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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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48 results for non-negative measures

Sharp inequality in spaces with non-negative Ricci curvature.

problem Proving a sharp isoperimetric inequality in metric measure spaces.
method Using volume entropy in non-compact metric measure spaces with non-negative synthetic Ricci curvature.
result Proved a sharp dimension-free isoperimetric inequality.

Sharp isoperimetric inequality on Finsler manifolds with non-negative Ricci curvature.

problem Proving an isoperimetric inequality on Finsler metric measure manifolds.
method Defining volume entropy and second Cheeger constant, proving sharp inequality.
result Sharp isoperimetric inequality involving volume entropy and weighted Ricci curvature.

Paper proposes robust risk measures for non-negative risks with partial information.

problem Tackles robustness of distortion risk measures under distributional uncertainty.
method Introduces new uncertainty sets and derives closed-form expressions for risk maximization.
result Derives closed-form expressions for risk maximization over uncertainty sets.

Developing a non-symmetric strainer theory for spaces with non-negative curvature beyond Alexandrov geometry.

problem Studying spaces with non-Riemannian curvature beyond Alexandrov geometry.
method Introducing a weak quadruple comparison principle and developing a strainer theory.
result Spaces have constant integer dimension, measure contraction property, and unique Banach tangent cones.

In this note, we study the radius of positively curved or non-negatively curved Alexandrov space with strictly convex boundary, with convexity measured by the Base-Angle defined by Alexander and Bishop. We also estimate the volume of the boundary of non-negatively curved spaces as well as the rigidity case, which can b…

2018-12-06abs ↗pdf ↗

Sharp isoperimetric inequality for Finsler manifolds with non-negative Ricci curvature.

problem Proving an isoperimetric inequality for Finsler manifolds with specific curvature properties.
method Analyzing measured Finsler manifolds with non-negative Ricci curvature and Euclidean volume growth.
result Sharp isoperimetric inequality and rigidity results for the inequality.

Paper proposes a new method to evaluate joint risk under uncertainty.

problem Evaluating joint risk of multiple insurance risks under dependence uncertainty.
method Axiomatic approach to scalar and vector-valued distortion joint risk measures.
result Established a new scalar distortion joint risk measure with positive homogeneity.

New gradient flows for non-negative and probability measures combining optimal transport and interaction forces.

problem Optimizing non-negative and probability measures using interaction forces and optimal transport.
method Interaction-Force Transport (IFT) gradient flows and their spherical variant, developed via infimal convolution of Wasserstein and spherical MMD tensors, with a particle-based optimization algorithm.
result The spherical IFT gradient flow provides global exponential convergence guarantees for both MMD and KL energy.

Motivated by applications in hyperspectral imaging we investigate methods for approximating a high-dimensional non-negative matrix Y\mathbf{\mathit{Y}} by a product of two lower-dimensional, non-negative matrices K\mathbf{\mathit{K}} and X.\mathbf{\mathit{X}}. This so-called non-negative matrix factorization is based…

2018-08-06abs ↗pdf ↗

A theoretical framework for non-negative matrix factorization based on generalized dual Kullback-Leibler divergence, which includes members of the exponential family of models, is proposed. A family of algorithms is developed using this framework and its convergence proven using the Expectation-Maximization algorithm. …

2019-05-16abs ↗pdf ↗

Non-negative blind source separation (BSS) has raised interest in various fields of research, as testified by the wide literature on the topic of non-negative matrix factorization (NMF). In this context, it is fundamental that the sources to be estimated present some diversity in order to be efficiently retrieved. Spar…

2013-08-26abs ↗pdf ↗

In this paper, we study open complete metric spaces with non-negative curvature. Among other things, we establish an extension of Perelman's soul theorem for possibly singular spaces: "Let X be a complete, non-compact, finite dimensional Alexandrov space with non-negative curvature. Suppose that X has no boundary and h…

2007-06-05abs ↗pdf ↗

SOS programming verifies MTW tensor non-negativity for optimal transport maps.

problem Verifying MTW tensor non-negativity for general cost functions is difficult.
method Sum-of-Squares (SOS) programming for verifying and approximating MTW non-negativity.
result SOS programming provides certificates and approximations of MTW non-negativity.

New method for inference on covariates in NMF with random effects.

problem Formal inference for covariate effects in NMF with non-negativity constraints.
method NMF-RE model with random effects, ridge updates, df-based cap, asymptotic linearization, wild bootstrap.
result Valid inference on covariates with non-negativity constraint, avoiding degeneracy.

The Positive Mass Theorem implies that any smooth, complete, asymptotically flat 3-manifold with non-negative scalar curvature which has zero total mass is isometric to (R^3, delta_{ij}). In this paper, we quantify this statement using spinors and prove that if a complete, asymptotically flat manifold with non-negative…

1999-06-08abs ↗pdf ↗

Framework for energy markets using measure-valued processes.

problem Arbitrage-free modeling of energy futures markets.
method Translation of Heath-Jarrow-Morton approach to measure-valued processes, derivation of HJM-drift condition, analysis of measure-valued diffusions.
result Existence of non-negative measure-valued diffusions satisfying the HJM-drift condition.

Measure contraction property is a synthetic Ricci curvature lower bound for metric measure spaces. We consider Sasakian manifolds with non-negative Tanaka-Webster Ricci curvature equipped with the metric measure space structure defined by the sub-Riemannian metric and the Popp measure. We show that these spaces satisfy…

2015-11-30abs ↗pdf ↗

We continue our study of the Complex Monge-Ampère Operator on the Weighted Pluricomplex energy classes. We give more characterizations of the range of the classes Eχ\mathcal E_ χ by the Complex Monge-Ampère Operator. In particular, we prove that a non-negative Borel measure μμ is the Monge-Ampère of a unique function …

2017-08-01abs ↗pdf ↗

We prove that for combinatorial graphs with non-negative Ollivier curvature, one has \[ \|P_t μ- P_t ν\|_1 \leq \frac{W_1(μ,ν)}{\sqrt{t}} \] for all probability measures μ,νμ,ν where PtP_t is the heat semigroup and W1W_1 is the 1\ell_1-Wasserstein distance. This turns out to be an equivalent formulation of a version of…

2019-07-31abs ↗pdf ↗

The localization technique from convex geometry is generalized to the setting of Riemannian manifolds whose Ricci curvature is bounded from below. In a nutshell, our method is based on the following observation: When the Ricci curvature is non-negative, log-concave measures are obtained when conditioning the Riemannian…

2014-08-27abs ↗pdf ↗

We propose a new notion of `non-linearity' of a network layer with respect to an input batch that is based on its proximity to a linear system, which is reflected in the non-negative rank of the activation matrix. We measure this non-linearity by applying non-negative factorization to the activation matrix. Considering…

2018-10-08abs ↗pdf ↗

Non-negative curvature affects Markov chains' mixing and expansion properties.

problem Understanding the behavior of Markov chains with non-negative curvature.
method Analyzing conductance, displacement, and cutoff phenomenon in sparse Markov chains.
result Non-negatively curved Markov chains exhibit specific, non-standard behavior in terms of mixing and expansion.

Using Vovk's outer measure, which corresponds to a minimal superhedging price, the existence of quadratic variation is shown for "typical price paths" in the space of càdlàg functions possessing a mild restriction on the jumps directed downwards. In particular, this result includes the existence of quadratic variation …

2016-09-08abs ↗pdf ↗

The main result of this paper is the following: any `weighted' Riemannian manifold (M,g,μ)(M,g,μ) - i.e. endowed with a generic non-negative Radon measure μμ - is `infinitesimally Hilbertian', which means that its associated Sobolev space W1,2(M,g,μ)W^{1,2}(M,g,μ) is a Hilbert space. We actually prove a stronger result: the abstrac…

2018-09-16abs ↗pdf ↗

In this paper we study non-negatively curved and rationally elliptic GKM4_4 manifolds and orbifolds. We show that their rational cohomology rings are isomorphic to the rational cohomology of certain model orbifolds. These models are quotients of isometric actions of finite groups on non-negatively curved torus orbifol…

2018-02-16abs ↗pdf ↗

The superior performance of ensemble methods with infinite models are well known. Most of these methods are based on optimization problems in infinite-dimensional spaces with some regularization, for instance, boosting methods and convex neural networks use L1L^1-regularization with the non-negative constraint. However…

2017-12-14abs ↗pdf ↗

We define a (mean curvature flow) entropy for Radon measures in Rn\mathbb{R}^n or in a compact manifold. Moreover, we prove a monotonicity formula of the entropy of the measures associated with the parabolic Allen-Cahn equations. If the ambient manifold is a compact manifold with non-negative sectional curvature and pa…

2018-12-20abs ↗pdf ↗

New findings on neural networks with non-negative weights and low training error.

problem Does a low training error imply a small outer norm for two-layer neural networks?
method Covering number argument and fat-shattering dimension analysis.
result For non-negative output weights, low training error guarantees a well-controlled outer norm.

Sharp inequality for submanifolds in manifolds with non-negative Ricci curvature.

problem Establishing a Fenchel-Willmore inequality for submanifolds in manifolds with non-negative Ricci curvature.
method Analyzing submanifolds in manifolds with non-negative intermediate Ricci curvature and Euclidean volume growth.
result Sharp Fenchel-Willmore inequality for submanifolds in manifolds with non-negative intermediate Ricci curvature.

The paper proves conjectures and classifies metrics on 3D manifolds.

problem Proving conjectures and classifying metrics on 3D manifolds with specific curvature conditions.
method Analytical proofs and classification theorems.
result Critical metrics on 3D manifolds are isometric to geodesic balls in space forms.