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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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336698131 · May 202619922001200920172026
48 results for density spectrum

This work improves density estimation by characterizing pdf complexity using NL-spectrum.

problem Improving density estimation rates for general probability densities.
method Introducing NL-spectrum to characterize pdf complexity and deriving dimension-independent rates of convergence.
result Dimension-independent rates of convergence for fast density estimation.

We recently discovered a relationship between the volume density spectrum and the determinant density spectrum for infinite sequences of hyperbolic knots. Here, we extend this study to new quantum density spectra associated to quantum invariants, such as Jones polynomials, Kashaev invariants and knot homology. We also …

2015-06-18abs ↗pdf ↗

Let MmM^m be a minimal properly immersed submanifold in an ambient space close, in a suitable sense, to the space form Nkn\mathbb{N}^n_k of curvature k0-k\le 0. In this paper, we are interested in the relation between the density function Θ(r)Θ(r) of MmM^m and the spectrum of the Laplace-Beltrami operator. In particular, …

2014-07-20abs ↗pdf ↗

In this paper, we establish a kind of splitting theorem for the eigenvalues of a specific family of operators on the base of a warped product. As a consequence, we prove a density theorem for a set of warping functions that makes the spectrum of the Laplacian a warped-simple spectrum. This is then used to study the gen…

2018-04-08abs ↗pdf ↗

This study investigates that a characteristic time scale on an exchange rate market (USD/JPY) is examined for the period of 1998 to 2000. Calculating power spectrum densities for the number of tick quotes per minute and averaging them over the year yield that the mean power spectrum density has a peak at high frequenci…

2005-09-16abs ↗pdf ↗

We show that the set of k-dimensional isoperimetric exponents of finitely presented groups is dense in the interval [1, \infty) for k > 1. Hence there is no higher-dimensional analogue of Gromov's gap (1,2) in the isoperimetric spectrum.

2008-12-04abs ↗pdf ↗

Efficiently sparsifies simplicial complexes using local densities of states.

problem Prohibitive computational requirements for dense simplicial complexes.
method Probabilistic sparsification using local densities of states and kernel-ignoring decomposition.
result Approximates the spectrum of the original SC with a sparser surrogate SC.

Generic density of equivariant min-max hypersurfaces in Riemannian manifolds.

problem Finding generic density of equivariant min-max hypersurfaces in Riemannian manifolds.
method Weyl asymptotic law for GG-equivariant volume spectrum, generic density result.
result Generic density of equivariant min-max hypersurfaces in Riemannian manifolds.

The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically slowly. The key general properties of the covariance matrices are the following…

2009-03-09abs ↗pdf ↗

We describe a method to determine the eigenvalue density of empirical covariance matrix in the presence of correlations between samples. This is a straightforward generalization of the method developed earlier by the authors for uncorrelated samples. The method allows for exact determination of the experimental spectru…

2005-08-19abs ↗pdf ↗

This work uses neural density estimation to analyze laser-induced breakdown spectroscopy data, enabling accurate predictions and uncertainty quantification.

problem Inference of probability densities in high-dimensional spectral data is often intractable.
method Normalizing flows on structured spectral latent spaces for density estimation and uncertainty quantification.
result The approach enables generation of realistic spectral samples and accurate prediction of state vectors with well-calibrated uncertainties.

The study shows how energy density of harmonic maps dominates in nn-Fuchsian fibers, leading to unique minimal surfaces.

problem Understanding energy density and topological invariants in nn-Fuchsian fibers of Higgs bundles.
method Establishing an algebraic inequality generalizing a GIT theorem to prove energy density domination.
result Energy density of harmonic maps dominates in nn-Fuchsian fibers, leading to unique minimal surfaces.

Kernel methods are popular in clustering due to their generality and discriminating power. However, we show that many kernel clustering criteria have density biases theoretically explaining some practically significant artifacts empirically observed in the past. For example, we provide conditions and formally prove the…

2017-05-16abs ↗pdf ↗

We present a nonlinear stochastic differential equation (SDE) which mimics the probability density function (PDF) of the return and the power spectrum of the absolute return in financial markets. Absolute return as a measure of market volatility is considered in the proposed model as a long-range memory stochastic vari…

2009-01-07abs ↗pdf ↗

Study on neural networks with non-normal interactions reveals unique spectral properties.

problem Understanding episodic memory encoding in the brain.
method Developed a neural network model with non-Hermitian couplings and applied random matrix theory.
result Spectral density of the model is non-uniform and can transition to chaos, providing computational benefits.

We study asymptotically harmonic manifolds of negative curvature, without any cocompactness or homogeneity assumption. We show that asymptotic harmonicity provides a lot of information on the asymptotic geometry of these spaces: in particular, we determine the volume entropy, the spectrum and the relative densities of …

2012-03-12abs ↗pdf ↗

A simple analytically solvable model exhibiting a 1/f spectrum in an arbitrarily wide frequency range was recently proposed by Kaulakys and Meskauskas (KM). Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is Brownian fluctuations of the average intervent time between subsequent pul…

2002-01-28abs ↗pdf ↗

A new robust PCA estimator combining M-estimators and minimum divergence estimators.

problem Adverse effect of outlying observations in PCA for high-dimensional data.
method Minimum density power divergence estimator combined with a computationally efficient algorithm.
result High breakdown guarantee regardless of data dimension with theoretical support and practical applications.

The Dirac operator d+delta on the Hodge complex of a Riemannian manifold is regarded as an annihilation operator A. On a weighted space L_mu^2 Omega, [A,A*] acts as multiplication by a positive constant on excited states if and only if the logarithm of the measure density of mu satisfies a pair of equations. The equati…

2001-04-17abs ↗pdf ↗

LSBI approximates likelihood with linear functions for cosmological parameter estimation.

problem Estimating cosmological parameters from complex data.
method Sequential Linear Simulation-based Inference (LSBI) using Gaussian approximations.
result LSBI achieves convergence after 4-5 rounds of simulations, comparable to neural methods.

Paper refines InfoNCE for accurate mutual information estimation.

problem Indirect connection of InfoNCE to mutual information estimation.
method Introduces InfoNCE-anchor with an auxiliary anchor class for consistent density ratio estimation.
result InfoNCE-anchor yields a plug-in MI estimator with significantly reduced bias.

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to estimate high-dimensional factor models, using the empirical spectral density of …

2016-11-17abs ↗pdf ↗

We define a new spectrum for compact length spaces and Riemannian manifolds called the "covering spectrum" which roughly measures the size of the one dimensional holes in the space. More specifically, the covering spectrum is a set of real numbers δ>0δ>0 which identify the distinct δδ covers of the space. We investigat…

2003-11-22abs ↗pdf ↗

Study the energy spectrum of metrics on surfaces and its relation to simple length spectrum.

problem Relate the energy spectrum to the simple length spectrum of metrics on surfaces.
method Analyze the energy spectrum of metrics on surfaces and their Teichmüller spaces, considering homotopy conditions.
result The energy spectrum determines the simple length spectrum under certain conditions.

QNA uses quantum-inspired density operators to diagnose market dependence and structural risk.

problem Lack of unified operator representation for market dependence and structural risk diagnostics.
method Quantum Network of Assets (QNA) framework using density operators.
result QNA entropy remains strongly related to covariance spectral entropy but becomes distinct with multi-feature rolling trajectories.

Develops a new spectrum for annular links, recovering a transverse invariant at extreme gradings.

problem Understanding transverse link invariants in the annular setting.
method Constructs a stable homotopy type for annular links and defines a map to the Khovanov skein spectrum.
result At extreme gradings, the map from the Khovanov spectrum to the Khovanov skein spectrum recovers the cohomotopy transverse invariant.