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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.

168,742 papers · 148 categories

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48 results for potential estimation

Article provides Bernstein gradient estimates for heat equations with potential terms.

problem Gradient estimates for heat equations with potential terms on weighted Riemannian manifolds.
method Derived Bernstein type gradient estimates for two systems of heat equations with linear, exponential, and combined potentials.
result Resolves part of the problem raised by Bhattacharyya et al. in \cite{SB-1}.

Estimates classical potential from stock price data using quantum mechanics.

problem Estimating classical potential from empirical stock price data.
method Quantum mechanical model of stock price distribution, estimating potential from wave function.
result Suggests methods to evaluate classical potential for Schrodinger equation.

The paper applies potential theory to conformal geometry, proving theorems and dimension estimates.

problem Understanding the behavior of solutions near singularities in conformal geometry.
method Linear and nonlinear potential theory applied to conformal geometry problems.
result Established Huber's type theorems and Hausdorff dimension estimates for conformal geometry.

CCN estimates full potential outcome distributions without restrictive assumptions.

problem Estimating CATE is insufficient; full potential outcome distributions provide greater insights.
method Collaborating Causal Networks (CCN) learns full potential outcome distributions without restrictive assumptions.
result CCN learns distributions that asymptotically capture true potential outcome distributions.

Improves decision making by estimating bounds on potential outcomes.

problem Estimating individual treatment effects is complex and hard to estimate.
method Developed an algorithm to learn upper and lower bounds on potential outcomes that optimize an objective function defined by the decision maker.
result Our algorithm outperforms baselines, providing tighter, more reliable bounds.

Study uses Open Banking data to estimate customer value, showing potential 21% increase.

problem Limited CLV estimation using single-entity data.
method Introduces PCLV framework using Open Banking data for comprehensive customer value estimation.
result Open Banking data can estimate PCLV per competitor, showing a 21.06% increase over Actual CLV.

Study clarifies variance of stratification estimators for causal effects.

problem Estimating average causal effects with discrete covariates.
method Combines insights from potential outcomes, causal diagrams, and structural models.
result Derives expressions for the variance of stratification estimators.

Study examines wave equation decay and Strichartz estimates on conic manifolds.

problem Analyzing wave equation behavior on conic spaces with critical electromagnetic potentials.
method Established decay and Strichartz estimates through localized spectral measure construction.
result Extended and improved previous results on wave equation behavior with critical potentials.

Discovering a correlation from one variable to another variable is of fundamental scientific and practical interest. While existing correlation measures are suitable for discovering average correlation, they fail to discover hidden or potential correlations. To bridge this gap, (i) we postulate a set of natural axioms …

2017-09-12abs ↗pdf ↗

The paper introduces metrics to rank potential outcomes for better decision-making.

problem Optimal action selection in uncertain situations using causal reasoning.
method Introducing two new metrics: probabilities of potential outcome ranking (PoR) and probability of achieving the best potential outcome (PoB). Establishing identification theorems and deriving bounds for these metrics, and presenting estimation methods.
result The estimators' finite-sample properties and their application to a real-world dataset are demonstrated.

Proposes a method to improve CATE estimation by imputing missing potential outcomes.

problem Statistical discrepancy between distinct treatment groups in CATE estimation.
method Contrastive learning approach to reliably impute missing potential outcomes for a subset of individuals.
result Improves the accuracy and robustness of CATE estimation models.

Study on special Lagrangian curvature potential equation, proving existence and uniqueness of smooth solutions.

problem Second boundary value problem for special Lagrangian curvature potential equation.
method Method of continuity with a-priori estimate.
result Existence and uniqueness of smooth uniformly convex solutions.

Study on compact Quasi-Einstein manifolds yields diameter estimates and Hitchin-Thorpe inequality conditions.

problem Estimating diameters and verifying Hitchin-Thorpe inequality for compact Quasi-Einstein manifolds.
method Derive geometric estimates relating potential function oscillation to manifold diameter; derive lower bounds for diameter.
result Diameter conditions ensure compact Quasi-Einstein manifolds satisfy Hitchin-Thorpe inequality in dimension four.

We investigate a potential obtained as the convolution of a radially symmetric function and the characteristic function of a body (the closure of a bonded open set) with exterior cones. In order to restrict the location of a maximizer of the potential into a smaller closed region contained in the interior of the body, …

2016-03-09abs ↗pdf ↗

New work shows FP potential monotonicity equals low-degree polynomial estimators limits.

problem Establishing a precise mathematical relationship between statistical physics and polynomial estimators limits.
method Analyzing Gaussian additive models (GAMs) to show FP potential monotonicity equals low-degree polynomial estimators limits.
result For a broad family of Gaussian additive models, the power of low-degree polynomials is equivalent to the monotonicity of the annealed FP potential.

The quality of an induced model by a learning algorithm is dependent on the quality of the training data and the hyper-parameters supplied to the learning algorithm. Prior work has shown that improving the quality of the training data (i.e., by removing low quality instances) or tuning the learning algorithm hyper-para…

2014-03-13abs ↗pdf ↗

Paper introduces GDR-learners for estimating potential outcomes from observational data.

problem Lack of theoretical property of general Neyman-orthogonality in deep generative models.
method Develops flexible GDR-learners based on various deep generative models.
result GDR-learners possess quasi-oracle efficiency and rate double robustness, asymptotically optimal.

New method estimates Schrödinger bridge potentials via empirical risk minimization.

problem Estimating Schrödinger bridge potentials from samples.
method Rewriting Schrödinger system as a fixed-point equation and estimating the potential via empirical risk minimization.
result Uniform concentration of empirical risk around population counterpart under sub-Gaussian assumptions.

Researchers find a way to estimate potential functions for quaternionic metrics.

problem Existence of quaternionic Gauduchon metrics with prescribed volume form.
method Reframed as a fully nonlinear elliptic equation and established a uniform estimate.
result Uniform estimate for the potential function.

We propose a procedure for supervised classification that is based on potential functions. The potential of a class is defined as a kernel density estimate multiplied by the class's prior probability. The method transforms the data to a potential-potential (pot-pot) plot, where each data point is mapped to a vector of …

2016-08-09abs ↗pdf ↗

The paper derives estimates for linear potentials and applies them to improve Hausdorff dimensions of singular sets in conformal geometry.

problem Estimating linear potentials and understanding their impact on singular sets in conformal geometry.
method Derives estimates for linear potentials and applies them to improve Hausdorff dimensions of singular sets.
result Improves the Hausdorff dimensions of singular sets in conformal geometry, achieving stronger results in dimension 4.

We apply the potential force estimation method to artificial time series of market price produced by a deterministic dealer model. We find that dealers' feedback of linear prediction of market price based on the latest mean price changes plays the central role in the market's potential force. When markets are dominated…

2007-10-09abs ↗pdf ↗

This paper explores how entropic regularization improves Wasserstein estimators' performance.

problem Improving the approximation and estimation properties of Wasserstein estimators.
method Entropic regularization of optimal transport costs to smooth Wasserstein estimators.
result Entropic regularization can achieve comparable statistical performance to un-regularized estimators at lower computational cost.

The paper analyzes stability and convergence rates of entropic and Sinkhorn potentials.

problem Stability and convergence rates of entropic and Sinkhorn potentials.
method Semiconcavity properties of entropic potentials and Schrödinger bridges.
result Exponential convergence rates for gradient and Hessian of Sinkhorn iterates.

Optimistic estimate predicts best fitting performance of nonlinear models.

problem Evaluating the potential of nonlinear models in fitting.
method Proposes an optimistic estimate to quantify the smallest sample size for fitting nonlinear models.
result Predicts specific subsets of targets that can be fitted at overparameterization.

In this paper a growth estimate on the soliton potential is shown for a large class of cohomogeneity one manifolds. This is used to construct continuous families of complete steady and expanding Ricci solitons in the set-ups of Lü-Page-Pope and Dancer-Wang. It also provides a different approach to the two summands syst…

2017-10-30abs ↗pdf ↗

Efficiently predicts optimal transport plans using sliced potentials.

problem Predicting optimal transport plans across multiple measure pairs efficiently.
method Regression-based and objective-based amortization strategies using sliced optimal transport potentials.
result Efficient and accurate prediction of optimal transport plans for various tasks.

The study extends GBM to include stable nonzero prices and finds a pronounced potential well.

problem The standard GBM model cannot describe stable nonzero prices in financial dynamics.
method Generalized GBM with polynomial drift of order q, model selection, and Markov chain Monte Carlo ensembles of potential functions.
result The optimal model for financial data is q=2, indicating the existence of a stable price.