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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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62125187249 · May 202619922001200920172026
48 results for positive density

The paper proves density and positive mass theorems for incomplete manifolds.

problem Proving density and positive mass theorems for manifolds with incomplete ends.
method Using harmonic asymptotics and quantitative positive mass theorem improvements.
result Improved quantitative positive mass theorem in dimensions 3 to 7.

Derives stability for curvature measure near constant density, proving dual Minkowski problem solutions.

problem Stability of curvature measure near constant density
method Derives stability result for curvature measure, proves existence and uniqueness of solutions to dual Minkowski problem.
result Existence and uniqueness of solutions to dual Minkowski problem for positive indices, stability result for curvature measure.

In this paper, we introduce a new energy density function Y\mathscr Y on the projective bundle P(TM)M\mathbb{P}(T_M)\>M for a smooth map f:(M,h)(N,g)f:(M,h)\>(N,g) between Riemannian manifolds Y=gijfαifβjWαWβhγδWγWδ.\mathscr Y=g_{ij}f^i_αf^j_β\frac{W^αW^β}{\sum h_{γδ} W^γW^δ}. We get new Hessian estimates to this energy density and obtain various new…

2018-10-08abs ↗pdf ↗

A new imputation method estimates missing values by matching observed marginals from masked data.

problem Missing values in data undermine statistical and machine learning analysis.
method Estimates a distribution from masked observations using positive semi-definite kernel density estimation.
result The method yields both single and multiple imputations from the same fitted density, with statistical consistency and fast adaptive excess risk.

Given a nonlinear model, a probabilistic forecast may be obtained by Monte Carlo simulations. At a given forecast horizon, Monte Carlo simulations yield sets of discrete forecasts, which can be converted to density forecasts. The resulting density forecasts will inevitably be downgraded by model mis-specification. In o…

2011-12-29abs ↗pdf ↗

We study the homotopical minimal periods for maps on infra-solvmanifolds of type (R) using the density of the homotopical minimal period set in the natural numbers. This extends the result of [10] from flat manifolds to infra-solvmanifolds of type (R). Applying our main result we will list all possible maps on infra-so…

2014-04-21abs ↗pdf ↗

We address two shortcomings in online travel time estimation methods for congested urban traffic. The first shortcoming is related to the determination of the number of mixture modes, which can change dynamically, within day and from day to day. The second shortcoming is the wide-spread use of Gaussian probability dens…

2018-04-22abs ↗pdf ↗

Paper proposes a new approach to optimal transport for vector and matrix densities.

problem Optimal transport for vector and matrix densities with positivity and action transitivity constraints.
method Gauge-theoretic approach using semi-direct product groups of diffeomorphisms and gauge transformations.
result Bures-type metrics on semi-direct product groups relate to Wasserstein-type metrics on vector and matrix densities via Riemannian submersions.

Graph Laplace operators uniquely identify metrics and densities on manifolds.

problem Identifying Riemannian metrics and sampling densities from graph Laplace operators.
method Analyzing intrinsic and extrinsic graph Laplace operators on compact Riemannian manifolds.
result Graph Laplace operators uniquely determine metrics and densities under certain conditions.

The paper classifies biharmonic quadratic maps between spheres, proving their energy density properties.

problem Classifying non-harmonic biharmonic quadratic forms between spheres.
method Proving non-harmonic biharmonic quadratic forms have constant energy density and classifying them.
result Non-harmonic biharmonic quadratic forms have constant energy density (m+1)/2(m+1)/2.

We compute the analytic expression of the probability distributions F{FTSE100,+} and F{FTSE100,-} of the normalized positive and negative FTSE100 (UK) index daily returns r(t). Furthermore, we define the alpha re-scaled FTSE100 daily index positive returns r(t)^alpha and negative returns (-r(t))^alpha that we call, aft…

2010-04-07abs ↗pdf ↗

This paper presents a method for efficient density estimation in nonlinear systems.

problem Accurate representation of non-Gaussian distributions in nonlinear dynamical systems is challenging.
method Uses Seminonparametric (SNP) densities with probabilists' Hermite polynomial basis and Monte Carlo approximation for maximum likelihood estimation.
result Demonstrates that the method can accurately capture non-Gaussian density structure and compute quantiles using fewer samples than raw Monte Carlo.

In terms of the stock exchange returns, we compute the analytic expression of the probability distributions F{DAX,+} and F{DAX,-} of the normalized positive and negative DAX (Germany) index daily returns r(t). Furthermore, we define the alpha re-scaled DAX daily index positive returns r(t)^alpha and negative returns (-…

2010-04-07abs ↗pdf ↗

The study examines conjugation curvature in a specific group, finding elements with various curvatures.

problem Analyzing conjugation curvature in a particular group structure.
method Examined elements in BS(1,n)BS(1,n), calculated word length, and used density results.
result Found elements with positive, negative, and zero conjugation curvature.

We propose a method for nonparametric density estimation that exhibits robustness to contamination of the training sample. This method achieves robustness by combining a traditional kernel density estimator (KDE) with ideas from classical MM-estimation. We interpret the KDE based on a radial, positive semi-definite ke…

2011-07-15abs ↗pdf ↗

We investigate the position of the Buchen-Kelly density in a family of entropy maximising densities which all match European call option prices for a given maturity observed in the market. Using the Legendre transform which links the entropy function and the cumulant generating function, we show that it is both the uni…

2011-02-01abs ↗pdf ↗

Fold maps associated to geodesic random walks on curved spaces.

problem Understanding the behavior of geodesic random walks on curved surfaces.
method Analyzing mappings from the unit tangent sphere to a manifold with non-positive curvature.
result For odd powers of the unit tangent sphere, these mappings are fold maps.

We study the asymptotic behaviour of the partial density function associated to sections of a positive hermitian line bundle that vanish to a particular order along a fixed divisor YY. Assuming the data in question is invariant under an S1S^1-action (locally around YY) we prove that this density function has a distri…

2013-12-04abs ↗pdf ↗

We compute the analytic expression of the probability distributions F{AEX,+} and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the αre-scaled AEX daily index positive returns r(t)^αand negative returns (-r(t))^αthat we call, after normalization, the …

2010-04-07abs ↗pdf ↗

Paper proposes approximate Stein classes for efficient truncated density estimation.

problem Difficulties in estimating truncated density models due to intractable normalising constants and boundary conditions.
method Adapts score matching to solve the problem, introduces approximate Stein classes and a novel discrepancy measure, TKSD.
result TKSD does not require a fixed weighting function and can be evaluated using only boundary samples, leading to improved accuracy.

Hierarchical nucleation patterns emerge in deep neural network layers.

problem Understanding the generation of meaningful representations in deep neural networks.
method Analysis of the probability density of ImageNet dataset across hidden layers.
result Density peaks in subsequent layers mirror the semantic hierarchy of concepts, resembling nucleation process.

Study improves density estimation for compact domains using hh-lifted KL divergence.

problem Estimating probability density functions on compact domains.
method Introduced hh-lifted Kullback--Leibler (KL) divergence for risk minimization.
result Proved O(1/n)\mathcal{O}(1/{\sqrt{n}}) bound on estimation error.

Kolesnikov-Milman [9] established a local LpL_p-Brunn-Minkowski inequality for p(1c/n32,1).p\in(1-c/n^{\frac{3}{2}},1). Based on their local uniqueness results for the LpL_p-Minkowski problem, we prove in this paper the (global) LpL_p-Brunn-Minkowski inequality. Two uniqueness results are also obtained: the first one is for the …

2018-11-26abs ↗pdf ↗

In this paper, we prove conformal positive mass theorems for asymptotically flat manifolds with charge. We apply conformal relations to show that if the conformal sum of scalar curvature is not less than the norm square of electric field and electric density, the sum of the mass will not less than the modulus of total …

2019-09-12abs ↗pdf ↗

Deep density methods improve filtering in high-dimensional systems.

problem Nonlinear filtering in high-dimensional systems.
method Two deep density methods based on Feynman-Kac formulas and neural networks.
result Logarithmic deep backward stochastic differential equation filter outperforms classical methods in high dimensions.

We study lattices in non-positively curved metric spaces. Borel density is established in that setting as well as a form of Mostow rigidity. A converse to the flat torus theorem is provided. Geometric arithmeticity results are obtained after a detour through superrigidity and arithmeticity of abstract lattices. Residua…

2009-01-08abs ↗pdf ↗