This paper is a study of almost contact statistical manifolds. Especially this study is focused on almost cosymplectic statistical manifolds. We obtained basic properties of such manifolds. It is proved a characterization theorem and a corollary for the almost cosymplectic statistical manifold with Kaehler leaves. We a…
On-device research index
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
Trend · papers per month
48 results for “statistical properties”
The paper introduces a statistical version of contact CR-product for Sasakian statistical manifolds.
problem Characterizing geometric properties of contact CR-submanifolds in Sasakian statistical manifolds.
method Characterization of integrability of invariant and anti-invariant distributions, development of results on specific types of contact CR submanifolds, introduction of statistical contact CR-product.
result Introduction of a statistical version of contact CR-product for Sasakian statistical manifolds.
Statistical Properties of Statistical Ensembles of Stock Returnscond-mat.stat-mech
We select n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We analyze each ensemble of stock returns by extracting its first four central moments. We observe that these moments are fl…
Study GLS estimator properties in multivariate regression with heteroskedastic and autocorrelated errors.
problem Asymptotic properties of GLS estimator in multivariate regression with specific error structures.
method Derive Wald statistics for linear restrictions and assess their performance.
result Wald statistics remain robust to heteroskedasticity and autocorrelation.
Learn2Extend: Extending sequences by retaining their statistical properties with mixture modelscs.LG
The paper extends sequences while preserving statistical properties using a mixture model.
problem Extending sequences while retaining their statistical properties.
method Auto-regressive Sequence Extension Mixture Model (SEMM) using deep learning.
result The mixture model outperforms traditional neural networks in sequence extension with statistical property retention.
This work analyzes the statistical properties of adaptive gradient methods.
problem Lack of understanding of the statistical properties of adaptive gradient methods.
method Theoretical analyses and experiments on the variance of update magnitudes.
result The variance of update magnitudes is an increasing and bounded function of time, not diverging.
The paper examines statistical properties of IL and LVR in automated market makers.
problem Assessing the performance of automated market makers and their profitability.
method Analysis of random walk properties and statistical integral combined with CFMM mechanics.
result IL and LVR have identical expectation values but different distribution functions for Brownian motion.
A debiasing method improves nonparametric regression's statistical properties.
problem Lack of theoretical guarantees for modern nonparametric regression methods.
method Model-free debiasing method incorporating a correction term.
result Debiased estimator satisfies pointwise and uniform risk convergence, asymptotic normality.
The rectified flow method is analyzed for its statistical properties.
problem Theoretical support for rectified flow methods is lacking.
method Empirical analysis of rectified flow's statistical properties using regression and density estimation.
result Convergence rates for rectified flow estimators are faster than for nonparametric regression and density estimation.
Enhances machine learning models by preserving data structure, addressing statistical distortions.
problem Statistical distortions in synthetic data generated by Mixup.
method Proposes a generalized mixup method with a flexible weighting scheme to preserve data structure.
result Preserves statistical properties of original data while maintaining model performance.
Statistical and probabilistic characteristics of locally free group with growing number of generators are defined and their application to statistics of braid groups is given.
Study classifies mappings of bivariate normal densities, revealing three types with distinct geometric and statistical properties.
problem Understanding the properties of two-component bivariate normal mixtures.
method Classification via -equivalence and statistical analysis.
result Three distinct types of mappings with specific geometric and statistical properties, and upper bounds for the number of modes.
The paper explores statistical and topological properties of sliced probability divergences.
problem Understanding the topological, statistical, and computational consequences of slicing divergences.
method Deriving theoretical properties of sliced probability divergences, including metric axioms preservation and weak continuity.
result Sliced divergences share similar topological properties and have stable sample complexity.
Variety and Volatility in Financial Marketscond-mat.stat-mech
We study the price dynamics of stocks traded in a financial market by considering the statistical properties both of a single time series and of an ensemble of stocks traded simultaneously. We use the stocks traded in the New York Stock Exchange to form a statistical ensemble of daily stock returns. For each tradin…
Statistical properties of the Jakarta and Kuala Lumpur stock exchange indices before and after crashcond-mat.stat-mech
Using the tools developed for statistical physics, we simultaneously analyze statistical properties of the Jakarta and Kuala Lumpur Stock Exchange indices. In spite of the small number of data used in the analysis, the result shows the universal behavior of complex systems previously found in the leading stock indices.…
This paper analyzes statistical properties of the Robust Satisficing model.
problem Lack of statistical theory for the Robust Satisficing model.
method Comprehensive analysis of statistical properties, including confidence intervals and generalization error bounds.
result Established two-sided confidence intervals and finite-sample generalization error bounds for the RS optimizer.
Study on completeness in affine and statistical geometry.
problem Completeness of affine connections on statistical manifolds and affine hypersurfaces.
method Collect basic facts, prove new theorems, provide examples.
result New theorems on completeness of affine connections.
Lectures on deep learning properties in infinite and large-width networks.
problem Understanding deep neural networks in extreme width conditions.
method Analysis of random deep neural networks, connections to linear models, kernels, and Gaussian processes, perturbative and non-perturbative treatments.
result Properties and behaviors of deep neural networks in the infinite-width limit and large-width regime.
Measuring the Discrepancy between Conditional Distributions: Methods, Properties and Applicationscs.LG
A new test statistic measures discrepancy between conditional distributions.
problem Measuring the discrepancy between two conditional distributions.
method Proposes a Bregman matrix divergence-based statistic that avoids explicit distribution estimation.
result The new statistic inherits high-order statistics and demonstrates utility in multi-task learning, concept drift detection, and feature selection.
Investigates statistical properties of perturb-softmax and perturb-argmax distributions.
problem Underexplored statistical properties of Gumbel-Softmax and Gumbel-Argmax distributions.
method Investigates convexity and differentiability to determine completeness and minimality of these distributions.
result Identifies parameters that admit complete and minimal representation of probability distributions.
Deep learning's success is puzzling from a statistical perspective.
problem Deep learning's success is puzzling from a statistical perspective.
method Physics-informed investigation of deep learning features and surprises.
result Neural scaling laws and their interplay with inductive biases.
Risk statistic is a critical factor not only for risk analysis but also for financial application. However, the traditional risk statistics may fail to describe the characteristics of regulator-based risk. In this paper, we consider the regulator-based risk statistics for portfolios. By further developing the propertie…
Almost product structures on statistical manifolds and para-Kähler-like statistical submersionsmath.DG
The main purpose of the present work is to investigate statistical manifolds endowed with almost product structures. We prove that the statistical structure of a para-Kähler-like statistical manifold of constant curvature in the Kurose's sense is a Hessian structure. We also derive the main properties of statistical su…
This paper connects Wasserstein distances to MMD norms for compressive statistical learning.
problem Comparing and controlling Wasserstein distances between probability distributions.
method Establishing conditions under which Wasserstein distances can be controlled by MMD norms.
result Introducing Wasserstein regularity for compressive statistical learning.
This work analyzes statistical properties of SAM, showing it outperforms GD.
problem Improving deep neural network generalization through flatter solutions.
method Directly studies statistical performance of Sharpness-Aware Minimization (SAM).
result SAM has smaller prediction error than Gradient Descent (GD) under certain conditions.
Develops a statistical framework for coherent risk estimation.
problem Constructing coherent risk estimators with sound financial and statistical properties.
method Inspired by axiomatic risk measure theory, defines coherent risk estimators through robust representations linked to -estimators.
result Demonstrates that coherence of a risk measure does not necessarily carry over to its estimators and shows alternative weight structures can lead to different outcomes.
Study geometric properties of SGL submanifolds in a specific manifold.
problem Analyzing geometric characteristics of SGL submanifolds.
method Examines integrability conditions and parallelism properties of distributions.
result Provides insights into geometric behavior of SGL submanifolds.
A property, or statistical functional, is said to be elicitable if it minimizes expected loss for some loss function. The study of which properties are elicitable sheds light on the capabilities and limitations of point estimation and empirical risk minimization. While recent work asks which properties are elicitable, …
Large graphs abound in machine learning, data mining, and several related areas. A useful step towards analyzing such graphs is that of obtaining certain summary statistics - e.g., or the expected length of a shortest path between two nodes, or the expected weight of a minimum spanning tree of the graph, etc. These sta…
Comparative statistical properties of Parkinson, Garman-Klass, Roger-Satchell and bridge oscillation estimators are discussed. Point and interval estimations, related with mentioned estimators are considered
Kenmotsu geometry is a valuable part of contact geometry with nice applications in other fields such as theoretical physics. In this article, we study the statistical counterpart of a Kenmotsu manifold, that is, Kenmotsu statistical manifold with some related examples. We investigate some statistical curvature properti…
Study CR-statistical submanifolds in holomorphic statistical spaces.
problem Characterize CR-statistical submanifolds and their properties.
method Optimization technique to relate Ricci curvature and mean curvature.
result Established relationship between Ricci curvature and mean curvature.
This paper provides a construction of a quantum statistical mechanical system associated to knots in the 3-sphere and cyclic branched coverings of the 3-sphere, which is an analog, in the sense of arithmetic topology, of the Bost-Connes system, with knots replacing primes, and cyclic branched coverings of the 3-sphere …
Semi-Supervised U-statisticsmath.ST
Enhances U-statistics for semi-supervised datasets using unlabeled data.
problem Efficiently utilizing unlabeled data in semi-supervised settings.
method Semi-supervised U-statistics enhanced by unlabeled data.
result Proposed method is asymptotically Normal and more efficient than classical U-statistics.
New test for conditional independence using GNNs avoids estimating conditional distributions.
problem Testing conditional independence of and given .
method Proposes a non-parametric testing procedure using GNNs to sample from marginal conditional distributions.
result Test statistic is doubly robust against GNN approximation errors.
We consider the change-point detection problem of deciding, based on noisy measurements, whether an unknown signal over a given graph is constant or is instead piecewise constant over two connected induced subgraphs of relatively low cut size. We analyze the corresponding generalized likelihood ratio (GLR) statistics a…
Symmetry helps VI recover certain statistics.
problem Understanding how symmetry in variational inference affects the recovery of statistics.
method Developed a general theory of symmetry-induced statistic recovery in variational inference.
result Symmetry can force the recovery of certain statistics in VI, even under model misspecification.
Statistical Properties and Power Analysis of Divergence Measures for Credit Risk Model Monitoringq-fin.ST
Study compares statistical properties and power of divergence measures for credit risk monitoring.
problem Detecting distributional shifts in credit risk models.
method Derives statistical properties and chi-square benchmark values for Jensen-Shannon Divergence and Kullback-Leibler Divergence, demonstrating their applicability in credit risk monitoring.
result Jensen-Shannon Divergence and Kullback-Leibler Divergence follow chi-square distributions and reveal practical trade-offs in minimizing false positives vs. detecting changes.
We analyze the Bombay stock exchange (BSE) price index over the period of last 12 years. Keeping in mind the large fluctuations in last few years, we carefully find out the transient, non-statistical and locally structured variations. For that purpose, we make use of Daubechies wavelet and characterize the fractal beha…
Sharp inequalities and solitons studied in statistical submersions.
problem Understanding geometric properties of statistical submersions.
method Proving sharp inequalities and establishing geometrical properties of statistical submersions.
result Characterization of fibers as Ricci-Bourguignon solitons with conformal vector field.
Survey on statistical inference under memory constraints.
problem Effect of memory limitations on statistical inference performance.
method Review of state-of-the-art in several canonical problems.
result Identification of fundamental building blocks and useful techniques.
In information geometry, one of the basic problem is to study the geomet-ric properties of statistical manifold. In this paper, we study the geometricstructure of the generalized normal distribution manifold and show that it has constant α-Gaussian curvature. Then for any positive integerp, we con-struct ap-dimensional…
Develops a new method for statistical optimal allocation problems.
problem Statistical optimal allocation problems with constraints.
method Functional differentiability approach and Hadamard differentiability of value functions.
result Validates margin assumption for fast convergence rate of plug-in methods.
The study provides statistical guarantees for Bayesian variational boosting.
problem Statistical and convergence issues in variational boosting.
method Proposed a novel variational family and a functional Frank-Wolfe optimization algorithm.
result Demonstrated stochastic boundedness and provided convergence rate for boosting iterates.
Abstract mathematical formulas for statistical structures and curvatures.
problem Developing formulas for statistical structures and curvatures.
method Proving new formulas and theorems for statistical structures and curvatures.
result Generalized formulas for statistical structures and curvatures.
The paper addresses statistical estimation in MDPs with confounders using instrumental variables.
problem Statistical estimation of value functions in MDPs with unobservable confounders.
method Two-stage estimator based on instrumental variables for confounded linear MDPs.
result Established statistical properties of the two-stage estimator, including error bounds and asymptotic normality.
Survey on importance weighting in machine learning applications.
problem Distribution shift in supervised learning.
method Weighting objective function or probability distribution based on instance importance.
result Importance weighting can guarantee desirable statistical properties in distribution shift scenarios.
This paper has been withdrawn by the authors.