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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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93185278370 · Jun 202019922001200920172026
48 results for projective measurements

The paper studies projections of asset prices under equivalent martingale measures.

problem Understanding the impact of information on asset price bubbles and arbitrage opportunities.
method Analyzes optional projections of local martingales into a smaller filtration under equivalent martingale measures.
result Provides general results and specific examples like inverse Bessel process and stochastic volatility models.

Proposes a new method to rank risky investments based on Omega measure.

problem Evaluating and ranking risky investment projects.
method Introduces an investment certainty equivalence approach and uses the Omega measure.
result Proposed method ranks projects differently from conventional risk-adjusted discount rate (RADR) approach.

A new distance measure balances projection exploration and informativeness.

problem Inefficient and incomplete projection sampling in existing sliced-Wasserstein distances.
method Proposes Distributional Sliced-Wasserstein (DSW) that optimally balances projection exploration and informativeness.
result DSW generalizes Max-SW and can be computed efficiently.

In this paper, for μμ and νν two probability measures on Rd\mathbb{R}^d with finite moments of order ρ1ρ\ge 1, we define the respective projections for the WρW_ρ-Wasserstein distance of μμ and νν on the sets of probability measures dominated by νν and of probability measures larger than μμ in the convex order. Th…

2017-09-15abs ↗pdf ↗

We introduce a natural stratification of the space of projective classes of measured laminations on a complete hyperbolic surface of finite area. We prove a rigidity result, namely, the group of self-homeomorphisms of the space of projective measured laminations that preserve such a stratification is in general identif…

2019-10-30abs ↗pdf ↗

New findings on geometric flows and equidistribution in Hilbert geometry.

problem Characterizing dynamical and counting results in Hilbert geometry.
method Study of dynamical and counting results in rank-one properly convex projective structures with Hilbert metrics.
result Hilbert geodesic flow is strongly mixing and orbits and primitive closed geodesics equidistribute.

Paper develops a new method for differential privacy sampling using Wasserstein distance.

problem Sampling from distributions under differential privacy constraints with geometric structure consideration.
method Develops a novel framework with Wasserstein Projection Mechanism (WPM) for minimax optimal mechanisms.
result Proposes efficient algorithms for approximate computation of the Wasserstein Projection Mechanism.

We design a new sparse projection method for a set of vectors that guarantees a desired average sparsity level measured leveraging the popular Hoyer measure (an affine function of the ratio of the 1\ell_1 and 2\ell_2 norms). Existing approaches either project each vector individually or require the use of a regulariz…

2019-12-09abs ↗pdf ↗

Study curvatures of diffeomorphisms on non-orientable surfaces.

problem Computing curvatures of measure-preserving diffeomorphisms on non-orientable surfaces.
method Extending Arnold and Lukatskii's approach, computing curvatures and asymptotics.
result Computed curvatures and asymptotics for the Klein bottle and real projective plane.

We study the limits of sequences of spheres and complex projective spaces with unbounded dimensions. A sequence of spheres (resp. complex projective spaces) either is a Levy family, infinitely dissipates, or converges to (resp. the Hopf quotient of) a virtual infinite-dimensional Gaussian space, depending on the size o…

2014-02-04abs ↗pdf ↗

Characterizes closures of mapping class group orbits on non-orientable surfaces.

problem Understanding closures of orbits in Teichmüller spaces for non-orientable surfaces.
method Analyzes closures in ML\mathcal M\mathcal L and PML\mathcal P\mathcal M\mathcal L for measured laminations, projective measured laminations, and points.
result Characterizes closures of weighted two-sided curves in ML\mathcal M\mathcal L.

The study connects projective codes to the distribution of zeros of odd maps.

problem Understanding the distribution of zeros of odd maps from spheres to Euclidean space.
method Using the topology of the space of probability measures on the sphere.
result Generalization of the Borsuk-Ulam theorem and its four consequences.

This paper analyzes quantiles of heavy-tailed distributions, separating projection direction and quantile threshold effects.

problem Analyzing quantiles of heavy-tailed distributions with estimated parameters.
method Introduces a Q-Q orthogonality formulation to separate projection-direction and quantile-threshold effects.
result Decomposes the difference between empirical and population quantiles into three terms.

We study the geometry of the cuspidal edge MM in R3\mathbb R^3 derived from its contact with planes and lines (referred to as flat geometry). The contact of MM with planes is measured by the singularities of the height functions on MM. We classify submersions on a model of MM by diffeomorphisms and recover the cont…

2016-10-27abs ↗pdf ↗

Convex optimization method recovers low-rank matrices from rank-one projections efficiently.

problem Recovering low-rank matrices from limited rank-one projections.
method Unlifted convex optimization with subgradient method.
result The estimator succeeds with high probability if the number of measurements exceeds r2(d1+d2)r^2 (d_1+d_2) up to logarithmic factors.

Improves point-cloud reconstruction by optimizing projections with self-attention.

problem Inefficient and non-metric projection methods for sliced Wasserstein distances.
method Proposes distributional sliced Wasserstein distance with self-attention for permutation-invariant and metric optimization.
result Self-attention amortized distributional projection optimization achieves better performance in point-cloud reconstruction.

The study constructs universal invariants for non-Archimedean metrics on projective varieties.

problem Understanding the singularity of non-Archimedean metrics on projective varieties.
method Constructing partial Okounkov bodies and Duistermaat--Heckman measures for non-Archimedean metrics.
result Generalization of Duistermaat--Heckman measures to finite energy metrics on Berkovich analytifications.

In this paper, we study the recovery of a signal from a set of noisy linear projections (measurements), when such projections are unlabeled, that is, the correspondence between the measurements and the set of projection vectors (i.e., the rows of the measurement matrix) is not known a priori. We consider a special case…

2017-01-30abs ↗pdf ↗

A new method approximates the Sliced-Wasserstein distance without random projections.

problem Efficiently approximating the Sliced-Wasserstein distance for machine learning applications.
method Utilizing the concentration of measure phenomenon to develop a deterministic approximation.
result The approximation error goes to zero as the dimension increases, under a weak dependence condition.

We study the problem of determining the optimal low dimensional projection for maximising the separability of a binary partition of an unlabelled dataset, as measured by spectral graph theory. This is achieved by finding projections which minimise the second eigenvalue of the graph Laplacian of the projected data, whic…

2015-09-04abs ↗pdf ↗

Since their introduction by Thurston, measured geodesic laminations on hyperbolic surfaces occur in many contexts. In [Mor], we have introduced a notion of flat laminations on surfaces endowed with a half-translation structure (that is a singular flat surface with holonomy {+/-Id}, similar to geodesic laminations on hy…

2014-12-05abs ↗pdf ↗

We consider actions of non-compact simple Lie groups preserving an analytic rigid geometric structure of algebraic type on a compact manifold. The structure is not assumed to be unimodular, so an invariant measure may not exist. Ergodic stationary measures always exist, and when such a measure has full support, we show…

2007-08-06abs ↗pdf ↗

Investigates projections onto explicit subspaces and their variance effects.

problem Understanding the variance preservation in explicit subspace projections.
method Investigates projections onto explicit subspaces of varying dimensionality and analyzes the variance effects.
result Developed new bounds for Euclidean distances and inner products.

We show that grafting any fixed hyperbolic surface defines a homeomorphism from the space of measured laminations to Teichmuller space, complementing a result of Scannell-Wolf on grafting by a fixed lamination. This result is used to study the relationship between the complex-analytic and geometric coordinate systems f…

2007-12-06abs ↗pdf ↗

A convex projective surface is the quotient of a properly convex open ΩΩ of P(R)\mathbb{P}(\R) by a discret subgroup ΓΓ of SL3(R)\mathrm{SL}_3(\R). We give some caracterisations of the fact that a convex projective surface is of finite volume for the Busemann's measure. We deduce of this that if ΩΩ is not a triangle then …

2009-02-18abs ↗pdf ↗

Paper quantifies distortion risk measures' robustness to distributional uncertainty.

problem Quantifying risk measures' robustness to distributional uncertainty.
method Employing isotonic projections, the paper derives bounds on distortion risk measures' values.
result Sharp bounds on distortion risk measures' values are provided, especially for Value-at-Risk and Range-Value-at-Risk.

A new method optimizes projection directions for sliced Wasserstein distances.

problem Finding informative projecting directions for sliced Wasserstein distances is computationally expensive.
method Amortized projection optimization to predict directions efficiently.
result Proposed amortized models improve generative modeling performance.