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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.

168,695 papers · 148 categories

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120240360480 · Jun 202019922001200920172026
48 results for connectivity measures

The study shows how to measure translation surfaces with short saddle connections.

problem Measuring the probability of surfaces with short saddle connections.
method Using the multi-scale compactification of strata and algebraicity results.
result Proves strong regularity for invariant measures on translation surfaces.

Fix a translation surface XX, and consider the measures on XX coming from averaging the uniform measures on all the saddle connections of length at most RR. Then as RR\to\infty, the weak limit of these measures exists and is equal to the Lebesgue measure on XX. We also show that any weak limit of a subsequence of …

2017-05-30abs ↗pdf ↗

A new method is proposed to compute connectivity measures on multivariate time series with gaps. Rather than removing or filling the gaps, the rows of the joint data matrix containing empty entries are removed and the calculations are done on the remainder matrix. The method, called measure adapted gap removal (MAGR), …

2015-04-29abs ↗pdf ↗

The paper extends Laplacian spectra approximations to vector bundles.

problem Approximating the spectrum of the connection Laplacian.
method Extending the graph connection Laplacian to vector bundles and proving spectrum approximation.
result The spectrum of the extended operator approximates the spectrum of the connection Laplacian.

Study harmonic measures and rigidity in Seifert 3-manifolds using S1S^1-connections.

problem Rigidity of foliations on Seifert 3-manifolds with maximal Euler number.
method Using S1S^1-connections and harmonic measures, proving the Gauss--Bonnet formula and rigidity results.
result A harmonic measure on the suspension bundle of the action with maximal Euler number has rigidity, closely related to the Poisson kernel.

Flatness of the loss curve is conjectured to be connected to the generalization ability of machine learning models, in particular neural networks. While it has been empirically observed that flatness measures consistently correlate strongly with generalization, it is still an open theoretical problem why and under whic…

2020-01-03abs ↗pdf ↗

This study describes the Fisher-Rao metric on Gaussian measures in infinite-dimensional spaces.

problem Understanding the Fisher-Rao metric in infinite-dimensional Gaussian settings.
method Explicit description and generalization of finite-dimensional quantities to infinite-dimensional Hilbert spaces.
result The Fisher-Rao metric and related geometric quantities generalize from finite to infinite dimensions.

In this paper, we study the asymptotic behavior of the volume of spheres in metric measure spaces. We first introduce a general setting adapted to the study of asymptotic isoperimetry in a general class of metric measure spaces. We then introduce a notion of "being asymptotically isoperimetric" for a family of finite a…

2005-06-17abs ↗pdf ↗

This paper connects monetary and star-shaped risk measures by showing their equivalence under certain conditions.

problem Understanding the relationship between monetary and star-shaped risk measures.
method Analyzing the acceptability of 0 and the normalization property.
result Monetary risk measures are only a translation away from star-shapedness under mild conditions.

The paper connects higher order risk measures and stochastic dominance, showing their equivalence and integrating them with optimization.

problem Comparing and characterizing random outcomes in risk assessment.
method Exploring the equivalence between higher order risk measures and stochastic dominance, using stochastic optimization and expectiles as examples.
result Higher order risk measures and stochastic dominance are equivalent and can be used to characterize random outcomes.

One often finds in the literature connections between measures of fairness and measures of feature importance employed to interpret trained classifiers. However, there seems to be no study that compares fairness measures and feature importance measures. In this paper we propose ways to evaluate and compare such measure…

2019-10-12abs ↗pdf ↗

We characterize when a convex risk measure associated to a law-invariant acceptance set in LL^\infty can be extended to LpL^p, 1p<1\leq p<\infty, preserving finiteness and continuity. This problem is strongly connected to the statistical robustness of the corresponding risk measures. Special attention is paid to concre…

2014-01-14abs ↗pdf ↗

In this work, we identify the most general measure of arbitrage for any market model governed by Itô processes. We show that our arbitrage measure is invariant under changes of numéraire and equivalent probability. Moreover, such measure has a geometrical interpretation as a gauge connection. The connection has zero cu…

2009-08-21abs ↗pdf ↗

New control methods improve dynamic measure transport paths.

problem Improving paths for dynamic measure transport.
method Connecting mean-field games to optimization problems for learning paths, advocating for smoothness of velocities.
result Our method recovers more efficient and smooth transport models compared to untilted paths.

Improves time series classification with forest proximities.

problem Time series classification accuracy and efficiency.
method PF-GAP, an extension of RF-GAP proximities to proximity forests, combined with Multi-Dimensional Scaling and Local Outlier Factors.
result Forest proximities show stronger connection between misclassified points and outliers.

We consider the problem of identifying a unitary Yang-Mills connection \nabla on a Hermitian vector bundle from the Dirichlet-to-Neumann (DN) map of the connection Laplacian \nabla^*\nabla over compact Riemannian manifolds with boundary. We establish uniqueness of the connection up to a gauge equivalence in the cas…

2017-04-05abs ↗pdf ↗

A new kernel measures brain network similarities, improving disease classification.

problem Lack of edge weight information in existing graph kernels for brain connectivity networks.
method Ordinal pattern kernel for weighted brain connectivity networks.
result The ordinal pattern kernel achieves better classification performance than state-of-the-art graph kernels.

The paper defines surface area for graphs and derives spectral estimates.

problem Understanding connectivity measures and spectral properties of graphs.
method Introducing surface area concepts related to inverse degree and deriving spectral bounds.
result An upper bound on the second eigenvalue for planar graphs.

The paper introduces submodular information measures for machine learning applications.

problem Generalizing information-theoretic measures to non-random variables.
method Developing combinatorial information measures based on submodular functions.
result Submodular mutual information is submodular in one argument for certain submodular functions.

The aim of this article is to study rational parallelisms of algebraic varieties by means of the transcendence of their symmetries. The nature of this transcendence is measured by a Galois group built from the Picard-Vessiot theory of principal connections.

2016-03-25abs ↗pdf ↗

New concept of partial law invariance connects decision theory and financial risk management.

problem Connecting decision theory and financial risk management under uncertainty.
method Characterizing partially law-invariant coherent risk measures via a novel representation formula.
result Strong partial law invariance bridges the gap between existing risk measure representations.

Study finds a measure for sponge components of Lalley-Gatzouras type.

problem Understanding the distribution of δ-connected components in self-affine sponges.
method Generalized existing results to self-affine sponges of Lalley-Gatzouras type, proving a measure relationship.
result Existence of a Bernoulli measure for cylinder components with a specific asymptotic relation.

We simplify information measure computation using learned features.

problem Computing information measures from raw data is computationally expensive.
method Developed a separable design for computing information measures from learned feature representations.
result A variety of information measures can be computed efficiently through learned feature representations.

We define the Ricci curvature, as a measure, for certain singular torsion-free connections on the tangent bundle of a manifold. The definition uses an integral formula and vector-valued half-densities. We give relevant examples in which the Ricci measure can be computed. In the time dependent setting, we give a weak no…

2015-03-16abs ↗pdf ↗

Forré introduces a new conditional independence notion for mixed variables.

problem Unified framework for random and non-stochastic variables.
method Unified framework of transitional conditional independence and causal calculus for iDMGs.
result Unified framework connects conditional independencies to graphical separation criteria.

LOCUS separates brain network connectivity matrices efficiently.

problem High dimensionality, latent sources, and spurious findings in analyzing brain connectivity matrices.
method LOCUS: low-rank structure with uniform sparsity, iterative Node-Rotation algorithm.
result LOCUS achieves more efficient and accurate source separation for connectivity matrices.

The paper confirms a conjecture linking link bipyramid volume and Mahler measure.

problem Link bipyramid volume and Mahler measure relationship for alternating links.
method Using isoradial graphs and spanning trees on lattices, the authors confirm the conjecture for two examples and calculate five more.
result The conjecture is confirmed for specific examples of alternating links.

Proposes variational Wasserstein barycenters for geometric clustering.

problem Geometric clustering problems, especially K-means and co-clustering.
method Solves for Monge maps using variational principle, explores connections to K-means and co-clustering.
result Demonstrates feasibility and use of variational Wasserstein barycenters in clustering.

Partial connections are (singular) differential systems generalizing classical connections on principal bundles, yielding analogous decompositions for manifolds with nonfree group actions. Connection forms are interpreted as maps determining projections of the tangent bundle onto the partial connection; this approach e…

2003-09-14abs ↗pdf ↗

Paper connects risk consistency to L_p consistency for broader loss functions.

problem Establishing risk consistency for a wider class of loss functions.
method Analyzes the connection between risk consistency and L_p-consistency for various loss functions.
result Shifted loss functions do not reduce assumptions as much as other results.

Study connections on Lie and Courant algebroids, defining basic curvature and Atiyah cocycle.

problem Understanding connections on Lie and Courant algebroids and their compatibility.
method Revisit and define basic curvature for Lie algebroids, introduce basic curvature for Courant algebroids, and use Atiyah cocycle for gauge theory.
result Basic curvature tensor for Courant algebroids and its relation to the Atiyah cocycle.

The existence of kinematic formulas for area measures with respect to any connected, closed subgroup of the orthogonal group acting transitively on the unit sphere is established. In particular, the kinematic operator for area measures is shown to have the structure of a co-product. In the case of the unitary group the…

2013-08-28abs ↗pdf ↗

Proposes QGC to distinguish between lower and upper tail connectivity in financial networks.

problem Identifying systemically important firms using financial data.
method Quantile Granger Causality (QGC) using Lasso penalized quantile regressions.
result QGC networks detect systemic risk more accurately than mean-based networks.

Let Q be a connected component of a stratum in the space of quadratic differentials for a non-exceptional Riemann surface of finite type. We show that the probability measure on Q in the Lebesgue measure class which is invariant under the Teichmueller flow is obtained by Bowen's construction.

2010-07-14abs ↗pdf ↗