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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.

168,786 papers · 148 categories

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12.5%25.0%37.5%50.0% · Sep 199319922001200920172026
48 results for covariance metric

Invariant covariant derivatives on homogeneous spaces are characterized.

problem Understanding invariant covariant derivatives on homogeneous spaces.
method Expressing covariant derivatives in terms of horizontally lifted vector fields and bilinear maps.
result Existence and characterization of invariant covariant derivatives.

The paper shows objective derivatives are covariant derivatives on Riemannian metrics.

problem The definition and interpretation of objective derivatives in continuum mechanics.
method Demonstrates that objective derivatives correspond to covariant derivatives on the manifold of Riemannian metrics.
result Objective derivatives are unified as covariant derivatives on the manifold of Riemannian metrics.

NeurT-FDR controls FDR by incorporating auxiliary covariates in deep learning.

problem Controlling FDR in complex large-scale problems with indirect relations among covariates.
method NeurT-FDR uses a deep Black-Box framework that parametrizes test-level covariates as a neural network and adjusts auxiliary covariates through a regression framework.
result NeurT-FDR makes substantially more discoveries in real datasets compared to competitive baselines.

Study high-dimensional covariance matrix estimators for complex portfolios, improving financial metrics.

problem Estimating covariance matrices in high-dimensional portfolios with nested and one-factor structures.
method Combining random matrix theory, free probability, deterministic equivalents, and two-step covariance estimators.
result Two-step estimators improve financial metrics in complex and one-factor covariance models.

A new mathematical approach to general covariance using stacks and Lie algebras.

problem Understanding general covariance in curved spacetime field theories.
method Using stacks and groupoids to study the quotient of metrics modulo diffeomorphism, and analyzing the tangent complex and Lie algebra actions.
result Recovering a novel expression for the stress-energy tensor in scalar field theories.

This paper, sixth in a series of eight, uses the geometric calculus on manifolds developed in previous papers of the series to introduce through the concept of a metric extensor field g a metric structure for a smooth manifold M. The associated Christoffel operators, a notable decomposition of that object and the assoc…

2005-01-31abs ↗pdf ↗

Paper defines Fisher co-metric on cotangent bundle and clarifies its relation to variance.

problem Defines Fisher co-metric on cotangent bundle and clarifies its relation to variance.
method Defines Fisher co-metric directly from Fisher metric without going through tangent bundle, using a natural correspondence between cotangent vectors and random variables.
result Clarifies the relation between Fisher co-metric and variance/covariance, trivializing the Cramér-Rao inequality.

Geodesic sprays on Finsler manifolds studied with covariant coefficients.

problem Understanding geometric properties of Finsler metrics through covariant coefficients.
method Introduced FF-covariant coefficients HiH_i and studied their geometric consequences.
result Existence and uniqueness of spray scalar HH for projectively flat metrics.

The paper proposes a new method for covariate balancing using IPM to improve causal inference.

problem Covariate imbalance in causal inference weighting methods, especially when models are not correctly specified.
method The integral probability metric (IPM) is used to determine optimal weights for treated and control groups.
result The proposed method can be consistent without specifying either the propensity score or outcome regression model.

We introduce and study covariance fields of distributions on a Riemannian manifold. At each point on the manifold, covariance is defined to be a symmetric and positive definite (2,0)-tensor. Its product with the metric tensor specifies a linear operator on the respected tangent space. Collectively, these operators form…

2008-07-29abs ↗pdf ↗

On a Riemannian or a semi-Riemannian manifold, the metric determines invariants like the Levi-Civita connection and the Riemann curvature. If the metric becomes degenerate (as in singular semi-Riemannian geometry), these constructions no longer work, because they are based on the inverse of the metric, and on related o…

2011-05-01abs ↗pdf ↗

The abstract introduces a new concept called flagfolds to model multi-dimensional shapes.

problem Modeling multi-dimensional shapes in a way that avoids going through higher dimensional spaces.
method Interpreting covariance matrices as nested subspaces and defining a Riemannian metric on the highest dimensional stratum.
result A Riemannian metric on the highest dimensional stratum allows for geodesics between subspaces of different dimensions.

This paper studies geodesics between covariance matrices of different ranks using the Bures-Wasserstein metric.

problem Geodesics between covariance matrices of varying ranks.
method Analyzes the Bures-Wasserstein distance on covariance matrices, completing previous work on geodesics and providing explicit formulas.
result The set of all minimizing geodesics between two covariance matrices is parametrized by a closed unit ball in R(kr)imes(lr)\mathbb{R}^{(k-r) imes(l-r)}.

In this paper we study the extent to which conformally compact asymptotically hyperbolic metrics may be characterized intrinsically. Building on the work of the first author, we prove that decay of sectional curvature to -1 and decay of covariant derivatives of curvature outside an appropriate compact set yield Hölder …

2008-11-25abs ↗pdf ↗

Covariance and histogram image descriptors provide an effective way to capture information about images. Both excel when used in combination with special purpose distance metrics. For covariance descriptors these metrics measure the distance along the non-Euclidean Riemannian manifold of symmetric positive definite mat…

2014-12-04abs ↗pdf ↗

We sketch our recent application of a non-commutative version of the Cartan `moving-frame' formalism to the quantum Euclidean space RqNR^N_q, the space which is covariant under the action of the quantum group SOq(N)SO_q(N). For each of the two covariant differential calculi over RqNR^N_q based on the RR-matrix formalism, we…

2000-07-07abs ↗pdf ↗

A new metric tensor improves Riemann manifold Monte Carlo for Bayesian models.

problem Improving sampling efficiency in Bayesian hierarchical models.
method Metric tensor derived from log-density gradient covariance matrices.
result Metric tensors enhance sampling for complex Bayesian models.

We present a unified derivation of covariant time derivatives, which transform as tensors under a time-dependent coordinate change. Such derivatives are essential for formulating physical laws in a frame-independent manner. Three specific derivatives are described: convective, corotational, and directional. The covaria…

2001-02-28abs ↗pdf ↗

Study robust covariance estimation in large data with concentrated vectors.

problem Estimating robust covariance in large data with concentrated vectors.
method Fixed point of a contracting function using stable semi-metric and concentration of measure.
result Existence and uniqueness of robust estimator with evaluated limiting spectral distribution.

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and non-uniformly smooth spatial boundaries. A Gaussian process regression using a non-stat…

2015-07-09abs ↗pdf ↗

New method improves ensemble diversity and generalization.

problem Ensemble diversity does not guarantee practical generalization.
method Introduced a new diversity metric and training method for extrapolating differently on local data patches.
result Improves generalization and diversity in practical settings, especially under data limits and covariate shift.

We introduce new families of Integral Probability Metrics (IPM) for training Generative Adversarial Networks (GAN). Our IPMs are based on matching statistics of distributions embedded in a finite dimensional feature space. Mean and covariance feature matching IPMs allow for stable training of GANs, which we will call M…

2017-02-27abs ↗pdf ↗

Recall that the usual Einstein metrics are those for which the first Ricci contraction of the covariant Riemann curvature tensor is proportional to the metric. Assuming the same type of restrictions but instead on the different contractions of Thorpe tensors, one gets several natural generalizations of Einstein's condi…

2007-03-01abs ↗pdf ↗

We compute all 2-covariant tensors naturally constructed from a semiriemannian metric which are divergence-free and have weight greater than -2. As a consequence, it follows a characterization of the Einstein tensor as the only, up to a constant factor, 2-covariant tensor naturally constructed from a semiriemannian met…

2007-09-12abs ↗pdf ↗

Enhanced Transformer models predict ETF portfolio performance by optimizing covariance and semi-covariance matrices.

problem Static covariance estimates fail to capture dynamic market fluctuations and non-linear correlations.
method Transformer-based models for real-time covariance and semi-covariance predictions.
result Portfolios optimized with semi-covariance matrix outperform those with standard covariance matrix, especially in volatile conditions.

Study predictive performance of linear regression with random functional covariates.

problem Theoretical predictive performance of linear regression with random functional covariates.
method Theoretical analysis of ridge and ridge-less least-squares regression with random functional covariates.
result Probabilistic bounds on predictive excess risk for random functional covariates.

The curvature tensor of a pseudo-Riemannian metric, and its covariant derivatives, satisfy certain identities that hold on any manifold of dimension less or equal than nn. In this paper, we re-elaborate recent results by Gilkey-Park-Sekigawa regarding pp-covariant dimensional curvature identities, for p=0,2p=0,2. To thi…

2013-10-10abs ↗pdf ↗

The article defines conditions for a manifold to be conformal to an Einstein space.

problem Determining when a manifold is conformal to an Einstein space.
method Algorithmic conditions based on the metric tensor and the Weyl endomorphism.
result General necessary and sufficient conditions for a pseudo-Riemannian manifold to be conformal to an Einstein space.

The purpose of this paper is to investigate applications the covariant derivatives, killing vector fields and to calculate the components of the curvature tensor CGR of the Cheeger-Gromoll metric with respect to adapted frames in a the Riemannian manifold to its tangent bundle T(Mn)

2014-12-17abs ↗pdf ↗

A classification scheme of the conformal almost contact metric manifolds with respect to the covariant derivative of the Lee form is given. The subclasses of one basic class and their exact characterizations by the maximal subgroups of the contact conformal group preserving itself are found.

2011-12-09abs ↗pdf ↗

Deconfounds neural network representation similarity metrics to improve consistency and accuracy.

problem Confounding by population structure in similarity metrics like RSA and CKA.
method Covariate adjustment regression to adjust for confounders.
result Improves detection of semantically similar neural networks and consistency in transfer learning.

H. A. Hayden [1] introduced the idea of semi-symmetric non-metric connection on a Riemannian manifold in (1932). Agashe and Chafle \cite{1} defined and studied semi-symmetric non-metric connection on a Riemannian manifold. In the present paper, we define a new type of semi-symmetric non-metric connexion in an almost co…

2017-11-03abs ↗pdf ↗

The Donaldson metric is a metric on the space of symplectic two-forms in a fixed cohomology class. It was introduced in [2]. We compute the associated Levi-Civita connection, describe it's geodesics and compute the formula for the covariant Hessian of an energy functional on the space of symplectic structures in a fixe…

2015-12-31abs ↗pdf ↗

Building on the Utiyama principle we formulate an approach to Lagrangian field theory in which exterior covariant differentials of vector-valued forms replace partial derivatives, in the sense that they take up the role played by the latter in the usual jet bundle formulation. Actually a natural Lagrangian can be writt…

2016-07-13abs ↗pdf ↗

Defines natural tensors for submanifolds of pseudo-Riemannian manifolds.

problem Characterizing tensors for submanifolds of pseudo-Riemannian manifolds.
method Constructs geodesic normal coordinates and expresses metric coefficients as polynomials in curvature and second fundamental form derivatives.
result Natural tensors are linear combinations of contractions of curvature and second fundamental form derivatives.

We show that if a Finsler space is conformally automorphic to a Riemannian space and the automorphism is positively homogeneous with respect to tangent vectors, then the indicatrix of the Finsler space is a space of constant curvature. In this case, the Finslerian two-vector angle can explicitly be found, which gives r…

2010-09-07abs ↗pdf ↗

Extends Weyl geometry from conformal to Weyl manifolds using ambient metrics.

problem Generalizing ambient constructions to Weyl manifolds.
method Introduces Weyl-ambient metric and Weyl-Fefferman-Graham gauge; shows Weyl-ambient space induces Weyl geometry; defines Weyl-connection and Weyl structure.
result Weyl-ambient construction for Weyl manifolds provides a well-defined initial value problem.