proves the Variance--Leak Theorem, Fisher Null-Conservation, Rank--Leak bound, and logarithmic-regret guarantee.
Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare distributions by the distance between their embeddings. We show that Regularized Ma…
Study on null-projectability of Levi-Civita connections in neutral metrics.
problem Characterizing projectability of Levi-Civita connections along null parallel distributions.
method Analyzing projectability of torsion-free connections along foliations on manifolds, focusing on neutral metric signatures and mid-dimensional distributions.
result Extension of Patterson and Walker's Riemann extension metrics to null parallel distributions of any dimension.
There are two important statements regarding the Trautman-Bondi mass at null infinity: one is the positivity, and the other is the Bondi mass loss formula, which are both global in nature. In this note, we compute the limit of the Wang-Yau quasi-local mass on unit spheres at null infinity of an asymptotically flat spac…
Paper studies apparent horizon dynamics and introduces a null comparison principle.
problem Global dynamics of apparent horizon and local achronality.
method Constructing apparent horizon by solving MOTS along null hypersurfaces, using Klainerman-Szeftel estimates and null comparison principle.
result Smooth, asymptotically null, and converging apparent horizon proven.
A new method detects distribution shifts faster than existing CTMs.
problem Detecting distribution shifts in data streams with contamination issues.
method Uses a fixed reference dataset to compare each new sample, avoiding contamination.
result Detects distribution shifts faster and more reliably than standard CTMs.
In recent work, the notion of Double Convexity for a foliation of a conical null hypersurface was introduced to give a proof, if satisfied, of the Null Penrose Inequality. Double Convexity constrains the geometry of a Marginally Outer Trapped Surface (MOTS), called a quasi-round MOTS. In the first part of this paper, f…
Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding conditional independence test is developed with the asymptotic null distribution …