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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.

168,657 papers · 148 categories

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24487195 · Jun 202019922001200920172026
48 results for group-structured perturbations

Study shows group structures are crucial for financial model explanations.

problem Inconsistent explanations from existing explainable machine learning methods.
method Examined group structures in financial datasets and developed group versions of Shapley values.
result Group versions of Shapley values provide consistent explanations.

In this paper we describe how one can obtain Lie group structures on the group of (vertical) bundle automorphisms for a locally convex principal bundle P over the compact manifold M. This is done by first considering Lie group structures on the group of vertical bundle automorphisms Gau(P). Then the full automorphism g…

2006-12-18abs ↗pdf ↗

The jet bundle JkGJ^kG of kk-jets of curves in a Lie group GG has a natural Lie group structure. We present an explicit formula for the group multiplication in the right trivialization and for the group 2-cocycle describing the abelian Lie group extension gJkGJk1G\mathfrak{g}\to J^{k}G\to J^{k-1}G.

2013-04-18abs ↗pdf ↗

We consider the pair of degenerate compatible antibrackets satisfying a generalization of the axioms imposed in the triplectic quantization of gauge theories. We show that this actually encodes a Lie group structure, with the antibrackets being related to the left- and right- invariant vector fields on the group. The s…

1999-01-12abs ↗pdf ↗

Method estimates group structure in panel data using variance information.

problem Estimating group structure in panel data with unknown groups.
method Proposes a method to estimate unobserved groupings for panel data models using variance information.
result Superior performance compared to existing methods in simulations and empirical applications.

For simply connected compact exceptional Lie groups G=F4,E6G = F_4, E_6 and E7E_7, we consider two involutions σ,γσ, γ and determine the group structure of subgroups Gσ,γG^{σ,γ} of GG which are the intersection GσGγG^σ\cap G^γ of the fixed points subgroups of GσG^σ and GγG^γ. The motivation is as follows. In [1](see the Referen…

2010-12-16abs ↗pdf ↗

In this work, we describe how to obtain the structure of an infinite-dimensional Lie group on the group of compactly carried bundle automorphisms Autc(P) for a locally convex prinicpal bundle P over a finite-dimensional smooth sigma-compact base M. This is a generalization of previous work by Wockel, where the base M w…

2013-10-31abs ↗pdf ↗

Investigate local Lie group structure of bisections over compact manifolds

problem Study the local Lie group structure associated with the space of admissible bisections of a local Lie groupoid over a compact manifold.
method Investigate the relation of this local Lie group to the Lie algebra of sections of the associated Lie algebroid.
result Prove that the globalizability of a local Lie groupoid implies the globalizability of its associated local Lie group of bisections.

Paper develops robust methods for panel data with latent groups, improving inference under group separation violations.

problem Inference in latent group panel models under group separation violations.
method Selective conditional inference approach to derive conditional distribution of coefficients given estimated group structure.
result Valid inference under violations of group separation, superior to traditional asymptotic methods.

We introduce a novel latent grouping model for predicting the relevance of a new document to a user. The model assumes a latent group structure for both users and documents. We compared the model against a state-of-the-art method, the User Rating Profile model, where only users have a latent group structure. We estimat…

2012-07-04abs ↗pdf ↗

We describe simply connected compact exceptional simple Lie groups in very elementary way. We first construct all simply connected compact exceptional Lie groups G concretely. Next, we find all involutive automorphisms of G, and determine the group structures of the fixed points subgroup. They correspond to the classif…

2009-02-03abs ↗pdf ↗

Characterizes connections on multivariate normal distributions.

problem Characterizing connections on statistical manifold of multivariate normal distributions.
method Analyzes statistical manifold (N,gF,ablaA,ablaA)(\mathcal{N}, g^F, abla^{A}, abla^{A*}) of multivariate normal distributions.
result The Amari-Chentsov connection ablaA abla^{A} is characterized by conjugate symmetry.

In this note we construct an infinite-dimensional Lie group structure on the group of vertical bisections of a regular Lie groupoid. We then identify the Lie algebra of this group and discuss regularity properties (in the sense of Milnor) for these Lie groups. If the groupoid is locally trivial, i.e. a gauge groupoid, …

2019-05-13abs ↗pdf ↗

This study compares and evaluates categorical kernels for Gaussian process regression.

problem Challenges in designing effective categorical kernels for Gaussian process regression.
method Reproducible comparative study of existing kernels, new evaluation metrics, and clustering-based nested kernels.
result Nested kernels outperform other methods, especially when group structure is unknown or unknown.

Group-Lasso (gLasso) identifies important explanatory factors in predicting the response variable by considering the grouping structure over input variables. However, most existing algorithms for gLasso are not scalable to deal with large-scale datasets, which are becoming a norm in many applications. In this paper, we…

2016-12-07abs ↗pdf ↗

Online selection of dynamic features has attracted intensive interest in recent years. However, existing online feature selection methods evaluate features individually and ignore the underlying structure of feature stream. For instance, in image analysis, features are generated in groups which represent color, texture…

2016-08-21abs ↗pdf ↗

ROME improves algorithmic fairness by learning latent group structure robustly.

problem Latent subgroup disparities and distribution shifts in machine learning models.
method ROME uses an Expectation-Maximization algorithm for linear models and a neural Mixture-of-Experts for nonlinear settings.
result ROME significantly improves fairness compared to standard methods while maintaining average performance.

We generalize Hagopian's theorem characterizing solenoids to higher dimensions by showing that any homogeneous continuum admitting a fiber bundle projection onto a torus with totally disconnected fibers admits a compatible abelian topological group structure. The higher dimensional exponent group is then introduced.

2000-03-29abs ↗pdf ↗

The premier exhibition of the following phenomenon: The fundamental group of any Peano continuum constructed in similar fashion to the Hawaiian earring admits two natural distinct topological group structures. However despite being uncountable and regular, neither group is a Baire space and hence neither group admits a…

2005-02-07abs ↗pdf ↗

Proposes a two-stage method for selecting correlated predictors in high-dimensional data.

problem Selecting correlated predictors in high-dimensional data with unknown group structures.
method Two-stage approach: variable clustering followed by group selection.
result The two-stage method improves prediction accuracy and active predictor selection.

Proposes a robust optimization method for selecting grouped variables robustly.

problem Selecting grouped variables under data perturbations for regression and classification.
method Distributionally Robust Optimization (DRO) with Wasserstein uncertainty set.
result Coefficients in the same group converge to the same value as sample correlation approaches 1.

This paper analyzes two Lie group momentum optimization algorithms and their convergence rates.

problem Optimizing functions on Lie groups using momentum-based dynamics.
method Investigates Lie Heavy-Ball and Lie NAG-SC algorithms, quantifying their convergence rates under smoothness and convexity assumptions.
result Lie NAG-SC accelerates optimization over the momentumless case, while Lie Heavy-Ball does not.

We classify the simplest rational elements in a twisted loop group, and prove that dressing actions of them on proper indefinite affine spheres give the classical Tzitzéica transformation and its dual. We also give the group point of view of the Permutability Theorem, construct complex Tzitzéica transformations, and di…

2006-05-15abs ↗pdf ↗

Paper generalizes connections between Lie groups and affine connections.

problem Exploring properties of infinitesimal groups and affine connections.
method Introducing second-order infinitesimal groups and using them to define Lie brackets and connections.
result Generalized correspondence between symmetric and non-symmetric affine connections.

This paper concerns the development of an inferential framework for high-dimensional linear mixed effect models. These are suitable models, for instance, when we have nn repeated measurements for MM subjects. We consider a scenario where the number of fixed effects pp is large (and may be larger than MM), but the n…

2019-12-16abs ↗pdf ↗

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.

Group-based sparsity models are proven instrumental in linear regression problems for recovering signals from much fewer measurements than standard compressive sensing. The main promise of these models is the recovery of "interpretable" signals through the identification of their constituent groups. In this paper, we e…

2013-03-13abs ↗pdf ↗

We show that for any coboundary Poisson Lie group G, the Poisson structure on G^* is linearizable at the group unit. This strengthens a result of Enriquez-Etingof-Marshall, who had established formal linearizability of G^* for quasi-triangular Poisson Lie groups G. We also prove linearizability properties for the group…

2013-12-04abs ↗pdf ↗

In this article we endow the group of bisections of a Lie groupoid with compact base with a natural locally convex Lie group structure. Moreover, we develop thoroughly the connection to the algebra of sections of the associated Lie algebroid and show for a large class of Lie groupoids that their groups of bisections ar…

2014-09-04abs ↗pdf ↗