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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.

168,738 papers · 148 categories

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131262392523 · Jun 202019922001200920172026
48 results for observational metrics

Study reveals gaps between simulated and real-world treatment effect evaluation metrics.

problem Evaluation of treatment effect estimation models differs between academic and practical settings.
method Comprehensive empirical study comparing semi-simulated benchmarks and real-world datasets.
result Counterfactual metrics do not reliably predict observable metrics, and rankings from simulated benchmarks do not generalize to real-world data.

Bismut Einstein metrics on complex manifolds are Kähler Einstein or Bismut Ricci flat.

problem Characterizing Bismut Einstein metrics on compact complex manifolds.
method Observing the (2,0)-part of Bismut Ricci form and using it to prove properties of the metrics.
result Bismut Einstein metrics with non-zero Einstein constant are Kähler Einstein, and those with zero are Bismut Ricci flat.

Optimal transport (OT) distances between probability distributions are parameterized by the ground metric they use between observations. Their relevance for real-life applications strongly hinges on whether that ground metric parameter is suitably chosen. Selecting it adaptively and algorithmically from prior knowledge…

2019-11-08abs ↗pdf ↗

Final part of a series on nonlinear observers on Riemannian metrics, establishing conditions for convergence.

problem Ensuring convergence of nonlinear observers on Riemannian metrics.
method Analyzing the nullity of the second fundamental form of the output function and its relationship to the infinite gain margin property.
result Formulated sufficient and necessary conditions for the nullity of the second fundamental form, linking it to the infinite gain margin property.

A new deep metric learning method for defect classification in threaded pipe connections.

problem Defect classification in threaded pipe connections with limited and imbalanced multichannel functional data.
method COMPILED approach based on deep metric learning for imbalanced, multichannel, and partially observed functional data.
result Superior accuracy compared to existing benchmarks in a real-world case study.

In the celebrated book entitled Metric Structures for Riemannian and Non-Riemannian Spaces, so-called Green Book, Gromov presented a problem regarding a metric measure space. Gromov posed the question Bound the expansion coefficient from below in terms of the observable diameter. The overall aim of the current study is…

2016-11-17abs ↗pdf ↗

Proposes resilience metrics for large blackout costs with logarithmic resilience.

problem Large variations in blackout costs make estimating risk impractical.
method Uses mean of log of large blackout costs, tail slope index, and frequency.
result Solves problems of heavy tail and large variations in blackout costs.

This paper focuses on the study of open curves in a manifold M, and proposes a reparameterization invariant metric on the space of such paths. We use the square root velocity function (SRVF) introduced by Srivastava et al. in [11] to define a reparameterization invariant metric on the space of immersions M' = Imm([0,1]…

2015-07-23abs ↗pdf ↗

The Conant-Ashby theorem is verified for hypergraph observers, leading to unique learning rules.

problem Verifying conditions for hypergraph observers to maintain internal models.
method Formalizing persistent observers, applying the Conant-Ashby theorem, and using natural gradient descent.
result Natural gradient descent is the unique admissible learning rule for hypergraph observers.

We consider the analysis of high dimensional data given in the form of a matrix with columns consisting of observations and rows consisting of features. Often the data is such that the observations do not reside on a regular grid, and the given order of the features is arbitrary and does not convey a notion of locality…

2017-08-18abs ↗pdf ↗

The Boltzmann machine provides a useful framework to learn highly complex, multimodal and multiscale data distributions that occur in the real world. The default method to learn its parameters consists of minimizing the Kullback-Leibler (KL) divergence from training samples to the Boltzmann model. We propose in this wo…

2015-07-07abs ↗pdf ↗

A new metric detects non-Markovian states in partially observable environments.

problem Learning state representations in partially observable environments.
method Introducing the λλ-discrepancy metric to detect non-Markovian states.
result The λλ-discrepancy is zero for Markov processes and non-zero for partially observable environments.

Paper proposes a new metric to evaluate survival models, especially for censored data.

problem Challenges in evaluating survival prediction models due to censored data.
method Developed a novel approach to estimate Mean Absolute Error (MAE) for survival datasets with censored data.
result The proposed MAE metric using pseudo-observations accurately ranks model performance and closely matches true MAE.

Enhances RL in partially observable, noisy environments by uncovering causal states.

problem Making decisions based on incomplete and noisy observations in partially observable Markov decision processes (P2^2OMDPs).
method Causal State Representation under Asynchronous Diffusion Model (CaDiff) framework, incorporating a novel asynchronous diffusion model (ADM) and a new bisimulation metric.
result Enhances returns by at least 14.18% compared to baselines on Roboschool tasks.

We show that within the class of left-invariant naturally reductive metrics MNat(G)\mathcal{M}_{\operatorname{Nat}}(G) on a compact simple Lie group GG, every metric is spectrally isolated. We also observe that any collection of isospectral compact symmetric spaces is finite; this follows from a somewhat stronger statement…

2007-07-05abs ↗pdf ↗

Study second-Chern-Einstein metrics on 4D manifolds, finding Killing vector fields and examples.

problem Investigate second-Chern-Einstein metrics on 4D almost-Hermitian manifolds.
method Analyze compact and unimodular almost-abelian Lie algebras, use Killing vector fields and parallel non-zero Lee forms.
result Describe 4D compact second-Chern-Einstein locally conformally symplectic manifolds and classify unimodular almost-abelian Lie algebras with second-Chern-Einstein metrics.

We give a characterization of conformal classes realizing a compact manifold's Yamabe invariant. This characterization is the analogue of an observation of Nadirashvili for metrics realizing the maximal first eigenvalue, and of Fraser and Schoen for metrics realizing the maximal first Steklov eigenvalue.

2014-11-02abs ↗pdf ↗

Wave propagation framework using cone structures and observers' vector fields.

problem Describing classic wave propagation in anisotropic media.
method Introduces a cone structure CC and an observers' vector field t\partial_t to describe wave propagation.
result Reduces the PDE for wavefronts to ODE for cone geodesics of CC.

We observe that the class of metric ff-KK-contact manifolds, which naturally contains that of KK-contact manifolds, is closed under forming mapping tori of automorphisms of the structure. We show that the de Rham cohomology of compact metric ff-KK-contact manifolds naturally splits off an exterior algebra, and rel…

2019-07-29abs ↗pdf ↗

The observer moduli space of Riemannian metrics is the quotient of the space R(M)\mathcal{R}(M) of all Riemannian metrics on a manifold MM by the group of diffeomorphisms Diffx0(M)\mathrm{Diff}_{x_0}(M) which fix both a basepoint x0x_0 and the tangent space at x0x_0. The group Diffx0(M)\mathrm{Diff}_{x_0}(M) acts freely on $\mathcal{…

2017-12-16abs ↗pdf ↗

Study Finsler metric measure manifolds' concentration properties.

problem Understanding concentration properties in Finsler metric measure manifolds.
method Established relationships with observable diameter, isoperimetric inequalities, and first eigenvalue.
result Derived a Cheng type upper bound estimate for the first closed eigenvalue.

New metrics derived from Hölder distortion on Hitchin components.

problem Deriving metrics on Hitchin components from Hölder distortion.
method Expressing Thurston's metric in terms of Hölder regularity of boundary maps, associating stratified loci, and measuring relative Hölder distortion.
result First known geometrically significant complete metrics on Hitchin components for n>3n > 3.

Extends Perelman's theorem to positive intermediate curvature conditions.

problem Positive intermediate curvature conditions and their implications.
method Generalization of Perelman's gluing theorem to positive intermediate curvature conditions.
result Observer moduli space can have non-trivial higher homotopy groups.

In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time. The mesh of observations is not required to shrink to zero. As distance between…

2008-09-23abs ↗pdf ↗

SIMPGEN improves SWOT SSH data interpretation by removing noise and preserving fine-scale features.

problem Noisy data and limited fine-scale observations in oceanic processes.
method Simulation-Informed Metric and Prior for Generative Ensemble Networks (SIMPGEN) combining real SWOT observations with simulated reference data.
result SIMPGEN effectively removes noise, preserving fine-scale features better than existing neural methods.

We present an axiomatic modification of quaternionic quantum mechanics with a possible-worlds semantics capable of predicting essential "nonquantum" features of an observable universe model - the dimensionality and topology of spacetime, the existence, the signature and a specific form of a metric on it, and certain na…

2007-02-28abs ↗pdf ↗

Classifies conformal transformations in spacetimes without observer horizons.

problem Understanding conformal transformations in spacetimes without observer horizons.
method Proves classification of conformal transformations into two types: escaping and non-escaping.
result Conformal transformations of Einstein's static universe are classified.

New extremal Kähler metrics found on 4-manifolds with U(2) symmetry.

problem Finding new extremal Kähler metrics on 4-manifolds with U(2) symmetry.
method Analyzing U(2)U(2)-invariant metrics, showing they are conformal to two separate Kähler metrics, leading to ambiKähler structures.
result New complete extremal Kähler metrics found on specific 4-manifolds.