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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.

168,695 papers · 148 categories

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9172634 · Jul 201919922001200920172026
48 results for big machinery

Nowcasts consumption and investment from Turkish bank transactions for real-time GDP.

problem Lack of timely data for GDP nowcasting in Turkey.
method Used aggregated bank transactions to replicate quarterly national accounts data.
result Bank transaction data successfully nowcasts Turkish GDP, especially useful for countries with long data lags.

The paper develops AMP theory for sparse and robust regression with polynomial iterations.

problem Challenges in high-dimensional statistical estimation due to asymptotic theory breakdown.
method Non-asymptotic distributional theory of AMP for sparse and robust regression.
result First finite-sample non-asymptotic distributional theory of AMP for polynomial iterations.

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model complexity, representational capacity and overfitting. In this work, we propose …

2018-10-30abs ↗pdf ↗

Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we establish a new framework that generalizes distance correlation --- a correlation mea…

2017-10-26abs ↗pdf ↗

The ability to generalize is an important feature of any intelligent agent. Not only because it may allow the agent to cope with large amounts of data, but also because in some environments, an agent with no generalization capabilities cannot learn. In this work we outline several criteria for generalization, and prese…

2015-04-09abs ↗pdf ↗

This is the second of a series of papers which are devoted to a comprehensive theory of maps between orbifolds. In this paper, we develop a basic machinery for studying homotopy classes of such maps. It contains two parts: (1) the construction of a set of algebraic invariants -- the homotopy groups, and (2) an analog o…

2006-10-02abs ↗pdf ↗

New theory proves representability of PDE solutions without complex machinery.

problem Proving representability of PDE solutions using traditional methods is difficult.
method Developed a new model of derived differential geometry using CC^\infty-bornological rings.
result Representability of derived moduli stacks of PDE solutions naturally follows from an Artin-Lurie style theorem.

In this short note, we formulate three problems relating to nonnegative scalar curvature (NNSC) fill-ins. Loosely speaking, the first two problems focus on: When are (n1)(n-1)-dimensional Bartnik data (Σin1,γi,Hi)\big(Σ_i ^{n-1}, γ_i, H_i\big), i=1,2i=1,2, NNSC-cobordant? (i.e., there is an nn-dimensional compact Riemannian manifold…

2020-01-16abs ↗pdf ↗

For a real or complex semisimple Lie group GG and two nested parabolic subgroups QPGQ\subset P\subset G, we study parabolic geometries of type (G,Q)(G,Q). Associated to the group PP, we introduce a class of relative natural bundles and relative tractor bundles and construct some basic invariant differential operators on …

2015-10-14abs ↗pdf ↗

We prove that the Casimir operator acting on sections of a homogeneous vector bundle over a generalized flag manifold naturally extends to an invariant differential operator on arbitrary parabolic geometries. We study some properties of the resulting invariant operators and compute their action on various special types…

2007-08-23abs ↗pdf ↗

New algorithm finds approximate stationary points faster under differential privacy constraints.

problem Finding approximate stationary points of smooth and Lipschitz functions under differential privacy constraints.
method Developed an efficient algorithm that improves convergence rates to stationary points.
result Achieved faster rates of convergence to stationary points in both finite-sum and stochastic settings.

New method detects bearing faults using multivariate statistical process control.

problem Early detection of bearing faults in rotating machinery.
method Multivariate statistical process control charts applied to Fourier transform features of fixed-time batches.
result Effectiveness in detecting bearing faults across different conditions.

Big data sets must be carefully partitioned into statistically similar data subsets that can be used as representative samples for big data analysis tasks. In this paper, we propose the random sample partition (RSP) data model to represent a big data set as a set of non-overlapping data subsets, called RSP data blocks,…

2017-12-12abs ↗pdf ↗

In this paper we consider the large genus asymptotics for two classes of Siegel-Veech constants associated with an arbitrary connected stratum H(α)\mathcal{H} (α) of Abelian differentials. The first is the saddle connection Siegel-Veech constant cscmi,mj(H(α))c_{\text{sc}}^{m_i, m_j} \big( \mathcal{H} (α) \big) counting saddle conne…

2018-10-11abs ↗pdf ↗

Given (X,ω)(X,ω) compact Kähler manifold and ψM+PSH(X,ω)ψ\in\mathcal{M}^{+}\subset PSH(X,ω) a model type envelope with non-zero mass, i.e. a fixed potential determing some singularities such that X(ω+ddcψ)n>0\int_{X}(ω+dd^{c}ψ)^{n}>0, we prove that the ψψ-relative finite energy class E1(X,ω,ψ)\mathcal{E}^{1}(X,ω,ψ) becomes a complete metric space…

2019-09-09abs ↗pdf ↗

Extends confining subset theory to describe hyperbolic actions of solvable groups with higher rank abelianizations.

problem Describing hyperbolic actions of solvable groups with higher rank abelianizations.
method Extends confining subset theory to apply to solvable groups with higher rank abelianizations.
result Complete description of hyperbolic actions of generalized solvable Baumslag-Solitar groups.

New DP algorithms achieve near-optimal regret bounds for online learning problems.

problem Online learning problems with zero-loss solutions and differential privacy constraints.
method Developed new Differentially Private algorithms with near-optimal regret bounds.
result Achieved near-optimal regret bounds for various online prediction and convex optimization problems.

The following problem is addressed: A 33-manifold MM is endowed with a triple Ω=(Ω1,Ω2,Ω3)Ω= \big(Ω^1,Ω^2,Ω^3\big) of closed 22-forms. One wants to construct a coframing ω=(ω1,ω2,ω3)ω= \big(ω^1,ω^2,ω^3\big) of MM such that, first, dωi=Ωi{\rm d}ω^i = Ω^i for i=1,2,3i=1,2,3, and, second, the Riemannian metric $g=\big(ω^1\big)^2+\big(ω^2\big)^2+\…

2019-08-02abs ↗pdf ↗

This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let X1,,XnX_1,\cdots,X_n be independent random variables obeying non-identical continuous distributions and X(1)X(n)X^{(1)}\geq \cdots\geq X^{(n)} be the corresponding order statistics. For any p(0,1)p\in(0,1), we investig…

2018-08-24abs ↗pdf ↗

New insights into spectral statistics of sample covariance matrix for stable linear systems.

problem Estimating high-dimensional stable state transition matrices from noisy data.
method Combining spectral theorem for non-Hermitian operators, concentration of measure, and perturbation theory.
result The spectral radius of the sample covariance matrix exhibits phase transitions in high dimensions.

Uniform volume estimate for Kähler metrics in big cohomology classes.

problem Estimating volume for singular Kähler metrics in big cohomology classes.
method Generalized mixed energy estimate for functions in complex Sobolev space to big cohomology classes.
result Uniform non-collapsing volume estimate for local Kähler metrics.

Study convexity of Mabuchi functional in big cohomology classes.

problem Convexity of Mabuchi functional in big cohomology classes.
method Defined an invariant related to transcendental Fujita approximations and established convexity under vanishing of this invariant.
result Established almost convexity along weak geodesics in big cohomology classes.

Mobile big data contains vast statistical features in various dimensions, including spatial, temporal, and the underlying social domain. Understanding and exploiting the features of mobile data from a social network perspective will be extremely beneficial to wireless networks, from planning, operation, and maintenance…

2016-09-30abs ↗pdf ↗

Currently, the world is witnessing a mounting avalanche of data due to the increasing number of mobile network subscribers, Internet websites, and online services. This trend is continuing to develop in a quick and diverse manner in the form of big data. Big data analytics can process large amounts of raw data and extr…

2018-01-19abs ↗pdf ↗

We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the system is available. We consider the Nearest Neighbor Q-Learning (NNQL) algorithm to…

2018-02-12abs ↗pdf ↗