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.
We study inequalities related to the heat kernel for the hypoelliptic sublaplacian on an H-type Lie group. Specifically, we obtain precise pointwise upper and lower bounds on the heat kernel function itself. We then apply these bounds to derive an estimate on the gradient of solutions of the heat equation, which is kno…
In this paper, we study how to get the Ricci expanders from W+-functional through the heat kernel estimate of the conjugate heat equation to the type III singularity of Ricci flow. The Gaussian upper and lower bounds are established for the related heat kernel in accordance to the interesting work of Cao-Zhang for the …
The term "CoRE kernel" stands for correlation-resemblance kernel. In many applications (e.g., vision), the data are often high-dimensional, sparse, and non-binary. We propose two types of (nonlinear) CoRE kernels for non-binary sparse data and demonstrate the effectiveness of the new kernels through a classification ex…
We prove a Davies type double integral estimate for the heat kernel H(y,t;x,l) under the Ricci flow. As a result, we give an affirmative answer to a question proposed by Chow etc.. Moreover, we apply the Davies type estimate to provide a new proof of the Gaussian upper and lower bounds of H(y,t;x,l) which were firs…
Kernel Estimation is one of the most widely used estimation methods in non-parametric Statistics, having a wide-range of applications, including spot volatility estimation of stochastic processes. The selection of bandwidth and kernel function is of great importance, especially for the finite sample settings commonly e…
We prove the following gradient inequality for the subelliptic heat kernel on nilpotent Lie groups G of H-type: ∣∇Ptf∣≤KPt(∣∇f∣) where Pt is the heat semigroup corresponding to the sublaplacian on G, ∇ is the subelliptic gradient, and K is a constant. This extends a result of H.-…
We establish precise upper and lower bounds for the subelliptic heat kernel on nilpotent Lie groups G of H-type. Specifically, we show that there exist positive constants C1, C2 and a polynomial correction function Qt on G such that C1Qte−4td2≤pt≤C2Qte−4td2 wh…
Energy statistics was proposed by Sz\' ekely in the 80's inspired by Newton's gravitational potential in classical mechanics and it provides a model-free hypothesis test for equality of distributions. In its original form, energy statistics was formulated in Euclidean spaces. More recently, it was generalized to metric…
We give a short proof of a strong version of the short time asymptotic expansion of heat kernels associated to Laplace type operators acting on sections of vector bundles over compact Riemannian manifolds, including exponential decay of the difference of the approximate heat kernel and the true heat kernel. We use this…
Framework for joint inference of network topology and interaction types in heterogeneous systems.
problem Joint inference of network topology, multi-type interaction kernels, and latent type assignments in heterogeneous interacting particle systems.
method Three-stage approach: shared structure recovery, discrete interaction type identification, and matrix factorization.
result The method yields accurate reconstruction of underlying dynamics and is robust to noise.
We consider the heat kernel (and the zeta function) associated with Laplace type operators acting on a general irreducible rank 1 locally symmetric space X. The set of Minakshisundaram- Pleijel coefficients {A_k(X)}_{k=0}^{\infty} in the short-time asymptotic expansion of the heat kernel is calculated explicitly.
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 Lp norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds …
We provide a unifying framework linking two classes of statistics used in two-sample and independence testing: on the one hand, the energy distances and distance covariances from the statistics literature; on the other, maximum mean discrepancies (MMD), that is, distances between embeddings of distributions to reproduc…
This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as reproducing kernel Hibert spaces, the natural extension of the set of functions $\{k(x…
problem Measuring similarity between real-valued functions.
method Unified representation of real-valued functions via sets, derived general form of the kernel, explicit feature representation, and smooth approximation.
result General Tanimoto kernel for real-valued functions.
We study the heat kernel asymptotics for the Laplace type differential operators on vector bundles over Riemannian manifolds. In particular this includes the case of the Laplacians acting on differential p-forms. We extend our results obtained earlier for the scalar Laplacian and present closed formulas for all heat in…
We study the subelliptic heat kernels of the CR three dimensional solvable Lie groups. We first classify all left-invariant sub-Riemannian structures on three dimensional solvable Lie groups and obtain representations of these groups. We give expressions for the heat kernels on these groups and obtain heat semigroup gr…
This article shows that if the negative part of Ricci curvature lies in the Kato class, the heat kernel satisfies a Li-Yau type estimate. Additionally, using the resulting heat kernel bound, we show that the obtained heat kernel estimate leads to bounds on the first Betti number only depending on the Kato constant.
In this paper we study the variational problem associated to support vector regression in Banach function spaces. Using the Fenchel-Rockafellar duality theory, we give explicit formulation of the dual problem as well as of the related optimality conditions. Moreover, we provide a new computational framework for solving…