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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.

168,878 papers · 148 categories

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48 results for kernel intrinsic invariance measure

A new method calculates intrinsic effective sample size for manifold-valued data.

problem Challenges in choosing effective sample size for manifold-valued data.
method Proposes an intrinsic effective sample size based on kernel discrepancy.
result Establishes an exact finite-sample risk interpretation and consistency of the estimator.

Diffusion Maps framework is a kernel based method for manifold learning and data analysis that defines diffusion similarities by imposing a Markovian process on the given dataset. Analysis by this process uncovers the intrinsic geometric structures in the data. Recently, it was suggested to replace the standard kernel …

2015-11-19abs ↗pdf ↗

New method uses kernel deviance measures to discover causal relationships in heterogeneous data.

problem Discovering causal relationships in complex, heterogeneous datasets.
method KIIM-HT, a novel score measure based on heterogeneous transformations of RKHS embeddings.
result KIIM-HT outperforms previous methods in causal discovery tasks.

New method for long-term sampling of complex dynamics on curved spaces.

problem Sampling ergodic dynamics on Riemannian manifolds efficiently over long periods.
method Intrinsic geometric operations for sampling invariant measure without embeddings.
result Outperforms previous methods in long-term sampling efficiency.

Identifies conditions for multiple invariant probabilities in Markov kernels.

problem Global irreducibility and recurrence do not guarantee uniqueness of invariant probabilities.
method Uses Jordan decomposition of the difference of two invariant probabilities.
result A Markov kernel has more than one invariant probability if and only if it admits a visible absorbing decomposition.

Study heat kernel on quaternionic contact manifolds, finding linear dependence of coefficients on curvature.

problem Analyzing heat kernel on quaternionic contact manifolds.
method Explicit computation of heat kernel coefficients and dependence on curvature.
result Second coefficient of heat kernel's small time asymptotics depends linearly on the qc scalar curvature.

This paper studies rectifiability in Carnot groups and proves geometric area formulas.

problem The study of rectifiability in Carnot groups and related geometric properties.
method Analysis of rectifiable measures in Carnot groups, geometric area formulas, and rectifiability of geodesic spheres.
result Geometric area formula for the centered Hausdorff measure restricted to intrinsically differentiable graphs in Carnot groups.

New summary measures reveal geometric structure in weighted measures on manifolds.

problem Lack of geometric information in standard weight-only summaries.
method Heat-kernel entropy profiles, tracking nonuniformity across scales.
result Geometric effective sample size discounts nearby or duplicate particles.

This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the LpL^p norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds …

2009-02-14abs ↗pdf ↗

Paper advances sparse regularisation theory for measures with new kernel insights.

problem Estimating sparse measures from noisy observations using continuous sparse regularisation.
method Develops new continuous sparse regularisation theory on measures with Beurling-LASSO, introduces kernel switch analysis.
result Proves the ``sinc-4'' kernel satisfies a technical LPC assumption for error bounds.

A new measure of causal influence quantifies intrinsic contributions in DAGs.

problem Quantifying intrinsic causal contributions in Directed Acyclic Graphs (DAGs).
method Recursive decomposition of node contributions, structure-preserving interventions, Shapley symmetrization.
result A measure of intrinsic causal contribution that is invariant to node relabeling.

A new kernel for probability measures based on optimal transport.

problem Efficiently comparing and modeling distributions.
method Kernel over probability measures using regularized optimal transport and Hilbertian embedding.
result The proposed kernel enables Gaussian process modeling on distributions with theoretical and computational advantages.

Proposes IIKL for preserving geometric properties of non-Euclidean data.

problem Loss of geometric information in non-Euclidean data representation.
method IIKL method builds Riemannian manifold and isometrically induces metric.
result Preserves geometric structure of original data in 3D and high-dimensional datasets.

We present in this work a new family of kernels to compare positive measures on arbitrary spaces $\Xcal$ endowed with a positive kernel κκ, which translates naturally into kernels between histograms or clouds of points. We first cover the case where $\Xcal$ is Euclidian, and focus on kernels which take into account th…

2009-09-07abs ↗pdf ↗

Complex problems may require sophisticated, non-linear learning methods such as kernel machines or deep neural networks to achieve state of the art prediction accuracies. However, high prediction accuracies are not the only objective to consider when solving problems using machine learning. Instead, particular scientif…

2016-11-22abs ↗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 ↗

Random Gaussian fields on 4D Riemannian manifolds with conformal invariance.

problem Characterizing and analyzing Gaussian fields on 4D Riemannian manifolds.
method Constructing and analyzing co-biharmonic Gaussian fields with covariance kernels defined by the Paneitz operator.
result Rigorous derivation of quantum Liouville measure for γ<8|γ|<\sqrt8.

Paper infers intrinsic dimension from quasi-convex measurements.

problem Inferring intrinsic dimension from measurements by quasi-convex functions.
method Developed a method using filtration of Dowker complexes based on discrete data of point orderings.
result Correct intrinsic dimension can be inferred in the limit of large data under generic assumptions.

Physics-informed neural networks improve by measuring effective dimensionality of constraints.

problem Task interference in physics-informed neural networks due to shared parameter space.
method Introduce effective dimensionality (deffd_{eff}) as an operator invariant to quantify constraints.
result Effective dimensionality measures unconstrained parameter directions, independent of network architecture.

Monetary risk measures are usually interpreted as the smallest amount of external capital that must be added to a financial position to make it acceptable. We propose a new concept: intrinsic risk measures and argue that this approach provides a direct path from unacceptable positions towards the acceptance set. Intrin…

2016-10-27abs ↗pdf ↗

Unified understanding of neural representation similarity measures.

problem Fragmented research landscape of neural network similarity measures.
method Observation and exploration of connections between shape distances and normalized Bures similarity.
result Cosine of the Riemannian shape distance equals normalized Bures similarity.

Data living on manifolds commonly appear in many applications. Often this results from an inherently latent low-dimensional system being observed through higher dimensional measurements. We show that under certain conditions, it is possible to construct an intrinsic and isometric data representation, which respects an …

2018-06-01abs ↗pdf ↗

Unified framework for singular statistical models using observable charts.

problem Non-identifiability and breakdown of classical asymptotic theory in singular models.
method Invariant framework based on observable charts to define local coordinate systems in model space.
result Observable order provides a lower bound on KL divergence vanishing rate in singular models.

We introduce a class of non-commutative Heisenberg like infinite dimensional Lie groups based on an abstract Wiener space. The Ricci curvature tensor for these groups is computed and shown to be bounded. Brownian motion and the corresponding heat kernel measures, {νt}t>0,\{ν_t\}_{t>0}, are also studied. We show that these he…

2008-05-12abs ↗pdf ↗

eDCF estimates intrinsic dimension using local connectivity.

problem Challenges in estimating intrinsic dimension due to scale dependence.
method eDCF: a novel, scalable, and parallelizable method based on Connectivity Factor (CF).
result eDCF consistently matches leading estimators with comparable MAE and higher exact intrinsic dimension match rates.

We extend the notion of the cardinality of a discrete groupoid (equal to the Euler characteristic of the corresponding discrete orbifold) to the setting of Lie groupoids. Since this quantity is an invariant under equivalence of groupoids, we call it the volume of the associated stack rather than of the groupoid itself.…

2008-09-12abs ↗pdf ↗

Diffusion maps are a commonly used kernel-based method for manifold learning, which can reveal intrinsic structures in data and embed them in low dimensions. However, as with most kernel methods, its implementation requires a heavy computational load, reaching up to cubic complexity in the number of data points. This l…

2019-01-31abs ↗pdf ↗

In-BO optimizes complex constrained domains using SIn-GP surrogate models.

problem Optimizing in complex constrained domains with irregular shapes.
method Sparse Intrinsic Gaussian Processes (SIn-GP) on manifolds with heat kernel estimation.
result In-BO outperforms traditional BO in complex constrained domains.

It is classically known that generic smooth maps of R^2 into R^3 admit only cross cap singularities. This suggests that the class of cross caps might be an important object in differential geometry. We show that the standard cross cap (u,uv,v^2) has non-trivial isometric deformations with infinite dimensional freedom. …

2012-07-17abs ↗pdf ↗

Graph Laplace operators uniquely identify metrics and densities on manifolds.

problem Identifying Riemannian metrics and sampling densities from graph Laplace operators.
method Analyzing intrinsic and extrinsic graph Laplace operators on compact Riemannian manifolds.
result Graph Laplace operators uniquely determine metrics and densities under certain conditions.

Researchers compute differential invariants for Carrollian spacetimes.

problem Understanding the geometry and symmetries of Carrollian spacetimes.
method Derived from the geometry of the screen bundle, computed differential invariants using jet-spaces and Spencer cohomology.
result Specified how to generate the entire algebra of differential invariants for generic Carrollian structures, focusing on dimension 3.

A Hilbert space embedding for probability measures has recently been proposed, with applications including dimensionality reduction, homogeneity testing, and independence testing. This embedding represents any probability measure as a mean element in a reproducing kernel Hilbert space (RKHS). A pseudometric on the spac…

2009-07-30abs ↗pdf ↗

CIRCE measures conditional independence for learning invariant features.

problem Learning invariant features while being conditionally independent of a distractor.
method CIRCE is a measure of conditional independence applied as a regularizer in feature learning.
result CIRCE provides a zero value if and only if features are conditionally independent of the distractor given the target.

A new method integrates autoencoders with geometry regularization for manifold learning.

problem Extracting simplified low-dimensional representations that capture intrinsic geometry in data.
method Integrates autoencoders with a geometric regularization term based on diffusion potential distances.
result The method preserves intrinsic structure, enables out-of-sample extension, and faithful reconstruction.

Extends Mahalanobis distance to Banach spaces for anomaly detection.

problem Anomaly detection in infinite-dimensional spaces.
method Generalizes Mahalanobis distance to Banach spaces via Cameron-Martin norm and variance norm.
result Kernelized nearest-neighbour Mahalanobis distance outperforms traditional methods for time series novelty detection.