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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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187374560747 · Jun 202019922001200920172026
48 results for distributional theory

Distributivity in algebraic structures appeared in many contexts such as in quasigroup theory, semigroup theory and algebraic knot theory. In this paper we give a survey of distributivity in quasigroup theory and in quandle theory.

2012-09-28abs ↗pdf ↗

Study connects covariance cleaning theory to information theory for heavy-tailed distributions.

problem Optimizing covariance matrices for heavy-tailed distributions using information theory.
method Minimizing Frobenius norm and information loss between true and estimated covariance matrices.
result Asymptotic regime of large matrices minimizes information loss for Student's t distributions.

Theory explains power-law distributions without complex models.

problem Understanding power-law distributions in geometrically growing systems.
method Developed a theory of geometrically growing systems and applied it to explain various distributions.
result The geometrically growing system's distribution flattens over time, increasing relative size ratios.

Matrix H-theory models stock market fluctuations using hierarchical multivariate distributions.

problem Understanding collective behavior in stock market fluctuations.
method Matrix H-theory framework for multivariate stochastic processes with hierarchical structure.
result Matrix H-theory effectively describes stock market fluctuations using Meijer G-functions.

In this paper, we construct a new homology theory for semi-groups satisfying the self distributivity axiom or the idempotency axiom. Next, we consider the geometric realization corresponding to the homology theory. We continue with the comparison of this homology theory with one term and two term (rack) homology theori…

2016-11-17abs ↗pdf ↗

Unified approach to totally ramified values in various surface theories.

problem Totally ramified values in value distribution theory, normal family theory, and Gauss maps of surfaces.
method Bloch--Ros principle applied to various surface theories.
result Unified approach to phenomena concerning totally ramified values.

Improved learning theory for kernel distribution regression with two-stage sampling.

problem Distribution regression problem and two-stage sampling setting.
method Kernel methods, near-unbiased condition, new error bounds, convergence rates.
result Strictly improved convergence rates for three important classes of kernels.

The paper develops AMP theory for sparse and robust regression with polynomial iterations.

problem Challenges in high-dimensional statistical estimation due to asymptotic theory breakdown.
method Non-asymptotic distributional theory of AMP for sparse and robust regression.
result First finite-sample non-asymptotic distributional theory of AMP for polynomial iterations.

Paper develops a new generalization bound using PAC-Bayes theory and Gibbs distributions.

problem Limits of traditional generalization bounds due to complexity measures.
method Leverages PAC-Bayes bounds with Gibbs distributions to derive a flexible generalization bound.
result Derives a generalization bound that can adapt to both hypothesis class and task complexity.

The paper establishes a correspondence between normal distributions and neat foliations on manifolds with boundary.

problem Understanding normal distributions on manifolds with boundary.
method Develops a theory analogous to Stefan and Sussmann's for integrable distributions, focusing on neat foliations.
result A one-to-one correspondence between neatly integrable normal distributions and neat foliations by manifolds with boundary.

The theory of learning under the uniform distribution is rich and deep, with connections to cryptography, computational complexity, and the analysis of boolean functions to name a few areas. This theory however is very limited due to the fact that the uniform distribution and the corresponding Fourier basis are rarely …

2013-07-13abs ↗pdf ↗

Homology theories for associative algebraic structures are well established and have been studied for a long time. More recently, homology theories for self-distributive algebraic structures motivated by knot theory, such as quandles and their relatives, have been developed and investigated. In this paper, we study ass…

2016-03-28abs ↗pdf ↗

Paper reinterprets marginal productivity theory using vectorial products, challenging traditional ethical interpretations.

problem Challenges traditional ethical interpretations of marginal productivity theory.
method Formulates marginal productivity theory using vectorial marginal products, contrasting with traditional scalar approach.
result Vectorial marginal products conflict with traditional distributive shares picture of property.

The paper explores how topological methods can reveal insights into electric charge distributions on knots.

problem Understanding the qualitative behavior of electric potentials on knots.
method Geometric topology techniques applied to electrostatics.
result Proved a lower bound on the size of the critical set based on knot projections.

We consider the problem of computing the integrable sub-distributions of the non-integrable Vessiot distribution of multi-dimensional second order partial differential equations (PDEs). We use Vessiot theory and solvable structures to find the largest integrable distributions contained in the Vessiot distribution assoc…

2014-01-02abs ↗pdf ↗

The hidden tail of empirical distributions is analyzed using extreme value theory.

problem Understanding the bias between in-sample mean and true statistical mean for large nn.
method Extreme value theory applied to empirical distributions and their moments.
result The hidden moment of order 0 for power law distributions follows an exponential distribution with expectation 1/n1/n.

Unified theory for semiparametric data fusion with individual-level data.

problem Handling data fusion problems, especially in settings with diverse data sources and designs.
method Extending a comprehensive theory to handle conditional and marginal distribution alignments, providing universal results for influence functions and efficient influence functions.
result Paves the way for machine-learning debiased, semiparametric efficient estimation.

Simplified identification methods for causal inference with arbitrary interventional distributions.

problem Estimating cause-effect relationships from data with experimental interventions.
method Using Single World Intervention Graphs and nested model factorization, we provide algorithms for identifying causal parameters from mixed observational and interventional distributions.
result Our algorithms are complete for certain types of interventional marginal distributions.

The widening inequality in income distribution in recent years, and the associated excessive pay packages of CEOs in the U.S. and elsewhere, is of growing concern among policy makers as well as the common person. However, there seems to be no satisfactory answer, in conventional economic theories and models, to the fun…

2014-06-25abs ↗pdf ↗

We introduce a notion of ternary distributive algebraic structure, give examples, and relate it to the notion of a quandle. Classification is given for low order structures of this type. Constructions of such structures from ternary bialgebras are provided. We also describe ternary distributive algebraic structures com…

2014-03-27abs ↗pdf ↗

Unified theory for neural scaling laws in hierarchically compositional data.

problem Understanding neural scaling laws in hierarchically compositional data.
method Probabilistic context-free grammars and power-law distributed production rules.
result Unified learning curve behavior for classification and next-token prediction tasks.

Study symplectification of rank 2 distributions and their connections.

problem Understanding symplectification and Cartan prolongations of rank 2 distributions.
method Using Tanaka-Morimoto theory and symplectification procedure for rank 2 distributions.
result Demonstrates the existence of normal Cartan connections and iterated prolongations for rank 2 distributions.

A theory of exceptional extreme events, characterized by their abnormal sizes compared with the rest of the distribution, is presented. Such outliers, called "dragon-kings", have been reported in the distribution of financial drawdowns, city-size distributions (e.g., Paris in France and London in the UK), in material f…

2012-05-07abs ↗pdf ↗

A new method for modeling insurance claim frequencies using random proportions.

problem Inaccurate fitting of classical distributions to insurance claim frequency data.
method Modeling claim frequencies using random proportions of insurance contracts and applying goodness-of-fit tests.
result A new statistical approach for better modeling insurance claim frequencies.

We propose coalescent mechanism of economic grow because of redistribution of external resources. It leads to Zipf distribution of firms over their sizes, turning to stretched exponent because of size-dependent effects, and predicts exponential distribution of income between individuals. We also present new approach to…

2008-04-27abs ↗pdf ↗

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of distributions to some reference distributions denoted as templates. Our framework exte…

2018-03-01abs ↗pdf ↗