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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.

168,982 papers · 148 categories

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48 results for canonical moments

The paper applies Fisher-Rao geometry to beta distributions for moment analysis.

problem Comparing and analyzing moments of probability distributions.
method Derived geodesic equations and sectional curvature on beta distributions' parameter space. Used Fisher-Rao geometry to map canonical moments to beta distributions.
result Uniqueness of Riemannian centroid in beta distributions' parameter space.

New real algebraic maps with prescribed images and compositions are constructed locally like moment maps.

problem Constructing real algebraic maps with specific properties and compositions.
method Explicit construction of real algebraic hypersurfaces and maps with prescribed images and compositions.
result Explicit families of functions represented as compositions of constructed maps with canonical projections.

In decision under risk, the primal moments of mean and variance play a central role to define the local index of absolute risk aversion. In this paper, we show that in canonical non-EU models dual moments have to be used instead of, or on par with, their primal counterparts to obtain an equivalent index of absolute ris…

2016-12-10abs ↗pdf ↗

Solves complex Hessian equations in unstable cases, proving unique canonical solutions with singularities.

problem Existence of smooth solutions to complex Hessian equations in unstable cases.
method Parabolic flows and moment-map energy functionals, focusing on J-equation and deformed Hermitian Yang-Mills equation.
result Proves existence of unique canonical solutions with singularities on Kahler surfaces.

Generalizes moment-angle manifolds to arbitrary nice manifolds with corners.

problem Computing cohomology groups and rings for moment-angle manifolds.
method Stable decomposition, rim-cubicalization, partial diagonal maps, polyhedral product.
result Derived formulas for integral cohomology groups and rings of moment-angle manifolds.

The author studies regions foliated by 1D families of functions and their applications.

problem Understanding regions represented as foliated forms and natural smooth maps onto them.
method Investigates natural smooth maps respecting canonical projections and moment maps, focusing on foliated regions.
result Discusses the 1st derivative of functions and critical sets in foliated regions.

Moment-angle manifolds provide a wide class of examples of non-Kaehler compact complex manifolds. A complex moment-angle manifold Z is constructed via certain combinatorial data, called a complete simplicial fan. In the case of rational fans, the manifold Z is the total space of a holomorphic bundle over a toric variet…

2013-08-13abs ↗pdf ↗

Let ρ:(D2)mImρ:(D^2)^m\to I^m be the orbit map for the diagonal action of the torus TmT^m on the unit poly-disk (D2)m(D^2)^m, Im=[0,1]mI^m=[0,1]^m is the unit cube. Let CC be a cubical subcomplex in ImI^m. The moment-angle complex $\ma(C)$ is a TmT^m-invariant bigraded cellular decomposition of the subset ρ1(C)(D2)mρ^{-1}(C)\subset(D^2)^m wit…

2000-05-20abs ↗pdf ↗

We construct a canonical Hausdorff complex analytic moduli space of Fano manifolds with Kähler-Ricci solitons. This naturally enlarges the moduli space of Fano manifolds with Kähler-Einstein metrics, which was constructed by Odaka and Li-Wang-Xu. We discover a moment map picture for Kähler-Ricci solitons, and give comp…

2018-02-22abs ↗pdf ↗

We introduce three novel semi-parametric extensions of probabilistic canonical correlation analysis with identifiability guarantees. We consider moment matching techniques for estimation in these models. For that, by drawing explicit links between the new models and a discrete version of independent component analysis …

2016-02-29abs ↗pdf ↗

Study of hyperkähler reduction on abelian varieties and toric manifolds.

problem Understanding hyperkähler reduction on specific manifolds.
method Lifts canonical Kähler reduction to hyperkähler, studies on abelian varieties and toric manifolds.
result Obtains decoupling result, variational characterisation, relation to KK-stability, and proves existence and uniqueness under suitable assumptions.

The ability of many powerful machine learning algorithms to deal with large data sets without compromise is often hampered by computationally expensive linear algebra tasks, of which calculating the log determinant is a canonical example. In this paper we demonstrate the optimality of Maximum Entropy methods in approxi…

2017-09-08abs ↗pdf ↗

Let M be a Kaehler manifold with a free, holomorphic and Hamiltonian action of the standard n-torus T. We give a simple, explicit and canonical formula for the Kaehler potential on the Kaehler reduction of M. As a consequence we can derive improvements of several classical results known for more general Hamiltonian red…

2003-02-27abs ↗pdf ↗

We prove that the Halperin-Carlsson conjecture holds for any free (Z_2)^m action on a compact manifold whose orbit space is a small cover. In addition, we show that if the total space of a principal (Z_2)^m bundle over a small cover is connected, it must be equivalent to a partial quotient of the corresponding real mom…

2010-03-30abs ↗pdf ↗

In this paper we study a new combinatorial invariant of simple polytopes, which comes from toric topology. With each simple n-polytope P with m facets we can associate a moment-angle complex Z_P with a canonical action of the torus T^m. Then s(P) is the maximal dimension of a toric subgroup that acts freely on Z_P. The…

2009-08-24abs ↗pdf ↗

Extends probabilistic approach for Kahler-Einstein metrics on Fano manifolds.

problem Constructing Kahler-Einstein metrics on log Fano manifolds with non-discrete automorphism groups.
method Introduces Gibbs polystability and uses moment map constraint to break symmetry.
result Gibbs polystability conjectured to be equivalent to existence of Kahler-Einstein metric.

A 2-step nilpotent Lie algebra n is called nonsingular if ad(X): n --> [n,n] is onto for any X not in [n,n]. We explore nonsingular algebras in several directions, including the classification problem (isomorphism invariants), the existence of canonical inner products (nilsolitons) and their automorphism groups (maxima…

2012-09-13abs ↗pdf ↗

Study of dHYM connections on ruled surfaces with variable background metrics.

problem Finding new dHYM connections on ruled surfaces with variable metrics.
method Using momentum construction and moment map partial differential equations, coupled to scalar curvature of the background.
result Provide many new examples of dHYM connections coupled to a variable background Kähler metric.

Alternative approach to generative modeling using convex conjugates and optimal transport.

problem Traditional generative modeling splits sampling and mapping; this work explores an alternative.
method Inspired by moment measures, proposes a new factorization and uses optimal transport for recovery.
result Intuitive results on factorized distributions, showing potential for practical tasks.

Develops MENT for interpreting and detecting changes in network trajectories.

problem Distortion of network geometry and invalidation of temporal comparisons in dynamic network analysis.
method Develops Multiscale Euclidean Network Trajectories (MENT) framework based on second-moment geometry.
result Validates and interprets network trajectories through isotropic normalization and orthogonal transformations.

Gradient descent on Hadamard manifolds converges to boundary points, solving optimization problems.

problem Optimization on Hadamard manifolds with unbounded convex functions.
method Gradient descent, duality theorem, moment-weight inequality.
result Gradient descent converges to boundary points, solving optimization problems.

In this article we describe a canonical way to expand a certain kind of (Z2)n+1(\mathbb Z_2)^{n+1}-colored regular graphs into closed nn-manifolds by adding cells determined by the edge-colorings inductively. We show that every closed combinatorial nn-manifold can be obtained in this way. When n3n\leq 3, we give simple eq…

2006-09-20abs ↗pdf ↗

A Dirac structure on a vector bundle V is a maximal isotropic subbundle E of the direct sum of V with its dual. We show how to associate to any Dirac structure a Dixmier-Douady bundle A, that is, a Z/2Z-graded bundle of C*-algebras with typical fiber the compact operators on a Hilbert space. The construction has good f…

2009-07-07abs ↗pdf ↗

The paper constructs real algebraic functions with specific singularities and preimages.

problem Constructing real algebraic functions with prescribed singular points and preimages.
method Generalizing moment-like maps and Morse-Bott functions to real algebraic settings.
result Explicit construction of real algebraic functions with exactly one singular value and prescribed preimages.

This paper extends symplectic reduction to cosymplectic groupoids and explores their properties.

problem Cosymplectic groupoids and their reductions.
method Analogous to symplectic reduction, the authors extend the Marsden-Weinstein-Meyer reduction to cosymplectic groupoids.
result Integration commutes with reduction for algebroids associated with cosymplectic groupoids.

Paper relaxes symmetry conditions for universal feature selection in noisy data.

problem Feature selection in noisy data with weak symmetry.
method Developed a universal feature selection framework using singular value decomposition of canonical dependence matrix.
result Selected features achieve asymptotically optimal error exponents up to a residual term.

Let U(n) be the unitary group, and u(n)u(n)^* the dual of its Lie algebra, equipped with the Kirillov Poisson structure. In their 1983 paper, Guillemin-Sternberg introduced a densely defined Hamiltonian action of a torus of dimension (n1)n/2(n-1)n/2 on u(n)u(n)^*, with moment map given by the Gelfand-Zeitlin coordinates. A few …

2005-06-07abs ↗pdf ↗

Many pattern recognition methods rely on statistical information from centered data, with the eigenanalysis of an empirical central moment, such as the covariance matrix in principal component analysis (PCA), as well as partial least squares regression, canonical-correlation analysis and Fisher discriminant analysis. R…

2014-07-10abs ↗pdf ↗

Let X be a normal complex projective variety with at worst klt singularities, and L a big line bundle on X. We use valuations to study the log canonical threshold of L, as well as another invariant, the stability threshold. The latter generalizes a notion by Fujita and Odaka, and can be used to characterize when a Q-Fa…

2017-06-14abs ↗pdf ↗

For a GJR-GARCH specification with a generic innovation distribution we derive analytic expressions for the first four conditional moments of the forward and aggregated returns and variances. Moment for the most commonly used GARCH models are stated as special cases. We also the limits of these moments as the time hori…

2018-08-29abs ↗pdf ↗

This paper identifies and bounds ICE central moments using PO marginal central moments.

problem Identifying and characterizing treatment effect heterogeneity.
method Using only marginal central moments of potential outcomes, the paper identifies and bounds central moments of individual causal effects.
result Identification and bounding of central moments of ICE using marginal moments of POs.

We tackle causal inference under conditional moment restrictions using importance weighting.

problem Challenges in causal inference under conditional moment restrictions, especially in high-dimensional settings.
method Transform conditional moment restrictions to unconditional moment restrictions through importance weighting.
result Successfully estimate nonparametric functions defined under conditional moment restrictions.

A new method for estimating causal parameters from observables reduces the need for finite moment conditions.

problem Estimating causal parameters from observational data with unknown or infinite moment conditions.
method Variational Method of Moments (VMM) for a general class of estimators, including kernel and neural net-based methods.
result VMM estimators are consistent, asymptotically normal, and semiparametrically efficient.