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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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3571106141 · May 202619922001200920172026
48 results for shape restrictions

Active-set algorithm improves Cox regression for shape-restricted covariates.

problem Improving Cox regression for shape-restricted covariates.
method Shape-restricted inference using active-set optimization for spline basis expansion.
result Active-set algorithm produces accurate linear covariate effect estimates.

We consider the problem of nonparametric regression under shape constraints. The main examples include isotonic regression (with respect to any partial order), unimodal/convex regression, additive shape-restricted regression, and constrained single index model. We review some of the theoretical properties of the least …

2017-09-17abs ↗pdf ↗

We analyze a monetary system of random money transfer on the basis of double entry bookkeeping. Without boundary conditions, we do not reach a price equilibrium and violate text-book formulas of economists quantity theory (MV=PQ). To match the resulting quantity of money with the model assumption of a constant price, w…

2002-11-06abs ↗pdf ↗

A new shape space allows optimization of non-smooth shapes in fluid mechanics.

problem Optimizing non-smooth shapes in fluid mechanics.
method Constructing a product manifold to include piecewise-smooth shapes.
result Numerical results show applicability in minimizing viscous energy dissipation.

The article derives integral formulas for foliated sub-Riemannian manifolds.

problem Integrating geometric concepts in Riemannian manifolds with foliations.
method Deriving integral formulas involving shape operators and curvature tensor.
result Generalizes results for foliated Riemannian manifolds and includes arbitrary functions.

We investigate the submanifold geometry of the orbits of Hermann actions on Riemannian symmetric spaces. After proving that the curvature and shape operators of these orbits commute, we calculate the eigenvalues of the shape operators in terms of the restricted roots. As applications, we get a formula for the volumes o…

2007-01-25abs ↗pdf ↗

We use matrix iteration theory to characterize acceleration in smooth games. We define the spectral shape of a family of games as the set containing all eigenvalues of the Jacobians of standard gradient dynamics in the family. Shapes restricted to the real line represent well-understood classes of problems, like minimi…

2020-01-02abs ↗pdf ↗

New adaptive test for NPIV models controls size and has superior power.

problem Testing inequality and equality restrictions in nonparametric IV models.
method Adaptive hypothesis test based on modified leave-one-out sample quadratic distance.
result Adaptive test attains the adaptive minimax rate of testing in L2L^{2}.

New scheme optimizes BMI through probabilistic and geometric shaping.

problem Optimizing bit-wise mutual information (BMI) for coded modulation.
method Joint optimization of BMI through probabilistic and geometric shaping.
result Joint optimization enables a continuum of constellation geometries and probability distributions.

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…

2013-09-09abs ↗pdf ↗

Let MM be a most singular orbit of the isotropy representation of a simple symmetric space. Let (νi,Φi)(ν_i, Φ_i) be an irreducible factor of the normal holonomy representation (νpM,Φ(p))(ν_pM, Φ(p)). We prove that there exists a basis of a section ΣiνiΣ_i\subset ν_i of ΦiΦ_i such that the corresponding shape operators have rational…

2017-02-04abs ↗pdf ↗

New method uses KL-divergence to create non-informative priors for multivariate Gaussian.

problem Handling hyperparameters for non-informative limits in multivariate Gaussian conjugate priors.
method Using scaled KL-divergence between multivariate Gaussians to construct Wishart and normal-Wishart conjugate priors.
result Forming non-informative priors without violating Wishart shape parameter restrictions.

Many procedures in science, engineering and medicine produce data in the form of geometric shapes. Mathematically, a shape can be modeled as an un-parameterized immersed sub-manifold, which is the notion of shape used here. Endowing shape space with a Riemannian metric opens up the world of Riemannian differential geom…

2012-11-15abs ↗pdf ↗

Study finds a non-locally contractible rr-convex set.

problem Find an rr-convex set which is not locally contractible.
method Constructs a counterexample of a non-locally contractible rr-convex set.
result Proves that the class of supports with positive reach of absolutely continuous distributions includes strictly the class of rr-convex supports.

Given a polyhedral surface, assume that it is prohibited to change the shape and size of any face but it is permissible to change the dihedral angles between the faces. A polyhedral surface is said to be flexible if it is possible to change its shape under the above restrictions. We prove that flexible polyhedral surfa…

2001-11-01abs ↗pdf ↗

The paper uses deep neural networks to estimate economic models without separability restrictions.

problem Estimating economic models with complex interaction effects and non-separable restrictions.
method Uses deep neural networks as a nonparametric sieve to approximate regression functions from nonlinear latent variable models.
result Economic shape, sparsity, or separability restrictions are imposed more straightforwardly when a flexible latent variable model is used.

MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.

problem Challenges in achieving valid conditional coverage in conformal prediction.
method Minimax Optimization Predictive Inference (MOPI) framework that optimizes over a flexible class of set-valued mappings.
result MOPI achieves superior shape adaptivity and maintains a principled connection to mean squared coverage error.

Paper presents an efficient algorithm for estimating Lipschitz functions from noisy data.

problem Estimating unknown Lipschitz functions from noisy observations.
method Extends max-affine methods to Lipschitz setting using nonlinear feature expansion and adaptive partitioning.
result Achieves minimax convergence rate with respect to intrinsic dimension, up to logarithmic factors.

The paper explores a new method for landmark matching using sub-Riemannian geometry and neural networks.

problem Finding a time-dependent vector field to warp points from an initial set to a target set.
method Sub-Riemannian geometry and residual neural networks.
result Demonstrates the importance of regularization in landmark matching.

Optimizes hydrokinetic turbine design using morphing and Bayesian optimization.

problem Designing optimal hydrokinetic turbine shapes due to high cost and geometric constraints.
method Design-by-Morphing (DbM) and Mixed variable, Multi-Objective Bayesian Optimization (MixMOBO).
result Optimized shapes lead to maximum power output with minimal evaluations.

The volume distance from a point p to a convex hypersurface M of the (N+1)-dimensional space is defined as the minimum (N+1)-volume of a region bounded by M and a hyperplane H through the point. This function is differentiable in a neighborhood of M and if we restrict its hessian to the minimizing hyperplane H(p) we ob…

2010-07-14abs ↗pdf ↗

In this paper we provide a framework for the study of isoperimetric problems in finitely generated group, through a combinatorial study of universal covers of compact simplicial complexes. We show that, when estimating filling functions, one can restrict to simplicial spheres of particular shapes, called "round" and "u…

2015-07-06abs ↗pdf ↗

New MMM captures hierarchical marketing effects and sign restrictions.

problem Measuring effectiveness of marketing activities with hierarchical structure and sign constraints.
method Proposes a constrained maximum likelihood approach using Hamiltonian Monte Carlo algorithm.
result Demonstrates superior performance on real datasets compared to multi-stage methods.

Homotopy theory of differentiable sheaves connects manifold properties to underlying homotopy types.

problem Understanding the homotopy type of manifolds using differentiable sheaves.
method Developed model structures and homotopical calculi on the \infty-category Diff\mathbf{Diff}^\infty to compute and compare shapes.
result The shape of any manifold coincides with various other notions of underlying homotopy types.

We consider a Canham-Helfrich-type variational problem defined over closed surfaces enclosing a fixed volume and having fixed surface area. The problem models the shape of multiphase biomembranes. It consists of minimizing the sum of the Canham-Helfrich energy, in which the bending rigidities and spontaneous curvatures…

2012-04-30abs ↗pdf ↗

Recent work on single-view 3D reconstruction shows impressive results, but has been restricted to a few fixed categories where extensive training data is available. The problem of generalizing these models to new classes with limited training data is largely open. To address this problem, we present a new model archite…

2019-09-03abs ↗pdf ↗

Paper analyzes iterative learning for concept classes and learns half-spaces.

problem Learning concept classes efficiently with iterative learners.
method Analyzes various settings of iterative learning and provides a constructive algorithm for half-spaces.
result Constructive iterative algorithm for learning half-spaces from informant.

See http://www.youtube.com/watch?v=izbGXdjvK_I for a YouTube video showing part of the results in this paper.We will consider surfaces whose mean curvature at a point is a linear function of the square of the distance from that point to the vertical axis. We restrict ourselves here to surfaces which are cylinders over …

2014-04-11abs ↗pdf ↗

Study on closed curves on negatively curved surfaces, linking number formula, and restrictions.

problem Isometric rigidity of tight surfaces and properties of closed asymptotic curves.
method Using Călugăreanu's theorem, derive a formula for the linking number and analyze properties of curves.
result Closed curves with zero linking number cannot have certain planar projections.

New algorithm tackles stochastic bandits with varying arm-dependent delays.

problem Applying existing algorithms to stochastic delayed bandit settings is restricted by strong assumptions on delay distributions.
method Proposes a simple UCB-based algorithm called PatientBandits that weakens assumptions on delay distributions.
result Provides bounds on regret and performance lower bounds for the PatientBandits algorithm.

Proposes Constrained Q-learning for reinforcement learning with constraints.

problem Optimizing multiple objectives while adhering to constraints in reinforcement learning.
method Directly restricts the action space in Q-update to learn optimal Q-function for constrained MDP.
result Improves safety and optimality in high-level decision making for autonomous driving.

Proposes adaptive ridge regression for functional linear models with piecewise shapes.

problem Functional linear regression with unknown coefficient function.
method Adaptive piecewise function template with L2L_2 penalization.
result Improves predictive power and interpretability compared to standard methods.

Study minimax risk of score estimation for log-concave distributions.

problem Minimizing risk in score estimation for log-concave distributions.
method Developed subclasses of log-concave densities and constructed a locally adaptive, multiscale estimator.
result Established minimax rates for score estimation over specific subclasses of log-concave densities.