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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.

168,742 papers · 148 categories

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54107161214 · May 202619922001200920172026
48 results for asymptotic refinements

Refining previously known estimates, we give large-strike asymptotics for the implied volatility of Merton's and Kou's jump diffusion models. They are deduced from call price approximations by transfer results of Gao and Lee. For the Merton model, we also analyse the density of the underlying and show that it features …

2014-01-09abs ↗pdf ↗

Estimates proper calibration errors and refinement terms in probabilistic predictions.

problem Lack of a general estimator for proper calibration errors and refinement terms with known statistical properties.
method Proposes a method for consistent, asymptotically unbiased estimation of proper calibration errors and refinement terms.
result Proves the relation between refinement and f-divergences, implying information monotonicity in neural networks.

Refines geometric center of mass analysis for Einstein field equations.

problem Analyzing the geometric center of mass of Willmore surfaces in initial data for Einstein field equations.
method Refined Lyapunov-Schmidt analysis to study geometric center of mass of area-constrained Willmore surfaces.
result The geometric center of mass agrees with the Hamiltonian center of mass under specific conditions.

Study geometric operators on Tian-Yau spaces, finding L2L^2 harmonic forms and asymptotic regularity.

problem Analyzing geometric elliptic operators on Tian-Yau spaces.
method Use a-pseudodifferential calculus to determine L2L^2 harmonic forms and asymptotic regularity.
result Determine the space of L2L^2 harmonic forms and refined asymptotic regularity of ALH* structures.

Paper stabilizes bandit learning with regularization, improving inference under adaptive sampling.

problem Challenges in statistical inference with adaptive sampling.
method Refined stability condition for online algorithms, using regularized stochastic-mirror-descent-style methods.
result Derives precise regret bounds and asymptotic normality, showing necessity of regularization for valid inference.

Develops a novel fast bootstrap for dependent data with higher-order accuracy.

problem Estimation of parametric and semi-parametric models for dependent data.
method i.i.d. resampling of smoothed moment indicators, asymptotic refinements under mild assumptions.
result Higher-order correct asymptotic confidence distributions and confidence intervals.

The work discusses equivariant asymptotic dimension (also known as "wide equivariant covers", "NN-F\mathcal F-amenability" or "amenability dimension", and "dd-BLR condition") and its generalisation, transfer reducibility, which are versions of asymptotic dimension invented for the proofs of the Farrell--Jones and Bo…

2015-04-17abs ↗pdf ↗

We first show that the connected sum along submanifolds introduced by the second author for compact initial data sets of the vacuum Einstein system can be adapted to the asymptotically Euclidean and to the asymptotically hyperbolic context. Then, we prove that in any case, and generically, the gluing procedure can be l…

2010-03-22abs ↗pdf ↗

The paper refines classical covariance asymptotics using geometric information geometry.

problem Deviation of finite-sample behavior from classical predictions in curved models.
method Develops a curvature-aware refinement by viewing parametric families as Riemannian manifolds with Fisher-Rao metric.
result Derives an \(n^{-2}\) correction to the leading \(n^{-1}I(θ)^{-1}\) covariance term for score-root estimators.

The generalized volume conjecture relates asymptotic behavior of the colored Jones polynomials to objects naturally defined on an algebraic curve, the zero locus of the A-polynomial A(x,y)A(x,y). Another "family version" of the volume conjecture depends on a quantization parameter, usually denoted qq or \hbar; this quan…

2012-03-09abs ↗pdf ↗

Paper proposes a novel method to improve matrix completion with median loss for large datasets.

problem Matrix completion with absolute deviation loss for large-scale data.
method Proposes a refinement step using pseudo data to improve inefficient estimators of median matrix completion.
result Turns inefficient estimators into a rate (near-)optimal matrix completion procedure.

Toeplitz operators linked to submultiplicative filtrations and weighted Bergman kernels.

problem Analyzing the asymptotics of weighted Bergman kernels for submultiplicative filtrations.
method Demonstrated that weight operator is a Toeplitz operator; analyzed asymptotics of weighted Bergman kernels.
result Local refinement of convergence of jumping measures towards geodesic ray pushforward measure.

We present a new methodology to analyze large classes of (classical and rough) stochastic volatility models, with special regard to short-time and small noise formulae for option prices. Our main tool is the theory of regularity structures, which we use in the form of [Bayer et al; A regularity structure for rough vola…

2018-11-01abs ↗pdf ↗

Relying on the recent work of Liu-Székelyhidi we give a weak asymptotic estimate for the Bergman kernels of polarized Kähler manifolds with Ricci lower bound and Sobolev constant upper bound. We will also give a simple proof for the partial C0C^0 estimate along the (generalized) Kähler-Ricci flow on Fano manifolds.

2019-11-26abs ↗pdf ↗

Let MM be a closed Riemannian manifold carrying an effective and isometric action of a compact connected Lie group GG. We derive a refined remainder estimate in the stationary phase approximation of certain oscillatory integrals on TM×GT^\ast M \times G with singular critical sets that were examined previously in order…

2015-07-20abs ↗pdf ↗

Study complex lines in symplectic geometry, generalizing previous results.

problem Understanding symplectic aspects of complex lines and their associated currents.
method Systematic study using Ahlfors currents, generalizing previous results.
result Ahlfors currents control the asymptotic behavior of pseudoholomorphic curves, showing convexity of the space of currents.

Refining a discrete model of Cheuk and Vorst we obtain a closed formula for the price of a European lookback option at any time between emission and maturity. We derive an asymptotic expansion of the price as the number of periods tends to infinity, thereby solving a problem posed by Lin and Palmer. We prove, in partic…

2015-02-10abs ↗pdf ↗

Exact asymptotic value of Weil-Petersson volumes computed for large genus surfaces.

problem Computing the exact asymptotic value of Weil-Petersson volumes for large genus surfaces.
method Analysis of Witten-Kontsevitch intersection numbers and expansion of volumes.
result Exact asymptotic value of volume polynomials computed for hyperbolic surfaces.

Paper examines risk measure expansions under FGM dependence, improving accuracy at extreme levels.

problem Capturing higher-order tail behavior and dependence effects in risk measures.
method Second-order asymptotic expansions using extreme value theory and regular variation theory.
result Second-order approximations reduce approximation errors, especially at extreme confidence levels.

Study on Kähler manifolds connects curvature decay with growth of holomorphic functions.

problem Analyzing properties of Kähler manifolds with nonnegative bisectional curvature.
method Established precise relations among minimal degree, volume growth, and scalar curvature decay.
result Unified understanding of Kähler-Ricci flow through polynomial growth holomorphic functions.

AJL framework detects dynamic patterns in high-dimensional time-varying models.

problem Complex time-varying associations and abrupt regime shifts in longitudinal processes.
method Hierarchical regularization framework integrating functional variable selection with structural changepoint detection.
result The refined estimator achieves the oracle property in ultra-high-dimensional settings.

Paper studies metrics with constant Q-curvature near singular points.

problem Deriving properties of metrics with constant Q-curvature near singularities.
method Refined asymptotic expansion for metrics with constant Q-curvature and scalar curvature.
result Modelled results on similar metrics with scalar curvature, analyzing linearization about Delaunay metrics.

Novel framework predicts cell responses to perturbations using GRNs.

problem Predicting cellular responses to perturbations for drug discovery and personalized therapeutics.
method Graph variational Bayesian causal inference framework with refined GRNs and robust estimator.
result Enhanced model performance and robust estimation of perturbation effects.

Study on harmonic maps from surfaces to homogeneous spaces, focusing on bubble formation and geometric constraints.

problem Understanding the behavior of harmonic maps from surfaces to homogeneous spaces, especially in the presence of bubbles.
method Refined asymptotic expansions and obstruction relations for sequences developing a single bubble, geometric constraints for weakly conformal maps.
result New geometric constraints on the tangent planes of the limit map and bubble, depending on the dimensionality.

The Mabuchi K-energy map is exhibited as a singular metric on the refined CM polarization of any equivariant family XpS\mathbf{X}\overset{p}{\to} S. Consequently we show that the generalized Futaki invariant is the leading term in the asymptotics of the reduced K-energy of the generic fiber of the map pp. Properness of…

2006-06-20abs ↗pdf ↗

We analyze training dynamics in Gaussian mixture models using a comparison theorem.

problem Analyzing training algorithms with Gaussian mixture data.
method Applying a Gaussian comparison theorem to a specific family of training algorithms.
result Validated dynamic mean-field expressions and provided iterative refinement schemes.

The paper proves compactness of metrics with isolated singularities on a sphere.

problem The moduli space of metrics with constant Q-curvature and positive scalar curvature on a sphere with punctures.
method Defined asymptotic necksize and radial Pohozaev invariant, proved sequential compactness.
result Any bounded set in the moduli space is sequentially compact.

Study on stochastic approximation with Polyak-Ruppert averaging for linear systems.

problem Understanding the asymptotic and non-asymptotic properties of stochastic approximation procedures.
method Detailed analysis of linear stochastic approximation with Polyak-Ruppert averaging, focusing on asymptotic and non-asymptotic properties.
result Proves CLT and non-asymptotic concentration inequality for averaged iterates, providing refined understanding of linear stochastic approximation.

New geometric quantities help classify manifolds and relate to entropy.

problem Classifying Riemannian manifolds using geometric quantities.
method Introducing and analyzing asymptotic geometric quantities like p-capacity, eigenvalues, and Maz'ya constant.
result Geometric quantities coincide with entropy in specific conditions, characterizing manifolds.