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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.

168,695 papers · 148 categories

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6491,2971,9462,594 · Jun 202019922001200920172026
48 results for measures of association

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 …

2011-09-12abs ↗pdf ↗

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…

2019-07-29abs ↗pdf ↗

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…

2013-08-16abs ↗pdf ↗

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 …

2008-03-06abs ↗pdf ↗

This paper shows how to calculate risk measures for sums of two counter-monotonic risks.

problem Calculating risk measures for sums of two counter-monotonic risks.
method Using a fixed distortion function and expressing the risk measure of a sum as the sum of two related measures of the marginals.
result The risk measure of a sum of two counter-monotonic risks can be expressed as the sum of two related distortion risk measures of the marginals.

This paper introduces a new systemic risk measure, JMES, and its associated contribution measures.

problem Measuring systemic risk and its contributions among entities.
method Proposes JMES and associated contribution measures, studies their properties, and compares them with existing measures.
result Established sufficient conditions for comparing JMES and other measures under different copula structures and stress levels.

Prove a global shadow lemma for Patterson-Sullivan measures associated with relatively Morse subgroups in higher-rank semisimple Lie groups.

problem Prove a global shadow lemma for Patterson-Sullivan measures associated with relatively Morse subgroups in higher-rank semisimple Lie groups.
method Prove a global shadow lemma for Patterson-Sullivan measures associated with relatively Morse subgroups in higher-rank semisimple Lie groups.
result Prove a global shadow lemma for Patterson-Sullivan measures associated with relatively Morse subgroups in higher-rank semisimple Lie groups.

This paper fills in local bounds for Spearman's footrule and Gini's gamma measures of association.

problem Local bounds for bivariate copulas with respect to Spearman's footrule and Gini's gamma measures.
method Computing quasi-copulas that are not copulas for certain values of the measures.
result Presented local bounds for Spearman's footrule and Gini's gamma measures.

Develops measures for non-Borel Anosov groups on Furstenberg boundary.

problem Measuring non-Borel Anosov groups on the Furstenberg boundary.
method Theory of Patterson--Sullivan measures, strict convexity, entropy rigidity.
result Existence, uniqueness, and ergodicity of measures on Furstenberg boundary.

DEDACT breaks down feature importance into direct and associative components.

problem Lack of clear distinction between direct and associative feature importance.
method DEDACT framework to decompose direct and associative importance measures.
result Provides insight into sources of prediction-relevant information and feature pathways.

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 Cb(Ω){\cal C}_b(Ω), we associate a unique equivalence class of probability measures on Borel sets, characterizing the riskless non positive elements of $…

2010-04-30abs ↗pdf ↗

Toeplitz operators linked to submultiplicative filtrations and weighted Bergman kernels.

problem Analyzing the asymptotics of weighted Bergman kernels for submultiplicative filtrations.
method Demonstrated that weight operator is a Toeplitz operator; analyzed asymptotics of weighted Bergman kernels.
result Local refinement of convergence of jumping measures towards geodesic ray pushforward measure.

We consider the family of harmonic measures on a lamination L\mathcal{L} of a compact space XX by locally symmetric spaces LL of noncompact type, i.e. LΓL\G/KL\simeq Γ_L\backslash G/K. We establish a natural bijection between these measures and the measures on an associated lamination foliated by GG-orbits, $\hat{\mathc…

2015-09-02abs ↗pdf ↗

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…

2004-09-29abs ↗pdf ↗

Study on convergence of Narasimhan-Simha measures on degenerating families of Riemann surfaces.

problem Analyzing the convergence of measures on degenerating families of Riemann surfaces.
method Hybrid space approach, using metrized curve complex and Hermitian pairing.
result Convergence of measures on hybrid space, extending to singular curves.

Develops thermodynamic formalism for quasimorphisms on negatively curved spaces.

problem Analyzing quasimorphisms on negatively curved spaces.
method Thermodynamic formalism framework, Banach isomorphism, weak Livšic cohomology.
result Establishes Central Limit Theorem and invariance principle for unbounded quasimorphisms.

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 (τ,ζ)(0,+)×E(τ, ζ) \in (0,+\infty) \times E, with ERmE \subset \mathbb{R}^m, that enlarge the re…

2019-04-30abs ↗pdf ↗

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…

2012-09-11abs ↗pdf ↗

The study constructs universal invariants for non-Archimedean metrics on projective varieties.

problem Understanding the singularity of non-Archimedean metrics on projective varieties.
method Constructing partial Okounkov bodies and Duistermaat--Heckman measures for non-Archimedean metrics.
result Generalization of Duistermaat--Heckman measures to finite energy metrics on Berkovich analytifications.

Anosov groups limit sets are Ahlfors regular, with applications in Teichmüller spaces.

problem Understanding Ahlfors regularity of limit sets for Anosov groups.
method Proving Ahlfors regularity for limit sets and Patterson-Sullivan measures.
result Patterson-Sullivan measures are Ahlfors regular if and only if associated linear forms are symmetric.

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 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.

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…

2015-01-07abs ↗pdf ↗

GFA model uncovers brain-behavior associations in incomplete data sets.

problem Incomplete data sets and lack of robust statistical inferences.
method Hierarchical Bayesian model that handles missing data and models modality-specific associations.
result GFA identified four relevant shared factors and predicted non-imaging measures from brain connectivity.

A new associative memory uses Sinkhorn divergence for efficient pattern retrieval.

problem Efficiently retrieving patterns from large datasets of weighted point clouds.
method Derived retrieval dynamics as a SHK gradient flow, discretized for a deterministic algorithm.
result Proved basin invariance, geometric convergence, and robust recovery from perturbations.

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…

2017-09-12abs ↗pdf ↗

Paper introduces length measures for curves and convex shapes, proving isoperimetric and distance properties.

problem Characterizing and comparing convex shapes using length measures.
method Developed length measures for curves and convex shapes, derived properties, and introduced a new distance metric.
result Unique convex curve maximizes signed area among curves with same length measure.

New measure assesses predictive dependence between continuous variables, capturing non-functional relationships.

problem Quantifying the joint dependence between continuous random variables.
method Introduces a novel, fully non-parametric measure bounded [0,1] that assesses predictive accuracy loss.
result The measure captures a wide range of relationships, including non-functional ones, and is interpretable.

We associate certain probability measures on R\R to geodesics in the space $\H_L$ of positively curved metrics on a line bundle LL, and to geodesics in the finite dimensional symmetric space of hermitian norms on H0(X,kL)H^0(X, kL). We prove that the measures associated to the finite dimensional spaces converge weakly to t…

2009-07-10abs ↗pdf ↗

Consider a complex analytic manifold XX and a coherent Lie subalgebra $\shi$ of the Lie algebra of complex vector fields on XX. 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…

2016-06-29abs ↗pdf ↗

Volume of unit balls defined by quadratic differentials is not proper and has integrable volume.

problem Characterizing the behavior of volume functions associated with quadratic differentials.
method Analyzing the Thurston volume of unit balls in measured lamination spaces.
result The volume function is not proper and is pp-integrable for any 0<p<10<p<1.

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 C\mathbb{C}^*-action on the central fiber converges to the canonical Duistermatt--Heckman …

2012-11-10abs ↗pdf ↗

In this article, associated with each lattice TZnT\subseteq \mathbb{Z}^n the concept of a harmonic-counting measure νTν_T on a sphere Sn1S^{n-1} 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 …

2016-02-21abs ↗pdf ↗

This paper constructs a Hodge theory of noncompact topologically tame manifolds MM. The main result is an isomorphism between the de Rham cohomology with compact supports of MM and the kernel of the Hodge--Witten--Bismut Laplacian $\lap_μ$ associated to a measure dμ which has sufficiently rapid growth at infinity o…

1998-04-28abs ↗pdf ↗

This paper evaluates forecast quality in electricity markets beyond traditional accuracy measures.

problem Traditional accuracy measures fail to reflect the economic value of electricity price forecasts.
method Investigates four quality dimensions: accuracy, dispersion, association, and extremum identification.
result Dispersion- and association-based measures better capture forecast economic value.