Optimizes recommendation models using skew normal distribution.
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.
Trend · papers per month
The paper extends a link criterion for Lipschitz normal embeddings to definable sets in o-minimal structures.
This paper proposed a bias-compensated normalized maximum correntropy criterion (BCNMCC) algorithm charactered by its low steady-state misalignment for system identification with noisy input in an impulsive output noise environment. The normalized maximum correntropy criterion (NMCC) is derived from a correntropy based…
We classify the normal CR structures on and their automorphism groups. Together with [3], this closes the classification of normal CR structures on contact 3-manifolds. We give a criterion to compare 2 normal CR structures, and we show that the underlying contact structure is, up to homotopy, unique.
Roy's `Safety First' criterion for selecting one risky asset from many is adapted to the case of non-normal returns, via Cornish Fisher expansion. The resulting investment objective is consistent with first order stochastic dominance, and is equal to the Sharpe ratio for the case of normal returns. An investor selectin…
Classifies normal stable Horikawa surfaces with smoothable singularities.
Paper shows triviality criterion for certain Ricci solitons.
The study finds abundant normal generators for mapping class groups.
We show that the normal closure of any periodic element of the mapping class group of a non-orientable surface whose order is greater than 2 contains the commutator subgroup, which for is equal to the twist subgroup, and provide necessary and sufficient conditions for the normal closures of involutions to con…
We give a simple sufficient condition for a spun-normal surface in an ideal triangulation to be incompressible, namely that it is a vertex surface with non-empty boundary which has a quadrilateral in each tetrahedron. While this condition is far from being necessary, it is powerful enough to give two new results: the e…
We provide a simple criterion for an element of the mapping class group of a closed surface to have normal closure equal to the whole mapping class group. We apply this to show that every nontrivial periodic mapping class that is not a hyperelliptic involution is a normal generator for the mapping class group when the …
Let X be a complex projective variety and D a reduced divisor on X. Under a natural minimal condition on the singularities of the pair (X, D), which includes the case of smooth X with simple normal crossing D, we ask for geometric criteria guaranteeing various positivity conditions for the log-canonical divisor K_X+D. …
In this paper, we generalize Huber's criterion to multichannel sparse recovery problem of complex-valued measurements where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known elementary vec…
New proof shows coupling-based flows converge linearly to diagonalize data covariance.
Study integrability of geodesic flow on specific Lie groups.
Compactness theorem for quasiregular curves proves normality and resolves nodal points.
Proposes SNML for selecting word2vec Skip-gram dimensionality.
Recurrent Neural Networks (RNNs) are powerful models for sequential data that have the potential to learn long-term dependencies. However, they are computationally expensive to train and difficult to parallelize. Recent work has shown that normalizing intermediate representations of neural networks can significantly im…
We use the GARCH model with a fat-tailed error distribution described by a rational function and apply it for the stock price data on the Tokyo Stock Exchange. To determine the model parameters we perform the Bayesian inference to the model. The Bayesian inference is implemented by the Metropolis-Hastings algorithm wit…
The paper provides a combinatorial criterion for realizing tropical pluri-canonical divisors.
A new filter design improves system identification accuracy.
Let be the mapping class group of the closed orientable surface of genus . For , we consider the standard -sheeted regular cover , and analyze the liftable mapping class group associated with the cover . In particular,…
The paper classifies test configurations and derives a criterion for uniform K-stability of certain algebraic varieties.
Paper computes stability of Q-Fano spherical varieties using test configurations and Futaki invariants.
The paper derives an equation linking WAIC and WBIC for singular models.
Lectures on polar actions and their properties in Riemannian geometry.
In this contribution we consider the overall risk given as the sum of random subrisks in the context of value-at-risk (VaR) based risk calculations. If we assume that the undertaking knows the parametric distribution family subrisk , but does not know the true parameter ve…
New topological criterion extends arithmetic invariants in hyperbolic 3-manifolds.
In this paper, we introduce the notion of standard homogeneous -metrics, as a natural non-Riemannian deformation for the normal homogeneous Riemannian metrics. We prove that with respect to the given bi-invariant inner product and orthogonal decompositions for , if there exists one generic stan…
A Bayesian factor graph reduced to normal form consists in the interconnection of diverter units (or equal constraint units) and Single-Input/Single-Output (SISO) blocks. In this framework localized adaptation rules are explicitly derived from a constrained maximum likelihood (ML) formulation and from a minimum KL-dive…
New statistics improve kernel independence testing efficiency.
We show that closed aspherical manifolds supporting an affine structure, whose holonomy map is injective and contains a pure translation, must have vanishing simplicial volume. This provides some further evidence for the veracity of the Auslander Conjecture. Along the way, we provide a simple cohomological criterion fo…
The Mean-Variance Criterion is equivalent to Second-order Stochastic Dominance under symmetric Elliptical distributions.
Notes on embedding criteria for smooth manifolds.
We study tick-by-tick financial returns belonging to the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We can confirm previously detected non-stationarities. However, scaling properties reported in the previous literature for other high-frequency financial data are only approximately valid. As a conseq…
This expository monograph cuts a short path from the common, elementary background in geometry (linear algebra, vector bundles, and algebraic ideals) to the most advanced theorems about involutive exterior differential systems: (1) The incidence correspondence of the characteristic variety, (2) Guillemin normal form an…
We introduce a novel end-to-end approach for learning to cluster in the absence of labeled examples. Our clustering objective is based on optimizing normalized cuts, a criterion which measures both intra-cluster similarity as well as inter-cluster dissimilarity. We define a differentiable loss function equivalent to th…
We consider odd Laplace operators arising in odd symplectic geometry. Approach based on semidensities (densities of weight 1/2) is developed. The role of semidensities in the Batalin--Vilkovisky formalism is explained. In particular, we study the relations between semidensities on an odd symplectic supermanifold and di…
New Ricci curvature means derived from plane curvatures.
The paper finds formulas for word lengths and conjugacy classes in surface groups.
The minimum message length principle is an information theoretic criterion that links data compression with statistical inference. This paper studies the strict minimum message length (SMML) estimator for -dimensional exponential families with continuous sufficient statistics, for all . The partition of an …
Optimal downsampling improves GLM performance in imbalanced classification.
We consider the problem of transforming samples from one continuous source distribution into samples from another target distribution. We demonstrate with optimal transport theory that when the source distribution can be easily sampled from and the target distribution is log-concave, this can be tractably solved with c…
Unified framework for shrinkage, thresholding, and regularization in normal mean estimation and linear regression.
Paper detects anomalous edges in social networks using edge exchangeability.
Equivariant flows generate symmetric distributions for complex systems.
This is a survey of our research on geometric structures of projective embeddings and includes some topics of our talks in several symposia during 1990-99. We clarify our main problem, which is to construct a kind of geometric composition series of projective embeddings. The concept of "geometric composition series" is…
Sharp stability threshold found for deep residual architectures.