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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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48 results for nonnegative values

The class of affine LIBOR models is appealing since it satisfies three central requirements of interest rate modeling. It is arbitrage-free, interest rates are nonnegative and caplet and swaption prices can be calculated analytically. In order to guarantee nonnegative interest rates affine LIBOR models are driven by no…

2015-03-03abs ↗pdf ↗

The paper extends a Liouville theorem to biharmonic functions on manifolds with nonnegative Ricci curvature.

problem Proving that biharmonic functions with certain growth conditions are constant or harmonic.
method Using a new local L2L^2 estimate for the Laplacian of biharmonic functions combined with a mean value inequality.
result Any biharmonic function of subquadratic growth on a manifold with nonnegative Ricci curvature must be harmonic, and any of sublinear growth must be constant.

Paper introduces SMM for forecasting multiple time series with missing values.

problem Forecasting multiple time series with missing and noisy values.
method Sliding Mask Method (SMM) using Non-negative Matrix Factorization (NMF).
result The method outperforms state-of-the-art methods in time series forecasting.

The exact nonnegative matrix factorization (exact NMF) problem is the following: given an mm-by-nn nonnegative matrix XX and a factorization rank rr, find, if possible, an mm-by-rr nonnegative matrix WW and an rr-by-nn nonnegative matrix HH such that X=WHX = WH. In this paper, we propose two heuristics for exac…

2014-11-26abs ↗pdf ↗

New method reduces computational cost for nonnegative low rank matrix approximation.

problem Efficiently compute nonnegative low rank matrix approximation for nonnegative matrices.
method Alternating projections onto tangent spaces of fixed rank matrices manifold and nonnegative matrix manifold.
result Sequence converges linearly to optimal solutions, showing better performance in terms of computational time and accuracy.

Efficient algorithm for analyzing compositional data.

problem Compositional data analysis with nonnegative values summing to one.
method Proposes an efficient solution path algorithm for l1l_1 regularized regression with compositional data.
result The proposed algorithm is faster than existing methods, especially in high-dimensional cases.

We prove short time existence for the Ricci flow on open manifolds of nonnegative complex sectional curvature. We do not require upper curvature bounds. By considering the doubling of convex sets contained in a Cheeger-Gromoll convex exhaustion and solving the singular initial value problem for the Ricci flow on these …

2011-07-04abs ↗pdf ↗

This paper extends Nevanlinna's unicity theorems to complete Kahler manifolds.

problem Generalizing Nevanlinna's unicity theorems to non-compact Kahler manifolds.
method Applying the theorems to complete Kahler manifolds with specific curvature conditions.
result Generalized Nevanlinna's unicity theorems for specific types of Kahler manifolds.

Alexandrov spaces with non-negative curvature are characterized by the matrix displacement convexity of an entropy tensor.

problem Characterizing non-negative curvature in Alexandrov spaces
method Constructing a parallel trivialization of the entropy tensor
result The entropy tensor is matrix displacement convex on Alexandrov spaces

We prove that any properly oriented C2,1C^{2,1} isometric immersion of a positively curved Riemannian surface M into Euclidean 3-space is uniquely determined, up to a rigid motion, by its values on any curve segment in M. A generalization of this result to nonnegatively curved surfaces is presented as well under suitable…

2018-05-07abs ↗pdf ↗

The Multiplicative Error Model (Engle (2002)) for nonnegative valued processes is specified as the product of a (conditionally autoregressive) scale factor and an innovation process with nonnegative support. A multivariate extension allows for the innovations to be contemporaneously correlated. We overcome the lack of …

2016-04-05abs ↗pdf ↗

This paper concerns conditions related to the first finite singularity time of a Ricci flow solution on a closed manifold. In particular, we provide a systematic approach to the mean value inequality method, suggested by N. Le and F. He. We also display a close connection between this method and time slice analysis of …

2013-03-19abs ↗pdf ↗

In this paper, we investigate analytical and geometric properties of certain non-compact boundary-manifolds, namely manifolds of bounded geometry. One result are strong Bochner type vanishing results for the L^2-cohomology of these manifolds: if e.g. a manifold admits a metric of bounded geometry which outside a compac…

1998-10-17abs ↗pdf ↗

We consider a basic problem at the interface of two fundamental fields: submodular optimization and online learning. In the online unconstrained submodular maximization (online USM) problem, there is a universe [n]={1,2,...,n}[n]=\{1,2,...,n\} and a sequence of TT nonnegative (not necessarily monotone) submodular functions arrive …

2018-06-08abs ↗pdf ↗

Study metrics with specific spectral properties to compute Bartnik and Bartnik-Bray masses efficiently.

problem Compute Bartnik and Bartnik-Bray masses efficiently for metrics with specific spectral properties.
method Spectral generalization of positive scalar curvature, applying Codá Marques's path-connectedness theorem, and efficient constructions for scalar-nonnegative fill-in problem.
result Compute Bartnik and Bartnik-Bray masses efficiently for metrics with -Δ + kR ≥ 0.

State spaces of multifactor approximations of nonnegative Volterra processes are linear transformations of the nonnegative orthant.

problem Characterizing state spaces of multifactor approximations of nonnegative Volterra processes.
method Explicit linear transformation of the nonnegative orthant.
result State spaces of multifactor approximations of nonnegative Volterra processes are given by explicit linear transformation of the nonnegative orthant.

We derive the entropy formula for the linear heat equaiton on complete Riemannian manifolds with nonnegative Ricci curvature. As applications, we study the relation between the value of entropy and the volume of balls of various scales. The results are simpler version, without Ricci flow, of Perelman's recent results o…

2003-06-09abs ↗pdf ↗

Fixed points of nonnegative neural networks are analyzed using fixed point theory.

problem Analyzing fixed points in nonnegative neural networks.
method Fixed point theory, nonlinear Perron-Frobenius theory, monotonic and scalable mappings.
result Conditions for the existence of fixed points in nonnegative neural networks are provided.

Consider a triple of "Bartnik data" (Σ,γ,H)(Σ, γ,H), where ΣΣ is a topological 2-sphere with Riemannian metric γγ and positive function HH. We view Bartnik data as a boundary condition for the problem of finding a compact Riemannian 3-manifold (Ω,g)(Ω,g) of nonnegative scalar curvature whose boundary is isometric to (Σ,γ)(Σ,γ)

2011-06-21abs ↗pdf ↗

We introduce normalized nonnegative models (NNM) for explorative data analysis. NNMs are partial convexifications of models from probability theory. We demonstrate their value at the example of item recommendation. We show that NNM-based recommender systems satisfy three criteria that all recommender systems should ide…

2015-11-15abs ↗pdf ↗

Study Euler characteristic of manifolds with almost nonnegative curvature operator, showing nonnegativity under certain conditions.

problem Addressing the sign of Euler characteristic for manifolds with almost nonnegative curvature operator.
method Analyzing closed manifolds with uniform upper bounds on curvature operator and applying ANCO-type conditions.
result Nonnegative Euler characteristic for closed 2n2n-dimensional manifolds with almost nonnegative curvature operator and uniform upper bounds on curvature.

Study on Kähler manifolds with nonnegative Ricci curvature, focusing on rigidity.

problem Rigidity of Kähler manifolds with nonnegative Ricci curvature.
method Analysis of Kähler manifolds with specific properties.
result Complete noncompact Kähler surface with nonnegative Ricci curvature, Euclidean volume growth, and quadratic curvature decay is biholomorphic to the resolution of an affine algebraic variety.

The paper extends topological results to noncompact spaces with nonnegative N-Bakry Émery Ricci curvature.

problem Generalizing topological results to noncompact spaces with nonnegative N-Bakry Émery Ricci curvature.
method Study of the Splitting Theorem and geodesic loops to infinity property in relation to spaces with nonnegative N-Bakry Émery Ricci curvature.
result If MnM^n is a complete, noncompact Riemannian manifold with nonnegative N-Bakry Émery Ricci curvature where N>nN>n, then Hn1(M,Z)H_{n-1}(M,\mathbb{Z}) is 0.

We discuss the cobordism type of spin manifolds with nonnegative sectional curvature. We show that in each dimension 4k124k \geq 12, there are infinitely many cobordism types of simply connected and nonnegatively curved spin manifolds. Moreover, we raise and analyze a question about possible cobordism obstructions to non…

2014-12-16abs ↗pdf ↗

Normalized nonnegative models assign probability distributions to users and random variables to items; see [Stark, 2015]. Rating an item is regarded as sampling the random variable assigned to the item with respect to the distribution assigned to the user who rates the item. Models of that kind are highly expressive. F…

2015-11-20abs ↗pdf ↗