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.
New scheme optimizes BMI through probabilistic and geometric shaping.
The gamma distribution arises frequently in Bayesian models, but there is not an easy-to-use conjugate prior for the shape parameter of a gamma. This inconvenience is usually dealt with by using either Metropolis-Hastings moves, rejection sampling methods, or numerical integration. However, in models with a large numbe…
Analog BNNs perform similarly regardless of noise distribution shape.
Introduces Star-Shaped DDPMs for non-Gaussian distributions.
Unsupervised clustering of curves according to their shapes is an important problem with broad scientific applications. The existing model-based clustering techniques either rely on simple probability models (e.g., Gaussian) that are not generally valid for shape analysis or assume the number of clusters. We develop an…
Study shows one-dimensional location-scale-shape models are flat in Wasserstein geometry.
Paper proposes a shape-constrained approach to distributionally robust learning.
The incredible variety of galaxy shapes cannot be summarized by human defined discrete classes of shapes without causing a possibly large loss of information. Dictionary learning and sparse coding allow us to reduce the high dimensional space of shapes into a manageable low dimensional continuous vector space. Statisti…
The paper analyzes extreme risk measures with limited distributional information.
W-shaped vol curves in liquid options can be modeled with two variance-gamma models.
The importance of training robust neural network grows as 3D data is increasingly utilized in deep learning for vision tasks in robotics, drone control, and autonomous driving. One commonly used 3D data type is 3D point clouds, which describe shape information. We examine the problem of creating robust models from the …
The choice of constellations largely affects the performance of communication systems. When designing constellations, both the locations and probability of occurrence of the points can be optimized. These approaches are referred to as geometric and probabilistic shaping, respectively. Usually, the geometry of the const…
Neural networks predict shapes of first passage percolation sets.
Random variables of the generalized Pareto distribution, can be transformed to that of the Pareto distribution. Explicit expressions exist for the maximum likelihood estimators of the parameters of the Pareto distribution. The performance of the estimation of the shape parameter of generalized Pareto distributed using …
New algorithms reduce rejection sampling complexity for shape-constrained distributions.
A new measure -variance captures local distributional shape.
The second fundamental form of Riemannian geometry is generalised to the case of a manifold with a linear connection and an integrable distribution. This bilinear form is generally not symmetric and its skew part is the torsion. The form itself is closely related to the shape map of the connection. The codimension one …
New neural network models extreme value distributions with preserved shape constraints.
This paper corrects an error in [Keller-Ressel, M. and Steiner T. "Yield curve shapes and the asymptotic short rate distribution in affine one-factor models." Finance and Stochastics 12.2 (2008): 149-172]. The error concerns the correct expression for the boundary between normal and humped yield curve behavior in affin…
Paper introduces a method to generate stable shapes using Grassmann manifolds.
Difficult image segmentation problems, for instance left atrium MRI, can be addressed by incorporating shape priors to find solutions that are consistent with known objects. Nonetheless, a single multivariate Gaussian is not an adequate model in cases with significant nonlinear shape variation or where the prior distri…
Reward shaping is one of the most effective methods to tackle the crucial yet challenging problem of credit assignment in Reinforcement Learning (RL). However, designing shaping functions usually requires much expert knowledge and hand-engineering, and the difficulties are further exacerbated given multiple similar tas…
New approach shapes error distribution in long-term forecasting.
The paper introduces flat-topped PDFs for better fitting machine learning models.
We present a method of generating high resolution 3D shapes from natural language descriptions. To achieve this goal, we propose two steps that generating low resolution shapes which roughly reflect texts and generating high resolution shapes which reflect the detail of texts. In a previous paper, the authors have show…
We propose a method to learn a distribution of shape trajectories from longitudinal data, i.e. the collection of individual objects repeatedly observed at multiple time-points. The method allows to compute an average spatiotemporal trajectory of shape changes at the group level, and the individual variations of this tr…
Study on neural network initialization with shaped infinite depth-and-width networks.
We report the proof that the extension of Gibrat's law in the middle scale region is unique and the probability distribution function (pdf) is also uniquely derived from the extended Gibrat's law and the law of detailed balance. In the proof, two approximations are employed. The pdf of growth rate is described as tent-…
New method uses KL-divergence to create non-informative priors for multivariate Gaussian.
A new method for analyzing shapes using FDA techniques.
We consider the problem of nonparametric regression under shape constraints. The main examples include isotonic regression (with respect to any partial order), unimodal/convex regression, additive shape-restricted regression, and constrained single index model. We review some of the theoretical properties of the least …
This article presents certain recent methodologies and some new results for the statistical analysis of probability distributions on manifolds. An important example considered in some detail here is the 2-D shape space of k-ads, comprising all configurations of planar landmarks ()-modulo translation, scaling a…
Study finds cherry-picking load shaping strategies outperforms others in reducing grid CO2 emissions.
A microeconomic model is developed, which accurately predicts the shape of personal income distribution (PID) in the United States and the evolution of the shape over time. The underlying concept is borrowed from geo-mechanics and thus can be considered as mechanics of income distribution. The model allows the resoluti…
Study compares geometric approaches for shape and deformation statistics.
The study investigates how branch points affect the shape and mechanics of hyperbolic surfaces.
New quantization methods improve accuracy of Random Fourier Features.
Coupled entropy corrects flaws in Tsallis entropy for complex systems.
Paper develops a new method to analyze 3D tree-like objects.
We consider the problem of modelling noisy but highly symmetric shapes that can be viewed as hierarchies of whole-part relationships in which higher level objects are composed of transformed collections of lower level objects. To this end, we propose the stochastic wreath process, a fully generative probabilistic model…
Novel method for shape optimization of non-smooth PDEs.
A new tail-shape index based on Value at Risk and Expected Shortfall.
The complete part of the earthquake frequency-magnitude distribution (FMD), above completeness magnitude mc, is well described by the Gutenberg-Richter law. The parameter mc however varies in space due to the seismic network configuration, yielding a convoluted FMD shape below max(mc). This paper investigates the shape…
We investigate the shape of the Italian personal income distribution using microdata from the Survey on Household Income and Wealth, made publicly available by the Bank of Italy for the years 1977--2002. We find that the upper tail of the distribution is consistent with a Pareto-power law type distribution, while the r…
We have analyzed the statistical probabilities of limit-order book (LOB) shape through building the book using the ultra-high-frequency data from 23 liquid stocks traded on the Shenzhen Stock Exchange in 2003. We find that the averaged LOB shape has a maximum away from the same best price for both buy and sell LOBs. Th…
Stock prices are known to exhibit non-Gaussian dynamics, and there is much interest in understanding the origin of this behavior. Here, we present a model that explains the shape and scaling of the distribution of intraday stock price fluctuations (called intraday returns) and verify the model using a large database fo…
Statistical shape models enhance machine learning algorithms providing prior information about deformation. A Point Distribution Model (PDM) is a popular landmark-based statistical shape model for segmentation. It requires choosing a model order, which determines how much of the variation seen in the training data is a…
Study minimax risk of score estimation for log-concave distributions.