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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.

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76152228304 · Jun 202019922001200920172026
48 results for canonical measures

We show that the Kahler-Ricci flow on an algebraic manifold of positive Kodaira dimension and semi-ample canonical line bundle converges to a unique canonical metric on its canonical model. It is also shown that there exists a canonical measure of analytic Zariski decomposition on an algebraic manifold of positive Koda…

2008-02-19abs ↗pdf ↗

In this article, we construct the canonical semipositive current or the canonical measure (== the potential of the canonical semipositive current) on a smooth projective variety of nonnegative Kodaira dimension in terms of a dynamical system of Bergman kernels. This current is considered to be a generalization of a Kä…

2008-05-13abs ↗pdf ↗

We extend the notion of canonical measures to all (possibly non-compact) metric graphs. This will allow us to introduce a notion of "hyperbolic measures" on universal covers of metric graphs. Kazhdan's theorem for Riemann surfaces describes the limiting behavior of canonical (Arakelov) measures on finite covers in rela…

2017-11-07abs ↗pdf ↗

Canonical correlation analysis was proposed by Hotelling [6] and it measures linear relationship between two multidimensional variables. In high dimensional setting, the classical canonical correlation analysis breaks down. We propose a sparse canonical correlation analysis by adding l1 constraints on the canonical vec…

2017-05-30abs ↗pdf ↗

Holomorphic vector fields and anti-canonical divisors on complex manifolds are studied.

problem Existence of non-trivial holomorphic vector fields on compact complex manifolds.
method Vanishing result for measure preserving holomorphic vector fields, Gibbs stability, and log terminal singularities.
result No non-trivial holomorphic vector fields on compact complex manifolds with big anti-canonical line bundle.

We introduce a weak notion of barycenter of a probability measure μμ on a metric measure space (X,d,m)(X, d, {\bf m}), with the metric dd and reference measure m{\bf m}. Under the assumption that optimal transport plans are given by mappings, we prove that our barycenter B(μ)B(μ) is well defined; it is a probability measur…

2017-03-28abs ↗pdf ↗

A new method estimates conditional canonical correlations using random forests.

problem Estimating relationships between two sets of variables given covariates.
method Random Forest with Canonical Correlation Analysis (RFCCA)
result RFCCA provides accurate canonical correlation estimations and well-controlled Type-1 error.

Canonical bundle formula due to Kawamata and others has played fundamental roles in algebraic geometry. We show that the canonical bundle formula has analytic characterization in terms of fiberwise integration, which confirms a folklore conjecture. The proof uses L2L^2 metrics and the valuative equivalence of plurisubh…

2019-10-15abs ↗pdf ↗

Defines plurisubharmonic metrics on hybrid spaces and proves their canonical extensions.

problem Defining and analyzing plurisubharmonic metrics on hybrid spaces.
method Introduces a class of plurisubharmonic metrics on hybrid spaces and proves their canonical extensions.
result Canonical plurisubharmonic extensions of metrics on hybrid spaces are continuous and can be described in terms of canonical models.

We develop a ``canonical Wick rotation-rescaling theory in 3-dimensional gravity''. This includes: (a) A simultaneous classification that shows how generic maximal globally hyperbolic spacetimes of constant curvature, which admit a complete Cauchy surface (in particular a compact one), as well as complex projective str…

2005-08-25abs ↗pdf ↗

New measures on orbit spaces for orthogonal groups identified.

problem Characterizing measures on orbit spaces of orthogonal groups.
method Constructing Hilbert measures on orbit spaces of coregular representations of orthogonal groups.
result Hilbert measures have singularities if and only if the number of copies equals the dimension.

Two new methods for analyzing repeated measures data using embeddings into Reproducing Kernel Hilbert Spaces.

problem Analyzing complex data structures with multiple features over time.
method Two generalizations of canonical correlation analysis for repeated measures data using embeddings into Reproducing Kernel Hilbert Spaces.
result Consistency rates for transformation and correlation estimators, relaxing common assumptions.

New measures link neural representation geometry to decoding ability.

problem Understanding how neural representations relate to decoding ability.
method Showed that popular similarity measures can be interpreted from a decoding perspective.
result Proved that measures like CKA and CCA quantify alignment between optimal linear readouts.

Unified theory of measure-preserving diffusions on manifolds.

problem Deriving a complete recipe for measure-preserving diffusions on manifolds.
method Developed a geometric theory that unifies and generalizes previous constructions, relying on intrinsic geometry of the target measure.
result The completeness result is a direct consequence of manifold topology and target measure geometry.

New method identifies key channels for extreme brain events.

problem Identifying channels responsible for extreme brain events like seizures.
method Extends canonical correlation to tail dependence, developing TPDM for clustering.
result Tail connectivity provides additional discriminatory power for seizure risk.

Independent component analysis (ICA) is a method for recovering statistically independent signals from observations of unknown linear combinations of the sources. Some of the most accurate ICA decomposition methods require searching for the inverse transformation which minimizes different approximations of the Mutual I…

2016-09-22abs ↗pdf ↗

We study the sample complexity of canonical correlation analysis (CCA), \ie, the number of samples needed to estimate the population canonical correlation and directions up to arbitrarily small error. With mild assumptions on the data distribution, we show that in order to achieve εε-suboptimality in a properly define…

2017-02-21abs ↗pdf ↗

We compute the hybrid limit (in the sense of Boucksom-Jonsson) of the family of Kähler-Einstein volume forms on a degeneration of canonically polarized manifolds. The limit measure is a weighted sum of Dirac masses at divisorial valuations, determined by the natural algebro-geometric limit of the family. We also make s…

2019-11-08abs ↗pdf ↗

We address several problems concerning the geometry of the space of Hermitian operators on a finite-dimensional Hilbert space, in particular the geometry of the space of density states and canonical group actions on it. For quantum composite systems we discuss and give examples of measures of entanglement.

2006-03-20abs ↗pdf ↗

Develops a statistical framework for coherent risk estimation.

problem Constructing coherent risk estimators with sound financial and statistical properties.
method Inspired by axiomatic risk measure theory, defines coherent risk estimators through robust representations linked to LL-estimators.
result Demonstrates that coherence of a risk measure does not necessarily carry over to its estimators and shows alternative weight structures can lead to different outcomes.

Generalizing Weyl's tube formula and building on Chern's work, Alesker reinterpreted the Lipschitz-Killing curvature integrals as a family of valuations (finitely-additive measures with good analytic properties), attached canonically to any Riemannian manifold, which is universal with respect to isometric embeddings. I…

2017-12-26abs ↗pdf ↗

New tools for estimating and inferring Wasserstein distance in topic models.

problem Estimating and inferring the Wasserstein distance between mixing measures in topic models.
method New canonical interpretation and tools for inference on Wasserstein distance in topic models.
result First minimax lower bounds and fully data-driven inferential tools for the Wasserstein distance in topic models.

We introduce canonical measures on a locally finite simplicial complex KK and study their asymptotic behavior under infinitely many barycentric subdivisions. We also compute the face polynomial of the asymptotic link and dual block of a simplex in the dthd^{th} barycentric subdivision Sdd(K)Sd^d(K) of KK, d0d\gg0. It is a…

2017-06-07abs ↗pdf ↗

Study excess logarithmic residues for foliations to bound invariant hypersurfaces and test log canonicity.

problem Bounding invariant hypersurfaces and testing log canonicity of singularities.
method Introduce excess logarithmic residues, prove residue formula, derive Poincaré-type bound, and use them to recover log discrepancies.
result Componentwise logarithmic residues of a lifted foliation along the exceptional divisor recover log discrepancies of singularities.

We treat two quite different problems related to changes of complex structures on Kähler manifolds by using global geometric method. First, by using operators from Hodge theory on compact Kähler manifold, we present a closed explicit extension formula for holomorphic canonical forms in different complex structures. As …

2018-03-04abs ↗pdf ↗