arXiv research

Local index density of perturbed de Rham complex is invariant under certain conditions.

Localizes Wodzicki residue for logarithm of differential operators.

A new clustering evaluation index based on density estimation.

This work introduces a novel nonparametric density index defined on graphs, the Sum-over-Forests (SoF) density index. It is based on a clear and intuitive idea: high-density regions in a graph are characterized by the fact that they contain a large amount of low-cost trees with high outdegrees while low-density regions…

Develops a new cluster validity index to find multiple optimal cluster numbers.

Local polynomial regression (Fan and Gijbels 1996) is an important class of methods for nonparametric density estimation and regression problems. However, straightforward implementation of local polynomial regression has quadratic time complexity which hinders its applicability in large-scale data analysis. In this pap…

One-pass private sketch supports various machine learning tasks.

DIF extends NF with stochastic discrete latent variables for better density estimation.

We introduce a multivariate diffusion model that is able to price derivative securities featuring multiple underlying assets. Each asset volatility smile is modeled according to a density-mixture dynamical model while the same property holds for the multivariate process of all assets, whose density is a mixture of mult…

The index theorem connects anomalies on a domain wall to global integrals.

For a smooth family F of admissible elliptic pseudodifferential operators with differential form coefficients associated to a geometric fibration of manifolds M--> B we show that there is a natural zeta-form z(F,s) and zeta-determinant- form det(F) in the de-Rham algebra of smooth differential forms, generalizing the c…

Among those transversally elliptic operators initiated by Atiyah and Singer, Kohn's $\Box_b$ operator on CR manifolds with $S^1$ action is a natural one of geometric significance for complex analysts. Our first main result establishes an asymptotic expansion for the heat kernel of such an operator with values in its Fo…

A new Witten deformation modifies Dolbeault complex properties.

dtSNE preserves local densities in low-dimensional embeddings.

New findings confirm parallels to De Giorgi's conjecture for phase transitions in higher dimensions.

A new measure DCSI quantifies separability for density-based clustering.

We perform the Bayesian inference of a GARCH model by the Metropolis-Hastings algorithm with an adaptive proposal density. The adaptive proposal density is assumed to be the Student's t-distribution and the distribution parameters are evaluated by using the data sampled during the simulation. We apply the method for th…

We compute the analytic expression of the probability distributions F{AEX,+} and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the αre-scaled AEX daily index positive returns r(t)^αand negative returns (-r(t))^αthat we call, after normalization, the …

This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in which the density distribution at the location of an object is estimated with a …

In this paper, we prove a local equivariant index theorem for sub-signature operators which generalizes the Zhang's index theorem for sub-signature operators.

Trajectory segmentation is the process of subdividing a trajectory into parts either by grouping points similar with respect to some measure of interest, or by minimizing a global objective function. Here we present a novel online algorithm for segmentation and summary, based on point density along the trajectory, and …

We define the "localized index" of longitudinal elliptic operators on Lie groupoids associated to Lie algebroid cohomology classes. We derive a topological expression for these numbers using the algebraic index theorem for Poisson manifolds on the dual of the Lie algebroid. Underlying the definition and computation of …

EagleEye detects localized density anomalies in multivariate data.

We use an index-theoretic technique of Hitchin to show that the space of complete Riemannian metrics of nonnegative sectional curvature on certain open spin manifolds has nontrivial homotopy groups in infinitely many degrees. A new ingredient of independent interest is homotopy density of the subspace of metrics with c…

Study on free boundary minimal hypersurfaces in Schwarzschild space, proving zero Morse index for certain hypersurfaces.

In terms of the stock exchange returns, we compute the analytic expression of the probability distributions F{DAX,+} and F{DAX,-} of the normalized positive and negative DAX (Germany) index daily returns r(t). Furthermore, we define the alpha re-scaled DAX daily index positive returns r(t)^alpha and negative returns (-…

Local index formula for Lorentzian Dirac operators on spacetimes.

Exponential growth of stable subgroups in Morse geodesics.

We study a class of localized indices for the Dirac type operators on a complete Riemannian orbifold, where a discrete group acts properly, co-compactly and isometrically. These localized indices, generalizing the $L^2$-index of Atiyah, are obtained by taking certain traces of the higher index for the Dirac type operat…

This is an expository article on the equivariant local index developed by Fujita, Furuta, and the author in arXiv:1008.5007.

We give a framework of localization for the index of a Dirac-type operator on an open manifold. Suppose the open manifold has a compact subset whose complement is covered by a family of finitely many open subsets, each of which has a structure of the total space of a torus bundle. Under an acyclic condition we define t…

Single index model is a powerful yet simple model, widely used in statistics, machine learning, and other scientific fields. It models the regression function as $g(<a,x>)$, where a is an unknown index vector and x are the features. This paper deals with a nonlinear generalization of this framework to allow for a regre…

Unified proof of knot unknotting bounds using Ma-Qiu index.

Density-based clustering is the task of discovering high-density regions of entities (clusters) that are separated from each other by contiguous regions of low-density. DBSCAN is, arguably, the most popular density-based clustering algorithm. However, its cluster recovery capabilities depend on the combination of the t…

Paper tackles privacy-preserving data density issues using deconvolution.

Defines an equivariant index for proper actions by $H imes G$.

The paper localizes an index and provides a condition for the orientability of a monopole moduli space.

Efficient clustering in high dimensions with Quick Shift and LSH.

Study measures inequality in social-economic systems using Fokker-Planck equations and Lotka-Volterra dynamics.

Compact holonomy groups found in symmetric spaces.

Recent work suggests that some auto-encoder variants do a good job of capturing the local manifold structure of the unknown data generating density. This paper contributes to the mathematical understanding of this phenomenon and helps define better justified sampling algorithms for deep learning based on auto-encoder v…

Local constancy of index for certain gradient mappings proved.

We generalize Roe's index theorem for graded generalized Dirac operators on amenable manifolds to multigraded elliptic uniform pseudodifferential operators. The generalization will follow from a local index theorem that is valid on any manifold of bounded geometry. This local formula incorporates the uniform estimates …

Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging indications on the effectiveness of the method. An application to density-based c…

Model prices commodity futures and index options.

Using a K-theory point of view, Bott related the Atiyah-Singer index theorem for elliptic operators on compact homogeneous spaces to the Weyl character formula. This article explains how to prove the local index theorem for compact homogenous spaces using Lie algebra methods. The method follows in outline the proof of …

We study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability distribution of the log return for Standard and Poor's 500 (S&P 500), Nikkei stock average index, and Korean composition stock price index (K…

MFRDE uses medians of forest estimators to robustly estimate densities in noisy data.