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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.

169,341 papers · 148 categories

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138277415553 · Jun 202019922001200920182026
48 results for doubly distributed

The paper calculates moments and conditional risks for skewed elliptical distributions.

problem Estimating moments and tail conditional risks for skewed elliptical distributions.
method Derives explicit expressions for multivariate doubly truncated moments and conditional risks for generalized skew-elliptical distributions.
result Explicit formulas for multivariate doubly truncated moments and conditional risks are derived for various skewed elliptical distributions.

New method for unbiased sampling of doubly-intractable distributions.

problem Hard computation of normalizing constants for complex probability distributions.
method Adapting random series truncation and Markov chain coupling for unbiased estimation of 1/Z.
result Estimators with lower variance and higher positive estimates.

A new method improves inference for complex Bayesian models.

problem Bayesian inference for doubly intractable distributions is computationally challenging.
method Monte Carlo Stein variational gradient descent (MC-SVGD) approach.
result The method achieves substantial computational gains over existing algorithms.

New tests for distributional causal effects using improved kernel estimators.

problem Testing for higher-order moments and multidimensional outcomes affected by treatment.
method Improved kernel estimators based on doubly robust mean embeddings.
result New permutation-based tests for distributional causal effects with improved convergence rates.

CPME embeds counterfactual outcomes in RKHS for flexible policy evaluation.

problem Estimating counterfactual policy outcomes for decision-making.
method Counterfactual Policy Mean Embedding (CPME) framework in RKHS, plug-in and doubly robust estimators, kernel test statistic.
result Doubly robust estimator improves convergence rates and asymptotic normality.

New algorithms optimize machine learning with both features and observations distributed across a cluster.

problem Optimizing machine learning with both features and observations distributed across a cluster.
method Proposes two doubly distributed optimization algorithms: one based on distributed dual coordinate ascent, the other on stochastic gradient/coordinate descent hybrid methods.
result Demonstrates the out-performance of a block distributed ADMM method in numerical experiments.

Estimates and tests treatment effects on entire outcome distributions.

problem Treatment effects on entire outcome distributions, not just averages.
method Proposes a novel estimand and doubly robust estimator, develops a test.
result First test with provably valid type 1 error guarantees in this setting.

Estimates exponential family distributions using a novel doubly dual embedding technique.

problem Estimating exponential family distributions with smoothness and efficiency.
method Doubly dual embedding for avoiding partition function computation and flexible sampling.
result Improves memory and time efficiency while offering stronger statistical properties.

Improved off-policy evaluation for MDPs with weak distributional overlap.

problem Evaluation of policies when target and data-collection distributions are not strongly overlapping.
method Truncated Doubly Robust (TDR) estimators for off-policy evaluation in MDPs under weak distributional overlap.
result TDR estimators can recover large-sample behavior and are consistent even when distribution ratios are not square-integrable.

Proposes DR-ME test for interpretable distributional treatment effects.

problem Detects invisible differences in treatment effects on distributional outcomes.
method Semiparametrically efficient finite-location test using kernel witnesses and orthogonal features.
result DR-ME reveals causal-discrepancy coordinates and has noncentral chi-square local power.

This paper discusses properties of a Doubly Stochastic Poisson Process (DSPP) where the intensity process belongs to a class of affine diffusions. For any intensity process from this class we derive an analytical expression for probability distribution functions of the corresponding DSPP. A specification of our results…

2011-09-13abs ↗pdf ↗

New test for conditional independence using GNNs avoids estimating conditional distributions.

problem Testing conditional independence of XX and YY given ZZ.
method Proposes a non-parametric testing procedure using GNNs to sample from marginal conditional distributions.
result Test statistic is doubly robust against GNN approximation errors.

The paper examines Einstein doubly warped product manifolds with a semi-symmetric metric connection.

problem Characterizing Einstein doubly warped product manifolds with a semi-symmetric metric connection.
method Deriving curvature formulas and proving necessary and sufficient conditions for a manifold to be a warped product.
result Obtained results for Einstein doubly warped product manifolds and Einstein-like doubly warped product manifolds.

Study shows vanishing correction terms for doubly slice knots.

problem Understanding doubly slice knots and their properties.
method Analyzing connected sums of knots with coprime Alexander polynomials and using Ozsváth-Szabó correction terms.
result Correction terms vanish for doubly slice knots, providing new insights.

Characterizes and examines gradient solitons on doubly warped product manifolds.

problem Understanding gradient solitons on specific manifold structures.
method Characterizations and examinations of various types of gradient solitons on doubly warped product manifolds.
result Effects of gradient solitons on factor manifolds and specific curvature properties of doubly warped products.

This paper develops the Jungle model in a credit portfolio framework. The Jungle model is able to model credit contagion, produce doubly-peaked probability distributions for the total default loss and endogenously generate quasi phase transitions, potentially leading to systemic credit events which happen unexpectedly …

2015-02-17abs ↗pdf ↗

Study of conformal vector fields on specific manifolds and their applications.

problem Understanding conformal vector fields on doubly warped product manifolds.
method Complete study of two classes of conformal vector fields and Ricci solitons.
result Characterization of conformal vector fields and their properties.

BiDVL improves EBLVMs for visual tasks by optimizing two variational distributions.

problem Training EBLVMs is challenging due to intractable distributions.
method Bi-level doubly variational learning with two tractable distributions.
result BiDVL achieves impressive image generation and reconstruction performance.

This paper establishes non-asymptotic learning bounds for the DR covariate shift adaptation.

problem Distribution shift between training and test domains in machine learning.
method Doubly-robust (DR) estimator combining density ratio estimation and pilot regression model.
result First non-asymptotic learning bounds for DR covariate shift adaptation.

Researchers prove the existence of new doubly periodic minimal surfaces with specific properties.

problem Proving the existence of new doubly periodic minimal surfaces with specific properties.
method Using Traizet's regeneration method, the researchers constructed families of embedded, doubly periodic minimal surfaces.
result For each positive integer n, there is a family of embedded, doubly periodic minimal surfaces with parallel ends in Euclidean space of genus 2n-1 and 4 ends in the quotient by the maximal group of translations.

Commentary on Teichmüller's 1938 paper on conformal and quasiconformal mappings.

problem Investigations into conformal and quasiconformal mappings and their applications.
method Detailed development of conformal invariants and applications in value distribution theory.
result Insures the almost circularity of certain loci and the circularity near infinity of quasiconformal maps.

In this paper we study fundamental geometric properties of doubly warped product immersion which is an extension of warped product immersion. Moreover, we study geometric inequality for doubly warped products isometrically immersed in arbitrary Riemannian manifolds.

2013-10-05abs ↗pdf ↗