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.
Through the direct study of the analysis estimator we derive oracle inequalities with fast and slow rates by adapting the arguments involving projections by Dalalyan, Hebiri and Lederer (2017). We then extend the theory to the square root analysis estimator. Finally, we focus on (square root) total variation regularize…
This is a survey article on recent progress of comparison geometry and geometric analysis on Finsler manifolds of weighted Ricci curvature bounded below. Our purpose is two-fold: Give a concise and geometric review on the birth of weighted Ricci curvature and its applications; Explain recent results from a nonlinear an…
The paper addresses geometric analysis on non-compact Riemannian manifolds, proving Calderón-Zygmund inequalities.
problem Proving Calderón-Zygmund inequalities on non-compact Riemannian manifolds without positive injectivity radius.
method Probabilistic tools, Hessian formulas, and Bismut type representations for heat semigroups.
result The paper proves the Calderón-Zygmund inequality for 1<p<2 under a lower Ricci curvature bound, and for p>2 under additional curvature conditions.
This note gives a simple analysis of a randomized approximation scheme for matrix multiplication proposed by Sarlos (2006) based on a random rotation followed by uniform column sampling. The result follows from a matrix version of Bernstein's inequality and a tail inequality for quadratic forms in subgaussian random ve…
The Minkowski inequality is a classical inequality in differential geometry, giving a bound from below, on the total mean curvature of a convex surface in Euclidean space, in terms of its area. Recently there has been interest in proving versions of this inequality for manifolds other than R^n; for example, such an ine…
We continue our study of geometric analysis on (possibly non-reversible) Finsler manifolds, based on the Bochner inequality established by the author and Sturm. Following the approach of the Γ-calculus a la Bakry et al, we show the dimensional versions of the Poincare--Lichnerowicz inequality, the logarithmic Sobolev…
New concentration inequalities for tensors with heavy-tailed coefficients.
problem Developing bounds for Euclidean functions of tensors with sub-Weibull distributions.
method Extending concentration inequalities to sub-Weibull random tensors, using new inequalities for heavy-tailed random variables and martingale analysis.
result Established a phase transition between sub-gaussian and heavy-tailed regimes for Euclidean functions of tensors.
The development of global sensitivity analysis of numerical model outputs has recently raised new issues on 1-dimensional Poincaré inequalities. Typically two kind of sensitivity indices are linked by a Poincaré type inequality, which provide upper bounds of the most interpretable index by using the other one, cheaper …
This paper proposes a statistical mechanics approach to the analysis of income distribution and inequality. A new distribution function, having its roots in the framework of k-generalized statistics, is derived that is particularly suitable to describe the whole spectrum of incomes, from the low-middle income region up…
Given a probability measure μ supported on a convex subset Ω of Euclidean space (Rd,g0), we are interested in obtaining Poincaré and log-Sobolev type inequalities on (Ω,g0,μ). To this end, we change the metric g0 to a more general Riemannian one g, adapted in a certain sense to μ, and perform…
This paper identifies the salient factors that characterize the inequality income distribution for Romania. Data analysis is rigorously carried out using sophisticated techniques borrowed from classical statistics (Theil). Decomposition of the inequalities measured by the Theil index is also performed. This study relie…
We consider an abstract compact orientable Cauchy-Riemann manifold endowed with a Cauchy-Riemann complex line bundle. We assume that the manifold satisfies condition Y(q) everywhere. In this paper we obtain a scaling upper-bound for the Szegö kernel on (0, q)-forms with values in the high tensor powers of the line bund…
New concentration inequality for U-statistics of Markov chains.
problem Proving a concentration inequality for U-statistics of order two in uniformly ergodic Markov chains.
method Inductive analysis using martingale techniques, uniform ergodicity, Nummelin splitting, and Bernstein's inequality.
result Recovery of convergence rate for U-statistics of independent random variables and canonical kernels, with improved results for dependent kernels.
This paper concerns conditions related to the first finite singularity time of a Ricci flow solution on a closed manifold. In particular, we provide a systematic approach to the mean value inequality method, suggested by N. Le and F. He. We also display a close connection between this method and time slice analysis of …
We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff bound and Bernstein inequality except with the explicit matrix dimensions replaced by a trace quantity that can be small even when the dimens…