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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.

169,051 papers · 148 categories

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4691137182 · Jun 202019922001200920172026
48 results for multidimensional mappings

This paper reviews MDS, Sammon mapping, and Isomap, explaining their theory and applications.

problem Exploring multidimensional data structures and mappings.
method Explains classical MDS, metric MDS, kernel classical MDS, Sammon mapping, Isomap, and their applications.
result Detailed understanding of MDS, Sammon mapping, and Isomap methods.

UAPCA projects uncertain data to low dimensions using GMMs.

problem Uncertain multidimensional data not well described by normal distributions.
method Model data with Gaussian mixture models, derive UAPCA projection from general formulation.
result Low-dimensional projections better represent multidimensional distributions.

A new method for aligning datasets without known correspondences.

problem Aligning datasets from different domains without labeled correspondences.
method Integrates MDS and Wasserstein Procrustes for joint optimization of embeddings and correspondences.
result Maps datasets to a common low-dimensional space without labeled correspondences.

We develop a new statistical test for comparing variables with varying scales.

problem Comparing variables with different scales in multidimensional spaces.
method Order based on expectations of random variables, generalized stochastic dominance (GSD) order, regularized statistical test, linear optimization, imprecise probability models.
result Validated through multidimensional data from various fields.

Paper proposes conditional multidimensional scaling for better data reduction.

problem Mapping high-dimensional data to low-dimensional space with known features.
method Developed a broad class of methods called conditional multidimensional scaling (MDS) with an optimization algorithm.
result Conditional MDS improves estimation quality and simplifies visualization and knowledge discovery.

Improved image ranking model using ordinal distance metric learning and multidimensional scaling.

problem Ranking images based on known ranked images.
method Proposes an improved linear ordinal distance metric learning approach using multidimensional scaling.
result Demonstrates improved ranking performance and speed over the linear distance metric learning model.

A new method ranks uncertainty vectors from multiple measures for robust prediction.

problem Single scalar measures of model reliability are insufficient for comprehensive uncertainty quantification.
method Optimal transport ranks vectors of uncertainty measures, supporting flexible fusion of aleatoric and epistemic uncertainties.
result The method provides a robust ranking of uncertainty that supports various downstream tasks.

LR-Robot automates SLRs with AI, expert oversight, and multidimensional analysis.

problem Efficient but contextually limited outputs from existing SLR frameworks.
method Human-in-the-loop process, structured knowledge sources, retrieval-augmented generation.
result Empirical demonstration of AI-driven literature synthesis in option pricing.

This paper deals with multidimensional dynamic risk measures induced by conditional gg-expectations. A notion of multidimensional gg-expectation is proposed to provide a multidimensional version of nonlinear expectations. By a technical result on explicit expressions for the comparison theorem, uniqueness theorem and…

2010-11-16abs ↗pdf ↗

We consider discrete nets in Grassmannians Grd\mathbb{G}^d_r which generalize Q-nets (maps ZNPd\mathbb{Z}^N\to\mathbb{P}^d with planar elementary quadrilaterals) and Darboux nets (Pd\mathbb{P}^d-valued maps defined on the edges of ZN\mathbb{Z}^N such that quadruples of points corresponding to elementary squares are all co…

2008-12-30abs ↗pdf ↗

aweSOM accelerates SOM clustering for large datasets.

problem Scalability issues in existing SOM implementations for large, multidimensional data.
method CPU/GPU-accelerated Self-organizing Maps (SOM) with ensemble stacking.
result 10-100x speed up and improved memory efficiency for large datasets.

BMTI method estimates densities without bins, outperforming traditional estimators.

problem Nonparametric, robust, and data-efficient density estimation in high-dimensional spaces.
method BMTI integrates log-density differences between neighboring points, weighted by uncertainties, using a maximum-likelihood formulation.
result BMTI reconstructs smooth profiles in high-dimensional spaces, outperforming traditional estimators.

The paper explores multidimensional critic output in GANs, improving convergence and diversity.

problem Underexplored in GANs literature, multidimensional critic output.
method Generalized Wasserstein GAN framework, SRVT block, maximal p-centrality discrepancy.
result High-dimensional critic output improves GAN performance in convergence and diversity.

A method to visualize multidimensional local subspaces using implicit differentiation.

problem Understanding the effect of multidimensional projection on local subspaces.
method Implicit function differentiation to analyze local subspaces shaped by multidimensional ellipses.
result Visualization of local subspaces provides insights into the global structure of data.

Multidimensional scaling is an important dimension reduction tool in statistics and machine learning. Yet few theoretical results characterizing its statistical performance exist, not to mention any in high dimensions. By considering a unified framework that includes low, moderate and high dimensions, we study multidim…

2018-10-24abs ↗pdf ↗

Study uses multidimensional SE-NBD process to analyze default portfolios and identify shock amplification.

problem Analyzing interactions and shock propagation in default portfolios with multiple sectors.
method Applied multidimensional self-exciting negative binomial distribution (SE-NBD) process to 13 sectors.
result Identified upstream and downstream sectors, showing shock amplification in default portfolios.

A novel online framework for analyzing multidimensional functional data.

problem Analysis of multidimensional functional data streams poses significant challenges.
method Online functional principal component analysis using tensor product splines on a Stiefel manifold with Riemannian stochastic gradient descent.
result Efficient and scalable modeling of multidimensional functional data.

On the base of Lie algebraic and differential geometry methods, a wide class of multidimensional nonlinear systems is obtained, and the integration scheme for such equations is proposed.

1996-09-03abs ↗pdf ↗

Paper presents adaptive minimax risk classifiers for multidimensional concept drift.

problem Multidimensional concept drift in supervised classification.
method Adaptive minimax risk classifiers (AMRCs) tracking multivariate and high-order distribution changes.
result AMRCs provide computable tight performance guarantees and improve classification.

sWk-means clusters multidimensional financial time series into distinct market regimes.

problem Classifying distinct market regimes in multidimensional financial time series.
method Approximated multidimensional Wasserstein distance as sliced Wasserstein distance for clustering.
result sWk-means successfully identifies distinct market regimes in real financial data.

Classical multidimensional scaling is an important dimension reduction technique. Yet few theoretical results characterizing its statistical performance exist. This paper provides a theoretical framework for analyzing the quality of embedded samples produced by classical multidimensional scaling. This lays the foundati…

2018-12-31abs ↗pdf ↗

New method simulates sticky boundaries in multidimensional diffusions.

problem Simulating sticky boundaries in multidimensional diffusions.
method Approximate sticky diffusion by a Markov chain, using either finite difference or matching local moments.
result Validates both construction methods for first-order simulation schemes.

Extends Carathéodory's theorem to multidimensional domains with constant curvature.

problem Characterizing biholomorphic domains with constant holomorphic curvature.
method Using Bergman representative coordinates and Calabi's diastasis.
result Provides sufficient conditions for the boundary of a biholomorphic ball to be a topological sphere.

We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin …

2011-03-29abs ↗pdf ↗

DPI quantifies phase differences in 1D and multidimensional signals using Riesz transform.

problem Quantifying phase differences in signals of varying dimensions.
method Riesz transform framework for harmonic analysis.
result DPI detects hypersynchronization and subtle changes in images and artworks.

Develops statistical confidence sets for multidimensional scaling.

problem Statistical uncertainty in multidimensional scaling of noisy data.
method Formal statistical framework, distributional convergence results, uniform confidence sets, bootstrap procedures.
result Construction of reliable confidence sets for latent configurations in multidimensional scaling.

Optimal B-robust estimate is constructed for multidimensional parameter in drift coefficient of diffusion type process with small noise. Optimal mean-variance robust (optimal V -robust) trading strategy is find to hedge in mean-variance sense the contingent claim in incomplete financial market with arbitrary informatio…

2008-05-01abs ↗pdf ↗

In this paper, we study optimal switching problems under ambiguity. To characterize the optimal switching under ambiguity in the finite horizon, we use multidimensional reflected backward stochastic differential equations (multidimensional RBSDEs) and show that a value function of the optimal switching under ambiguity …

2016-08-22abs ↗pdf ↗

Efficiently analyzes multidimensional functional data using separable basis functions.

problem Curse of dimensionality in traditional functional data analysis.
method Marginal product basis systems for multidimensional data, tensor decomposition, differential operator-based penalties.
result Efficient estimation of multidimensional functional data representations.