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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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182364546728 · Jun 202019922001200920172026
48 results for asymptotic relative efficiency

The paper analyzes portfolio credit risk using Archimedean copulas and introduces efficient simulation methods.

problem Analyzing large losses from credit portfolio defaults with Archimedean copulas.
method Derives asymptotic results and develops variance reduction algorithms for Monte Carlo simulations.
result Proposed algorithms significantly enhance classical Monte Carlo methods for estimating portfolio credit risk.

Researchers geometrically define asymptotic coordinates in General Relativity.

problem Understanding the asymptotic behavior of relativistic initial data sets.
method Geometrization of asymptotic flatness and analysis of geometric invariants.
result Geometrically defined asymptotic coordinates for mass, energy, momentum, and angular momentum.

We consider a skew ruled surface ΦΦ in the Euclidean space E3E^{3} and relative normalizations of it, so that the relative normals at each point lie in the corresponding asymptotic plane of ΦΦ. We call such relative normalizations and the resulting relative images of ΦΦ \emph{asymptotic}. We determine all ruled surf…

2013-07-23abs ↗pdf ↗

Paper compares feature selection methods using GCM and LOCO, showing GCM methods generally outperform LOCO.

problem Feature selection and importance estimation in model-agnostic settings.
method Comparison of feature selection methods related to GCM and LOCO under three model settings.
result GCM-related methods generally outperform LOCO under suitable regularity conditions, as shown by theoretical and empirical results.

In this paper, improving a preceding work, we obtain asymptotic polybalanced kernels associated to extremal Kaehler metrics on polarized algebraic manifolds. As a corollary, we have a stronger asymptotic relative Chow-polystability for extremal Kaehler polarized algebraic manifolds. Finally, related to the Yau-Tian-Don…

2016-10-30abs ↗pdf ↗

Improved statistical inference for expensive data using machine learning predictions.

problem Statistical inference under adaptive two-phase multiwave sampling with expensive measurements.
method Multiwave Predict-Then-Debias estimator combining proxy information and expensive measurements.
result Valid estimators and confidence intervals for M-estimation under adaptive sampling.

Proposes new rule for ranking investment prospects over long horizons.

problem Ranking investment prospects over long horizons considering bounded risk aversion.
method Introduces asymptotic fractional-order stochastic dominance with bounded relative risk aversion.
result Establishes equivalent conditions for the new rule under lognormal returns without mean non-negativity constraint.

Under the assumption of asymptotic relative Chow-stability for polarized algebraic manifolds (M,L)(M, L), a series of weighted balanced metrics ωmω_m, m1m \gg 1, called polybalanced metrics, are obtained from complete linear systems Lm|L^m| on MM. Then the asymptotic behavior of the weights as mm \to \infty will be stud…

2011-03-30abs ↗pdf ↗

We introduce a concept of tree-graded metric space and we use it to show quasi-isometry invariance of certain classes of relatively hyperbolic groups, to obtain a characterization of relatively hyperbolic groups in terms of their asymptotic cones, to find geometric properties of Cayley graphs of relatively hyperbolic g…

2004-05-03abs ↗pdf ↗

For a polarized algebraic manifold (X,L)(X,L), let TT be an algebraic torus in the group of all holomorphic automorphisms of XX. Then strong relative K-stability will be shown to imply asymptotic relative Chow-stability. In particular, by taking TT to be trivial, we see that asymptotic Chow-stability follows from stron…

2013-07-08abs ↗pdf ↗

We study the bilipschitz equivalence type of tree-graded spaces, showing that asymptotic cones of relatively hyperbolic groups (resp. asymptotic cones of groups containing a cut-point) only depend on the bilipschitz equivalence types of the pieces in the standard (resp. minimal) tree-graded structure. In particular, th…

2012-04-03abs ↗pdf ↗

Study on heat content for submanifolds in sub-Riemannian geometry.

problem Understanding heat content for submanifolds in sub-Riemannian geometry.
method Existence of smooth tubular neighborhood, definition of relative heat content, approximation via smooth neighborhoods, asymptotic expansion analysis.
result Approximation of relative heat content fails to recover the exact expansion.

New estimator handles covariate shift with closed-form solution and super-efficiency.

problem Handling covariate shift in missing data and causal inference problems.
method Minimum Wasserstein distance estimation framework.
result Closed-form expression and super-efficiency relative to semiparametric efficient estimator.

The paper proposes and proves asymptotic expansions for quantum invariants.

problem Quantum invariants and their expansions under varying metrics.
method Asymptotic expansion conjectures for relative Reshetikhin-Turaev, Turaev-Viro invariants and quantum 6j-symbols.
result Proved asymptotic expansions for special cases, showing geometric dependence on metrics.

CV inference can be invalid for relatively unstable model comparisons.

problem The validity of cross-validation for model comparison is questioned when models are relatively unstable.
method The study proves that simple, individually stable models can generate relatively unstable comparisons, invalidating CV inference.
result The Lasso and soft-thresholding generate relatively unstable comparisons, invalidating CV inferences.

New statistical test for change-point detection using relative entropy.

problem Offline change-point detection using divergence metrics.
method Study of empirical relative entropy distributions, derivation of approximations, introduction of new Berry-Esseen bounds.
result Theoretical and practical validation of relative entropy for change-point detection.

Stabilizes complex systems using diffusion models trained on Lyapunov functions.

problem Generating stabilizing controllers for complex dynamical systems.
method Trains a diffusion model on pairs of asymptotically stable vector fields and their Lyapunov functions to identify the closest stable field and adjust control functions.
result Efficient and rapid stabilization of unseen systems, showcasing generalizability.

Study heat content in sub-Riemannian manifolds, obtaining asymptotic expansion.

problem Heat content in sub-Riemannian manifolds with non-characteristic domains.
method Fourth-order asymptotic expansion, combining rough boundary temperature and stochastic completeness.
result Obtained a fourth-order asymptotic expansion for relative heat content.

The center of mass in General Relativity is hard to define due to coordinate freedom.

problem Defining the center of mass in General Relativity rigorously and consistently.
method Analyzing the challenges in Newtonian Gravity and using Bartnik's asymptotic harmonic coordinates.
result Examples of initial data sets in General Relativity that do not satisfy center of mass definitions.

Rigidity theorem shows massless hyperboloidal data embeds into Minkowski space.

problem Characterizing massless initial data sets in General Relativity.
method Precise decay estimates for spinors on harmonic level sets.
result Asymptotically hyperboloidal IDS with zero mass embed isometrically into Minkowski space.

The article calculates asymptotic expansions for quantum invariants from surgeries on Whitehead link components.

problem Calculating quantum invariants for 3-manifolds resulting from surgeries on Whitehead link components.
method Asymptotic expansion of relative Reshetikhin-Turaev and Turaev-Viro invariants.
result Asymptotic formulas for both invariants are derived.

We investigate statistical uncertainty quantification for reinforcement learning (RL) and its implications in exploration policy. Despite ever-growing literature on RL applications, fundamental questions about inference and error quantification, such as large-sample behaviors, appear to remain quite open. In this paper…

2019-10-12abs ↗pdf ↗

SGD outperforms GD in high dimensions via implicit conditioning, revealed by asymptotic analysis.

problem Understanding why SGD outperforms GD in high-dimensional convex problems.
method Asymptotic analysis of multi-pass SGD on high-dimensional convex quadratics, establishing an equivalence to HSGD.
result SGD's efficiency is explained by implicit conditioning, not regularization.

We introduce and study {\it new} relative spectral invariants of {\it two} elliptic partial differential operators of Laplace and Dirac type on compact smooth manifolds without boundary that depend on both the eigenvalues and the eigensections of these operators and contain much more information about geometry. We prov…

2019-08-04abs ↗pdf ↗

Study verifies asymptotic expansion for Reshetikhin-Turaev invariants of fundamental shadow link pairs.

problem Verifying the asymptotic expansion conjecture for Reshetikhin-Turaev invariants of fundamental shadow link pairs.
method Using logarithmic holonomies of meridians and hyperbolic cone structures, the study verifies the conjecture for pairs where MLM\setminus L is homeomorphic to a fundamental shadow link complement.
result The asymptotic expansion conjecture is true for pairs (M,L)(M,L) with sufficiently small cone angles and MLM\setminus L homeomorphic to a fundamental shadow link complement.

The paper tackles efficient change point detection with limited samples.

problem Identifying multiple change points with minimal queries in noisy environments.
method Adaptive algorithm that first detects likely change points and refines their locations.
result The sample complexity is jointly governed by jump magnitudes and change point positions.

We consider the question of efficient estimation in the tails of Gaussian copulas. Our special focus is estimating expectations over multi-dimensional constrained sets that have a small implied measure under the Gaussian copula. We propose three estimators, all of which rely on a simple idea: identify certain \emph{dom…

2016-07-05abs ↗pdf ↗

Given a principal bundle with a connection, we look for an asymptotic expansion of the holonomy of a loop in terms of its length. This length is defined relative to some Riemannian or sub-Riemannian structure. We are able to give an asymptotic formula that is independent of choice of gauge.

2017-01-10abs ↗pdf ↗

Given a collection of N solutions of the (3+1) vacuum Einstein constraint equations which are asymptotically Euclidean, we show how to construct a new solution of the constraints which is itself asymptotically Euclidean, and which contains specified sub-regions of each of the N given solutions. This generalizes earlier…

2010-04-08abs ↗pdf ↗

Optimal downsampling improves GLM performance in imbalanced classification.

problem Improving GLM performance in imbalanced classification.
method Proposed a pseudo maximum likelihood estimator for optimal downsampling.
result The introduced estimator outperforms existing alternatives in both synthetic and empirical data.

We show that a relatively hyperbolic group quasi-isometrically embeds in a product of finitely many trees if the peripheral subgroups do, and we provide an estimate on the minimal number of trees needed. Applying our result to the case of 3-manifolds, we show that fundamental groups of closed 3-manifolds have linearly …

2012-07-12abs ↗pdf ↗

We consider a game-theoretic model of a market where investors compete for payoffs yielded by several assets. The main result consists in a proof of the existence and uniqueness of a strategy, called relative growth optimal, such that the logarithm of the share of its wealth in the total wealth of the market is a subma…

2019-08-03abs ↗pdf ↗