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.
Paper proposes a new Wasserstein distance for mixtures of radially contoured distributions.
Improved image learning using elliptically contoured tensor-variate distributions.
Defines surfaces with specific contour patterns.
We introduce an algorithm to locate contours of functions that are expensive to evaluate. The problem of locating contours arises in many applications, including classification, constrained optimization, and performance analysis of mechanical and dynamical systems (reliability, probability of failure, stability, etc.).…
A new method for analyzing shapes using FDA techniques.
New algorithm radVI improves variational inference by optimizing radial profiles.
A contour integral method recently proposed by Weideman [IMA J. Numer. Anal., to appear] for integrating semi-discrete advection-diffusion PDEs, is extended for application to some of the important equations of mathematical finance. Using estimates for the numerical range of the spatial operator, optimal contour parame…
Describing shapes by suitable measures in object segmentation, as proposed in [24], allows to combine the advantages of the representations as parametrized contours and indicator functions. The pseudo-Riemannian structure of optimal transport can be used to model shapes in ways similar as with contours, while the Kanto…
Investigate the local geometry of smooth surfaces in 4-space via contact with 2-planes and apparent contours.
In this paper we consider planar sections and visual contours of co-dimension one affine immersions. The main theorem says that the third order Taylor expansion of the difference between the visual contour and planar section functions is exactly the cubic form. We also consider parameterizations on two dimensional affi…
A new algorithm flattens multi-modal distributions for better deep learning.
The contour maps of the error of historical resp. parametric estimates for large random portfolios optimized under the risk measure Expected Shortfall (ES) are constructed. Similar maps for the sensitivity of the portfolio weights to small changes in the returns as well as the VaR of the ES-optimized portfolio are also…
We develop mask iterative hard thresholding algorithms (mask IHT and mask DORE) for sparse image reconstruction of objects with known contour. The measurements follow a noisy underdetermined linear model common in the compressive sampling literature. Assuming that the contour of the object that we wish to reconstruct i…
We propose Radial Bayesian Neural Networks (BNNs): a variational approximate posterior for BNNs which scales well to large models while maintaining a distribution over weight-space with full support. Other scalable Bayesian deep learning methods, like MC dropout or deep ensembles, have discrete support-they assign zero…
Machine learning models have been shown vulnerable to adversarial attacks launched by adversarial examples which are carefully crafted by attacker to defeat classifiers. Deep learning models cannot escape the attack either. Most of adversarial attack methods are focused on success rate or perturbations size, while we a…
Persistent homology analysis provides means to capture the connectivity structure of data sets in various dimensions. On the mathematical level, by defining a metric between the objects that persistence attaches to data sets, we can stabilize invariants characterizing these objects. We outline how so called contour fun…
New Riemannian radial distributions help estimate parameters on symmetric spaces.
Wide class of elliptically contoured distributions is a popular model of stock returns distribution. However the important question of adequacy of the model is open. There are some results which reject and approve such model. Such results are obtained by testing some properties of elliptical model for each pair of stoc…
We present an approach for polarimetric Synthetic Aperture Radar (SAR) image region boundary detection based on the use of B-Spline active contours and a new model for polarimetric SAR data: the GHP distribution. In order to detect the boundary of a region, initial B-Spline curves are specified, either automatically or…
The paper studies curves in surfaces using flow-spines and apparent contours.
The fundamental frequency (F0) contour of speech is a key aspect to represent speech prosody that finds use in speech and spoken language analysis such as voice conversion and speech synthesis as well as speaker and language identification. This work proposes new methods to estimate the F0 contour of speech using deep …
The contour map of estimation error of Expected Shortfall (ES) is constructed. It allows one to quantitatively determine the sample size (the length of the time series) required by the optimization under ES of large institutional portfolios for a given size of the portfolio, at a given confidence level and a given esti…
ICSGLD improves efficiency in posterior sampling for big data.
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…
The paper finds surfaces closest to being flat that span a given contour.
Completeness of the eigenfunctions of a quantum mechanical system is crucial for its probability interpretation. By using the method of contour integral we give properly normalized eigenfunctions for both discrete and continuum spectrum of the Morse potential, and explicitly prove the completeness relation. As an appli…
The progress of deep convolutional neural networks has been successfully exploited in various real-time computer vision tasks such as image classification and segmentation. Owing to the development of computational units, availability of digital datasets, and improved performance of deep learning models, fully automati…
Proposes a new network to improve nuclei segmentation in histopathology images.
SympFormer accelerates attention blocks using inertial dynamics on density spaces.
A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of ordering conditions on the spectral measures, which allows for analytical or numerical…
In this paper we present a new method for motion tracking of tumors in liver ultrasound image sequences. Our algorithm has two main steps. In the first step, we apply mean shift algorithm with multiple features to estimate the center of the target in each frame. Target in the first frame is defined using an ellipse. Ed…
Gradient-based training and pruning for radial basis function networks in materials physics.
Method learns radial basis function distributions from samples.
Optimizes learning Hilbert-Schmidt operators between Sobolev spaces.
The paper generalizes radial curvature bounds on manifolds.
We derive a new radial link for binary classification under shared elliptical distributions.
Study examines maximal domains of radial harmonic functions across different curvature types.
Convexity properties are preserved under radial transformations in hyperbolic and spherical geometries.
New methods for -transform inversion and Wiener-Hopf factorization.
Distribution grid is the medium and low voltage part of a large power system. Structurally, the majority of distribution networks operate radially, such that energized lines form a collection of trees, i.e. forest, with a substation being at the root of any tree. The operational topology/forest may change from time to …
Bayesian approach approximates probability functions of Gaussian mixtures.
Study on Gaussian random fields' singularities on manifolds.
Functor connects symplectic and contact structures via cutting and blowups.
The study characterizes harmonic spaces and their radial eigen-functions and vector fields.
New distributions allow greedy arm selection in sparse bandit problems.
No radial balanced metrics found on Kepler manifold unit ball with mild boundary conditions.
The paper tightens bounds on distances between Reeb graphs.
Study complete gradient Ricci solitons with zero radial Weyl curvature.