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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.

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48 results for frequency monotonicity

Proves monotonicity of parabolic frequency on all manifolds without curvature assumptions.

problem Monotonicity of parabolic frequency on manifolds.
method Analyzes parabolic frequency function on manifolds, proving monotonicity without curvature assumptions.
result Monotonicity of parabolic frequency on all manifolds, no curvature assumption needed.

The paper examines how parabolic frequency behaves under Ricci flow and Ricci-harmonic flow on manifolds.

problem Understanding the behavior of parabolic frequency under Ricci flow and Ricci-harmonic flow.
method Investigates the monotonicity of parabolic frequency for solutions of linear and heat equations with bounded curvatures.
result Establishes monotonicity results for parabolic frequency under specific curvature conditions.

The paper studies frequency monotonicity for solutions of nonlinear equations under Ricci flow.

problem Frequency monotonicity for positive solutions of nonlinear equations under Ricci flow.
method Obtained parabolic frequency monotonicity for solutions of two nonlinear parabolic equations with bounded Ricci curvature.
result Established integral type Harnack inequalities using parabolic frequency monotonicity.

This work is devoted to the study of parabolic frequency for solutions of the heat equation on Riemannian manifolds. We show that the parabolic frequency functional is almost increasing on compact manifolds with nonnegative sectional curvature, which generalizes a monotonicity result proved by C. Poon and by L. Ni. The…

2018-04-25abs ↗pdf ↗

Paper proves estimates for heat and conjugate heat equations under Ricci flow, leading to monotonicity of parabolic frequencies.

problem Establishing estimates for heat and conjugate heat equations under Ricci flow.
method Proving matrix Li-Yau-Hamilton estimates for positive solutions to the heat and conjugate heat equations coupled with Ricci flow.
result Monotonicity of parabolic frequencies established up to correction factors.

The paper studies gradient estimates and monotonicity of parabolic frequency for solutions to the Laplacian G_2 flow.

problem Gradient estimates and monotonicity of parabolic frequency for solutions to the Laplacian G_2 flow.
method Gradient estimates and Harnack inequalities for heat equations under the Laplacian G_2 flow.
result Monotonicity of parabolic frequency and backward uniqueness for positive solutions.

The paper improves heat equation estimates under weaker Ricci curvature conditions.

problem Improving heat equation estimates under weaker Ricci curvature conditions.
method Establishing Li-Yau-type and Hamilton-type estimates for positive solutions of the heat equation under generalized Ricci flow.
result Deriving Harnack-type inequalities and monotonicity of parabolic frequency.

Analyzes branch points of area-minimizing currents with non-2 planar frequency.

problem Understanding the structure of area-minimizing currents near branch points.
method Intrinsic frequency function and geometric arguments avoiding center manifolds.
result Establishes higher order asymptotics and topological control near branch points.

Deep neural networks can generalize by reducing high-frequency noise over time, not always following a monotonic learning bias.

problem Understanding the learning dynamics and generalization of over-parameterized DNNs.
method Experimental analysis of deep double descent, focusing on the spectral bias of DNNs.
result The high-frequency components of DNNs diminish over training, leading to a second descent in test error.

We propose non-stationary spectral kernels for Gaussian process regression. We propose to model the spectral density of a non-stationary kernel function as a mixture of input-dependent Gaussian process frequency density surfaces. We solve the generalised Fourier transform with such a model, and present a family of non-…

2017-05-24abs ↗pdf ↗

Study on singularities in area-minimizing currents, proving unique tangent cones and rectifiability.

problem Understanding singularities in area-minimizing currents.
method Fine excess decay theorems and almost monotonicity of a frequency function.
result Unique tangent cones and countably (m2)(m-2)-rectifiable singular set.

Framework clusters noisy MTS with robust fuzzy clustering, improving accuracy over existing methods.

problem Challenges in clustering multivariate time series due to non-stationary dependencies, noise, and state boundaries.
method Spectral fuzzy clustering using Kendall's tau-based canonical coherence for frequency-specific monotonic relationships.
result Framework outperforms existing methods in clustering noisy, high-dimensional MTS.

DSPO optimizes portfolio construction from raw stock data efficiently.

problem Manual design and misalignment in traditional portfolio construction methods.
method End-to-end neural network framework with Monotonical Logistic Regression loss.
result DSPO constructs optimal sorted portfolios with high performance metrics.

Detects corruption in agentic models during execution.

problem Inconsistent context, retrieval errors, or adversarial inputs corrupt intermediate steps of reasoning chains.
method Analyzes token graphs induced by attention and computes spectral statistics to emit accept/reject signals.
result A single threshold on the high frequency energy ratio optimally detects context inconsistency in agentic models.

Study on singularities of area-minimizing currents, focusing on frequency and branch points.

problem Understanding the nature of singular points in area-minimizing currents.
method Intrinsic frequency function and decomposition theorem for singular set.
result Established properties of the planar frequency function and decomposition of singular set.

This study examines how financial tick data becomes more random with time aggregation.

problem Investigating the randomness of financial tick data over time.
method Applied statistical randomness tests from NIST and TestU01 batteries to ultra-high frequency financial data.
result Financial tick data becomes increasingly random as the aggregation level of transaction time increases.

A new KAN variant uses sinusoidal activations to approximate functions.

problem Approximating multivariable functions using neural networks.
method Replacing inner and outer functions in Kolmogorov-Arnold representation with weighted sinusoidal functions.
result The new KAN variant outperforms fixed-frequency Fourier transform and achieves comparable performance to MLPs.

The paper addresses monotonicity in machine learning models for fairness and accountability.

problem Ensuring fairness and accountability in transparent machine learning models.
method Study of three types of monotonicity (individual, weak pairwise, strong pairwise) and propose monotonic groves of neural additive models.
result Monotonic groves of neural additive models maintain transparency, accountability, and fairness.

Standard kernels such as Matérn or RBF kernels only encode simple monotonic dependencies within the input space. Spectral mixture kernels have been proposed as general-purpose, flexible kernels for learning and discovering more complicated patterns in the data. Spectral mixture kernels have recently been generalized in…

2018-11-27abs ↗pdf ↗

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

Study examines explainable machine learning for monotonic models, finding Integrated gradients better for strong monotonicity.

problem Applying explainable machine learning to science-informed models.
method Proposed axioms for monotonicity, tested Shapley value and Integrated gradients methods.
result Integrated gradients provides better explanations for strong monotonicity.

Learning performance can show non-monotonic behavior. That is, more data does not necessarily lead to better models, even on average. We propose three algorithms that take a supervised learning model and make it perform more monotone. We prove consistency and monotonicity with high probability, and evaluate the algorit…

2019-11-25abs ↗pdf ↗

Nonnegative matrix factorization (NMF) factorizes a non-negative matrix into product of two non-negative matrices, namely a signal matrix and a mixing matrix. NMF suffers from the scale and ordering ambiguities. Often, the source signals can be monotonous in nature. For example, in source separation problem, the source…

2015-05-01abs ↗pdf ↗

In [S. Basu, A. Gabrielov, N. Vorobjov, Semi-monotone sets. arXiv:1004.5047v2 (2011)] we defined semi-monotone sets, as open bounded sets, definable in an o-minimal structure over the reals, and having connected intersections with all translated coordinate cones in R^n. In this paper we develop this theory further by d…

2012-01-02abs ↗pdf ↗

We prove three new monotonicity formulas for manifolds with a lower Ricci curvature bound and show that they are connected to rate of convergence to tangent cones. In fact, we show that the derivative of each of these three monotone quantities is bounded from below in terms of the Gromov-Hausdorff distance to the neare…

2011-11-21abs ↗pdf ↗

The paper evaluates the importance of monotonicity in AI fairness across various fields.

problem Ensuring fairness in AI applications across criminology, education, health care, and finance.
method Theoretical reasoning, simulation, and extensive empirical analysis of monotonic neural additive models (MNAMs).
result Monotonicity is essential for fairness in AI ethics and society, especially in criminology, education, health care, and finance.

We introduce large scale analogues of topological monotone and light maps, which we call coarsely monotone and coarsely light maps respectively. We show that these two classes of maps constitute a factorization system on the coarse category. We also show how coarsely monotone maps arise from a reflection in a similar w…

2016-07-08abs ↗pdf ↗

A local monotonicity formula for the Yang-Mills-Higgs flow on GG-bundles over Rn\mathbb{R}^{n} (n>4n>4) is proved. It is shown that the monotone quantity coïncides on certain self-similar solutions with that appearing in existing non-local monotonicity formulæ for the Yang-Mills and Yang-Mills-Higgs flows.

2015-06-05abs ↗pdf ↗

This paper benchmarks monotone-constrained models for credit PD across datasets and finds constraints are mostly costless.

problem Aligning machine learning model behavior with domain knowledge in credit risk.
method Benchmarked monotone-constrained versus unconstrained gradient boosting models across five datasets and three libraries, defining the Price of Monotonicity (PoM) as the relative change in AUC.
result Monotonicity constraints are almost costless on large datasets and most costly on smaller datasets, with PoM ranging from essentially zero to about 2.9 percent.

Study on pairwise counter-monotonicity, a type of negative dependence.

problem Understanding and quantifying extremal negative dependence structures.
method Established stochastic representation and invariance property; showed implications and connections.
result Pairwise counter-monotonicity implies negative association and joint mix dependence.

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for interpretable priors and principled quantification of hierarchical uncertainty. W…

2019-05-30abs ↗pdf ↗

Classical Hurwitz numbers count branched covers of the Riemann sphere with prescribed ramification data, or equivalently, factorisations in the symmetric group with prescribed cycle structure data. Monotone Hurwitz numbers restrict the enumeration by imposing a further monotonicity condition on such factorisations. In …

2014-08-18abs ↗pdf ↗

Study derives new equation for reserves in non-monotone information scenarios.

problem Modeling reserves in situations where information is not always increasing.
method Infinitesimal approach to derive generalized stochastic Thiele equation.
result New equation allows for information discarding and solves open problems.