Research
On-device research index

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

Trend · papers per month

182364546728 · Jun 202019922001200920172026
48 results for functional distortion distance

The paper tightens bounds on distances between Reeb graphs.

problem Certifying quasi-universality of distances between Reeb graphs.
method Establishes tight bi-Lipschitz bounds for various distances.
result Proves strict universality of the functional contortion distance for contour trees and coincides with interleaving distance for merge trees.

We produce examples of codimension one foliations of the Euclidean and hyperbolic planes with bounded geometry which are topologically products, but for which leaves are non-recursively distorted. That is, the function which compares intrinsic distances in leaves with extrinsic distances in the ambient space grows fast…

2000-02-23abs ↗pdf ↗

The paper studies robust risk measures with linear penalties under uncertain distributions.

problem Risk measurement under distributional uncertainty.
method Robust distortion risk measures with linear penalty function under distributional constraints.
result Explicit characterization of optimal quantile distribution and value function.

The paper connects geometric and topological concepts to bound distances between metric spaces.

problem Bounding distances between metric spaces using Gromov-Hausdorff distance.
method Using Borsuk-Ulam theorems and Vietoris-Rips complexes, the paper obstructs the existence of certain continuous maps between complexes to bound discontinuities of functions.
result The paper provides new bounds on Gromov-Hausdorff distances between spheres of different dimensions.

Study the tradeoff between signal distortion and human perception over finite channels.

problem Characterize the distortion-perception tradeoff for finite channels with arbitrary metrics.
method Solve linear programming problems to compute the distortion-perception function and optimal reconstructions.
result DP function is piecewise linear in the perception index.

We consider the setting of Reeb graphs of piecewise linear functions and study distances between them that are stable, meaning that functions which are similar in the supremum norm ought to have similar Reeb graphs. We define an edit distance for Reeb graphs and prove that it is stable and universal, meaning that it pr…

2018-01-05abs ↗pdf ↗

The problem behind this paper is the proper measurement of the degree of quality/acceptability/distance to arbitrage of trades. We are narrowing the class of coherent acceptability indices introduced by Cherny and Madan (2007) by imposing an additional mathematical property. For this, we introduce the notion of a conca…

2011-04-04abs ↗pdf ↗

We solve the vector embedding problem by minimizing total distortion under constraints.

problem Assigning representative vectors to items with similarity and dissimilarity constraints.
method Projected quasi-Newton method for MDE problems, scalable to large data sets.
result Our method provides principled ways to validate embeddings and scales to millions of items.

Maps persistence diagrams into Hilbert and Euclidean spaces with explicit distortions.

problem Embedding persistence diagrams into Euclidean spaces for statistical analysis.
method Explicit geometric maps with distortion functions.
result Controlled geometric information loss through explicit distortion functions.

Paper proposes robust risk measures for non-negative risks with partial information.

problem Tackles robustness of distortion risk measures under distributional uncertainty.
method Introduces new uncertainty sets and derives closed-form expressions for risk maximization.
result Derives closed-form expressions for risk maximization over uncertainty sets.

Paper proposes a new black-box attack approach to minimize visual distortion.

problem Constructing adversarial examples that minimize visual distortion in a black-box threat model.
method Learning the noise distribution of adversarial examples to approximate the gradient of a non-differentiable loss function.
result The proposed attack results in much lower visual distortion compared to state-of-the-art black-box attacks.

We extend techniques due to Pardon to show that there is a lower bound on the distortion of a knot in R3\mathbb{R}^3 proportional to the minimum of the bridge distance and the bridge number of the knot. We also exhibit an infinite family of knots for which the minimum of the bridge distance and the bridge number is unb…

2017-05-23abs ↗pdf ↗

Paper proposes a method to make image model explanations robust to distortions.

problem Ensuring robustness of explanations for images under distortions.
method Embedding perceptual distances in surrogate explainers to evaluate and improve robustness.
result Surrogate explanations become more coherent and robust to distortions.

Paper quantifies distortion risk measures' robustness to distributional uncertainty.

problem Quantifying risk measures' robustness to distributional uncertainty.
method Employing isotonic projections, the paper derives bounds on distortion risk measures' values.
result Sharp bounds on distortion risk measures' values are provided, especially for Value-at-Risk and Range-Value-at-Risk.

Given a metric space XX and a function f:XRf: X \to \mathbb{R}, the Reeb construction gives metric a space XfX_f together with a quotient map XXfX \to X_f. Under suitable conditions XfX_f becomes a metric graph and can therefore be used as a graph approximation to XX. The Gromov-Hausdorff distance from XfX_f to XX is b…

2018-01-04abs ↗pdf ↗

A robust method for decomposing spectral peaks robust to distortion and interference.

problem Decomposing spectral peaks in the presence of distortion and interference.
method Optimizing a nonparametric approach using pseudo-symmetric functions with nonincreasing behavior.
result Decomposed spectral peaks show pseudo-orthogonal behavior and power preserving equality.

FID misaligns with human judgment due to reliance on ImageNet classes.

problem FID metric's reliance on ImageNet classes causes discrepancies with human evaluation.
method Investigated and visualized the feature space of FID and its relation to ImageNet classes.
result Aligning histograms of Top-NN ImageNet classifications can reduce FID without improving quality.

This paper shows how to calculate risk measures for sums of two counter-monotonic risks.

problem Calculating risk measures for sums of two counter-monotonic risks.
method Using a fixed distortion function and expressing the risk measure of a sum as the sum of two related measures of the marginals.
result The risk measure of a sum of two counter-monotonic risks can be expressed as the sum of two related distortion risk measures of the marginals.

Study dynamic risk measures and performance indices using distortion functions.

problem Investigate time consistency of dynamic risk measures and performance indices generated by distortion functions.
method Analyze dynamic coherent risk measures (DCRMs) and dynamic weighted value at risk measures, proving their equivalence. Establish properties of families of DCRMs generated by distortion functions and define corresponding dynamic coherent acceptability indices (DCAIs). Examine time consistency of DCRMs and DCAIs.
result DCRM generated by distortion functions are sub-martingale time consistent but not super-martingale time consistent and not weakly acceptance time consistent.

Estimates rate-distortion function for large datasets using neural networks.

problem Designing lossy data compression schemes and comparing them with theoretical limits.
method Re-formulate rate-distortion objective and solve using neural networks.
result NERD accurately estimates the rate-distortion function for real-world datasets.

LDLE embeds manifolds in lower dimensions with low distortion.

problem Embedding manifolds in lower dimensions with low distortion.
method Constructs local views using global eigenvectors of the graph Laplacian, registers them using Procrustes analysis, and tears manifolds apart for intrinsic dimension embedding.
result LDLE preserves distances up to a constant scale with low distortion.

Deep generative models are tremendously successful in learning low-dimensional latent representations that well-describe the data. These representations, however, tend to much distort relationships between points, i.e. pairwise distances tend to not reflect semantic similarities well. This renders unsupervised tasks, s…

2018-09-13abs ↗pdf ↗

Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator imply that the latent space gives a distorted view of the input space. Under mild …

2017-10-31abs ↗pdf ↗

The study shows exponential distortion in virtually special groups containing free subgroups.

problem Understanding distortion in virtually special groups containing free subgroups.
method Constructing examples of virtually special groups with finite rank free subgroups.
result Distortion functions grow like exp^k(x^m) and can be superexponential.

New STH distance finds patterns in event timeseries without resampling.

problem Lack of efficient analysis methods for event and state timeseries.
method Define STE-ts, propose STH, leveraging both time and state duration.
result Improved precision and computation time compared to resampled metrics.

We present an information-theoretic framework for bounding the number of labeled samples needed to train a classifier in a parametric Bayesian setting. We derive bounds on the average LpL_p distance between the learned classifier and the true maximum a posteriori classifier, which are well-established surrogates for th…

2016-05-08abs ↗pdf ↗

Revises SWK for persistence diagrams using Figalli-Gigli distance.

problem Efficiently embedding persistence diagrams in a Hilbert space.
method Directly use Figalli-Gigli distance to build a positive definite kernel.
result SFGK shares properties with SWK and performs similarly on benchmarks.

Mixture distributions arise in many parametric and non-parametric settings -- for example, in Gaussian mixture models and in non-parametric estimation. It is often necessary to compute the entropy of a mixture, but, in most cases, this quantity has no closed-form expression, making some form of approximation necessary.…

2017-06-08abs ↗pdf ↗

New method for summarizing ranking distributions using consensus ranking distributions.

problem Summarizing ranking distributions efficiently and accurately.
method Introducing consensus ranking distributions and a top-down tree-structured statistical algorithm.
result Optimal distortion can be expressed as a function of pairwise probabilities, enabling efficient learning methods.

Study on risk measures using distorted Choquet integrals with random distortions.

problem Developing risk measures under random distortions of capacities.
method Introducing and analyzing randomly distorted Choquet integrals with respect to a distorted capacity, establishing properties and providing representations.
result Representation of comonotonic additive conditional risk measures using G-randomly distorted Choquet integrals.

We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates on the survival function of the sum. The second, simultaneously applies the distortion on the survival function of the su…

2011-06-14abs ↗pdf ↗

Modified BA algorithm computes RD and DR functions efficiently.

problem Computing rate-distortion and distortion-rate functions.
method A novel modification of the BA algorithm using Newton's method for root-finding.
result The modified algorithm converges to RD and DR function solutions with rate O(1/n)O(1/n) and provides ε\varepsilon-approximations.

The input data features set for many data driven tasks is high-dimensional while the intrinsic dimension of the data is low. Data analysis methods aim to uncover the underlying low dimensional structure imposed by the low dimensional hidden parameters by utilizing distance metrics that consider the set of attributes as…

2016-06-28abs ↗pdf ↗

A new framework for robust transfer learning that avoids negative transfer in domains with unequal information.

problem Negative transfer in unsupervised domain adaptation, especially when source and target domains have different levels of informativeness.
method Decision-theoretic framework based on Le Cam's theory of statistical experiments, using constructive approximations to replace strict invariance with directional simulability.
result Le Cam Distortion achieves near-perfect frequency estimation and zero source utility loss in various domains, demonstrating superior performance compared to traditional methods.

The study finds minimal distortion embeddings of surfaces into small domains.

problem Finding the minimal distortion of embeddings between two-dimensional manifolds.
method Proving a lower bound on distortion in terms of areas' discrepancy, characterizing minimizers, and proving stability.
result Homotheties are the unique minimizers for VN/VM1/4V_{\mathcal{N}}/V_{\mathcal{M}} \ge 1/4, and non-homothetic minimizers exist for VN/VM1/4V_{\mathcal{N}}/V_{\mathcal{M}} \le 1/4.