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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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51102152203 · Jun 202019922001200920172026
48 results for measure-theoretic probability

Develops a measure-theoretic framework for complex co-occurrence data.

problem Modeling and interpreting complex co-occurrences in high-dimensional data.
method Introduces measure-theoretic probability and conditional probability, investigates E-integrals.
result Establishes a rigorous measure-theoretic foundation for co-occurrence modeling.

We present a formal proof in Lean of probably approximately correct (PAC) learnability of the concept class of decision stumps. This classic result in machine learning theory derives a bound on error probabilities for a simple type of classifier. Though such a proof appears simple on paper, analytic and measure-theoret…

2019-11-01abs ↗pdf ↗

New approach to nonuniform learnability using measure theory.

problem Nonuniform learnability of hypotheses with varying sample sizes.
method Measure theoretic approach to redefine nonuniform learnability, introducing a new algorithm (Generalize Measure Learnability).
result Achieved statistical consistency in learning countable hypothesis classes.

Transformers recall from long distributions with statistical guarantees.

problem Designing Transformers that can recall from arbitrarily long, distributional contexts.
method Recast associative memory as probability measures, decomposing the task into recall and prediction.
result A shallow measure-theoretic Transformer learns the recall-and-predict map under spectral assumptions.

Forré introduces a new conditional independence notion for mixed variables.

problem Unified framework for random and non-stochastic variables.
method Unified framework of transitional conditional independence and causal calculus for iDMGs.
result Unified framework connects conditional independencies to graphical separation criteria.

We present an operator-free, measure-theoretic approach to the conditional mean embedding (CME) as a random variable taking values in a reproducing kernel Hilbert space. While the kernel mean embedding of unconditional distributions has been defined rigorously, the existing operator-based approach of the conditional ve…

2020-02-10abs ↗pdf ↗

Bayesian probability theory is one of the most successful frameworks to model reasoning under uncertainty. Its defining property is the interpretation of probabilities as degrees of belief in propositions about the state of the world relative to an inquiring subject. This essay examines the notion of subjectivity by dr…

2014-07-15abs ↗pdf ↗

We extend rectified flow to infinite-dimensional Hilbert space.

problem Extending rectified flow to infinite-dimensional spaces.
method Established a rigorous functional formulation using the superposition principle for continuity equations.
result Demonstrated superior performance compared to existing models.

HED Score improves temporal evaluation of detection accuracy.

problem Temporal agnosticism in existing evaluation frameworks for non-stationary processes.
method Measure-theoretic HED Score integrating exponentially decaying kernel over posterior probability stream.
result HED Score achieves 388.8% improvement over ROC/AUC on NSL-KDD benchmark.

This paper is devoted to a geometric-measure-theoretic study of the brand new affine BV-capacity which is essentially different from the classic BV-capacity in dimension greater than one.

2015-10-27abs ↗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.

We study geometric and topological properties of locally compact, geodesically complete spaces with an upper curvature bound. We control the size of singular subsets, discuss homotopical and measure-theoretic stratifications and regularity of the metric structure on a large part.

2018-04-14abs ↗pdf ↗

We survey recent results related to the concentration of eigenfunctions. We also prove some new results concerning ball-concentration, as well as showing that eigenfunctions saturating lower bounds for L1L^1-norms must also, in a measure theoretical sense, have extreme concentration near a geodesic.

2015-10-26abs ↗pdf ↗

Over the last decade there has been increasing concern about the biases embodied in traditional evaluation methods for Natural Language Processing/Learning, particularly methods borrowed from Information Retrieval. Without knowledge of the Bias and Prevalence of the contingency being tested, or equivalently the expecta…

2015-04-03abs ↗pdf ↗

We prove that if (X,d,m)(X,\mathsf d,\mathfrak m) is an essentially non-branching metric measure space with m(X)=1\mathfrak m(X)=1, having Ricci curvature bounded from below by KK and dimension bounded from above by N(1,)N \in (1,\infty), understood as a synthetic condition called Measure-Contraction property, then a sharp isoper…

2018-10-26abs ↗pdf ↗

We introduce and study the space of \emph{subset currents} on the free group FNF_N. A subset current on FNF_N is a positive FNF_N-invariant locally finite Borel measure on the space CN\mathfrak C_N of all closed subsets of FN\partial F_N consisting of at least two points. While ordinary geodesic currents generalize con…

2011-05-28abs ↗pdf ↗

We study the superreplication of contingent claims under model uncertainty in discrete time. We show that optimal superreplicating strategies exist in a general measure-theoretic setting; moreover, we characterize the minimal superreplication price as the supremum over all continuous linear pricing functionals on a sui…

2013-01-15abs ↗pdf ↗

Chaos and nonlinear economic dynamics are addressed for a quantum coupled map lattice model of an artificial economy, with quantized supply and demand equilibrium conditions. The measure theoretic properties and the patterns that emerge in both the economic business volume dynamics' diagrams as well as in the quantum m…

2012-02-29abs ↗pdf ↗

We clarify measurability assumptions in the agnostic PAC learning theorem.

problem Measurability assumptions in the Fundamental Theorem of Statistical Learning.
method Measure-theoretic scrutiny of existing proofs to extract minimal assumptions.
result Sound statement and detailed proof of the Fundamental Theorem in the agnostic setting.

Optimizes classification algorithms with bounds on error rates.

problem Bounding uncertainties in classifier outputs for diagnostic testing.
method Set-theoretic and probabilistic arguments to derive uniform error bounds.
result Optimal partition minimizes the largest Gershgorin radius of the confusion matrix.

In this paper the notion of Measure Equivalence (ME) of countable groups is studied. ME was introduced by Gromov as a measure-theoretic analog of quasi-isometries. All lattices in the same locally compact group are Measure Equivalent; this is one of the motivations for this notion. The main result of this paper is ME r…

1999-11-01abs ↗pdf ↗

This paper deals with chain graphs under the classic Lauritzen-Wermuth-Frydenberg interpretation. We prove that the regular Gaussian distributions that factorize with respect to a chain graph GG with dd parameters have positive Lebesgue measure with respect to Rd\mathbb{R}^d, whereas those that factorize with respect…

2010-08-13abs ↗pdf ↗

We study the problem of learning permutation invariant representations that can capture "flexible" notions of containment. We formalize this problem via a measure theoretic definition of multisets, and obtain a theoretically-motivated learning model. We propose training this model on a novel task: predicting the size o…

2019-11-19abs ↗pdf ↗

We consider a nondominated model of a discrete-time financial market where stocks are traded dynamically, and options are available for static hedging. In a general measure-theoretic setting, we show that absence of arbitrage in a quasi-sure sense is equivalent to the existence of a suitable family of martingale measur…

2013-05-26abs ↗pdf ↗

This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from operations research and mathematical finance. The unification allows the extension …

2010-06-21abs ↗pdf ↗

Given a sample of an abstract manifold immersed in some Euclidean space, we describe a way to recover the singular homology of the original manifold. It consists in estimating its tangent bundle -- seen as subset of another Euclidean space -- in a measure theoretic point of view, and in applying measure-based filtratio…

2019-12-06abs ↗pdf ↗

The entropy of geodesic currents on hyperbolic surfaces is bounded by their self-intersection number.

problem Bounding the entropy of geodesic currents on hyperbolic surfaces.
method Established a quantitative upper bound on entropy in terms of self-intersection number and systole.
result Small self-intersection number forces small entropy.

The main result of this paper is a characterization of the minimal surface hull of a compact set KK in R3\mathbb R^3 by sequences of conformal minimal discs whose boundaries converge to KK in the measure theoretic sense, and also by 22-dimensional minimal currents which are limits of Green currents supported by conf…

2014-09-24abs ↗pdf ↗

In this paper, we prove that every conformal minimal immersion of a compact bordered Riemann surface MM into a minimally convex domain DR3D\subset \mathbb{R}^3 can be approximated, uniformly on compacts in M˚=MbM\mathring M=M\setminus bM, by proper complete conformal minimal immersions M˚D\mathring M\to D. We also obtain a …

2015-10-14abs ↗pdf ↗

We show that directed minimal cones in (n+1)-dimensional Euclidean space which have at most one singularity are - besides the trivial cases: empty set, whole space - half spaces. Using blow-up techniques, this result can be used to get C^{1,lambda}-regularity for the measure-theoretic boundary of almost minimal Cacciop…

2003-08-21abs ↗pdf ↗

In Alain Connes noncommutative geometry, the question of the existence of a non-trivial integral can be described in terms of the singular traceability of the compact operator |D|^(-d), D being the Dirac operator, namely of the existence of a finite non-trivial singular trace on the ideal generated by |D|^(-d). A condi…

1999-07-01abs ↗pdf ↗

In this article, we initiate a geometric measure theoretic approach to symplectic Hodge theory. In particular, we apply one of the central results in geometric measure theory, the Federer-Fleming deformation theorem, together with the cohomology theory of normal cur- rents on a differential manifold, to establish a fun…

2011-12-12abs ↗pdf ↗

This paper introduces a novel measure-theoretic theory for machine learning that does not require statistical assumptions. Based on this theory, a new regularization method in deep learning is derived and shown to outperform previous methods in CIFAR-10, CIFAR-100, and SVHN. Moreover, the proposed theory provides a the…

2018-02-21abs ↗pdf ↗