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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.

169,181 papers · 148 categories

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69138206275 · Jun 202019922001200920182026
48 results for random ellipsoids

The paper solves the problem of fitting an ellipsoid to random points efficiently.

problem Finding an ellipsoid that passes through random Gaussian points.
method Constructing a fitting ellipsoid using a decomposition of a random matrix and graph matrix theory.
result The ellipsoid fitting problem transitions from feasible to infeasible at a sharp threshold of nd2/4n \sim d^2/4.

Nearly all Gaussian points in high dimensions lie on a common ellipsoid.

problem Finding an ellipsoid that fits a large set of Gaussian points in high dimensions.
method Analyzing a random set of Gaussian points and proving a bound on their concentration.
result The bound nearly confirms a conjecture about fitting Gaussian points to ellipsoids.

Method approximates covariance ellipsoid using random slabs or ellipsoids.

problem Approximating the covariance ellipsoid of a random vector.
method Constructing approximations using random slabs or ellipsoids generated from data.
result Approximations can be constructed with a sample size of N=c1dη4log(2/η)N = c_1dη^{-4}\log(2/η) or N=c1dη2log(2/η)N = c_1dη^{-2}\log(2/η) under minimal assumptions.

New method improves feasibility of fitting Gaussian vectors to an ellipsoid.

problem Feasibility of fitting nn Gaussian vectors to an ellipsoid boundary.
method Improved concentration of Gram matrices using Bartl & Mendelson (2022) results.
result Feasibility of (P)(\mathrm{P}) with high probability when nd2/Cn \leq d^2 / C.

Consider a d×dd\times d matrix MM whose rows are independent centered non-degenerate Gaussian vectors ξ1,...,ξdξ_1,...,ξ_d with covariance matrices Σ1,...,ΣdΣ_1,...,Σ_d. Denote by Ei\mathcal{E}_i the location-dispersion ellipsoid of ξi:Ei=xRd:xΣi1x1ξ_i:\mathcal{E}_i={\mathbf{x}\in\mathbb{R}^d : \mathbf{x}^\topΣ_i^{-1} \mathbf{x}\leqslant1}. We sh…

2012-06-02abs ↗pdf ↗

The paper develops a method to create non-asymptotic confidence ellipsoids for linear regression without strong noise distribution assumptions.

problem Constructing reliable confidence regions for linear regression with finite sample sizes and general noise distributions.
method The paper introduces the SPS EOA algorithm to create non-asymptotically guaranteed confidence ellipsoids for linear regression problems.
result The sizes of SPS outer ellipsoids are shown to decrease at the optimal rate for linear regression problems.

We discuss Darboux-Staude type of thread configurations for the ellipsoid similar to Chasles-Graves type of thread configurations for the ellipse. These threads are formed by rectilinear segments, geodesic and line of curvature segments on the considered ellipsoid and with tangents tangent to the given ellipsoid and a …

2009-02-09abs ↗pdf ↗

Discrete analogues of ellipsoids with preserved circular cross sections.

problem Constructing discrete analogues of ellipsoids with preserved geometric properties.
method A novel discretization procedure to create discrete analogues of ellipsoids composed of planar quadrilaterals.
result Discrete analogues of ellipsoids have preserved circular cross sections and can be deformed.

We develop an efficient algorithm to find confidence ellipsoids with volume guarantees in high dimensions.

problem Finding robust confidence ellipsoids in high-dimensional data.
method Polynomial time algorithm using primal-dual structure and geometric Brascamp-Lieb inequality.
result Algorithm finds ellipsoids within a O(β)γdO(β)^{γd} volume factor of best ββ-conditioned ellipsoid.

Self-focal points on ellipsoids of dimension 3 or higher are rare.

problem Existence of self-focal points on Riemannian manifolds of dimension 3 or higher.
method Analyzing geodesics and umbilic points on ellipsoids of various dimensions.
result Ellipsoids of dimension 3 or higher with at least 4 distinct axes have no self-focal points.

The paper studies the number of normals to ellipsoids and their intersections with caustics.

problem The number of normals to an ellipsoid passing through a given point.
method Intersection points of the ellipsoid and its caustics are used to study the problem in 3D space.
result The number of normals is dependent on the position of the given point with respect to the caustics of the ellipsoid.

The study finds conditions for minimal spheres into ellipsoids using eigenfunctions.

problem Conditions for branched minimal immersions of spheres into ellipsoids to be embedded.
method Using eigenfunctions with respect to a critical metric, the study provides sufficient conditions for embeddings and constructions of non-planar minimal spheres.
result Conditions for embeddings and constructions of non-planar minimal spheres using eigenfunctions.

We describe the geometry of geodesics on a Lorentz ellipsoid: give explicit formulas for the first integrals (pseudo-confocal coordinates), curvature, geodesically equivalent Riemannian metric, the invariant area-forms on the time- and space-like geodesics and invariant 1-form on the space of null geodesics. We prove a…

2007-05-01abs ↗pdf ↗

We study the ellipticity and the ``Nekhoroshev stability'' (stability properties for finite, but very long, time scales) of the Riemann ellipsoids. We provide numerical evidence that the regions of ellipticity of the ellipsoids of types II and III are larger than those found by Chandrasekhar in the 60's and that all Ri…

2000-02-01abs ↗pdf ↗

Classifies real algebraic curves on a quadric ellipsoid of specific degree.

problem Classifying real algebraic curves of bidegree (5,5) on the quadric ellipsoid.
method Reduction to curves in the second Hirzebruch surface, combining classical construction methods on toric surfaces.
result Previously known restrictions form a complete system for this bidegree.

New framework for better mapping of surfaces onto ellipsoids.

problem Mapping genus-0 closed surfaces onto spheres results in large distortion.
method Combining conformal and quasi-conformal mappings onto ellipsoids.
result Achieved a variety of ellipsoidal parameterizations with bijectivity.

Study eigenvalues of ellipsoids near a sphere, comparing to sphere's.

problem Analyzing changes in Laplacian eigenvalues for ellipsoids near a sphere.
method Comparison with standard Euclidean unit sphere, under Gaussian curvature condition.
result Eigenvalues of ellipsoids near a sphere, with comparison to sphere's.

Infinite families of maps found on ellipsoids in various dimensions.

problem Finding harmonic self-maps on ellipsoids in multiple dimensions.
method Analyzing ellipsoids with specific conditions and proving the existence of infinitely many harmonic maps.
result Infinite families of harmonic self-maps exist on ellipsoids under given conditions.

We analyze the horizon and geodesic structure of a class of 4D off--diagonal metrics with deformed spherical symmetries, which are exact solutions of the vacuum Einstein equations with anholonomic variables. The maximal analytic extension of the ellipsoid type metrics are constructed and the Penrose diagrams are analyz…

2002-06-05abs ↗pdf ↗

We will establish that the VC dimension of the class of d-dimensional ellipsoids is (d^2+3d)/2, and that maximum likelihood estimate with N-component d-dimensional Gaussian mixture models induces a geometric class having VC dimension at least N(d^2+3d)/2. Keywords: VC dimension; finite dimensional ellipsoid; Gaussian m…

2011-09-20abs ↗pdf ↗

The paper describes the CR umbilical locus of a real ellipsoid in complex space.

problem Characterizing the CR umbilical locus of a real ellipsoid in complex space.
method Analyzing the set of points where the ellipsoid can be osculated by a biholomorphic image of the sphere up to 6th order.
result The CR umbilical locus is the union of stable curves and a non-trivial real variety defined by sextic equations.

Paper proves existence of conjugate points on ellipsoids but not on spheres.

problem Existence of conjugate points in incompressible Euler flows.
method Formulated a differential-geometric criterion (M-criterion) and analyzed flows on spheres and ellipsoids.
result Zonal flows on ellipsoids can satisfy M-criterion, while not on spheres.

The paper studies conjugate loci on ellipsoids and Liouville manifolds.

problem Understanding the structure of conjugate loci on general points of ellipsoids and Liouville manifolds.
method Solving geodesic equations, investigating Jacobi fields, and analyzing the structure of conjugate loci.
result The conjugate locus of a general point on Liouville manifolds has only cuspidal edges and D4+D_4^+ Lagrangian singularities.

The paper improves confidence ellipsoids for ridge regression with PAC bounds.

problem Uncertainty quantification in ridge regression for insufficiently exciting inputs.
method Extension of SPS EOA algorithm to ridge regression with PAC bounds.
result Explicitly shows how regularization parameter affects region sizes and provides tighter bounds.

Developed an ellipsoidal density-equalizing map for genus-0 closed surfaces.

problem Large geometric distortion when using spherical domain for genus-0 closed surfaces.
method Developed a novel method for ellipsoidal density-equalizing maps and combined with quasi-conformal maps.
result Significantly improved surface remeshing performance for genus-0 closed surfaces.

Study calculates the modulus of Korányi ellipsoidal rings in Heisenberg groups.

problem Calculating the modulus of Korányi ellipsoidal rings in Heisenberg groups.
method Using a linear contact map in the Heisenberg group, the study proves the modulus formula.
result The modulus of Korányi ellipsoidal rings is derived with a specific formula.

Independent Component Analysis (ICA) is the problem of learning a square matrix AA, given samples of X=ASX=AS, where SS is a random vector with independent coordinates. Most existing algorithms are provably efficient only when each SiS_i has finite and moderately valued fourth moment. However, there are practical appli…

2017-02-22abs ↗pdf ↗