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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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120240360480 · May 202619922001200920172026
48 results for separation conditions

We formalize causal separation in portfolio theory, deriving a closed-form projected Markowitz solution.

problem Portfolio optimization under causal separation conditions.
method Derive a closed-form solution for portfolio optimization using causal separation conditions.
result A closed-form projected Markowitz solution is derived under causal separation conditions.

Study on self-similar sets on Riemannian manifolds with new separation conditions.

problem Analyzing self-similar sets on Riemannian manifolds with new separation conditions.
method Formulated weak separation and finite type conditions for conformal iterated function systems on Riemannian manifolds.
result Obtained formulas for Hausdorff dimensions of self-similar and graph self-similar sets.

Develops large-sample theory for non-stationary source separation.

problem Lack of large-sample results for non-stationary source separation methods.
method Large-sample theory for NSS-JD method under specific assumptions.
result Consistency of unmixing estimator and its convergence to Gaussian distribution.

The study shows subgroup separability conditions for specific groups.

problem Conditions for subgroup separability in free-by-cyclic and deficiency 1 groups.
method Analyzes polynomially growing monodromy and asymptotic probability of random groups.
result Random deficiency 1 groups are not subgroup separable with positive probability.

Separates estimation and control in risk-sensitive investment problems with partial observation.

problem Risk-sensitive investment problems with incomplete observation.
method Investigates separability of a general class of risk-sensitive investment management problems using a finite-dimensional filter.
result The separated problem is strictly equivalent to the original control problem.

This paper proposes a multichannel source separation technique called the multichannel variational autoencoder (MVAE) method, which uses a conditional VAE (CVAE) to model and estimate the power spectrograms of the sources in a mixture. By training the CVAE using the spectrograms of training examples with source-class l…

2018-08-02abs ↗pdf ↗

Paper develops robust methods for panel data with latent groups, improving inference under group separation violations.

problem Inference in latent group panel models under group separation violations.
method Selective conditional inference approach to derive conditional distribution of coefficients given estimated group structure.
result Valid inference under violations of group separation, superior to traditional asymptotic methods.

Study high-dimensional Bayesian linear regression using variational inference.

problem High-dimensional Bayesian linear regression with product priors.
method Non-linear large deviations theory and variational inference.
result Unique optimizer in variational problem governs posterior distribution under separation condition.

Optimal joint separation condition for radar and communications channels in dual-blind deconvolution.

problem Recovering information from overlaid radar and communications signals with unknown channels.
method Extremal functions from Beurling-Selberg interpolation theory for joint separation, nuclear norm minimization for matrix retrieval, and MUSIC for parameter estimation.
result Guaranteed well-conditioned Vandermonde matrix for MUSIC, validating theoretical findings.

Detects causal scenarios with inequality constraints among classical correlations.

problem Classifying causal structures and identifying those with inequality constraints.
method Using d-separation, e-separation, incompatible supports, and HLP condition.
result Resolved all but three causal scenarios with up to 4 observed variables.

New PCstar algorithm discovers causal structure of max-linear Bayesian networks.

problem Discovering causal structure in max-linear Bayesian networks due to non-faithfulness.
method PC algorithm modified with CC^\ast-separation assumptions.
result PCstar algorithm can orient additional edges not possible with standard PC algorithm.

Algorithm clusters mixtures with bounded covariances under specific separation conditions.

problem Clustering mixtures of bounded covariance distributions with fine-grained separation.
method Introduced clustering refinement and efficient algorithm for accurate clustering.
result First poly-time algorithm for nearly uniform mixtures, and efficient refinement for general mixtures.

We discuss the problem of RR-separability (separability of variables with a factor RR) in the stationary Schrödinger equation on nn-dimensional Riemann space. We follow the approach of Gaston Darboux who was the first to give the first general treatment of RR-separability in PDE (Laplace equation on E3{\mathbb E}^3

2011-02-13abs ↗pdf ↗

Deep learning approaches have recently achieved impressive performance on both audio source separation and sound classification. Most audio source separation approaches focus only on separating sources belonging to a restricted domain of source classes, such as speech and music. However, recent work has demonstrated th…

2019-11-18abs ↗pdf ↗

We present a necessary and sufficient condition for existence of a contractible, non-separating and noncontractible separating Hamiltonian cycle in the edge graph of polyhedral maps on surfaces. In particular, we show the existence of contractible Hamiltonian cycle in equivelar triangulated maps. We also present an alg…

2014-05-07abs ↗pdf ↗

Scattering networks maximize separation on low-dimensional data.

problem Maximizing separation capacity on low-dimensional datasets.
method Characterize and bound separation capacity for feature extractors, then apply to scattering networks with specific criteria.
result Design criteria for scattering networks to maximize separation on low-dimensional data.

Let N be a closed, oriented 3-manifold. A folklore conjecture states that S1×NS^{1} \times N admits a symplectic structure if and only if NN admits a fibration over the circle. We will prove this conjecture in the case when N is irreducible and its fundamental group satisfies appropriate subgroup separability conditions…

2007-01-24abs ↗pdf ↗

Gradient descent converges to perfect classification in neural nets for non-separable data.

problem Classifying linearly non-separable data using neural networks.
method Analysis of gradient descent dynamics in neural networks with sufficient but not large number of neurons.
result Gradient descent converges to global minima with perfect classification in the landscape of minimization problems.