Survey of recent measures of association, including a new coefficient.
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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.
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When response variables are nominal and populations are cross-classified with respect to multiple polytomies, questions often arise about the degree of association of the responses with explanatory variables. When populations are known, we introduce a nominal association vector and matrix to evaluate the dependence of …
Discovering associations is of central importance in scientific practices. Currently, most researches consider only linear association measured by correlation coefficient, which has its theoretical limitations. In this paper, we propose a new method for discovering association with copula entropy -- a universal applica…
Interestingness measures provide information that can be used to prune or select association rules. A given value of an interestingness measure is often interpreted relative to the overall range of the values that the interestingness measure can take. However, properties of individual association rules restrict the val…
Mining association rules is an important technique for discovering meaningful patterns in transaction databases. Many different measures of interestingness have been proposed for association rules. However, these measures fail to take the probabilistic properties of the mined data into account. In this paper, we start …
This paper shows how to calculate risk measures for sums of two counter-monotonic risks.
This paper introduces a new systemic risk measure, JMES, and its associated contribution measures.
Prove a global shadow lemma for Patterson-Sullivan measures associated with relatively Morse subgroups in higher-rank semisimple Lie groups.
Develops Patterson-Sullivan theory for coarse cocycles.
This paper fills in local bounds for Spearman's footrule and Gini's gamma measures of association.
In this paper we investigate two variants of association rules for preference data, Label Ranking Association Rules and Pairwise Association Rules. Label Ranking Association Rules (LRAR) are the equivalent of Class Association Rules (CAR) for the Label Ranking task. In CAR, the consequent is a single class, to which th…
Develops measures for non-Borel Anosov groups on Furstenberg boundary.
DEDACT breaks down feature importance into direct and associative components.
The framework of this paper is that of risk measuring under uncertainty, which is when no reference probability measure is given. To every regular convex risk measure on , we associate a unique equivalence class of probability measures on Borel sets, characterizing the riskless non positive elements of $…
Toeplitz operators linked to submultiplicative filtrations and weighted Bergman kernels.
We consider the family of harmonic measures on a lamination of a compact space by locally symmetric spaces of noncompact type, i.e. . We establish a natural bijection between these measures and the measures on an associated lamination foliated by -orbits, $\hat{\mathc…
Let Gamma be a non-elementary Kleinian group acting on the closed n-dimensional unit ball and assume that its Poincare series converges at the exponent alpha. Let M_Gamma be the Gamma-quotient of the open unit ball. We consider certain families E = {E_1,...,E_p} of open subsets of M_Gamma such that M_Gamma minus the un…
Study on convergence of Narasimhan-Simha measures on degenerating families of Riemann surfaces.
Develops thermodynamic formalism for quasimorphisms on negatively curved spaces.
We consider dynamic risk measures induced by Backward Stochastic Differential Equations (BSDEs) in enlargement of filtration setting. On a fixed probability space, we are given a standard Brownian motion and a pair of random variables , with , that enlarge the re…
Proposes AAA for efficient association estimation with confounders.
We show that for every compact domain in a Euclidean space with d.c. (delta-convex) boundary there exists a unique Legendrian cycle such that the associated curvature measures fulfil a local version of the Gauss-Bonnet formula. This was known in dimensions two and three and was open in higher dimensions. In fact, we sh…
The study constructs universal invariants for non-Archimedean metrics on projective varieties.
Anosov groups limit sets are Ahlfors regular, with applications in Teichmüller spaces.
The Long Short-Term Memory (LSTM) neural network based data association algorithm named as DeepDA for multi-target tracking in clutters is proposed to deal with the NP-hard combinatorial optimization problem in this paper. Different from the classical data association methods involving complex models and accurate prior…
Study gradient flow of phase transitions with fixed contact angle.
New proof of energy functional monotonicity via geodesics in measure space.
We characterize when a convex risk measure associated to a law-invariant acceptance set in can be extended to , , preserving finiteness and continuity. This problem is strongly connected to the statistical robustness of the corresponding risk measures. Special attention is paid to concre…
The Bergman measure converges to the Zhang measure on a hybrid space.
Transformers recall from long distributions with statistical guarantees.
Multi-period measures of risk account for the path that the value of an investment portfolio takes. In the context of probabilistic risk measures, the focus has traditionally been on the magnitude of investment loss and not on the dimension associated with the passage of time. In this paper, the concept of temporal pat…
A meticulous assessment of the risk of impacts associated with extreme wind events is of great necessity for populations, civil authorities as well as the insurance industry. Using the concept of spatial risk measure and related set of axioms introduced by Koch (2017, 2019), we quantify the risk of losses due to extrem…
GFA model uncovers brain-behavior associations in incomplete data sets.
A new associative memory uses Sinkhorn divergence for efficient pattern retrieval.
Community recovery is a central problem that arises in a wide variety of applications such as network clustering, motion segmentation, face clustering and protein complex detection. The objective of the problem is to cluster data points into distinct communities based on a set of measurements, each of which is associat…
Paper introduces length measures for curves and convex shapes, proving isoperimetric and distance properties.
New measure assesses predictive dependence between continuous variables, capturing non-functional relationships.
Polynomial Duistermaat-Heckman measure on symplectic groupoid quotients.
We associate certain probability measures on to geodesics in the space $\H_L$ of positively curved metrics on a line bundle , and to geodesics in the finite dimensional symmetric space of hermitian norms on . We prove that the measures associated to the finite dimensional spaces converge weakly to t…
Consider a complex analytic manifold and a coherent Lie subalgebra $\shi$ of the Lie algebra of complex vector fields on . By using a natural $\shd_X$-module $\shm_\shi$ naturally associated to $\shi$ and the ring (in the derived sense) $\rhom[\shd_X](\shm_\shi,\shm_\shi)$, we associate integers which measure th…
Volume of unit balls defined by quadratic differentials is not proper and has integrable volume.
JigSaw discovers high-order interactions from random forests.
Multiplicative constants are a fundamental tool in the study of maximal representations. In this paper we show how to extend such notion, and the associated framework, to measurable cocycles theory. As an application of this approach, we define and study the Cartan invariant for measurable -cocycles o…
We apply the integral formula of volumes to the family of graded linear series constructed from any test configuration. This solves the conjecture raised by Witt--Nyström so that the sequence of spectral measures for the induced -action on the central fiber converges to the canonical Duistermatt--Heckman …
In this article, associated with each lattice the concept of a harmonic-counting measure on a sphere is introduced and it is applied to determine the asymptotic behavior of the eigenfunctions of the Laplace-Beltrami operator on a lens space. In fact, the asymptotic behavior of …
Given a measured lamination on a finite area hyperbolic surface we consider a natural measure Mon the real line obtained by taking the push-forward of the volume measure of the unit tangent bundle of the surface under an intersection function associated with the lamination. We show that the measure M gives summation id…
This paper constructs a Hodge theory of noncompact topologically tame manifolds . The main result is an isomorphism between the de Rham cohomology with compact supports of and the kernel of the Hodge--Witten--Bismut Laplacian $\lap_μ$ associated to a measure which has sufficiently rapid growth at infinity o…
This paper evaluates forecast quality in electricity markets beyond traditional accuracy measures.