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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.

168,657 papers · 148 categories

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68136204272 · May 202619922001200920172026
48 results for covariance operators

Study on estimating distances between covariance operators and Gaussian processes.

problem Estimating distances between covariance operators and Gaussian processes.
method Riemannian distances, concentration results for Hilbert space-valued random variables, RKHS covariance and cross-covariance operators.
result Both distances converge in the Hilbert-Schmidt norm and can be consistently and efficiently estimated.

Researchers create a family of conformally covariant operators.

problem Developing a comprehensive set of conformally covariant operators.
method Constructing a family of conformally covariant tridifferential operators as tangential operators in the Fefferman--Graham ambient space.
result Symmetrization of ambient operators is formally self-adjoint.

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 ↗

We describe a set of conformally covariant boundary operators associated to the Paneitz operator, in the sense that they give rise to a conformally covariant energy functional for the Paneitz operator on a compact Riemannian manifold with boundary. These operators naturally give rise to a first- and third-order conform…

2015-09-28abs ↗pdf ↗

This study approximates distances between Gaussian processes and covariance operators using RKHS.

problem Approximating distances between Gaussian processes and covariance operators from finite samples.
method Using reproducing kernel Hilbert space (RKHS) covariance and cross-covariance operators, the study shows how to consistently and efficiently estimate Sinkhorn divergence from finite samples.
result Convergence rates are dimension-independent and of the same order as Hilbert-Schmidt distance.

Researchers solve Yamabe problems for specific operators, finding both uniqueness and nonuniqueness.

problem Prescribing scalar, Q-, or σ₂-curvatures in conformal classes.
method Formally self-adjoint, conformally covariant, polydifferential operators.
result Uniqueness results on the sphere, nonuniqueness in general.

Active data collection improves convergence rates in operator learning.

problem Improving convergence rates in operator learning with linear target and stochastic input.
method Active data collection strategies with mean-zero stochastic process and continuous covariance kernels.
result Achieves arbitrarily fast error convergence rates with eigenvalue decay of covariance kernels.

Model predicts operational risk using HMMs with economic covariates.

problem Predicting operational risk losses with time-dependent structures and economic covariates.
method Hidden Markov Models extended to multivariate observations with an auxiliary economic variable.
result Calibration results show relevance of including economic covariates.

Improved 2-bit covariance estimator with reduced operator norm error and no tuning needed.

problem Improving 2-bit covariance estimation with reduced operator norm error and no tuning needed.
method Proposed a new 2-bit covariance matrix estimator using triangular dithering scales.
result Improved operator norm error rate that depends on effective rank of covariance matrix, closing theoretical gap.

CASP improves portfolio optimization by considering asset covariance.

problem Infeasibility in cardinality-constrained portfolio optimization.
method CASP uses volatility-normalized selection and covariance-aware projection.
result CASP-Basic delivers lower portfolio variance than standard Euclidean repair.

The well known conformal covariance of the Dirac operator acting on spinor fields over a semi Riemannian spin manifold does not extend to powers thereof in general. For odd powers one has to add lower order curvature correction terms in order to obtain conformal covariance. We derive an algorithmic construction in term…

2013-11-17abs ↗pdf ↗

Extends Gaussian process theory to Banach spaces.

problem Extending Gaussian process theory to Banach spaces.
method Investigates the connection between Gaussian processes and Gaussian random elements in reproducing kernel Banach spaces.
result Characterizes positive definite functions that arise from covariance operators in Banach space setting.

Algorithm solves covariant exterior derivative equations in small regions.

problem Solving covariant exterior derivative equations in geometric and algorithmic ways.
method Linear homotopy operator of the Poincare lemma, constraints for parallel transport equations.
result Solves covariant constant and related equations in a geometric and algorithmic way.

We describe a set of conformally covariant boundary operators associated to the sixth-order GJMS operator on a conformally invariant class of manifolds which includes compactifications of Poincaré--Einstein manifolds. This yields a conformally covariant energy functional for the sixth-order GJMS operator on such manifo…

2018-10-18abs ↗pdf ↗

The study bounds Riesz transforms on manifolds with controlled curvature.

problem Bounding Riesz transforms on manifolds with controlled curvature.
method Established LpL^p-boundedness of local covariant Riesz transforms for differential forms.
result Calderón-Zygmund estimates for manifolds with bounded Riemannian curvature.

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.

We study the problem of structured output learning from a regression perspective. We first provide a general formulation of the kernel dependency estimation (KDE) problem using operator-valued kernels. We show that some of the existing formulations of this problem are special cases of our framework. We then propose a c…

2012-05-10abs ↗pdf ↗

A regular normal parabolic geometry of type G/PG/P on a manifold MM gives rise to sequences DiD_i of invariant differential operators, known as the curved version of the BGG resolution. These sequences are constructed from the normal covariant derivative $\na^\om$ on the corresponding tractor bundle V,V, where $\om$ is…

2010-03-31abs ↗pdf ↗

A new method uses Gram matrix for efficient multivariate functional principal components.

problem Efficiently estimating eigencomponents of multidimensional functional datasets.
method Proposes using inner-product matrix to estimate eigenelements of multivariate and multidimensional functional datasets.
result Established relationship between eigenelements of covariance operator and inner-product matrix.

We prove an explicit residue formula for a meromorphic continuation of conformally covariant integral operators between differential forms on Rn{\bf R}^n and on its hyperplane. The results provide a simple and new construction of the conformally covariant differential symmetry breaking operators between differential fo…

2017-09-15abs ↗pdf ↗

The paper introduces boundary operators for Poincaré-Einstein manifolds and proves higher order trace inequalities.

problem Proving higher order trace inequalities on Poincaré-Einstein manifolds.
method Introducing conformally covariant boundary operators and using them to set up higher order Dirichlet problems.
result Sharp higher order Sobolev trace inequalities on the ball are obtained.

Study on stochastic covariant derivatives in curved space-time.

problem Analyzing covariant derivatives in curved space-time under stochastic processes.
method Using Itô-Wiener processes and stochastic calculus, including Besov spaces, Schrödinger operators, and white noise.
result Developed a framework for stochastic geodesics and white noise in fractoid spaces.

We study conformal SpinSpin-subgeometry of submanifolds in a semi-Riemannian SpinSpin-manifold, focusing on conformal SpinSpin-manifolds (M,[h])(M,[h]) and their Poincaré-Einstein metrics (X,g+)(X,g_+). Our approach is based on the spectral theory of Dirac operator in the ambient SpinSpin-manifold, and associated spinor valued meromorp…

2014-02-03abs ↗pdf ↗

The paper studies Stein-Weiss operators on symmetric tensors, extending previous work.

problem Understanding Stein-Weiss operators on symmetric tensors of arbitrary rank.
method Analyzing the decomposition of tensor spaces into irreducible components and computing Weitzenbock formulas.
result Unified framework for second-order Stein-Weiss operators and tools for geometric analysis.

The paper proposes a test to assess rater accuracy while accounting for rater covariates.

problem Assessing the accuracy of raters in medical imaging and forensic studies.
method Covariate-adjusted homogeneity test to determine differences in accuracy among multiple rater groups.
result The proposed test identifies statistically significant differences among five participant groups in a face recognition study.

The covariance of a stationary process XX is diagonalized by a Fourier transform. It does not take into account the complex Fourier phase and defines Gaussian maximum entropy models. We introduce a general family of phase harmonic covariance moments, which rely on complex phases to capture non-Gaussian properties. The…

2019-11-22abs ↗pdf ↗

The paper introduces new boundary operators and proves higher order CR Sobolev trace inequalities for Siegel domain and complex ball.

problem Establishing higher order CR Sobolev trace inequalities for Siegel domain and complex ball.
method Introducing conformally covariant boundary operators, proving extension theorems, and establishing trace inequalities.
result Generalized CR Sobolev trace inequalities for all γ ∈ (0, n+1) \mathbb{N}.

The classical Rankin-Cohen brackets are bi-differential operators from C(R)×C(R)C^\infty(\mathbb R)\times C^\infty(\mathbb R) into C(R) C^\infty(\mathbb R). They are covariant for the (diagonal) action of SL(2,R){\rm SL}(2,\mathbb R) through principal series representations. We construct generalizations of these operators, replacing…

2018-09-17abs ↗pdf ↗

This study improves estimation of the first principal component in multivariate functional data.

problem Estimating the first principal component of multivariate random processes.
method Defined covariance functions and operators, introduced LASSO optimization, and established minimax lower bounds.
result The method provides an optimal variance in the minimax sense for estimating eigenelements.

We give a complete classification of conformally covariant differential operators between the spaces of ii-forms on the sphere SnS^n and jj-forms on the totally geodesic hypersphere Sn1S^{n-1}. Moreover, we find explicit formulæ for these new matrix-valued operators in the flat coordinates in terms of basic operators …

2016-05-30abs ↗pdf ↗

We introduce a new elliptic operator on null hypersurfaces of four-dimensional Lorentzian manifolds. This operator depends on the first and second fundamental forms of the sections of a foliation of the null hypersurface and its novelty originates from its covariant transformation under change of foliation. It thus pro…

2013-10-04abs ↗pdf ↗

In this paper, we describe the group SpinT (n) and give some properties of this group. We construct SpinT spinor bundle S by means of the spinor representation of the group SpinT (n) and define covariant derivative operator and Dirac operator on S. Finally, Schrodinger-Lichnerowicz-type formula is derived by using thes…

2015-08-19abs ↗pdf ↗

This paper studies covariant derivatives for Lie groupoids with representation-valued forms.

problem Understanding covariant derivatives for Lie groupoids with representation-valued forms.
method The paper explores two approaches: linear connections and multiplicative Ehresmann connections, both yielding geometrically richer curved double complexes.
result The horizontal exterior covariant derivative DD is a key finding, generalizing the well-known operator from principal bundles.

This monograph develops the theory of covariant Schrödinger semigroups acting on sections of vector bundles over noncompact Riemannian manifolds from scratch. Contents: I. Sobolev spaces on vector bundles II. Smooth heat kernels on vector bundles III. Basis differential operators in Riemannian manifolds IV. Some specif…

2018-01-04abs ↗pdf ↗