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.
New bounds for average graph distance using curvature and centrality.
Improved average distance classifier for HDLSS settings with multiple population differences.
The paper introduces tests for high-dimensional independence using maximum and average distance correlations.
Study on predicting graph labels at nodes using local averaging and distance estimation.
Paper proves CLTs for Q-learning with asynchronous updates.
Single particle reconstruction (SPR) from cryo-electron microscopy (EM) is a technique in which the 3D structure of a molecule needs to be determined from its contrast transfer function (CTF) affected, noisy 2D projection images taken at unknown viewing directions. One of the main challenges in cryo-EM is the typically…
In this paper we study the geometry of metric spheres in the curve complex of a surface, with the goal of determining the "average" distance between points on a given sphere. Averaging is not technically possible because metric spheres in the curve complex are countably infinite and do not support any invariant probabi…
Proposes MFSWB for marginal fairness in SWB, improving efficiency and performance.
A clustering procedure, based on the Hausdorff distance, is introduced and tested on the financial time series of the Dow Jones Industrial Average (DJIA) index.
CADM proposes a cluster-specific distance metric for categorical data clustering.
Model tracks structural changes in Brownian particle configurations on a sphere.
We prove that S^2 x S^2 satisfies an intermediate condition between having metrics with positive Ricci and positive sectional curvature. Namely, there exist metrics for which the average of the sectional curvatures of any two planes tangent at the same point, but separated by a minimum distance in the 2-Grassmannian, i…
New research shows SAA can outperform SA for Wasserstein barycenters.
Geography effect is investigated for the Chinese stock market including the Shanghai and Shenzhen stock markets, based on the daily data of individual stocks. The Shanghai city and the Guangdong province can be identified in the stock geographical sector. By investigating a geographical correlation on a geographical pa…
Paper improves Bayesian inference in federated learning with new algorithm VR-FALD*.
We consider the problem of allocating samples to a finite set of discrete distributions in order to learn them uniformly well in terms of four common distance measures: , , -divergence, and separation distance. To present a unified treatment of these distances, we first propose a general optimistic…
Paper estimates non-causal graphical models using covariance extension and transportation distance.
Paper proposes a new method for estimating treatment effects using interpretable deep learning models.
A method for learning embeddings from multi-view data using Gromov-Wasserstein.
The original k-means clustering method works only if the exact vectors representing the data points are known. Therefore calculating the distances from the centroids needs vector operations, since the average of abstract data points is undefined. Existing algorithms can be extended for those cases when the sole input i…
Paper analyzes normal approximation for two-timescale stochastic algorithms, revealing interaction between fast and slow timescales.
In this work, we addressed the issue of combining linear classifiers using their score functions. The value of the scoring function depends on the distance from the decision boundary. Two score functions have been tested and four different combination strategies were investigated. During the experimental study, the pro…
The possibility that price dynamics is affected by its distance from a moving average has been recently introduced as new statistical tool. The purpose is to identify the tendency of the price dynamics to be attractive or repulsive with respect to its own moving average. We consider a number of tests for various models…
Although recovering an Euclidean distance matrix from noisy observations is a common problem in practice, how well this could be done remains largely unknown. To fill in this void, we study a simple distance matrix estimate based upon the so-called regularized kernel estimate. We show that such an estimate can be chara…
DoWG optimizer automatically adapts to convex and nonsmooth problems without tuning.
New method estimates SW distance using CDFs for scalable data parallelism.
The paper studies parallel surfaces of cuspidal cross caps and their degeneracy.
New PAC-Bayesian bounds improve Sliced-Wasserstein distances.
Unified meta algorithms estimate various distribution functionals in infinite-armed bandits.
In this paper the Buchen's pricing formulae of (higher order) asset and bond binary options are incorporated into the pricing formula of power binary options and a pricing formula of "the normal distribution standard options" with the maturity payoff related to a power function and the density function of normal distri…
New method improves sampling efficiency in complex stochastic systems.
Proposes a new distance metric for multi-marginal optimal transport.
Optimal transport (\OT) theory defines a powerful set of tools to compare probability distributions. \OT~suffers however from a few drawbacks, computational and statistical, which have encouraged the proposal of several regularized variants of OT in the recent literature, one of the most notable being the \textit{slice…
We define a C^1 distance between submanifolds of a riemannian manifold M and show that, if a compact submanifold N is not moved too much under the isometric action of a compact group G, there is a G-invariant submanifold C^1-close to N. The proof involves a procedure of averaging nearby submanifolds of riemannian manif…
Paper improves CLT and bootstrap approximations for LSA with decreasing step size.
This paper analyzes minibatch optimal transport distances and their applications.
GANICE improves GAN-based causal inference by minimizing averaged Wasserstein risk.
This work examines the sensitivity of energy distance to mean differences compared to covariance differences.
A new method using spherical harmonics approximates the Sliced-Wasserstein distance.
We demonstrate an algorithm for learning a flexible color-magnitude diagram from noisy parallax and photometry measurements using a normalizing flow, a deep neural network capable of learning an arbitrary multi-dimensional probability distribution. We present a catalog of 640M photometric distance posteriors to nearby …
Nearest Neighbors Algorithm is a Lazy Learning Algorithm, in which the algorithm tries to approximate the predictions with the help of similar existing vectors in the training dataset. The predictions made by the K-Nearest Neighbors algorithm is based on averaging the target values of the spatial neighbors. The selecti…
Testing two potentially multivariate variables for statistical dependence on the basis finite samples is a fundamental statistical challenge. Here we explore a family of tests that adapt to the complexity of the relationship between the variables, promising robust power across scenarios. Building on the distance correl…
Multi-label classification is a type of supervised learning where an instance may belong to multiple labels simultaneously. Predicting each label independently has been criticized for not exploiting any correlation between labels. In this paper we propose a novel approach, Nearest Labelset using Double Distances (NLDD)…
This work improves understanding of projection robust optimal transport distances.
Optimal posterior distributions improve SVM classifiers and parameter selection.
This work improves scalability of Wasserstein distances in high dimensions.
Optimal transport distances are powerful tools to compare probability distributions and have found many applications in machine learning. Yet their algorithmic complexity prevents their direct use on large scale datasets. To overcome this challenge, practitioners compute these distances on minibatches {\em i.e.} they a…
Accounting for model uncertainty in risk management and option pricing leads to infinite dimensional optimization problems which are both analytically and numerically intractable. In this article we study when this hurdle can be overcome for the so-called optimized certainty equivalent risk measure (OCE) -- including t…