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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.

168,695 papers · 148 categories

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87174260347 · Jun 202019922001200920172026
48 results for measure preserving

The study shows finite measure-preserving isometry groups for certain metric measure spaces.

problem Understanding the structure of isometry groups in metric measure spaces.
method Analyzing synthetic negative Ricci curvature and Bakry-Émery Ricci curvature.
result The measure-preserving isometry group is finite for compact metric measure spaces with specific curvature conditions.

Unified theory of measure-preserving diffusions on manifolds.

problem Deriving a complete recipe for measure-preserving diffusions on manifolds.
method Developed a geometric theory that unifies and generalizes previous constructions, relying on intrinsic geometry of the target measure.
result The completeness result is a direct consequence of manifold topology and target measure geometry.

Study shows infinite-dimensional third bounded cohomology for non-orientable surfaces.

problem Understanding the third bounded cohomology of non-orientable surfaces.
method Analyzing measure-preserving homeomorphisms of non-orientable surfaces.
result Third bounded cohomology is infinite-dimensional.

Compact embeddings for invariant functions in metric-measure spaces.

problem Embedding functions with symmetry in metric-measure spaces.
method Analyzing HH-invariant functions in compact metric-measure spaces, extending to Riemannian manifolds.
result Obtained compact Sobolev embeddings for critical exponents.

The paper studies curvature measures and volume-preserving flows on convex bodies.

problem Characterizing and understanding convex bodies through anisotropic curvature measures.
method Developed anisotropic curvature measures, used Minkowski formulas and Heintze-Karcher inequalities, and analyzed volume-preserving flows.
result Characterized Wulff shapes via anisotropic curvature measures and proved convergence of volume-preserving flows.

Extends Lipschitz functions while preserving local constants.

problem Extending Lipschitz functions on metric spaces while maintaining local constants.
method Extends Lipschitz functions on metric spaces while locally preserving the asymptotic Lipschitz constant.
result Sobolev spaces on metric measure spaces are invariant under isomorphism of mm-structures.

We prove two rigidity results for automorphism groups of the spaces ML(S) of measured laminations on a closed hyperbolic surface S and PML(S) of projective measured laminations on this surface. The results concern the homeomorphisms of ML(S) that preserve the geometric intersection between laminations and the homeomorp…

2018-04-27abs ↗pdf ↗

This work preserves linear invariants in ensemble filters for non-Gaussian data assimilation.

problem Maintaining critical invariants like mass, stoichiometric balance, and charge in non-Gaussian data assimilation.
method Introducing a novel class of nonlinear ensemble filters using measure transport theory.
result Recovery of a constrained Kalman filter for Gaussian settings and combination with regularization techniques.

We study combinations of risk measures under no restrictive assumption on the set of alternatives. We develop and discuss results regarding the preservation of properties and acceptance sets for the combinations of risk measures. One of the main results is the representation of resulting risk measures from the properti…

2018-07-05abs ↗pdf ↗

An algorithm preserves topological features in dimensionality reduction.

problem Preserving topological features in dimensionality reduction.
method Simulated annealing for finding a linear projection preserving persistent homology.
result Measures of topological equivalence between filtrations.

Derives stochastic and dissipative dynamics preserving Gibbs measure.

problem Understanding and deriving structure-preserving stochastic systems.
method Extension of Hamilton-Pontryagin principle, symmetry reduction, and inclusion of dissipation.
result New derivation of double-bracket dissipation.

Characterizes measures preserving compound mixed renewal process properties.

problem Preserving compound mixed renewal process properties under different probability measures.
method Characterization of progressively equivalent probability measures.
result Any compound mixed renewal process can be converted into a compound mixed Poisson process through a change of measures.

The paper introduces new volume measures and volume comparison inequalities for Lorentzian spaces.

problem Volume comparison in Lorentzian pre-length spaces.
method Introducing modified timelike Hausdorff measures and establishing volume comparison inequalities using timelike Lipschitz maps.
result Coincidence of modified and original volume measures on smooth spacetimes and some pre-length spaces.

We characterize when a convex risk measure associated to a law-invariant acceptance set in LL^\infty can be extended to LpL^p, 1p<1\leq p<\infty, preserving finiteness and continuity. This problem is strongly connected to the statistical robustness of the corresponding risk measures. Special attention is paid to concre…

2014-01-14abs ↗pdf ↗

Transformers preserve support and can approximate any continuous map.

problem Understanding the mathematical properties of transformers.
method Characterizing maps between measures that can be represented as transformers and proving their properties.
result Transformers preserve support and have uniformly continuous Fréchet derivatives.

Study curvatures of diffeomorphisms on non-orientable surfaces.

problem Computing curvatures of measure-preserving diffeomorphisms on non-orientable surfaces.
method Extending Arnold and Lukatskii's approach, computing curvatures and asymptotics.
result Computed curvatures and asymptotics for the Klein bottle and real projective plane.

Suppose M is a noncompact connected 2-manifold and m is a good Radon measure of M with m(partial M) = 0. Let H(M)_0 denote the identity component of the group of homeomorphisms of M equipped with the compact-open topology and let H(M; m)_0 denote the identity component of the subgroup consisting of m-preserving homeomo…

2005-07-16abs ↗pdf ↗

We study several problems concerning conformal transformation on metric measure spaces, including the Sobolev space, the differential structure and the curvature-dimension condition under conformal transformations. This is the first result about preservation of lower curvature bounds under perturbation, which is new ev…

2015-11-10abs ↗pdf ↗

Paper improves privacy-preserving measurement of advertising incrementality.

problem Privacy degradation in randomized lift tests for advertising measurement.
method Formulates a robust causal decision problem under signal losses, projecting clean worlds onto incrementality.
result Sharp decision frontier shows valid certification or rejection outside the frontier.

We define a notion of a measured length space X having nonnegative N-Ricci curvature, for N finite, or having infinity-Ricci curvature bounded below by K, for K a real number. The definitions are in terms of the displacement convexity of certain functions on the associated Wasserstein space P_2(X) of probability measur…

2004-12-07abs ↗pdf ↗

We relate the existence of many infinite geodesics on Alexandrov spaces to a statement about the average growth of volumes of balls. We deduce that the geodesic flow exists and preserves the Liouville measure in several important cases. The developed analytic tool has close ties to integral geometry.

2017-05-12abs ↗pdf ↗

Normal-bundle bootstrap generates new data preserving geometric structure.

problem Probabilistic models often exhibit salient geometric structure.
method NBB method decomposes probability measure into manifold and normal spaces, estimates manifold as density ridge, and generates new data by bootstrapping projection vectors.
result NBB generates new data that preserves the geometric structure of a given data set.

The paper uses EVT to improve tail risk measures under ambiguity sets.

problem Misspecification of tail risk measures leads to inflated risk estimates.
method Applies Extreme Value Theory to derive worst-case tail risk under ambiguity sets.
result Proposes a tail-calibrated ambiguity design that preserves nominal tail asymptotic scaling.

Proposes an accuracy-preserving calibration method for DNNs.

problem Calibration of deep neural networks (DNNs) to measure prediction reliability.
method Uses Concrete distribution on the probability simplex to calibrate DNNs without accuracy loss.
result The proposed method outperforms previous methods in accuracy-preserving calibration tasks.

Constructs a support-preserving homotopy for differential forms with boundary decay estimates.

problem Non-uniqueness of chain homotopies in de Rham complexes with boundary decay properties.
method Constructs a specific chain homotopy with desirable support propagation and boundary decay estimates.
result Obtains a support-preserving right inverse of the divergence operator with optimal decay estimates.

Study graph products of groups, classifying them up to measure equivalence and rigidity.

problem Classifying graph products of groups up to measure equivalence and rigidity.
method Measure-theoretic and structural properties of von Neumann algebras, rigidity theorems.
result Quantified measure equivalence classification and rigidity theorems for graph products.

We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates on the survival function of the sum. The second, simultaneously applies the distortion on the survival function of the su…

2011-06-14abs ↗pdf ↗

The Bakry-Emery tensor gives an analog of the Ricci tensor for a Riemannian manifold with a smooth measure. We show that some of the topological consequences of having a positive or nonnegative Ricci tensor are also valid for the Bakry-Emery tensor. We show that the Bakry-Emery tensor is nondecreasing under a Riemannia…

2002-11-04abs ↗pdf ↗

Let G be a group acting on the plane by orientation-preserving homeomorphisms. We show that if for some k>0 there is a ball of radius r > k/\sqrt{3} such that each point x in the ball satisfies |gx -hx| < k for all g, h in G, and the action of G satisfies a nonwandering hypothesis, then the action has a global fixed po…

2011-03-25abs ↗pdf ↗

We consider the relation between simplicial volume and two of its variants: the stable integral simplicial volume and the integral foliated simplicial volume. The definition of the latter depends on a choice of a measure preserving action of the fundamental group on a probability space. We show that integral foliated s…

2015-06-18abs ↗pdf ↗

A new measure of causal influence quantifies intrinsic contributions in DAGs.

problem Quantifying intrinsic causal contributions in Directed Acyclic Graphs (DAGs).
method Recursive decomposition of node contributions, structure-preserving interventions, Shapley symmetrization.
result A measure of intrinsic causal contribution that is invariant to node relabeling.