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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.

168,878 papers · 148 categories

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8.3%16.7%25.0%33.3% · Jan 199319922001200920172026
48 results for mean splitting

New random forest criteria improve splitting for non-location structured data.

problem Improving random forest splitting for non-location structured data.
method Implement and compare various distributional splitting criteria inside a single honest-forest implementation.
result Distributional splitting criteria, especially sliced-Wasserstein, improve performance on multivariate responses.

The paper proves a theorem about splitting manifolds with specific curvature properties.

problem Understanding the structure of manifolds with nonnegative Ricci curvature and mean-convex boundaries.
method Proving a splitting theorem for manifolds with spectral nonnegative Ricci curvature and mean-convex boundary.
result The manifold is either isometric to a closed manifold with nonnegative Ricci curvature or has no interior ends.

The study proves splitting theorems for manifolds with specific curvature and boundary conditions.

problem Proving splitting theorems for manifolds with specific curvature and boundary conditions.
method Warped product splitting theorem in manifolds with Ricci curvature bounded from below, requiring parabolic and convex boundary.
result Established splitting results for various manifolds with specific curvature and boundary conditions.

The Bakry-Émery-Ricci tensor is extended and comparison theorems are proven.

problem Extending the Bakry-Émery-Ricci tensor and proving comparison theorems.
method Generalizations of the drifted Laplacian and Bakry-Émery-Ricci tensor, mean curvature comparison theorem, Myers-type theorem, Cheeger-Gromoll splitting theorem.
result Proved a version of the mean curvature comparison theorem and its consequences.

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.

2002-05-22abs ↗pdf ↗

Adds examples to Goeritz groups for a specific type of 3-manifold splitting.

problem Characterizing Goeritz groups for a particular class of 3-manifolds.
method Analyzes Heegaard splittings of genus two Seifert manifolds with specific properties.
result Identifies new examples of Goeritz groups for the specified 3-manifolds.

A new type of distributional regression tree uses soft split rules for better predictive performance.

problem Estimating complete conditional distributions in regression.
method Distributional adaptive soft regression trees using multivariate soft split rules.
result The method outperforms various benchmark methods, especially in complex non-linear interactions.

Study of splitting maps in Type I Ricci flows for understanding singular set structure.

problem Understanding the structure of the singular set in non-collapsed Ricci limit spaces.
method Construction and investigation of almost splitting maps on Ricci flows that are almost self-similar.
result Sharp splitting maps remain splitting maps at smaller scales under certain conditions.

The paper studies weak singular Hermite-Einstein structures on homogeneous vector bundles.

problem Existence of weak singular Hermite-Einstein structures on homogeneous holomorphic vector bundles.
method Using Cartan's highest weight theory, the paper establishes an algebraic criterion for topological splitting and decouples the prescribed mean curvature equation.
result A sufficient algebraic condition for realizing an L2L^{2}-function as the mean curvature of a singular Hermitian structure on an irreducible homogeneous bundle.

Novel methods for splitting Gaussian mixtures improve uncertainty propagation in nonlinear systems.

problem Improving accuracy and efficiency in nonlinear uncertainty propagation.
method Preserving mean and covariance, novel heuristics for selecting splitting direction informed by initial uncertainty and nonlinear function properties.
result Improved accuracy and efficiency in uncertainty propagation compared to existing techniques.

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…

2016-09-16abs ↗pdf ↗

We prove that an infinitesimally Hilbertian CD(0,N) space containing a line splits as the product of RR and an infinitesimally Hilbertian CD(0,N-1) space. By `infinitesimally Hilbertian' we mean that the Sobolev space W1,2(X,d,m)W^{1,2}(X,d,m), which in general is a Banach space, is an Hilbert space. When coupled with a curvat…

2013-02-22abs ↗pdf ↗

Combining Bayesian deep learning and split conformal prediction affects out-of-distribution coverage.

problem Improving out-of-distribution coverage in multiclass image classification.
method Combining Bayesian deep learning with split conformal prediction methods.
result Combining methods can reduce out-of-distribution coverage in some cases.

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…

2009-08-08abs ↗pdf ↗

The paper proposes a method for constructing confidence sets that adapt to the cardinality of the smallest component of a mean vector.

problem Forming confidence sets for the smallest component of an unknown mean vector.
method Sample splitting and self-normalization approach to test each component for being the smallest, maintaining validity regardless of dd and nn.
result The proposed tests achieve the local minimax separation rate and robust to heavy-tailed distributions.

Causal trees struggle with accuracy in estimating treatment effects.

problem Estimating heterogeneous causal treatment effects using recursive decision trees.
method Adaptive recursive partitioning with and without sample splitting.
result Causal tree estimators can have uniform-norm errors decreasing more slowly than any power of the sample size.

A new MMD-based test combines kernels for two-sample testing without splitting data.

problem Efficiently testing if two datasets come from the same distribution without splitting data.
method Proposes a novel statistic based on Maximum Mean Discrepancy (MMD) that combines kernels, proving concentration bounds and showing data-dependent kernel selection.
result Exponential concentration bounds and improved test power compared to existing methods.

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 …

2018-09-08abs ↗pdf ↗

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…

2016-06-16abs ↗pdf ↗

Develops a new representation for constant mean curvature surfaces in hyperbolic 3-space.

problem Finding conformal immersions of constant mean curvature in hyperbolic 3-space.
method Uses a Weierstrass-Kenmotsu type representation based on the Hermitian model, balanced spectral deformation, and Iwasawa splitting of $\SL$.
result Establishes an explicit correspondence with Aiyama and Akutagawa's representation and interprets the construction in terms of Kokubu's adjusted normal Gauss map.

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…

2018-11-27abs ↗pdf ↗

This paper explains CART random forests using stochastic control theory.

problem Understanding the inner workings of CART random forests.
method Developed a stochastic-control perspective on CART random forests, interpreting feature subsampling as a random feasible action set and the split rule as a policy.
result Established that the CART policy is locally stabilizing but globally suboptimal for the forest objective.

New theorem on 3-manifolds with curvature and convex boundary.

problem Understanding 3-manifolds with specific curvature and boundary properties.
method Analyzes properties of Riemannian 3-manifolds with nonnegative scalar curvature and mean-convex boundary.
result Shows flatness of certain 3-manifolds containing specific geometric objects.

We introduce a new construction, the isotropy groupoid, to organize the orbit data for split ΓΓ-spaces. We show that equivariant principal GG-bundles over split ΓΓ-CW complexes XX can be effectively classified by means of representations of their isotropy groupoids. For instance, if the quotient complex $A=Γ\backsl…

2007-04-20abs ↗pdf ↗

Data thinning splits observations into independent parts for convolution-closed distributions.

problem Validation of unsupervised learning results in settings with limited data.
method Data thinning, splitting observations into independent parts following the same distribution.
result Data thinning provides an attractive alternative to cross-validation in settings with limited sample splitting.

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…

2013-02-13abs ↗pdf ↗

The paper uses deep neural networks to estimate and infer ATE without needing to know the dimension of the data.

problem Estimating and inferring the average treatment effect (ATE) in complex data settings.
method The paper uses deep neural networks to estimate the mean regression function and then calculates the ATE. It establishes consistency and asymptotic normality of the estimators.
result The deep neural network estimates of ATE are consistent and asymptotically normal, providing dimension-free rates.

The paper introduces a method to control false splits in tree-based data aggregation.

problem Identifying the correct subgroups to treat as a single entity in tree-based data.
method Introduces the 'false split rate' and proposes a multiple hypothesis testing algorithm for tree-based aggregation.
result The proposed algorithm controls the false split rate, demonstrating its effectiveness on stock volatility and taxi fare data.

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…

2019-02-23abs ↗pdf ↗

Clustering is a fundamental problem in many scientific applications. Standard methods such as kk-means, Gaussian mixture models, and hierarchical clustering, however, are beset by local minima, which are sometimes drastically suboptimal. Recently introduced convex relaxations of kk-means and hierarchical clustering s…

2013-04-01abs ↗pdf ↗

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…

2018-11-05abs ↗pdf ↗