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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.

168,657 papers · 148 categories

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78156233311 · May 202619922001200920172026
48 results for point-wise dependency

New methods estimate point-wise dependency from neural MI models.

problem Estimating point-wise dependency between different events.
method Developed two methods: Probabilistic Classifier and Density-Ratio Fitting.
result Demonstrated effectiveness in MI estimation, self-supervised representation learning, and cross-modal retrieval.

A new model for forward curves captures behavior through a single equation.

problem Modeling forward curves in a complex function space.
method Developed a stochastic partial differential equation with locally state-dependent coefficients.
result The model retains simplicity while capturing entire forward curve behavior.

This paper simplifies conditional Sobol' indices calculation using PCE bases.

problem Computational inefficiency and lack of consistency in evaluating conditional Sobol' indices.
method Analytical extraction of conditional Sobol' indices via basis decomposition of PCE expansions.
result Derives closed-form expressions for conditional Sobol' indices.

A rather complete investigation of anisotropic Bessel potential, Besov, and Hölder spaces on cylinders over (possibly) noncompact Riemannian manifolds with boundary is carried out. The geometry of the underlying manifold near its 'ends' is determined by a singularity function which leads naturally to the study of weigh…

2012-04-03abs ↗pdf ↗

PACMAN provides bounds for classification tasks considering accuracy vs. negative log-loss mismatch.

problem Mismatch between accuracy and negative log-loss in classification tasks.
method Point-wise PAC approach over generalization gap, using likelihood ratio and concentration inequalities.
result PACMAN provides point-wise PAC bounds for the generalization problem.

Many applications require the ability to judge uncertainty of time-series forecasts. Uncertainty is often specified as point-wise error bars around a mean or median forecast. Due to temporal dependencies, such a method obscures some information. We would ideally have a way to query the posterior probability of the enti…

2012-11-13abs ↗pdf ↗

FreST Loss decorrelates spatio-temporal dependencies in graph signals.

problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.

By using certain idea developed in minimal submanifold theory we study rigidity problem for self-shrinkers in the present paper. We prove rigidity results for squared norm of the second fundamental form of self-shrinkers, either under point-wise conditions or under integral conditions.

2011-05-25abs ↗pdf ↗

DiFF-RF detects point-wise and collective anomalies using random partitioning trees.

problem Detecting anomalies in data, especially collective anomalies.
method Random partitioning binary trees with distance-based leaves and semi-supervised learning.
result DiFF-RF significantly outperforms isolation forest and one-class SVM.

We derive point-wise and integral rigidity/gap results for a closed manifold with harmonic Weyl curvature in any dimension. In particular, there is a generalization of Tachibana's theorem for non-negative curvature operator. The key ingredients are new Bochner-Weitzenböck-Lichnerowicz type formulas for the Weyl tensor,…

2016-02-03abs ↗pdf ↗

We study some basic problems of translating solitons: the volume growth, generalized maximum principle, Gauss maps and certain functions related to the Gauss maps, finally we carry out point-wise estimates and integral estimates for the squared norm of the second fundamental form. Those estimates give rigidity theorems…

2014-10-19abs ↗pdf ↗

We present a new implementation of anisotropic mean curvature flow for contour recognition. Our procedure couples the mean curvature flow of planar closed smooth curves, with an external field from a potential of point-wise charges. This coupling constrains the motion when the curve matches a picture placed as backgrou…

2018-03-10abs ↗pdf ↗

Proposes CCE to assess point-wise reliability of neural network predictions.

problem Overconfidence and misaligned predictive distributions in neural networks.
method Introduces Conditional Congruence (CCE) metric using conditional kernel mean embeddings.
result CCE exhibits correctness, monotonicity, reliability, and robustness in high-dimensional regression tasks.

We present a comprehensive theory of homogeneous volatility (and variance) estimators of arbitrary stochastic processes that fully exploit the OHLC (open, high, low, close) prices. For this, we develop the theory of most efficient point-wise homogeneous OHLC volatility estimators, valid for any price processes. We intr…

2009-08-12abs ↗pdf ↗

We consider the classical optimal dividends problem under the Cramér-Lundberg model with exponential claim sizes subject to a constraint on the time of ruin. We introduce the dual problem and show that the complementary slackness conditions are satisfied, thus there is no duality gap. Therefore the optimal value functi…

2014-10-14abs ↗pdf ↗

Gaussian processes are conditioned on various types of data.

problem Exact inference in Gaussian processes is limited to linear-Gaussian settings.
method Established an equivalence between GPs and linear diffusion models, allowing for approximate inference in non-linear settings.
result A general-purpose GP inference scheme that handles various conditioning statements, including non-linear physics and natural language.

Preformer improves Transformer for long-term time series forecasting.

problem Transformer's quadratic complexity and lack of context-awareness for long-term forecasting.
method Introduces Multi-Scale Segment-Correlation mechanism for efficient time series segmentation and context-aware attention.
result Preformer outperforms other Transformer-based methods in long-term time series forecasting.

Study of Pascal algebra matrices and their jet bundle map for vector bundles.

problem Defining and studying Pascal algebra matrices and their map on jet bundles.
method Identifying Pascal algebra matrices, showing generator well defines Pascal map, using it for intrinsic contact definition.
result Intrinsic definition of point-wise contact between Hermitian vector bundles using unitary equivalence of Pascal maps.

Understanding separation effects on parameter estimation in finite Gaussian mixtures

problem Minimum component separation impact on convergence rates in finite Gaussian mixtures
method Developing a unified geometric framework using Hellinger lower bounds and specialized moment-extraction test functions
result Separation complexity driven by spatial configuration of mixture components

In this paper, we will show that the projection Homeo+(Dn2)Bn\text{Homeo}^+(D^2_n)\to B_n does not have a section; i.e. the braid group BnB_n cannot be geometrically realized as a group of homeomorphisms of a disk fixing the boundary point-wise and nn marked points in the interior as a set. We also give a new proof of a result o…

2018-08-24abs ↗pdf ↗

This work introduces new ways to compare adversarial robustness of classifiers globally.

problem The limitations of point-wise measures in comparing adversarial robustness.
method Robustness curves and scale analysis to uncover global properties of robustness.
result Point-wise measures fail to capture important global properties of adversarial robustness.

We prove that curve complexes of surfaces are finitely rigid: for every orientable surface S of finite topological type, we identify a finite subcomplex X of the curve complex C(S) such that every locally injective simplicial map from X into C(S) is the restriction of an element of Aut(C(S)), unique up to the (finite) …

2012-06-14abs ↗pdf ↗

Unified framework for multi-view diffusion geometries using intertwined diffusion trajectories.

problem Constructing multi-view diffusion geometries with flexible view interaction and fusion.
method Intertwined multi-view diffusion trajectories (MDTs) as a class of inhomogeneous diffusion processes.
result Established theoretical properties and derived diffusion distances and embeddings.

Study of Killing spinor-valued forms and their integrability conditions.

problem Understanding Killing spinor-valued forms and their properties.
method Detailed treatment of prolongation and integrability conditions, relating to curvature of the manifold.
result New solutions found that are not from tensor products of Killing spinors and Killing-Yano forms.

Given nn i.i.d. observations of a random vector (X,Z)(X,Z), where XX is a high-dimensional vector and ZZ is a low-dimensional index variable, we study the problem of estimating the conditional inverse covariance matrix Ω(z)=(E[(XE[XZ])(XE[XZ])TZ=z])1Ω(z) = (E[(X-E[X \mid Z])(X-E[X \mid Z])^T \mid Z=z])^{-1} under the assumption that the set of non…

2014-12-24abs ↗pdf ↗

Extends Ricci flow theory to Kato-type curvature bounds, proving manifold properties.

problem Extending Ricci flow theory under Kato-type curvature bounds.
method Extends non-collapsed Ricci flow existence theory to Kato-type lower bounds.
result Compact three-dimensional non-collapsed strong Kato limit spaces are homeomorphic to smooth manifolds.

We derive new, sharp lower bounds for certain curvature functionals on the space of Riemannian metrics of a smooth compact 4-manifold with a non-trivial Seiberg-Witten invariant. These allow one, for example, to exactly compute the infimum of the L2-norm of Ricci curvature for all complex surfaces of general type. We a…

2000-03-13abs ↗pdf ↗

The aim of this article is to study the k-almost Ricci soliton and k-almost gradient Ricci soliton on contact metric manifold. First, we prove that if a compact K-contact metric is a k-almost gradient Ricci soliton then it is isometric to a unit sphere S2n+1. Next, we extend this result on a compact k-almost Ricci soli…

2018-01-15abs ↗pdf ↗

Paper proves convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian and robustness to outlier noise.

problem Convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian and robustness to outlier noise.
method Proves convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian with rates, and proposes an approximate and constrained matrix scaling problem to achieve the same consistency rate.
result Graph Laplacian consistency rate matches the rate for clean manifold data plus an additional term proportional to the boundedness of the inner-products of the noise vectors.

Computational topology is a vibrant contemporary subfield and this article integrates knot theory and mathematical visualization. Previous work on computer graphics developed a sequence of smooth knots that were shown to converge point wise to a piecewise linear (PL) approximant. This is extended to isotopic convergenc…

2016-03-28abs ↗pdf ↗