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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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134268401535 · May 202619922001200920172026
48 results for concentration structures

Unified framework for measuring concentration in weighted networks considering both weight distributions and network structure.

problem Traditional indices neglect the topology of relationships among network elements.
method Develops a family of topology-aware concentration indices that jointly account for weight distributions and network structure.
result The proposed indices preserve key properties and allow concentration to be evaluated across different dimensions of dependence.

The paper develops concentration inequalities for structured random data, extending beyond independent terms.

problem Developing concentration inequalities for structured weighted sums of random data, including tensors and matrix-valued data.
method The paper develops Hoeffding and Bernstein bounds for structured weighted sums under exchangeability, extending beyond the classical framework of independent terms.
result The paper develops a sharper concentration bound for combinatorial sums of matrix arrays.

Constructs flows on manifolds with small curvature, proving Euclidean topology.

problem Geometric structure of manifolds with unbounded curvature.
method Distance like functions with integral hessian bound, Ricci flows.
result Manifolds with Ricci lower bound, non-negative scalar curvature, bounded entropy, Ahlfors nn-regular and small curvature concentration are topologically Euclidean.

New axioms justify ES without NRC, linking it to mean-ES portfolio selection.

problem Economic axioms for portfolio risk assessment and mean-ES portfolio selection.
method Introducing concentration aversion as an alternative to NRC, establishing axiomatic foundations.
result Concentration aversion uniquely characterizes the family of ES and provides new formulas.

This work achieves exponential concentration in heavy-tailed data over CAT(κ) spaces using the Fréchet median.

problem Achieving robust estimation in heavy-tailed data distributions.
method Developing a concentration bound for the Fréchet median in CAT(κ) spaces.
result Exponential concentration of the Fréchet median in CAT(κ) spaces over heavy-tailed data.

Proposes a method to estimate sparse Gaussian graphical models with hidden clustering structure.

problem Modeling statistical relationships between variables with sparsity and clustering.
method Two-phase algorithm using sGS-ADMM for initial point and pALM for solution.
result Demonstrates good performance and efficiency of the proposed model and algorithm on synthetic and real data.

Sample measures of top centile contributions to the total (concentration) are downward biased, unstable estimators, extremely sensitive to sample size and concave in accounting for large deviations. It makes them particularly unfit in domains with power law tails, especially for low values of the exponent. These estima…

2014-05-08abs ↗pdf ↗

New concept of partial comonotonicity connects riskmetrics and dependence.

problem Understanding and quantifying risk metrics under partial comonotonicity.
method Developed a new notion of partial comonotonicity and established its connection to distortion riskmetrics.
result Partial comonotonicity uniquely characterizes a class of distortion riskmetrics through additivity.

In this article we examine the concentration and oscillation effects developed by high-frequency eigenfunctions of the Laplace operator in a compact Riemannian manifold. More precisely, we are interested in the structure of the possible invariant semiclassical measures obtained as limits of Wigner measures correspondin…

2010-04-15abs ↗pdf ↗

LASER compresses recursive model activations by exploiting their low-dimensional structure.

problem Understanding and optimizing the geometric structure of recursive reasoning trajectories.
method Dynamic low-rank basis tracking via matrix-free subspace tracking with a fidelity-triggered reset mechanism.
result Recursive activations occupy a linear, low-dimensional subspace that can be compressed efficiently.

Improved concentration inequalities for sub-Weibull variables enhance statistical and machine learning applications.

problem Improving concentration inequalities for sub-Weibull random variables.
method Developed new concentration inequalities for sums of independent sub-Weibull random variables, including a new sub-Weibull parameter.
result New concentration inequalities with sharper constants and a mixture of sub-Gaussian and sub-Weibull tails.

Bayesian model infers factor dimensionality and sparse loading matrix adaptively.

problem Inference of high-dimensional sparse factor model with varying sparsity and factor dimensions.
method Adaptive Bayesian sparse factor model with posterior concentration.
result Posterior distribution asymptotically concentrates on true factor dimensionality and sparsity.

Paper addresses concentration of distances for fractional quasi p-norms, identifying conditions for concentration and anti-concentration.

problem Understanding concentration of distances for fractional quasi p-norms in high dimensions.
method Analyzes conditions for concentration and anti-concentration of distances for fractional quasi p-norms.
result Identifies conditions for concentration and anti-concentration of fractional quasi p-norms, ruling out some approaches and specifying conditions for control.

Study Finsler metric measure manifolds' concentration properties.

problem Understanding concentration properties in Finsler metric measure manifolds.
method Established relationships with observable diameter, isoperimetric inequalities, and first eigenvalue.
result Derived a Cheng type upper bound estimate for the first closed eigenvalue.

Firms with different ownership structures could be argued to have different levels of efficiency.Highly concentrated firms are expected to be more efficient as this type of ownership structure may alleviate the conflict of interest between managers and shareholders.In Malaysia, public-listed firms have been found to ha…

2020-01-07abs ↗pdf ↗

Study non-Gaussian measures' concentration properties in metric spaces.

problem Concentration properties for non-linear Gaussian functionals with non-Gaussian tails.
method Prove generalised Transportation-Cost Inequalities (TCIs) for specific functionals.
result Extended TCIs for rough volatility and Parabolic Anderson Model.

Uncertainty principles such as Heisenberg's provide limits on the time-frequency concentration of a signal, and constitute an important theoretical tool for designing and evaluating linear signal transforms. Generalizations of such principles to the graph setting can inform dictionary design for graph signals, lead to …

2016-03-10abs ↗pdf ↗

MAGT generates data efficiently by aligning to manifold structure.

problem Efficiently generating data near a low-dimensional structure embedded in high-dimensional space.
method MAGT is a flow-like generator that learns a one-shot, manifold-aligned transport from a low-dimensional base distribution to the data space, using a fixed Gaussian smoothing level and self-normalized importance sampling.
result MAGT samples in a single forward pass, concentrates probability near the learned support, and induces an intrinsic density with respect to the manifold volume measure, enabling principled likelihood evaluation for generated samples.

We survey recent results related to the concentration of eigenfunctions. We also prove some new results concerning ball-concentration, as well as showing that eigenfunctions saturating lower bounds for L1L^1-norms must also, in a measure theoretical sense, have extreme concentration near a geodesic.

2015-10-26abs ↗pdf ↗

Study on volume of tubes and concentration in Riemannian geometry.

problem Understanding concentration loci in Riemannian manifolds and their relation to tube volumes.
method Provided a general formula for tube volumes, specialized to totally geodesic submanifolds, and investigated concentration loci.
result Explicitly proved concentration for codimension one cases and explored characterizations in Wasserstein and Box distances.

This is a survey of the theory of complex projective (CP^1) structures on compact surfaces. After some preliminary discussion and definitions, we concentrate on three main topics: (1) Using the Schwarzian derivative to parameterize the moduli space (2) Thurston's parameterization of the moduli space using grafting (3) …

2009-02-11abs ↗pdf ↗

Polluting fine dusts in South Korea which are mainly consisted of biomass burning and fugitive dust blown from dust belt is significant problem these days. Predicting concentrations of fine dust particles in Seoul is challenging because they are product of complicate chemical reactions among gaseous pollutants and also…

2019-01-29abs ↗pdf ↗

This study assesses risk concentration in MDB portfolios using Monte Carlo simulations.

problem Risk concentration in MDB portfolios of a few borrowers.
method Realistic MDB portfolio simulations and Monte Carlo analysis.
result Current risk adjustments may be overly conservative.

Paper tackles robust offline RL for non-Markovian processes, improving efficiency and applicability.

problem Learning robust policies for non-Markovian decision processes with limited offline data.
method Proposes a novel algorithm with dataset distillation and LCB design for robust values, derived new dual forms, and introduces concentrability coefficients.
result Proves polynomial sample efficiency for finding ε-optimal robust policies.

A limit point p of a discrete group of Mobius transformations acting on S^n is called a concentration point if for any sufficiently small connected open neighborhood U of p, the set of translates of U contains a local basis for the topology of S^n at p. For the case of Fuchsian groups (n = 1), every concentration point…

1998-06-23abs ↗pdf ↗

New approach to concentration inequalities for unbounded state space dynamical systems.

problem Concentration inequalities for unbounded state space dynamical systems.
method Functional analytic framework, transport-entropy inequality.
result Exponential concentration inequalities for sampling from stationary distribution.

NUTS mixing time scales as d^(1/4) for Gaussian distributions.

problem Improving the efficiency of the No-U-Turn Sampler (NUTS) for Gaussian distributions.
method Coupling argument leveraging geometric structure of Gaussian concentration, uniformity analysis of NUTS transitions.
result The mixing time of NUTS scales as d^(1/4) for Gaussian distributions, up to logarithmic factors.

Sharp concentration results for sums of heavy-tailed random variables.

problem Analyzing sums of independent heavy-tailed random variables.
method Using concentration inequalities and large deviation principles for distributions satisfying specific tail bounds.
result Sharp concentration inequalities and large deviation results for sums of heavy-tailed random variables.