In this paper we present a theoretical framework for studying coherent acceptability indices in a dynamic setup. We study dynamic coherent acceptability indices and dynamic coherent risk measures, and we establish a duality between them. We derive a representation theorem for dynamic coherent risk measures in terms of …
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48 results for “coherent sets”
Go With the Flow, on Jupiter and Snow. Coherence From Model-Free Video Data without Trajectoriesphysics.data-an
Extract coherent structures from Jupiter's clouds and snow events without flow models.
problem Finding coherent structures in fluidic systems from image data.
method Image processing with anisotropic, directed diffusion operator from a directed affinity matrix.
result Demonstrated coherence in Jupiter's clouds and snow events without flow modeling.
For homogeneous simply connected Hodge manifolds it is proved that the set of coherent vectors orthogonal to a given one is the divisor responsible for the homogeneous holomorphic line bundle of the coherent vectors. In particular, for naturally reductive spaces, the divisor is the cut locus.
Extends coherence results to one-relator products of locally indicable groups.
problem Coherence in one-relator products of locally indicable groups.
method Developed new methods to extend results of Helfer, Wise, Louder, Wilton, and Brodsky.
result New proof of a theorem by Brodsky.
The Nystrom method is an efficient technique used to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by working exclusively with a subset of its columns. In this work we relate this as…
Identification of individual coherent sets associated with flow trajectories using Coherent Structure Coloringphysics.flu-dyn
Method identifies coherent structures in sparse flow data.
problem Identifying coherent structures in sparse particle trajectory data.
method Spectral graph theory and hierarchical clustering.
result Algorithm successfully identifies coherent structures in various flows.
Kernel methods detect coherent structures in dynamical data.
problem Detecting coherent structures in complex dynamical systems.
method Kernel-based dimensionality reduction techniques and eigendecompositions of RKHS operators.
result Coherent sets of particle trajectories can be computed by kernel CCA.
The paper defines and analyzes coherent and squeezed states on manifolds and their quantization.
problem Defining and characterizing coherent and squeezed states on various manifolds.
method Definition and analysis of Rawnsley-type coherent and squeezed states, Berezin quantization.
result Properties and quantization of coherent and squeezed states on manifolds.
Coherence Pursuit is a fast, simple, robust PCA algorithm.
problem Principal Component Analysis with robustness to outliers.
method Coherence Pursuit algorithm: computes Gram matrix, identifies strong coherence with rest of data.
result Outliers are distinguished from inliers by strong mutual coherence with data points.
The intimate relationship between coherent states and geodesics is pointed out. For homogenous manifolds on which the exponential from the Lie algebra to the Lie group equals the geodesic exponential, and in particular for symmetric spaces, it is proved that the cut locus of the point is equal to the set of coheren…
New language models improve document coherence.
problem Existing language models fail to account for discourse structure.
method Introduced Document-Context Language Models (DCLM) using multi-level recurrent neural networks.
result DCLM models yield better document coherence than word-level models.
We study a space of coherent risk measures M_phi obtained as certain expansions of coherent elementary basis measures. In this space, the concept of ``Risk Aversion Function'' phi naturally arises as the spectral representation of each risk measure in a space of functions of confidence level probabilities. We give nece…
Establishes a link between risk measures and uniform integrability in finance.
problem Understanding uniform integrability in the context of financial risk measures.
method Introduces the folding score of distortion risk measures to study uniform integrability directly with gains and losses.
result Obtains three sets of equivalent conditions for uniform integrability involving coherent risk measures.
In a model with no given probability measure, we consider asset pricing in the presence of frictions and other imperfections and characterize the property of coherent pricing, a notion related to (but much weaker than) the no arbitrage property. We show that prices are coherent if and only if the set of pricing measure…
This paper improves facial expression recognition using CNNs and coherence constraints.
problem Facial expression recognition from static images and video sequences is challenging.
method Investigates the use of Convolutional Neural Networks (CNNs) with coherence constraints in a semi-supervised setting.
result Coherence constraints improve facial expression recognition quality, especially in the presence of occlusions.
CNNs solve inverse problems during training, proving mutual coherence crucial for convergence.
problem Validation of CNN learning during training.
method Proved CNN elements solve inverse problems, discussed mutual coherence, and set training rules.
result Mutual coherence is necessary for CNNs to converge to optimum solutions.
Predictive topic models retain only relevant terms for better prediction and topic coherence.
problem Misspecification of topic models leads to poor prediction and topic coherence.
method Uses supervisory signal to select vocabulary terms improving prediction performance.
result Prediction-focused topic models learn more coherent topics while maintaining competitive predictions.
In a model with no given probability measure, we consider asset pricing in the presence of frictions and other imperfections and characterize the property of coherent pricing, a notion related to (but much weaker than) the no arbitrage property. We show that prices are coherent if and only if the set of pricing measure…
Dehn twists on K3-type 4-manifolds are not homotopy coherently Nielsen realizable.
problem Homotopy coherent Nielsen realization problem for Dehn twists on 4-manifolds
method Using family Seiberg-Witten theory
result Failure of the classical Nielsen realization problem in K3-type 4-manifolds
Constructs new elicitable risk measures with multiplicative scoring functions.
problem Defining new elicitable risk measures with specific properties.
method Constructs new elicitable risk measures using a multiplicative scoring function.
result Encompasses and allows construction of novel elicitable risk measures.
Equivalent characterizations of multiportfolio time consistency are deduced for closed convex and coherent set-valued risk measures on with image space in the power set of . In the convex case, multiportfolio time consistency is equivalent to a cocycle condition on…
Predicts EHR features that improve prediction, learning coherent topics.
problem Balancing prediction quality and coherence in EHR topic models.
method Prediction-focused topic model that uses supervisory signal to retain relevant features.
result Prediction-focused topic models learn more coherent topics while maintaining competitive predictions.
Efficiently finds diverse coherent counterfactual explanations.
problem Finding coherent counterfactual explanations for complex data.
method Mixed integer programming with mixed polytope constraints.
result Efficiently generates diverse coherent counterfactual explanations.
Minimal generating sets of Reidemeister moves identified and classified.
problem Classifying minimal generating sets of Reidemeister moves.
method Determined minimal generating sets, provided classifications, and identified candidates.
result 12 out of 16 candidates for minimal generating sets were proven minimal.
We extend risk measure stability conditions for coherent risk management.
problem Reserving and hedging claims under dynamic coherent risk measures.
method Dual characterisation of cones in adapted to a discrete time filtration, proving stability conditions.
result Equivalence of -m-stability and time-consistency in risk management.
New proof of Grauert's theorem using differential geometry.
problem Proper holomorphic morphisms and coherence of higher direct images.
method Differential-geometric proof, antiholomorphic superconnection, Hironaka's desingularization.
result New proof of Grauert's theorem in both smooth and singular cases.
Gradient-coherent strong regularization improves deep neural networks' generalization.
problem Deep neural networks overfit with strong L1/L2 regularization.
method Imposes regularization only when gradients are coherent, using stochastic gradient descent.
result Significantly improves accuracy and compression (up to 9.9x).
A new method learns stable, temporally coherent features in point clouds.
problem Flickering and halo structures in inferred solutions for time-varying point clouds.
method Proposes a novel temporal loss function and super-resolution method.
result Demonstrates flexibility and effectiveness on large, deforming point sets.
New coherence parameter for GNNs with Fourier measurements improves signal recovery.
problem Characterizing generative compressed sensing with Fourier measurements.
method Subspace counting arguments and high-dimensional probability theory.
result First known restricted isometry guarantee for generative compressed sensing with subsampled isometries.
Coherent manifoldsmath-ph
Defines coherent manifolds and their quantum applications.
problem Understanding quantum spaces and coherent states.
method Generalizes quantum field theory and Schrödinger equation solutions.
result Solves Schrödinger equation on coherent manifolds.
CoRe method improves time series forecasting coherency without strict constraints.
problem Noisy hierarchical time series data that doesn't perfectly adhere to aggregation constraints.
method Coherency Regularization using neural networks.
result Improved forecast accuracy and coherence, especially in noisy data scenarios.
Method transfers feature representation from large to small models using perception coherence.
problem Transfer feature representation from large to small models.
method Defines perception coherence, proposes loss function to minimize.
result Method outperforms or achieves on-par performance compared to strong baseline methods.
Coherent diversification of tech fields correlates with higher labor productivity.
problem Understanding how firms' technological diversification impacts productivity.
method Analyzed patent data of 70k firms over 2004-2013, defined coherent diversification as network of related tech fields.
result Firms with coherent diversification structure outperform those with scattered diversification in labor productivity.
Global Chern currents and Baum Bott currents defined on arbitrary complex manifolds.
problem Defining Chern classes and Baum Bott residues on complex manifolds without global resolutions.
method Combining Green's techniques with previous constructions to yield representatives of Chern classes and Baum Bott residues, using local resolutions and metrics.
result Transgression formula for the representatives, showing they differ by a current of the form .
Coherent Multiplex analyzes real-time wavelet coherence among multiple signals.
problem Identifying and visualizing coherence among multiple time series.
method Fast spectral similarity based on cosine similarity metrics of Fourier-transformed signals and sparse time-frequency wavelet coherence.
result Scalable real-time system for low-latency inference and monitoring of inter-signal relationships.
Unified model improves coherence tasks, especially local contexts.
problem Existing neural coherence models struggle with local context tasks.
method Unified neural framework integrating grammar, relations, and patterns.
result Unified model outperforms existing models significantly.
Optimal hashing embeddings reduce linear least squares solving time.
problem Efficiently solving large-scale linear least squares problems.
method Optimal hashing sketching matrices for linear least squares.
result Ski-LLS outperforms state-of-the-art solvers on various problem types.
The consequences for Berezin's quantization on symmetric spaces of the identity of the set of coherent vectors orthogonal to a fixed one with the cut locus are stated precisely. It is shown that functions expressing the coherent states, the covariant symbols of operators, the diastasis function, the characteristic and …
We analyze why some models resist unlearning using linear stability theory.
problem Understanding and predicting when machine learning models resist unlearning.
method Linear stability theory applied to machine learning models, focusing on data coherence and optimization dynamics.
result Data coherence and signal-to-noise ratio (SNR) influence unlearning resistance; lower SNR makes unlearning easier.
The paper studies gauge fields on coherent sheaves and their Yang-Mills properties.
problem Analyzing gauge fields on coherent sheaves and their Yang-Mills properties.
method Defined necessary and sufficient conditions for Yang-Mills fields, introduced cohomology classes, and analyzed holomorphic and meromorphic gauge fields.
result Existence of curves of Yang-Mills fields connecting vacuum states on bundles over the torus .
The transition amplitudes between coherent states on a coherent state manifold are expressed in terms of the embedding of the coherent state manifold into a projective Hilbert space. Consequences for the dimension of projective Hilbert space and a simple geometric interpretation of Calabi's diastasis follows.
We use mathematical induction to prove that the horizontal composition in the class of coherently diagonal complexes is indeed a binary operation. That is to say, the embedding of two coherently diagonal complexes in an alternating planar diagram produces a coherently diagonal complex.
Insurance surplus sharing using coherent risk measures.
problem Dividing surplus between insured and shareholders.
method Coherent risk measures and capital allocation theory.
result A method to fairly divide insurance surplus.
In this paper we present a theoretical framework for determining dynamic ask and bid prices of derivatives using the theory of dynamic coherent acceptability indices in discrete time. We prove a version of the First Fundamental Theorem of Asset Pricing using the dynamic coherent risk measures. We introduce the dynamic …
We provide a translation between Chekanov's combinatorial theory for invariants of Legendrian knots in the standard contact R^3 and a relative version of Eliashberg and Hofer's Contact Homology. We use this translation to transport the idea of ``coherent orientations'' from the Contact Homology world to Chekanov's comb…
Researchers explore non-coherent banding in site-specific recombination.
problem Understanding non-coherent banding in site-specific recombination.
method Survey of recent developments in non-coherent banding on knots.
result Recent advances in non-coherent banding model for site-specific recombination.
One-relator groups with torsion are shown to be coherent.
problem One-relator groups with torsion.
method Demonstrated coherence by showing every finitely generated subgroup is finitely presented.
result One-relator groups with torsion are coherent.
BoC probe assesses neural network confidence coherence, revealing architecture-specific uncertainty.
problem Poor calibration and OOD detection in neural networks.
method Bag-of-Coins (BoC) probe compares softmax confidence to pairwise dominance probabilities.
result BoC reveals clear ID/OOD separation for some architectures but not others.