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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.

168,695 papers · 148 categories

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143285428570 · Jun 202019922001200920172026
48 results for homogeneous distributions

New extensions for homogeneous distributions on deformations to the normal cone.

problem Extending homogeneous distributions on a specific geometric structure.
method Using the zoom action and Meyer's results on weakly homogeneous distributions.
result All homogeneous extensions of distributions on the DNC are described.

Study finds homogeneous spaces with geodesic orbits but no integrable distributions.

problem Characterizing homogeneous spaces with specific geometric properties.
method Examined Lie groups with compact stabilizers and classified spaces based on geodesic orbits and integrable distributions.
result Identified homogeneous spaces with geodesic orbits but lacking integrable invariant distributions.

A homogeneously saturated equation for the time development of the price of a financial asset is presented and investigated for the pricing of European call options using noise that is distributed as a Student's t-distribution. In the limit that the saturation parameter of the equation equals zero, the standard model o…

2013-01-24abs ↗pdf ↗

Distributions of Monge type are a class of strongly regular bracket-generating distributions introduced by I. Anderson, Zh. Nie and P. Nurowski. Their symbol algebras prolong to simple graded Lie algebras, thus allowing one to associate a parabolic geometry to any given Monge distribution. This article is devoted to th…

2016-06-08abs ↗pdf ↗

The paper introduces new uniformity and homogeneity concepts for Cosserat media.

problem Characterizing uniformity and homogeneity in Cosserat media.
method Using groupoids and smooth distributions, the authors derive three canonical equations to characterize uniformity and homogeneity.
result The paper provides a unique and maximal division of Cosserat media into uniform and second-grade parts.

An almost para-CR structure on a manifold MM is given by a distribution HMTMHM \subset TM together with a field KΓ(End(HM))K \in Γ({\rm End}(HM)) of involutive endomorphisms of HMHM. If KK satisfies an integrability condition, then (HM,K)(HM,K) is called a para-CR structure. The notion of maximally homogeneous para-CR structure of …

2008-08-04abs ↗pdf ↗

The paper proposes deep normalization to improve speaker recognition performance.

problem Non-Gaussian and non-homogeneous distributions of deep speaker vectors negatively impact speaker recognition.
method Proposes a deep normalization approach based on a novel discriminative normalization flow (DNF) model.
result DNF-based normalization delivers substantial performance gains and strong generalization capability.

New method calibrates local volatility models to marginal distributions.

problem Calibrating local volatility models to specific marginal distributions.
method Inspired by volatility interpolation, constructs time-homogeneous or continuous local volatility functions.
result Efficient numerical algorithms for constructing local volatility functions.

We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed. Finally, experimental evidence of the performance of the proposed approach on both ar…

2008-04-07abs ↗pdf ↗

The paper examines risk aggregation under mixtures of marginals, finding that more homogeneous distributions lead to larger uncertainty.

problem Investigating the impact of mixing on risk aggregation uncertainty.
method Analyzes ordering relations and inequalities for aggregation sets under distribution and quantile mixtures.
result More homogeneous marginals result in larger aggregation sets, indicating greater model uncertainty.

The paper extends distributions by singular curves, revealing structural equivalences.

problem Extending (3,6)(3, 6)-distributions using singular curves.
method Using data from singular curves, the paper extends (3,6)(3, 6)-distributions to higher rank distributions.
result The equivalence of classification problems for four extended distribution classes.

New compact ECS manifolds with rank 2 discovered, differing from previous rank 1 examples.

problem Finding new compact ECS manifolds with rank 2.
method Constructing new examples of compact pseudo-Riemannian manifolds with parallel Weyl tensor, rank 1 or 2.
result New compact ECS manifolds of rank 2, locally homogeneous, and geodesically incomplete.

A groupoid Ω(B)Ω\left( \mathcal{B} \right) called material groupoid is naturally associated to any simple body B\mathcal{B}. The material distribution is introduced due to the (possible) lack of differentiability of the material groupoid. Thus, the inclusion of these new objects in the theory of material bodies opens th…

2018-12-11abs ↗pdf ↗

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non i.i.d. data samples). In this paper, we generalize the local stochastic and full gr…

2019-10-31abs ↗pdf ↗

SHIFT method optimally estimates heterogeneous discrete distributions with limited communication.

problem Collaborative learning of discrete distributions under heterogeneity and communication constraints.
method Two-stage method: First, users learn a central distribution; then, fine-tune this to estimate individual distributions.
result SHIFT is minimax optimal in the model of heterogeneity and under communication constraints.

Study of ants' movement rules on a 6D space, revealing distribution structures and singular trajectories.

problem Understanding the movement patterns of ants in a 6D space.
method Analyzing mechanical system rules to derive distribution structures and singular trajectories.
result Distributions and singular trajectories of ants' movement rules in a 6D space.

Parallel transport map over reductive spaces is an affine submersion.

problem Understanding parallel transport in reductive homogeneous spaces with torsion.
method Generalizing previous results on affine symmetric spaces, proving compactness of shape operators, and proposing definitions for regularized mean curvatures.
result Each fiber of the parallel transport map over a reductive homogeneous space is minimal in both senses.

We present a comprehensive theory of homogeneous volatility (and variance) estimators of arbitrary stochastic processes that fully exploit the OHLC (open, high, low, close) prices. For this, we develop the theory of most efficient point-wise homogeneous OHLC volatility estimators, valid for any price processes. We intr…

2009-08-12abs ↗pdf ↗

In this paper we propose a simple and efficient method to compute the ordered default time distributions in both the homogeneous case and the two-group heterogeneous case under the interacting intensity default contagion model. We give the analytical expressions for the ordered default time distributions with recursive…

2012-04-18abs ↗pdf ↗

The author discusses in some detail the old definitions of the curvature tensors for rigged metrized distributions on manifolds given by Schouten, Wagner, and Solov'ev. To calculate the Solov'ev sectional and Ricci curvatures for homogeneous sub-Riemannian manifolds, the author suggests to use in some cases special rig…

2017-05-02abs ↗pdf ↗

Characterizes uncertainty in low-rank matrix completion with noisy data.

problem Uncertainty quantification in low-rank matrix completion with heterogeneous sub-exponential noise.
method Characterizes the distribution of estimated matrix entries under low-rank estimators with heterogeneous sub-exponential noise.
result Explicit formulas for the distribution of estimated matrix entries under Poisson and Binary noise.

We survey the use of dynamics of SL(2,R)SL(2, \R)-actions to understand gap distributions for various sequences of subsets of [0,1)[0, 1), particularly those arising from special trajectories of various two-dimensional dynamical systems. We state and prove an abstract theorem that gives a unified explanation for some of the ex…

2012-10-02abs ↗pdf ↗

Polynomial-time tester-learner for general halfspaces with Gaussian adversarial noise.

problem Learning general halfspaces with adversarial label noise.
method Reduction to testable learning of nearly homogeneous halfspaces.
result First polynomial time tester-learner for general halfspaces with dimension-independent misclassification error.

The study shows that the visible range from a point on harmonic manifolds follows an exponential distribution.

problem Understanding the visible range from a point on harmonic manifolds.
method Analyzing Poisson Boolean models on harmonic manifolds, focusing on the geometric mechanism of tube volumes around geodesic segments.
result The visible range from a point on harmonic manifolds follows an exponential distribution.

We develop a general theory for irreducible homogeneous spaces M=G/HM= G/H, in relation to the nullity νν of their curvature tensor. We construct natural invariant (different and increasing) distributions associated with the nullity, that give a deep insight of such spaces. In particular, there must exist an order-two tr…

2018-02-07abs ↗pdf ↗

Study learning halfspaces with Massart noise under Gaussian distribution, improving previous results.

problem Learning halfspaces with Massart noise under Gaussian distribution, especially when the parameter is 1/2.
method Developed algorithms for general and homogeneous halfspaces with sample and computational complexities.
result Established qualitatively matching lower bounds for the complexities of learning algorithms.

Extends Sasakian structures to arbitrary contact manifolds.

problem Generalizing Sasakian structures to non-cooriented contact manifolds.
method Interprets Sasakian geometry in terms of homogeneous Kähler structures on principal bundles.
result Reduces the problem to the cooriented case and defines generalized Sasakian structures.

The space of invariant affine connections on every 33-Sasakian homogeneous manifold of dimension at least 77 is described. In particular, the remarkable subspaces of invariant affine metric connections, and the subclass with skew-torsion, are also determined. To this aim, an explicit construction of all 33-Sasakian …

2018-01-31abs ↗pdf ↗

In this paper we are investigating variational homogeneous second order differential equations by considering the questions of how many different variational principles exist for a given spray. We focus our attention on h(2)-variationality; that is, the regular Lagrange function is homogeneous of degree two in the dire…

2016-09-15abs ↗pdf ↗

We present an algorithm for classification tasks on big data. Experiments conducted as part of this study indicate that the algorithm can be as accurate as ensemble methods such as random forests or gradient boosted trees. Unlike ensemble methods, the models produced by the algorithm can be easily interpreted. The algo…

2017-10-26abs ↗pdf ↗

WaveletGAN improves GANs by homogenizing noise through multi-channel wavelet filtering.

problem Current noise generation models in GANs struggle with homogenizing noise, leading to low-fidelity samples.
method Proposes a multi-channel wavelet-based filtering method to homogenize noise in GANs.
result WaveletGAN generates high-fidelity samples with the smallest FIDs on Fashion-MNIST, KMNIST, and SVHN datasets.

Unified analysis of federated learning with compression for various data distributions.

problem Communication overhead in federated learning with unreliable or limited communication.
method Periodic compressed communication and local gradient tracking schemes.
result Sharp convergence rates for various objective functions and data distributions.