New random forest criteria improve splitting for non-location structured data.
arXiv research
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The paper proves a theorem about splitting manifolds with specific curvature properties.
The study proves splitting theorems for manifolds with specific curvature and boundary conditions.
A new method for kernel tests without data splitting increases power.
Finding the optimal -means clustering is NP-hard in general and many heuristics have been designed for minimizing monotonically the -means objective. We first show how to extend Lloyd's batched relocation heuristic and Hartigan's single-point relocation heuristic to take into account empty-cluster and single-poin…
Minimal splitting factors help study scalar curvature constraints.
The Bakry-Émery-Ricci tensor is extended and comparison theorems are proven.
Study of foliations on symmetric spaces and mean curvature flow results.
One of the important theorems in homotopy theory is the Hilton splitting. In this paper we will construct all the Hilton homomorphisms by geometrical means and prove a family of sharper symmetry relations of linking coefficients which desuspend and generalize the relations of Kervaire, Haefliger and Steer.
We generalize the splitting theorem of Cai-Galloway for complete Riemannian manifolds with $\Ric\geq-(n-1)$ admitting a family of compact hypersurfaces tending to infinity with mean curvatures tending to sufficiently fast to the setting of smooth metric measure spaces. This result complements and provides a new p…
Adds examples to Goeritz groups for a specific type of 3-manifold splitting.
A new type of distributional regression tree uses soft split rules for better predictive performance.
Study of splitting maps in Type I Ricci flows for understanding singular set structure.
The paper studies weak singular Hermite-Einstein structures on homogeneous vector bundles.
The study finds larger gaps in mean curvature for biharmonic submanifolds in spheres.
Using the implicit function theorem, we prove existence of solutions of the so-called conformally covariant split system on compact 3-dimensional Riemannian manifolds. They give rise to non-Constant Mean Curvature (non-CMC) vacuum initial data for the Einstein equations. We investigate the conformally covariant split s…
Novel methods for splitting Gaussian mixtures improve uncertainty propagation in nonlinear systems.
Transformations between different analytic descriptions of constant mean curvature (CMC) surfaces are established. In particular, it is demonstrated that the system \[ \begin{split} &\partial ψ_{1} = (|ψ_{1}|^{2} + |ψ_{2}|^{2}) ψ_{2} \\ &\bar{\partial} ψ_{2} =- (|ψ_{1}|^{2} + |ψ_{2}|^{2}) ψ_{1} \end{split} \] descripti…
This paper looks at the splitting problem for globally hyperbolic spacetimes with timelike Ricci curvature bounded below containing a (spacelike, acausal, future causally complete) hypersurface with mean curvature bounded from above. For such spacetimes we show a splitting theorem under the assumption of either the exi…
We prove that an infinitesimally Hilbertian CD(0,N) space containing a line splits as the product of and an infinitesimally Hilbertian CD(0,N-1) space. By `infinitesimally Hilbertian' we mean that the Sobolev space , which in general is a Banach space, is an Hilbert space. When coupled with a curvat…
Combining Bayesian deep learning and split conformal prediction affects out-of-distribution coverage.
It is well known that the out-of-sample performance of Markowitz's mean-variance portfolio criterion can be negatively affected by estimation errors in the mean and covariance. In this paper we address the problem by regularizing the mean-variance objective function with a weighted elastic net penalty. We show that the…
It is well known that the category of real Lie supergroups is equivalent to the category of the so-called (real) Harish-Chandra pairs. That means that a Lie supergroup depends only on the underlying Lie group and its Lie superalgebra with certain compatibility conditions. More precisely, the structure sheaf of a Lie su…
Paper introduces a medoid-based approach for efficient Fréchet regression.
The paper proposes a method for constructing confidence sets that adapt to the cardinality of the smallest component of a mean vector.
Optimally estimates a functional using nuisance function tuning and sample splitting.
Causal trees struggle with accuracy in estimating treatment effects.
A new MMD-based test combines kernels for two-sample testing without splitting data.
A system of nested dichotomies is a method of decomposing a multi-class problem into a collection of binary problems. Such a system recursively applies binary splits to divide the set of classes into two subsets, and trains a binary classifier for each split. Many methods have been proposed to perform this split, each …
Regression trees are becoming increasingly popular as omnibus predicting tools and as the basis of numerous modern statistical learning ensembles. Part of their popularity is their ability to create a regression prediction without ever specifying a structure for the mean model. However, the method implicitly assumes ho…
CDF uses centroids to split features for high-dimensional classification.
Develops a new representation for constant mean curvature surfaces in hyperbolic 3-space.
We study some properties of mean curvature flow solitons in general Riemannian manifolds and in warped products, with emphasis on constant curvature and Schwarzschild type spaces. We focus on splitting and rigidity results under various geometric conditions, ranging from the stability of the soliton to the fact that th…
This paper explains CART random forests using stochastic control theory.
New theorem on 3-manifolds with curvature and convex boundary.
The study extends curvature bounds to non-smooth spaces and proves stability of mean curvature.
We introduce a new construction, the isotropy groupoid, to organize the orbit data for split -spaces. We show that equivariant principal -bundles over split -CW complexes can be effectively classified by means of representations of their isotropy groupoids. For instance, if the quotient complex $A=Γ\backsl…
Data thinning splits observations into independent parts for convolution-closed distributions.
As first noted in Korevaar, Kusner and Solomon ("KKS"), constant mean curvature implies a homological conservation law for hypersurfaces in ambient spaces with Killing fields.In Theorem 3.5 here, we generalize that law by relaxing the topological restrictions assumed in [KKS] and by allowing a weighted mean curvature f…
The paper uses deep neural networks to estimate and infer ATE without needing to know the dimension of the data.
Method predicts RMST from censored data using pseudo-observations and super learner.
The paper introduces a method to control false splits in tree-based data aggregation.
In this paper, we review results on the existence (and nonexistence) of constant mean curvature spacelike hypersurfaces in the cosmological setting, and discuss the connection to the spacetime splittng problem. It is a pleasure to dedicate this paper to Robert Bartnik, who has made fundamental contributions to this are…
The paper classifies capillary graphs on manifolds with Ricci lower bounds.
Survey on rigidity results for graphs with prescribed mean curvature.
We prove a local splitting theorem for three-manifolds with mean convex boundary and scalar curvature bounded from below that contain certain locally area-minimizing free boundary surfaces. Our methods are based on those of Micallef and Moraru. We use this local result to establish a global rigidity theorem for area-mi…
Clustering is a fundamental problem in many scientific applications. Standard methods such as -means, Gaussian mixture models, and hierarchical clustering, however, are beset by local minima, which are sometimes drastically suboptimal. Recently introduced convex relaxations of -means and hierarchical clustering s…
We present a detailed analysis and implementation of a splitting strategy to identify simultaneously the local-volatility surface and the jump-size distribution from quoted European prices. The underlying model consists of a jump-diffusion driven asset with time and price dependent volatility. Our approach uses a forwa…