One-Class Boundary Peeling detects outliers efficiently and robustly.
problem Unsupervised outlier detection in diverse data distributions.
method One-Class Boundary Peeling uses flexible boundaries generated by one-class SVMs and iteratively peels them.
result One-Class Boundary Peeling outperforms state-of-the-art methods in synthetic data simulations.
LEMs extend transformer-based architectures for complex execution problems.
problem Handling flexible time boundaries and multiple execution constraints in deep learning.
method Decouples market information processing from execution allocation decisions using TKANs, VSNs, and multi-head attention mechanisms.
result LEMs achieve superior execution performance compared to traditional benchmarks.
We introduce and discuss notions of regularity and flexibility for Lagrangian manifolds with Legendrian boundary in Weinstein domains. There is a surprising abundance of flexible Lagrangians. In turn, this leads to new constructions of Legendrians submanifolds and Weinstein manifolds. For instance, many closed n-mani…
Sharp spectral extension of rigidity theorem for mean-convex manifolds.
problem Rigidity and flexibility of manifolds with mean-convex boundary and nonnegative Ricci curvature.
method Spectral Ricci lower bounds and mean-convex boundary conditions.
result Sharp spectral extension of rigidity theorem for specific conditions.
New tests for VaR and ES forecast encompassing using flexible link functions.
problem Testing forecast encompassing for Value at Risk and Expected Shortfall.
method Flexible link functions for testing convex forecast combinations and nonstandard asymptotic theory for boundary parameters.
result Tests based on new link functions outperform unrestricted linear link functions for one-step and multi-step forecasts.
Researchers prove spaces of positive scalar curvature metrics are contractible with symmetry.
problem Contractibility of spaces of invariant positive scalar curvature metrics.
method Combining equivariant Morse theory with conformal deformations and local flexibility properties.
result Spaces of invariant positive scalar curvature metrics are contractible.
In this paper, we consider the problem of predicting demographics of geographic units given geotagged Tweets that are composed within these units. Traditional survey methods that offer demographics estimates are usually limited in terms of geographic resolution, geographic boundaries, and time intervals. Thus, it would…
Unified framework detects shifts in climate boundaries using GP regression and MAD test.
problem Challenges in quantifying and testing for temporal shifts in spatial boundaries from noisy data.
method Combines heteroskedastic GP regression with scaled MAD GET.
result No significant decade-scale changes in arid and semi-arid interfaces, but localized shifts during extreme droughts identified.
The authors characterize flexibility in power and energy markets considering time, spatiality, resource, and risk.
problem Evaluating and maximizing flexibility in power systems and markets.
method Characterization of flexibility dimensions (time, spatiality, resource, risk) and their interrelations with flexibility assets, products, and services.
result Flexibility should be evaluated based on multiple dimensions for efficient power systems and markets.
We describe a new instance-based learning algorithm called the Boundary Forest (BF) algorithm, that can be used for supervised and unsupervised learning. The algorithm builds a forest of trees whose nodes store previously seen examples. It can be shown data points one at a time and updates itself incrementally, hence i…
Support Vector Data Description (SVDD) is a machine-learning technique used for single class classification and outlier detection. SVDD formulation with kernel function provides a flexible boundary around data. The value of kernel function parameters affects the nature of the data boundary. For example, it is observed …
Flexible surfaces found in complex projective and product spaces.
problem Finding flexible surfaces in complex projective and product spaces.
method Constructing flexible surfaces within prescribed homology classes.
result Flexible surfaces exist in both CP2 and S2imesS2. We study the optimal timing strategies for trading a mean-reverting price process with afinite deadline to enter and a separate finite deadline to exit the market. The price process is modeled by a diffusion with an affine drift that encapsulates a number of well-known models,including the Ornstein-Uhlenbeck (OU) model…
Flexible XVAE model for efficient spatial extremes simulation.
problem Complex tail dependence structures in spatial extremes processes.
method Variational autoencoder (XVAE) for modeling flexible and non-stationary dependence.
result XVAE provides fast inference and outperforms traditional models in high dimensions.
Given a polyhedral surface, assume that it is prohibited to change the shape and size of any face but it is permissible to change the dihedral angles between the faces. A polyhedral surface is said to be flexible if it is possible to change its shape under the above restrictions. We prove that flexible polyhedral surfa…
A 3D area-minimizing current in R^5 has a 2-fold essential singularity.
problem Understanding singularities in area-minimizing currents.
method Construction of a specific current with prescribed boundary properties.
result The boundary regularity theory is dimensionally sharp.
Improved algorithm for optimal stopping problems reduces runtime.
problem Optimal stopping problems with infinite time horizon and random discounting.
method Flexible forward improvement iteration with a variable look-ahead distance.
result The new algorithm converges and can significantly reduce runtime.
FlexCodeTS is a flexible time series density estimator.
problem Estimating conditional densities for time series data.
method Nonparametric conditional density estimator based on arbitrary regression methods.
result FlexCodeTS adapts its convergence rate based on the chosen regression method.
Characterizes geometric actions on graphs with flexible stabilizers.
problem Understanding geometric actions on flexible stabilizers.
method Defining generalized fine actions and proving relative quasi-convexity criteria.
result Characterizes Bowditch boundary points in relatively geometric actions.
Automates detection of fast-ramped flexibility events for DSOs.
problem Monitoring and supervising flexibility activations in power systems.
method Unsupervised detection and open-set classification.
result Automatically identifies critical flexibility activations for early intervention.
tsflex speeds up time series processing and feature extraction.
problem Inefficient and inflexible time series processing tools.
method Flexible Python toolkit exttttsflex for multivariate, asynchronous time series. result Significantly faster and more memory-efficient than existing packages.
Abstract. In this paper we prove several rigidity theorems related to and including Lytchak's problem. The focus is on Alexandrov spaces with \curv\geq1, nonempty boundary, and maximal radius \fracπ{2}. We exhibit many such spaces that indicate that this class is remarkably flexible. Nevertheless, we also show that whe…
This paper uses deep learning to price American options under stochastic volatility.
problem Pricing American options with a time-varying exercise boundary under the Heston model.
method Coupled PINNs with curriculum learning and adaptive resampling.
result Demonstrates the effectiveness of the proposed deep learning framework for American option pricing.
We give a general criterion for the Dirichlet problem at infinity (DPI) on a Cartan-Hadamard surface to be solvable, which we primarily use to give the best possible upper radial radial curvature bound for solvability of the DPI, but which is also flexible enough to accommodate flats. In particular, any (upper) radial …
Flexible Cox model for time-dependent covariates with complex sparsity patterns.
problem Lack of flexibility in enforcing specific sparsity patterns in time-dependent Cox models.
method Proposes a flexible framework for variable selection in time-dependent Cox models, accommodating complex selection rules.
result Achieves accurate estimation with low false alarm rates for complex covariate structures.
Generative adversarial approach for satellite image time series land cover classification.
problem Enhance interpretability of land cover classification models.
method Generative adversarial counterfactual approach for multi-class land cover classification.
result Discovery of interesting information on land cover class relationships and sparser, interpretable solutions.
Workflow uses deep learning to improve geosteering accuracy in Goliat Field.
problem Uncertainty in geological models and forward simulations affects real-time estimations.
method Offline DNN training, online FlexIES with probabilistic estimation.
result Median probabilistic estimation matches proprietary inversion.
Flexible Hawkes model with Gaussian process self-effects for time-dependent data.
problem Modeling time-dependent point processes with history dependence and self-effects.
method Extended Hawkes process with Gaussian process self-effects for both excitatory and inhibitory types, using Bayesian inference and mean-field variational approximation.
result Efficient approximate Bayesian inference achieved via data augmentation and mean-field variational approach.
New flexible confidence sequences for robust statistical inference.
problem Creating robust statistical inference methods that work under mild assumptions.
method Proposed a new class of asymptotic time-uniform confidence sequences.
result Sharp asymptotic time-uniform confidence sequences achieved under mild assumptions.
Unique compact Fuchsian manifolds with convex boundary are determined by their boundary.
problem Identifying compact Fuchsian manifolds with convex boundaries.
method Proving uniqueness based on the induced path metric on the boundary.
result Compact Fuchsian manifolds with convex boundaries are uniquely determined by the induced path metric on the boundary.
DINo forecasts PDEs with flexible extrapolation and adaptability.
problem Fixed discretizations limit real-world PDE forecasting.
method DINo uses implicit neural representations for continuous-time dynamics.
result DINo outperforms other neural PDE forecasters.
We present a series of results concerning the interplay between the scalar curvature of a manifold and the mean curvature of its boundary. In particular, we give a complete topological characterization of those compact 3-manifolds that support Riemannian metrics of positive scalar curvature and mean-convex boundary and…
TriTPP models enable faster and more flexible event data modeling.
problem Inflexibility and slow sampling in traditional TPP models.
method Triangular Maps and Normalizing Flows for parallel sampling and likelihood computation.
result TriTPP models achieve orders of magnitude faster sampling while maintaining flexibility.
Paper develops fast, flexible Hawkes process inference for space-time data.
problem Capturing self-exciting, clustering spatio-temporal data.
method Finite support kernels, discretization, precomputations, ℓ2 gradient-based solver. result Statistically accurate and fast inference for space-time Hawkes processes.
Flexible framework for transfer learning with optimal rates.
problem Inference about a target population using related source data.
method Adaptive transfer learning framework allowing covariate-dependent relationships.
result Achieves minimax optimal rates of convergence by adapting to transfer relationship.
Enhances speech emotion recognition by adapting to varying time scales.
problem Robust emotion recognition from speech audio with temporal variations.
method Introduces multi-time-scale (MTS) convolutional layers to CNNs.
result MTS layers improve generalization, especially on smaller datasets.
We study quasi-isometry invariants of Gromov hyperbolic spaces, focussing on the l_p-cohomology and closely related invariants such as the conformal dimension, combinatorial modulus, and the Combinatorial Loewner Property. We give new constructions of continuous l_p-cohomology, thereby obtaining information about the l…
A new model uses Toeplitz matrices to analyze time-series data transitions.
problem Analyzing transitions in time-series data from nonautonomous systems.
method Deep Koopman-layered models with learnable Toeplitz matrices, leveraging Toeplitz matrices' universal property.
result The model demonstrates universality and generalization, outperforming existing methods.
Support Vector Data Description (SVDD) provides a useful approach to construct a description of multivariate data for single-class classification and outlier detection with various practical applications. Gaussian kernel used in SVDD formulation allows flexible data description defined by observations designated as sup…
The study extends conserved quantities theory to non-compact boundary initial data sets.
problem Extending conserved quantities theory to initial data sets with non-compact boundaries.
method Analysis of scalar curvature and mean curvature in the interior and boundary.
result Rigidity/flexibility phenomena in positive mass theorems and Penrose inequalities.
Extends Hawkes process for flexible residual modeling in point processes.
problem Modeling high-frequency financial data with complex residual distributions.
method Introduces self and mutually exciting point process with discretely Markovian dynamics.
result Flexible residual distributions improve intensity modeling and high-frequency data estimation.
Paper develops physics-informed, boundary-constrained Gaussian process for fluid flow field reconstruction.
problem Reconstructing fluid flow fields from limited data.
method Physics-informed, boundary-constrained Gaussian process regression.
result Derives physics-informed kernels for simulating incompressible flows.
Frengression models causal data flexibly and faithfully.
problem Challenges in robust benchmarking and evaluation of causal inference with real-world data.
method Introduces frengression, a deep generative model for joint distribution of covariates, treatments, and outcomes.
result Frengression provides accurate estimation and flexible simulation of multivariate, time-varying data.
The paper studies Ricci flow on manifolds with boundary, proving existence, uniqueness, and boundary conditions preservation.
problem Ricci flow on manifolds with boundary.
method Proving short-time existence and uniqueness of the solution, and showing boundary conditions preservation.
result The flow preserves natural boundary conditions under certain curvature conditions.
Study on static perfect fluid space-time geometry and boundary estimates.
problem Investigate the geometry and boundary properties of static perfect fluid space-time.
method Used generalized Reilly's formula to establish geometric inequalities and boundary estimates.
result Obtained new boundary estimates involving the Brown-York mass and first eigenvalue of the Jacobi operator.
Study reveals how travel times on cylindrical boundaries can identify spacetime structure.
problem Determining spacetime structure from boundary travel times.
method Boundary rigidity problem on cylindrical domains with stationary metrics.
result Time separation function uniquely identifies spacetime up to diffeomorphisms.
This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study identifies the conditions that real-time prices may lead to higher electricity costs,…
Paper examines floating exercise boundaries for American options in time-inhomogeneous models.
problem Floating exercise boundaries in time-inhomogeneous models with negative interest rates or yields.
method Semi-analytical approach for pricing American options.
result Specialized pricing methodologies are required for models with floating exercise boundaries.