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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 homogeneous measures

Study on risk contributions of portfolios using lambda quantile risk measures.

problem No known allocation rule for non-positively homogeneous risk measures.
method Defined lambda quantiles on portfolio compositions, derived derivatives, and introduced generalized Euler contributions.
result Explicit formulae for the derivatives of lambda quantiles, showing their homogeneity properties.

The paper describes decompositions of geometric measures on Anosov homogeneous spaces.

problem Decomposing geometric measures on Anosov homogeneous spaces.
method Ergodic decompositions of Burger-Roblin and Bowen-Margulis-Sullivan measures.
result The space of non-trivial invariant ergodic measures is homeomorphic to a product space.

The paper classifies 1-dimensional uniform measures in various dimensions.

problem Classifying uniformly distributed measures of dimension 1 in general codimension.
method Analyzing measures with connected 1-dimensional support and providing a partial classification for general measures.
result Uniform measures with connected 1-dimensional support are homogeneous measures.

The paper shows measures equidistribute on affine submanifolds with a rate.

problem Understanding equidistribution of measures on affine invariant submanifolds.
method Analyzing unstable foliations and using results from homogeneous dynamics.
result Measures of large dimension equidistribute on affine invariant submanifolds with an effective rate.

We obtain a first order extension of the large deviation estimates in the Gärtner-Ellis theorem. In addition, for a given family of measures, we find a special family of functions having a similar Laplace principle expansion up to order one to that of the original family of measures. The construction of the special fam…

2014-06-14abs ↗pdf ↗

GD iterates for non-homogeneous deep nets increase margin and converge in direction.

problem Understanding implicit bias in non-homogeneous deep networks.
method Characterization of GD iterates' properties starting from small empirical risk.
result GD iterates converge in direction despite diverging norms, satisfying KKT conditions.

A new model corrects inhomogeneity in Optimal Transport with Boundary.

problem Inhomogeneity in UROT models for Optimal Transport with Boundary.
method Proposed a modified entropic regularization term to make UROT models homogeneous.
result Homogeneous UROT model preserves properties of standard UROT while correcting inhomogeneity.

New capacity measure for deep ReLU networks derived from weight norms.

problem Identifying a suitable capacity measure for deep ReLU networks.
method Generalization of a recently proposed sampling argument to demonstrate the existence of sparse approximants of positive homogeneous networks.
result Bounding generalization error in multi-class classification using covering number bounds.

Study classifies moduli spaces of spin connections on 3D homogeneous spaces.

problem Classifying moduli spaces of spin connections on 3D homogeneous spaces.
method Analysis of the topology of moduli spaces, focusing on finite-dimensional topological manifolds with trivial homotopy groups.
result Moduli spaces are finite-dimensional topological manifolds with trivial homotopy groups, essential for consistent cosmological models.

We introduce a simple approach for testing the reliability of homogeneous generators and the Markov property of the stochastic processes underlying empirical time series of credit ratings. We analyze open access data provided by Moody's and show that the validity of these assumptions - existence of a homogeneous genera…

2014-03-31abs ↗pdf ↗

We propose a new anytime hierarchical clustering method that iteratively transforms an arbitrary initial hierarchy on the configuration of measurements along a sequence of trees we prove for a fixed data set must terminate in a chain of nested partitions that satisfies a natural homogeneity requirement. Each recursive …

2014-04-13abs ↗pdf ↗

In this paper we define the magnitude of metric spaces using measures rather than finite subsets as had been done previously and show that this agrees with earlier work with Leinster in arXiv:0908.1582. An explicit formula for the magnitude of an n-sphere with its intrinsic metric is given. For an arbitrary homogeneous…

2010-05-21abs ↗pdf ↗

Let $\GG$ be a sub-Riemannian kk-step Carnot group of homogeneous dimension QQ. In this paper, we shall prove several geometric inequalities concerning smooth hypersurfaces (i.e. codimension one submanifolds) immersed in $\GG$, endowed with the $\HH$-perimeter measure.

2012-03-27abs ↗pdf ↗

Invariant measures found in spaces with lower Ricci curvature bounds.

problem Finding invariant measures in spaces with specific curvature conditions.
method Proving existence of invariant measures equivalent to original measure under compact subgroup actions.
result Existence of GG-invariant measures equivalent to original measure in RCD(K,N)RCD^*(K,N) spaces.

A geometrical interpretation of the GG-structures associated to elastic material bodies is given. In addition, characterizations of their integrability are obtained. Since the lack of integrability is a geometrical measure of the lack of homogeneity, the corresponding inhomogeneity conditions are obtained

2004-01-28abs ↗pdf ↗

The paper explores non-convex risk measures and their characterizations.

problem Characterizing non-convex risk measures without convexity or weak convexity.
method Characterizes monetary risk measures as lower envelopes of families of convex or coherent risk measures, considering law-invariance and SSD-consistency.
result Unified representation theorems for law-invariant risk measures, including VaR.

In this paper, we study continuous Kakeya line and needle configurations, of both the oriented and unoriented varieties, in connected Lie groups and some associated homogenous spaces. These are the analogs of Kakeya line (needle) sets (subsets of Rn\mathbb{R}^n where it is possible to turn a line (respectively an inter…

2013-03-04abs ↗pdf ↗

Submodularity is studied for convex risk measures, including Expected Shortfall.

problem Characterizing submodularity in convex risk measures.
method Analyzing submodularity properties of law-invariant coherent risk measures, including Expected Shortfall and Value-at-Risk.
result AES is submodular only when it reduces to ES, and empirical analysis shows AES violations are less frequent than VaR and ES violations.

A new model improves homogeneity in burn patient reimbursement.

problem Incomplete homogeneity checks for burn patients using LOS as a proxy.
method Cost-sensitive decision tree model considering patient-level cost and severity of burn.
result Identified groups with increased homogeneity compared to current HRG groups.

Sharp estimates derived for quasilinear equations on metric measure spaces.

problem Estimating solutions and eigenvalues of quasilinear equations on smooth metric measure spaces.
method Sharp estimates derived using comparisons with one-dimensional equations.
result Optimal lower bounds for the first Dirichlet eigenvalue of quasilinear operators.

We discuss several issues regarding material homogeneity and strain compatibility for materially uniform thin elastic shells from the viewpoint of a 3-dimensional theory, with small thickness, as well as a 2-dimensional Cosserat theory. A relationship between inhomogeneity and incompatibility measures under the two des…

2015-06-25abs ↗pdf ↗

The paper analyzes elicitability of return risk measures and their scoring functions.

problem Elicitability of return risk measures and their scoring functions.
method Dual representation results for convex and geometrically convex return risk measures, axiomatic characterizations of Orlicz premia, and construction of strictly consistent scoring functions.
result Orlicz premia are the only elicitable return risk measures under different sets of conditions.

Let SS be a compact, connected, oriented surface, possibly with boundary, of negative Euler characteristic. In this article we extend Lindenstrauss-Mirzakhani's and Hamenstädt's classification of locally finite mapping class group invariant ergodic measures on the space of measured laminations $\mathcal{M}\mathcal{L}(…

2018-07-05abs ↗pdf ↗