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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.

168,694 papers · 148 categories

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162325487649 · Jun 202019922001200920172026
48 results for cut-off functions

Generalizes results for Riemannian manifolds with boundary to those without.

problem Extending results from manifolds without boundary to those with boundary.
method Using Neumann cut-off functions and density arguments.
result The Laplace-Beltrami operator is essentially self-adjoint on manifolds with boundary.

Study on limits and cut-off phenomena in deep neural networks.

problem Understanding the behavior of deep neural networks as the number of layers increases.
method Analysis of semi-invariant metrics and application of non-commutative ergodic theorems.
result Observation of a cut-off phenomenon in the number of layers for random network initialization.

The paper extends Liouville theorems to sub-Riemannian manifolds.

problem Generalizing Liouville theorems to sub-Riemannian manifolds.
method Constructing 'good' cut-off functions and applying a nonnegative generalized curvature-dimension inequality.
result The Liouville theorems are extended to sub-Riemannian manifolds.

Financial time series have been investigated to follow fat-tailed distributions. Further, an empirical probability distribution sometimes shows cut-off shapes on its tails. To describe this stylized fact, we incorporate the cut-off effect in superstatistics. Then we confirm that the presented stochastic model is capabl…

2018-09-13abs ↗pdf ↗

We derive several new applications of the concept of sequences of Laplacian cut-off functions on Riemannian manifolds (which we prove to exist on geodesically complete Riemannian manifolds with nonnegative Ricci curvature): In particular, we prove that this existence implies Lq\mathsf{L}^q-estimates of the gradient, a …

2014-01-16abs ↗pdf ↗

The Wodzicki residue and the cut-off integral extend to classical symbol-valued forms. We show that they obey a Stokes' type property and that the extended Wodzicki residue can be interpreted as a complex residue like the ordinary one. In the case of cut-off integrals, Stokes' property (i.e. vanishing on exact forms) o…

2005-10-21abs ↗pdf ↗

We show some characterizations of hyperspheres in the (n+1)(n+1)-dimensional Euclidean space En+1{\Bbb E}^{n+1} with intrinsic and extrinsic properties such as the nn-dimensional area of the sections cut off by hyperplanes, the (n+1)(n+1)-dimensional volume of regions between parallel hyperplanes, and the nn-dimensional surf…

2012-08-27abs ↗pdf ↗

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with step size compared to normal distribution. Thus it is essential to cut-off these di…

2001-11-30abs ↗pdf ↗

We study a sequential resource allocation problem between a fixed number of arms. On each iteration the algorithm distributes a resource among the arms in order to maximize the expected success rate. Allocating more of the resource to a given arm increases the probability that it succeeds, yet with a cut-off. We follow…

2018-03-28abs ↗pdf ↗

This paper improves non-asymptotic bounds for denoising diffusions, focusing on the Ornstein-Uhlenbeck process.

problem Improving non-asymptotic bounds for denoising diffusions, especially for the Ornstein-Uhlenbeck process.
method Explicit non-asymptotic bounds on forward diffusion error in total variation, considering multi-modal data distributions.
result The Ornstein-Uhlenbeck process cannot be significantly improved in terms of reducing terminal time TT for multi-modal data distributions.

Deep Neural Networks(DNNs) require huge GPU memory when training on modern image/video databases. Unfortunately, the GPU memory is physically finite, which limits the image resolutions and batch sizes that could be used in training for better DNN performance. Unlike solutions that require physically upgrade GPUs, the G…

2018-07-31abs ↗pdf ↗

Let TT be a circle group, and LTLT be its loop group. We hope to establish an index theory for infinite-dimensional manifolds which LTLT acts on, including Hamiltonian LTLT-spaces, from the viewpoint of KKKK-theory. We have already constructed several objects in the previous paper \cite{T}, including a Hilbert space $…

2017-09-18abs ↗pdf ↗

Non-split almost complex supermanifolds and non-split Riemannian supermanifolds are studied. The first obstacle for a splitting is parametrized by group orbits on an infinite dimensional vector space. Further it is shown that non-split structures appear in the first case as deformations of a split reduction and in the …

2015-01-28abs ↗pdf ↗

Derives adjoint formulas for matrix operations and applies them to specific cases.

problem Computing adjoints for matrix operations and specific matrix types.
method Derives adjoint formulas for matrix operations and applies them to specific cases.
result Closed-form expressions for adjoints in specific matrix types.

We derive a formula for the index of a Dirac operator on a compact, even-dimensional incomplete edge space satisfying a "geometric Witt condition". We accomplish this by cutting off to a smooth manifold with boundary, applying the Atiyah-Patodi-Singer index theorem, and taking a limit. We deduce corollaries related to …

2013-12-16abs ↗pdf ↗

We consider a distributed learning approach in supervised learning for a large class of spectral regularization methods in an RKHS framework. The data set of size n is partitioned into m=O(nα)m=O(n^α) disjoint subsets. On each subset, some spectral regularization method (belonging to a large class, including in particular K…

2016-10-24abs ↗pdf ↗

This paper introduces and develops a novel variable importance score function in the context of ensemble learning and demonstrates its appeal both theoretically and empirically. Our proposed score function is simple and more straightforward than its counterpart proposed in the context of random forest, and by avoiding …

2015-01-25abs ↗pdf ↗

We show that trees of manifolds, the topological spaces introduced by Jakobsche, appear as boundaries at infinity of various spaces and groups. In particular, they appear as Gromov boundaries of some hyperbolic groups, of arbitrary dimension, obtained by the procedure of strict hyperbolization. We also recognize these …

2013-04-18abs ↗pdf ↗

We introduce and study measures and densities (= geometric measures) on differentiable stacks, using a rather straightforward generalization of Haefliger's approach to leaf spaces and to transverse measures for foliations. In general we prove Morita invariance, a Stokes formula which provides reinterpretations in terms…

2016-03-05abs ↗pdf ↗

Let KK be an unknot in 88-bridge position in the 33-sphere. We give an example of a pair of weak reducing disks D1D_1 and D2D_2 for KK such that both disks obtained from DiD_i (i=1,2i = 1, 2) by a surgery along any outermost disk in D3iD_{3-i}, cut off by an outermost arc of DiD3iD_i \cap D_{3-i} in D3iD_{3-i}, are not wea…

2018-04-19abs ↗pdf ↗

Truncated Singular Value Decomposition (SVD) calculates the closest rank-kk approximation of a given input matrix. Selecting the appropriate rank kk defines a critical model order choice in most applications of SVD. To obtain a principled cut-off criterion for the spectrum, we convert the underlying optimization prob…

2011-02-15abs ↗pdf ↗

The study examines how class imbalance impacts logistic regression models in low-default credit portfolios.

problem The impact of class imbalance on logistic regression models in low-default credit portfolios.
method Simulation study with controlled data-generating mechanisms to vary class imbalance and predictor-response association strength.
result Classification accuracy decreases significantly as event rate decreases, and optimal cut-off shifts with imbalance.

Price changes are induced by aggressive market orders in stock market. We introduce a bivariate marked Hawkes process to model aggressive market order arrivals at the microstructural level. The order arrival intensity is marked by an exogenous part and two endogenous processes reflecting the self-excitation and cross-e…

2018-11-20abs ↗pdf ↗

We express the Connes-Chern character of the Dirac operator associated to a b-metric on a manifold with boundary in terms of a retracted cocycle in relative cyclic cohomology, whose expression depends on a scaling/cut-off pa- rameter. Blowing-up the metric one recovers the pair of characteristic currents that represent…

2009-12-01abs ↗pdf ↗

A central problem in ranking is to design a ranking measure for evaluation of ranking functions. In this paper we study, from a theoretical perspective, the widely used Normalized Discounted Cumulative Gain (NDCG)-type ranking measures. Although there are extensive empirical studies of NDCG, little is known about its t…

2013-04-24abs ↗pdf ↗

Study curve shortening flow in high dimensions with boundary constraints.

problem Understanding the behavior of curves in high-dimensional spaces with boundary conditions.
method Used curvature and higher-derivative estimates, Stahl-type maximum principle, and blow-up analysis.
result Flow converges to a shrinking semicircle model or has only semicircle boundary singularities in low entropy regimes.