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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.

168,742 papers · 148 categories

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69138206275 · May 202619922001200920172026
48 results for locally stationary

This study improves estimation of locally stationary functional time series using NW method.

problem Accurately capturing time-dependence in locally stationary functional time series with time-varying covariates.
method Nadaraya-Watson (NW) estimation procedure for the conditional distribution of LSFTS.
result Established convergence rates of NW estimator for LSFTS with respect to Wasserstein distance.

Efficient method classifies locally stationary time series based on second-order characteristics.

problem Classifying locally stationary time series for various applications.
method Autoregressive approximation, ensemble aggregation, distance-based threshold.
result Zero misclassification error rate asymptotically for mildly differing second-order characteristics.

Paper develops sparse learning for heavy-tailed time series with locally stationary dynamics.

problem Sparse learning for high-dimensional heavy-tailed locally stationary time series.
method Additive modeling with kernel smoothing, sparsity-inducing penalized estimation.
result Prediction-error bounds and convergence rates for different sparsity structures.

Gradient-based optimization methods are the most popular choice for finding local optima for classical minimization and saddle point problems. Here, we highlight a systemic issue of gradient dynamics that arise for saddle point problems, namely the presence of undesired stable stationary points that are no local optima…

2018-05-15abs ↗pdf ↗

A new convolutional spectral kernel network learns hierarchical and local features.

problem Lack of deep learning in non-stationary spectral kernels.
method Introduces convolutional filters and deep architectures into non-stationary spectral kernels, derives generalization error bounds, and introduces regularizers.
result Validated the effectiveness of the convolutional spectral kernel network on real-world datasets.

Green functions on stationary varifolds established with inequalities and convergence results.

problem Establishing Green functions on stationary varifolds with inequalities and convergence.
method Extending Grüter and Widman's method, constructing Green functions, using local Harnack inequality.
result Green functions converge for sequences of stationary varifolds converging with multiplicity one.

The paper develops a stationary-distribution theory for Random Forest ensemble size selection.

problem Determining the optimal number of trees in Random Forests.
method Modeling the ensemble size as a birth-death Markov chain and deriving its stationary distribution.
result The stationary ensemble size BB_* scales as O(ε2)O(\varepsilon^{-2}) as ε0\varepsilon\downarrow 0.

We derive a local curvature estimate for four-dimensional stationary solutions to the inheriting Einstein-Maxwell-Klein-Gordon equations. In particular, it implies that any such stationary geodesically complete solution with vanishing Poynting vector and proper coupling constants (like dark energy) is flat. We also gen…

2016-06-18abs ↗pdf ↗

We solve Bartnik's stationary extension problem near Schwarzschild spheres.

problem Existence and uniqueness of asymptotically flat stationary vacuum spacetimes.
method Developed a double geodesic gauge, reducing equations to elliptic and transport-type problems.
result Local well-posedness for Bartnik stationary metric extension problem near Schwarzschild spheres.

We prove a Morrey-type theorem for Hamiltonian stationary submanifolds of Cn\mathbb{C}^{n}. Namely, if LL \subset Cn\mathbb{C}^{n} is a C1C^{1} Lagrangian submanifold with weakly harmonic Lagrangian phase θ,θ, then LL must be smooth. In the process we also discuss a local version of the equation, which is a nonline…

2016-11-08abs ↗pdf ↗

We study global aspects of complete, non-singular asymptotically locally AdS spacetimes solving the vacuum Einstein equations whose conformal infinity is an arbitrary globally stationary spacetime. It is proved that any such solution which is asymptotically stationary to the past and future is itself globally stationar…

2006-05-31abs ↗pdf ↗

We establish a moduli space E\mathbb E of stationary vacuum metrics in a spacetime, and set up a well-defined boundary map ΠΠ in E\mathbb E, assigning a metric class with its Bartnik boundary data. Furthermore, we prove the boundary map ΠΠ is Fredholm by showing that the stationary vacuum equations (combined with p…

2018-07-01abs ↗pdf ↗

We analyze here Hamiltonian stationary surfaces in the complex projective plane as (local) solutions to an integrable system, formulated as a zero curvature on a loop group. As an application, we show in details why such tori are finite type solutions, and eventually describe the simplest of them: the homogeneous ones.

2003-10-07abs ↗pdf ↗

The paper examines Nash equilibrium in GANs for stationary Gaussian processes.

problem Existence and uniqueness of Nash equilibrium in GANs for stationary Gaussian processes.
method Analyzes the existence of Nash equilibrium in GANs for stationary Gaussian processes, considering different discriminator families.
result The existence of Nash equilibrium depends on the discriminator family and symmetry properties of the generator family.

We study Finsler spacetimes and Killing vector fields taking care of the fact that the generalized metric tensor associated to the Lorentz-Finsler function LL is in general well defined only on a subset of the slit tangent bundle. We then introduce a new class of Finsler spacetimes endowed with a timelike Killing vect…

2017-10-15abs ↗pdf ↗

This work improves Gaussian process regression for large, non-stationary data.

problem Scalability issues and performance degradation for non-stationary data.
method Combines variational free energy approximations with online expectation propagation and local splitting steps.
result Incremental adaptation to locality, heterogeneity, and non-stationarity in training data.

The expressive power of Gaussian processes depends heavily on the choice of kernel. In this work we propose the novel harmonizable mixture kernel (HMK), a family of expressive, interpretable, non-stationary kernels derived from mixture models on the generalized spectral representation. As a theoretically sound treatmen…

2018-10-10abs ↗pdf ↗

Paper shows no spurious local minima in a specific matrix factorization problem.

problem Optimization of 1\ell_1-norm rank-one symmetric matrix factorization.
method Second-order variational analysis to study the landscape of the problem.
result Any second-order stationary point is globally optimal.

In this article we study the regularity of stationary points of the knot energies EαE^α introduced by O'Hara in the range α(2,3)α\in (2,3). In a first step we prove that EαE^α is C1C^1 on the set of all regular embedded closed curves belonging to H(α+1)/2,2H^{(α+1)/2,2} and calculate its derivative. After that we use the structure…

2011-11-29abs ↗pdf ↗

Classifies cosmological Finsler spacetimes, finding viable non-stationary models.

problem Locating viable non-stationary Finsler spacetimes in cosmology.
method Locally classified all possible cosmological homogeneous and isotropic Landsberg-type Finsler structures in 4-dimensions.
result Identified unique Finsler, non-Berwaldian Landsberg generalization of Friedmann-Lemaitre-Robertson-Walker geometry.

Paper develops NW kernel estimator for LSPs with Wasserstein bounds.

problem Capturing nuanced dynamics in time series data with evolving statistical characteristics.
method Nadaraya-Watson kernel smoothing for conditional probability estimation, using Wasserstein and sliced Wasserstein distances.
result Established convergence rates and bounds for NW-based conditional probability estimator in LSPs.

Study how large-scale flows align small-scale vortices in 3D Euler equations.

problem Understanding how large-scale flows align small-scale vortices in 3D Euler equations.
method Constructing a Lagrangian coordinate to identify when the Lie bracket is zero and investigating the locality of the pressure term.
result Clarified conditions under which small-scale vortices are aligned by large-scale flows.

Proposes a new Bayesian mixture of student-t processes for modeling non-stationary data.

problem Non-stationary data with non-Gaussian errors.
method Bayesian mixture of student-t processes with an overall-local scale structure, using SMC for online inference.
result Superior performance compared to Gaussian processes on real-world data.

The stationary points of the total scalar curvature functional on the space of unit volume metrics on a given closed manifold are known to be precisely the Einstein metrics. One may consider the modified problem of finding stationary points for the volume functional on the space of metrics whose scalar curvature is equ…

2012-11-27abs ↗pdf ↗

We prove the existence of stationary discs in the ball for small almost complex deformations of the standard structure. We define a local analogue of the Riemann map and establish its main properties. These constructions are applied to study the local geometry of almost complex manifolds and their morphisms.

2003-07-25abs ↗pdf ↗

Study neural architectures on learned latent graphs using Schrödinger dynamics.

problem Understanding neural architectures on learned latent graphs.
method Optimizes over stratified moduli space of weighted graphs with Kähler-Hessian metric.
result Multilayer stationary networks are equivalent to global stationary problems on supra-graphs.

The study recovers airflow from thoracic and abdominal movements using advanced signal processing.

problem Challenges in measuring airflow from thoracic and abdominal movements using small, inexpensive devices.
method Synchrosqueezing transform and locally stationary Gaussian process regression.
result Accurate prediction of airflow achieved in both normal sleep and anesthesia transition cases.

Improved API to achieve optimal error bound and query complexity in local planning.

problem Efficient local planning in discounted MDPs with linear approximation.
method Confident Approximate Policy Iteration (CAPI) for stationary policies, applying to local access simulators.
result Achieves optimal accuracy and query complexity bounds, improving over API.

We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary solutions are also considered. The arguments are based on local martingales, althou…

2016-11-14abs ↗pdf ↗

We give nearly matching upper and lower bounds on the oracle complexity of finding εε-stationary points (F(x)ε\| \nabla F(x) \| \leqε) in stochastic convex optimization. We jointly analyze the oracle complexity in both the local stochastic oracle model and the global oracle (or, statistical learning) model. This allows u…

2019-02-13abs ↗pdf ↗

Paper proposes a new method to stabilize noisy gradient algorithms.

problem Stochastic-gradient Langevin algorithms can introduce bias when taming denominators depend on stochastic-gradient realizations.
method Proposes a structure-preserving framework for designing tamed denominators that avoid unnecessary taming and maintain the stabilizing effect of taming.
result The method avoids stationary bias and explains the stationary error split into bias and remaining error.

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and non-uniformly smooth spatial boundaries. A Gaussian process regression using a non-stat…

2015-07-09abs ↗pdf ↗