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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.

168,694 papers · 148 categories

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202403605806 · Jun 202019922001200920172026
48 results for mean functionals

Bayesian optimisation's mean function choice affects convergence speed.

problem The choice of mean function in Bayesian optimisation impacts convergence speed.
method Empirical investigation of 8 mean functions on 10 synthetic and 2 real-world problems.
result Using a constant mean function equal to the worst observed quality value promotes faster convergence.

Median-of-means sampling outperforms mean-of-means for large sample sizes in numerical integration.

problem Improving numerical integration accuracy in high dimensions.
method Median-of-means sampling compared to mean-of-means using RQMC methods.
result Median-of-means sampling is superior for large sample sizes, while mean-of-means is better for smaller sample sizes.

Investigates conditional Chisini means and their application to risk measures.

problem Existence of conditional nonlinear means for bounded random variables.
method Defines a mean as a solution to a functional equation induced by T, and provides conditions for the existence of a unique solution.
result Characterizes the scalarization of conditional Risk Measures.

In this article we consider means of positive operators on a Hilbert space. We extend the theory of matrix power means to arbitrary operator means in the sense of Kubo-Ando. The basis of the extension is relying on ideas coming from differential geometry. We consider generalized Karcher equations for positive operators…

2012-08-28abs ↗pdf ↗

Unified q-learning for mean-field jump-diffusion models with unobservable population distribution.

problem Continuous-time q-learning in mean-field jump-diffusion models with unobservable population distribution.
method Proposed decoupled Iq-function for unified policy evaluation in MFG and MFC problems; unified q-learning algorithm based on test policies and averaged martingale orthogonality condition.
result Unified policy evaluation rule for MFG and MFC problems based on decoupled Iq-function.

We provide a theoretical foundation for non-parametric estimation of functions of random variables using kernel mean embeddings. We show that for any continuous function ff, consistent estimators of the mean embedding of a random variable XX lead to consistent estimators of the mean embedding of f(X)f(X). For Matérn ke…

2016-10-19abs ↗pdf ↗

The paper constructs surfaces with prescribed mean curvature in a specific space.

problem Finding surfaces with a given mean curvature in a particular geometric space.
method Phase plane analysis to construct entire rotational graphs and catenoid-type surfaces.
result Classification result for surfaces with linearly prescribed mean curvature.

New principles for collapsing law-invariant functionals to means, extending beyond convexity.

problem Conditions for law-invariant functionals to reduce to means.
method Establishing collapse to the mean principles for non-convex functionals.
result General principles apply beyond convexity, including quasiconvex and Choquet integrals.

New neural networks learn mappings between probability measures and functions.

problem Learning mappings between Wasserstein space of probability measures and function spaces.
method Two types of neural networks: bin density and cylindrical approximation, are proposed and supported by universal approximation theorems.
result Accuracy and efficiency of mean-field neural networks in generalization error with various test distributions.

Clustering is a separation of data into groups of similar objects. Every group called cluster consists of objects that are similar to one another and dissimilar to objects of other groups. In this paper, the K-Means algorithm is implemented by three distance functions and to identify the optimal distance function for c…

2013-03-11abs ↗pdf ↗

Classification of surfaces with prescribed mean curvature in Heisenberg space and SL2(R).

problem Surfaces with prescribed mean curvature in Heisenberg space and SL2(R).
method Classification result for rotational surfaces with prescribed mean curvature.
result Existence of embedded tori as counterexamples to the Alexandrov problem.

We use a phase space analysis to give some classification results for rotational hypersurfaces in Rn+1\mathbb{R}^{n+1} whose mean curvature is given as a prescribed function of its Gauss map. For the case where the prescribed function is an even function in Sn\mathbb{S}^n, we show that a Delaunay-type classification hold…

2019-02-25abs ↗pdf ↗

When fitting Bayesian machine learning models on scarce data, the main challenge is to obtain suitable prior knowledge and encode it into the model. Recent advances in meta-learning offer powerful methods for extracting such prior knowledge from data acquired in related tasks. When it comes to meta-learning in Gaussian…

2019-01-23abs ↗pdf ↗

The paper classifies shapes of translating solitons for a specific flow.

problem Understanding the shapes of translating solitons in a specific flow.
method Analyzing functions on a unit sphere and solving an ODE.
result Classification of the shapes of translating solitons.

K-Means and RBF networks are shown to be equivalent under certain conditions.

problem Discrete clustering vs. continuous optimization in machine learning.
method Established variational and gradient-based equivalence between K-Means and RBF networks.
result Gradient-based updates of RBF centers recover K-Means centroid update rule.

Study uses actor-critic method for continuous-time mean-field control with entropy regularisation.

problem Continuous-time mean-field control in reinforcement learning.
method Actor-critic approach with entropy regularisation, value function alternation, and Wasserstein space parametrisation.
result Derives exact parametrisation of actor and critic functions in linear-quadratic mean-field framework.

Study shows uniform-time chaos propagation in mean field Langevin dynamics.

problem Understanding the convergence of marginal distributions in mean field dynamics.
method Assumed functional convexity of energy, used LpL^p-convergence and Wasserstein metrics.
result Uniform-in-time propagation of chaos proved in both L2L^2-Wasserstein and relative entropy.

New method optimizes portfolio weights as functions, outperforming traditional approaches.

problem Optimizing portfolio weights in mean-variance models.
method Functional optimization approach, treating weights as functions of past values.
result Gradient-ascent algorithms can solve functional optimization problems for mean-variance portfolio management.

In this paper, we study how the mean shift algorithm can be used to denoise a dataset. We introduce a new framework to analyze the mean shift algorithm as a denoising approach by viewing the algorithm as an operator on a distribution function. We investigate how the mean shift algorithm changes the distribution and sho…

2016-10-13abs ↗pdf ↗

Study of metrics on positive-definite matrices from power potential, linking to power means.

problem Understanding metrics on positive-definite matrices derived from power potential.
method Explicit expressions for geodesics and distance function derived from Hessian of power potential.
result Geodesics and distance function converge to weighted matrix geometric mean as β tends to zero.

The study examines continuous mean curvature functions on manifolds without conjugate points.

problem Understanding properties of manifolds with specific curvature functions.
method Analyzing simply connected Riemannian manifolds with continuous horospherical mean curvature functions.
result Compact rank one manifolds without conjugate points are locally symmetric spaces of negative curvature.

This paper gives a new proof that maximal, globally hyperbolic, flat spacetimes of dimension n3n\geq 3 with compact Cauchy hypersurfaces are globally foliated by Cauchy hypersurfaces of constant mean curvature, and that such spacetimes admit a globally defined constant mean curvature time function precisely when they a…

2006-04-22abs ↗pdf ↗

Conditional kernel mean embeddings form an attractive nonparametric framework for representing conditional means of functions, describing the observation processes for many complex models. However, the recovery of the original underlying function of interest whose conditional mean was observed is a challenging inferenc…

2019-06-01abs ↗pdf ↗

The paper explores rigidity of hypersurfaces with constant shifted curvature functions in hyperbolic space.

problem Rigidity of hypersurfaces with constant shifted curvature functions in hyperbolic space.
method Characterizations and rigidity investigations for hypersurfaces with constant weighted shifted mean curvatures or ratios.
result Rigidity results for hypersurfaces with constant linear combinations of weighted shifted mean curvatures and radially symmetric shifted mean curvatures.

NP-PROV separates mean and variance spaces to improve function uncertainty.

problem Neural Processes fail on out-of-domain tasks due to shared latent space uncertainty.
method Separates mean and variance into function-value-related and position-related latent spaces.
result NP-PROV achieves state-of-the-art likelihood with bounded variance in drifts.

New tests for binary classification regression functions without distribution assumptions.

problem Testing regression functions in binary classification without distributional assumptions.
method Conditional kernel mean embeddings and resampling-based framework.
result Distribution-free hypothesis tests with exact type I error control.

Study expands classical harmonic function results to Riemannian manifolds.

problem Classical harmonic function properties in domains of Riemannian manifolds.
method Generalized classical results to Riemannian manifolds, including pinched negative curvature.
result Generalized results for Riemannian manifolds, including pinched negative curvature.