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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.

168,738 papers · 148 categories

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48 results for calibrated flows

New calibration energy measures deviation from calibrated geometry, enabling mean curvature flow in infinite volumes.

problem Mean curvature flow in infinite volumes with finite energy.
method Introducing calibration energy and proving its dissipation identity for mean curvature flows.
result Every proper self-expander with finite calibration energy is a plane in all dimensions and codimensions.

Novel weak solutions for volume-preserving mean curvature flow established.

problem Existence and uniqueness of solutions to volume-preserving mean curvature flow.
method Introducing varifold solutions coupled with phase volumes and new calibrations.
result Uniqueness of classical solutions among varifold solutions.

Ancient solutions of Lagrangian mean curvature flow in C^n naturally arise as Type II blow-ups. In this extended note we give structural and classification results for such ancient solutions in terms of their blow-down and, motivated by the Thomas-Yau Conjecture, focus on the almost calibrated case. In particular, we c…

2019-01-16abs ↗pdf ↗

Ancient solutions and translators identified for Lagrangian flow.

problem Characterizing ancient solutions and translators of Lagrangian mean curvature flow.
method Analyzing almost calibrated, exact, ancient solutions with specific geometric properties.
result All ancient solutions with entropy less than 3 are special Lagrangian, planes, or translators in \(\mathbb{C}^2\).

FMCPE improves SBI accuracy by correcting posterior estimators with flow matching.

problem Model misspecification in SBI leads to biased or overconfident posteriors.
method Flow Matching Corrected Posterior Estimation (FMCPE) trains a posterior approximator and corrects it using calibration samples.
result FMCPE consistently mitigates misspecification effects, improving inference accuracy and uncertainty quantification.

New tan-concavity property for Lagrangian phase operators helps in studying dHYM metrics.

problem Lack of concavity in Lagrangian phase operator for dHYM metrics.
method Introduce tangent Lagrangian phase flow (TLPF) on almost calibrated (1,1)-forms.
result TLPF exists for all positive time and converges to dHYM metrics under certain conditions.

Simulates multi-asset spot and option markets using normalizing flows.

problem High-dimensionality of market call prices and dynamic preservation across simulators.
method Normalizing flows for efficient low-dimensional representations, conditional invertibility for joint distribution calibration.
result Calibrated simulators maintain dynamics of each underlying and accurately represent market call prices.

Generative model learns functional vector fields for pharmacokinetics.

problem Generating accurate virtual cohorts and forecasting patient trajectories without manual tuning.
method Prior-Fitted Functional Flows model, learning functional vector fields conditioned on sparse, irregular data.
result State-of-the-art predictive accuracy on real-world datasets.

We study the uniqueness of minimal submanifolds and the stability of the mean curvature flow in several well-known model spaces of manifolds of special holonomy. These include the Stenzel metric on the cotangent bundle of spheres, the Calabi metric on the cotangent bundle of complex projective spaces, and the Bryant--S…

2016-05-12abs ↗pdf ↗

We prove an optimal control on the time-dependent measure of a measurable set under a reparametrized Lagrangian mean curvature flow of almost calibrated submanifolds in a Calabi-Yau manifold. Moreover we give a classification of those Lagrangian translating solitons in Cm\mathbb{C}^m that evolve by this reparametrized …

2018-01-22abs ↗pdf ↗

Decision-calibrated prediction sets improve power system operations by reducing unnecessary costs.

problem Balancing operating costs and reliability in power systems with renewable uncertainty.
method Learn conditional prediction sets as sub-level sets of norm-based score functions, calibrate uncertainty sets based on reliability of downstream decisions.
result Decision-calibrated sets lead to more efficient operations with smaller uncertainty sets and lower costs compared to standard coverage-based calibration.

Bayesian calibration improves ABMs for predicting travel patterns.

problem Calibrating ABMs for accurate travel pattern predictions.
method Gaussian Process emulator with deep learning dimensionality reduction for high-dimensional, non-stationary data.
result Improved accuracy in predicting travel patterns using traffic flow data.

CP4SBI improves the calibration of credible sets in SBI models.

problem Inaccurate credible sets in SBI models lead to underestimation of true parameters.
method Develops a local conformal calibration framework for SBI models.
result Improves the quality of uncertainty quantification for neural posterior estimators.

New varifold solutions for mean curvature flow converge and are unique.

problem Mean curvature flow and Allen-Cahn equation convergence and uniqueness.
method Evolving varifolds coupled to phase volumes, weak-strong uniqueness principle.
result Limits of Allen-Cahn solutions are varifold solutions, and classical flows are unique.

The paper proves rigidity theorems for Type II singularities in Lagrangian flows.

problem Understanding Type II singularities in Lagrangian flows with zero Maslov class.
method Rigidity theorems for blow-up limits of Type II singularities.
result Generalized previous results from 2D to arbitrary dimensions.

This paper develops Yang-Mills flow on Riemannian manifolds with special holonomy. By analogy with the second-named author's thesis, we find that a supremum bound on a certain curvature component is sufficient to rule out finite-time singularities. Assuming such a bound, we prove that the infinite-time bubbling set is …

2018-12-28abs ↗pdf ↗

We prove some non-existence theorems for translating solutions to Lagrangian mean curvature flow. More precisely, we show that translating solutions with an L2L^2 bound on the mean curvature are planes and that almost-calibrated translating solutions which are static are also planes. Recent work of D. Joyce, Y.-I. Lee,…

2007-11-27abs ↗pdf ↗

This paper introduces a novel recalibration method for multivariate forecasts.

problem Multivariate calibration for potentially misspecified models.
method Local mappings between marginal probability integral transform values and observed space, using K-nearest neighbors or normalizing flows.
result Demonstrated effectiveness on currency exchange rate and childhood malnutrition data.

Advances in computational science offer a principled pipeline for predictive modeling of cardiovascular flows and aspire to provide a valuable tool for monitoring, diagnostics and surgical planning. Such models can be nowadays deployed on large patient-specific topologies of systemic arterial networks and return detail…

2019-05-13abs ↗pdf ↗

Study verifies Joyce's conjectures for circle-invariant Lagrangian surfaces.

problem Verifying Joyce's conjectures for specific Lagrangian surfaces.
method Continuation of Lagrangian mean curvature flow through finite time neck pinches.
result Flow converges to a chain of special Lagrangians, verifying conjectures.

Projects Markovian processes from Itô semimartingales with jumps.

problem Modeling Itô semimartingales with jumps using Markovian projections.
method Construct Markovian projections for Itô semimartingales with jumps using non-local FPKEs.
result Markovian projections match the marginal laws of the original process.

In this article we study the tangent cones at first time singularity of a Lagrangian mean curvature flow. If the initial compact submanifold is Lagrangian and almost calibrated by ReΩin a Calabi-Yau n-fold (M,Ω), and T>0 is the first blow-up time of the mean curvature flow, then the tangent cone of the mean curvature f…

2003-01-24abs ↗pdf ↗

We study almost-calibrated, O(n)O(n)-equivariant Lagrangian mean curvature flow in Cn\mathbb{C}^n, and prove structural theorems about the Type I and Type II blowups of finite-time singularities. In particular, we prove that any Type I blowup of such a flow must be a special Lagrangian pair of transversely intersecting p…

2019-10-14abs ↗pdf ↗

Normalizing flows transform a latent distribution through an invertible neural network for a flexible and pleasingly simple approach to generative modelling, while preserving an exact likelihood. We propose FlowGMM, an end-to-end approach to generative semi supervised learning with normalizing flows, using a latent Gau…

2019-12-30abs ↗pdf ↗

Sig-Splines model uses signatures and splines for time series data, achieving universality and convexity.

problem Creating a generative model for multivariate time series data.
method Combines linear transformations and signature transforms into a neural spline flow.
result Achieves universality and introduces convexity in model parameters.

The paper calibrates geophysical predictions using marginal distributions and machine learning.

problem Sensitivity to initial conditions in geophysical systems leads to large deviations in long-term forecasts.
method The method introduces a calibration algorithm based on normalization and Kernelized Stein Discrepancy (KSD) to enhance ML predictions.
result The method improves the fidelity of ML predictions to known physical distributions, ensuring consistency with non-local statistical structures.

We study singularities of Lagrangian mean curvature flow in $\C^n$ when the initial condition is a zero-Maslov class Lagrangian. We start by showing that, in this setting, singularities are unavoidable. More precisely, we construct Lagrangians with arbitrarily small Lagrangian angle and Lagrangians which are Hamiltonia…

2006-08-15abs ↗pdf ↗

Study inverse problems with measure samples, improving estimator calibration and recovery.

problem Inverse problems with unknown potentials observed through measure samples.
method Introduced convex empirical objectives and sharpened Fenchel--Young losses for finite-dimensional potential classes.
result High-probability parameter recovery bounds for inverse entropic unbalanced optimal transport and inverse JKO learning.

Signed Evidence Flow (SEF) combines fitted prediction with signed feature attributions to measure evidence conflict and stability.

problem Modern data analysis lacks mechanisms to show the clarity, conflict, or stability of evidence behind predictions.
method Signed Evidence Flow (SEF) combines fitted prediction with signed feature attributions.
result SEF measures conflict and stability, and shows that conflict can improve loss prediction beyond confidence.

PostNet predicts uncertainty without OOD data, improving OOD detection and calibration.

problem Accurate uncertainty estimation for safe systems.
method PostNet uses Normalizing Flows to learn individual posterior distributions over predicted probabilities.
result PostNet achieves state-of-the-art results in OOD detection and uncertainty calibration.

Marketron model extended to option markets, solving incomplete market challenges.

problem Tackling the challenge of incomplete markets in option pricing.
method Utility-based pricing approach, dual solution of optimal investment problem, Hamilton-Jacobi-Bellman (HJB) equation, novel calibration method.
result The Marketron model calibrated to option markets can reproduce statistical properties of underlying asset's log-returns.

In this work we introduce two variants of multivariate Hawkes models with an explicit dependency on various queue sizes aimed at modeling the stochastic time evolution of a limit order book. The models we propose thus integrate the influence of both the current book state and the past order flow. The first variant cons…

2019-01-25abs ↗pdf ↗