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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.

169,341 papers · 148 categories

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48 results for infinitely divisible distributions

A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite divisible distribution, and particularly elliptical tempered stable distribution, w…

2014-08-14abs ↗pdf ↗

We connect shift-invariant characteristic kernels to infinitely divisible distributions on Rd\mathbb{R}^{d}. Characteristic kernels play an important role in machine learning applications with their kernel means to distinguish any two probability measures. The contribution of this paper is two-fold. First, we show, usi…

2014-03-28abs ↗pdf ↗

In this paper, we study the risk bounds for samples independently drawn from an infinitely divisible (ID) distribution. In particular, based on a martingale method, we develop two deviation inequalities for a sequence of random variables of an ID distribution with zero Gaussian component. By applying the deviation ineq…

2012-02-14abs ↗pdf ↗

This a free translation with additional explanations of {\em Processus à Accroissement Independants Chapitre I: La Décomposition de Paul Lévy}, by J.L. Bretagnolle, in {\em Ecole d'Eté de Probabilités}, Lecture Notes in Mathematics 307, Springer 1973. The Lévy-Khintchine representation of infinitely divisible distribut…

2015-06-09abs ↗pdf ↗

Information theory provides principled ways to analyze different inference and learning problems such as hypothesis testing, clustering, dimensionality reduction, classification, among others. However, the use of information theoretic quantities as test statistics, that is, as quantities obtained from empirical data, p…

2012-11-11abs ↗pdf ↗

Econometric framework integrates heavy-tailed distributions with behavioral probability weighting for better asset pricing.

problem Underestimation of Value-at-Risk by traditional models in asset pricing.
method Developed an econometric framework combining heavy-tailed Student's tt distributions with behavioral probability weighting.
result Student's tt specifications outperform Gaussian models in 88.4% of cases, reducing underestimation of Value-at-Risk by 16.5 percentage points.

We analyze the Levy processes produced by means of two interconnected classes of non stable, infinitely divisible distribution: the Variance Gamma and the Student laws. While the Variance Gamma family is closed under convolution, the Student one is not: this makes its time evolution more complicated. We prove that -- a…

2007-02-02abs ↗pdf ↗

Researchers infer gene activity in dividing cells, accounting for protein inheritance and division history.

problem Inferring protein production kinetics in dividing cells due to protein inheritance and division history.
method Adapted conditional normalizing flows to approximate intractable likelihoods from simulated data.
result Glc3 gene is mostly inactive under stress, with brief and transient expression.

A new distributed algorithm for fitting sparse additive models with feature division and decorrelation.

problem Fitting high-dimensional sparse additive models efficiently and accurately.
method Divide, decorrelate, and conquer approach.
result Effective and efficient recovery of sparsity patterns and statistical inference for each component.

Proves divisibility relations for symplectic curve polynomials.

problem Divisibility relations for symplectic curve polynomials.
method New proofs of divisibility relations for Oka and Alexander polynomials of symplectic curves.
result Proves Libgober's divisibility relations for symplectic curves.

Paper tackles division difficulty, proposing new methods to improve accuracy.

problem Division is the most challenging arithmetic operation for both humans and computers.
method Proposes two novel approaches: Neural Reciprocal Unit (NRU) and Neural Multiplicative Reciprocal Unit (NMRU), and improves an existing division module.
result Improves division accuracy from 70.2% to 91.6%.

Adopting a zonal structure of electricity market requires specification of zones' borders. In this paper we use social welfare as the measure to assess quality of various zonal divisions. The social welfare is calculated by Market Coupling algorithm. The analyzed divisions are found by the usage of extended Locational …

2014-05-05abs ↗pdf ↗

Under certain integrability and geometric conditions, we prove division theorems for the exact sequences of holomorphic vector bundles and improve the results in the case of Koszul complex. By introducing a singular Hermitian structure on the trivial bundle, our results recover Skoda's division theorem for holomorphic …

2011-02-19abs ↗pdf ↗

The paper explains the topological origin of the distinction between incidence theorems over division rings and fields.

problem Understanding the distinction between incidence theorems over division rings and fields.
method Extending the surface-graph approach to noncommutative settings, the paper analyzes the topological properties of graphs embedded on surfaces of different genera.
result Theorems associated with graphs on the sphere hold over any division ring, while those on surfaces of positive genus typically hold only if the ground ring is a field.

A new method avoids noise amplification when subtracting or dividing stochastic signals.

problem Noise amplification when subtracting or dividing stochastic signals.
method Normalizing flows to approximate the distribution of the signal of interest.
result Normalizing flows can generate an approximation of the probability distribution over the signal of interest, avoiding subtraction or division.

Market incentivizes parties to share high-quality data for collaborative machine learning tasks.

problem Fair revenue distribution and data replication threats in collaborative machine learning markets.
method Introduces a novel payment division function robust to replication and customized output models.
result Validated assumptions and showed approximate satisfaction for commonly used models.

Geodesic connectedness proved for statistical manifolds with divisible cubic forms.

problem Geodesic connectedness of affine connections on statistical manifolds with divisible cubic forms.
method Analogy with Hopf-Rinow theorem in Riemannian geometry, establishing geodesic completeness.
result Geodesic connectedness established for statistical manifolds with divisible cubic forms.

Paper introduces DACAL for high-resolution photo and video enhancement.

problem Photo and video enhancement with weak supervision.
method Divide-and-conquer adversarial learning approach with hierarchical decomposition.
result State-of-the-art performance in high-resolution photo and video enhancement.

Paper finds a divisibility property of first Pontrjagin classes for even-dimensional homotopy complex projective spaces.

problem Understanding the first Pontrjagin classes of homotopy complex projective spaces.
method Analyzing the difference of first Pontrjagin classes for even-dimensional manifolds homotopy equivalent to CP(n)\mathbb{C}P(n).
result The difference of the first Pontrjagin classes is divisible by 16 for even nn.

A new SBI framework for trawl processes efficiently estimates parameters from large datasets.

problem Challenges in estimating parameters of complex stochastic processes.
method Telescoping ratio estimation, Chebyshev polynomial approximations, amortized posterior inference.
result Accurate and efficient inference for intractable stochastic processes, even with limited data.

Study of characteristic numbers in 24-dimensional String manifolds.

problem Characterizing and understanding characteristic numbers of 24-dimensional String manifolds.
method Using Pontryagin numbers, integral basis of String cobordism group, and divisibility results.
result Established 2- and 3-primary divisibilities of characteristic numbers.

An open convex set in real projective space is called divisible if there exists a discrete group of projective automorphisms which acts co-compactly. There are many examples of such sets and a theorem of Benoist implies that many of these examples are strictly convex, have C1C^1 boundary, and have word hyperbolic divid…

2013-08-19abs ↗pdf ↗

The Jones polynomial's divisibility is analyzed via local moves on virtual links.

problem Divisibility of the Jones polynomial under local moves on virtual links.
method Developed a general decomposition for the Jones polynomial of virtual links and analyzed divisibility conditions for various local moves.
result Succinct divisibility conditions on the Jones polynomial of virtual links differing via local moves.

Supersymmetry is deeply related to division algebras. Nonabelian Yang-Mills fields minimally coupled to massless spinors are supersymmetric if and only if the dimension of spacetime is 3, 4, 6 or 10. The same is true for the Green-Schwarz superstring. In both cases, supersymmetry relies on the vanishing of a certain tr…

2009-09-02abs ↗pdf ↗