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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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75150224299 · Jun 202019922001200920172026
48 results for stochastic non-conformity

Improves full conformal prediction for stochastic non-conformity measures.

problem Inability of existing conditions to guarantee full conformal prediction validity under stochastic settings.
method Introduces a new sufficient condition: Conditional Independence & Permutation Invariance in Distribution.
result Corrects the insufficient condition and provides a new sufficient condition for full conformal prediction validity.

Study curvature properties in special manifolds using specific tensors.

problem Investigate curvature conditions in 2-quasi-Einstein manifolds.
method Analyze Riemann-Christoffel curvature tensor and its linear combinations with Ricci tensor.
result Satisfy pseudosymmetry type curvature conditions in certain manifolds.

We define two transforms between non-conformal harmonic maps from a surface into the 3-sphere. With these transforms one can construct, from one such harmonic map, a sequence of harmonic maps. We show that there is a correspondence between non-conformal harmonic maps into the 3-sphere, HH-surfaces in Euclidean 3-space…

2014-08-19abs ↗pdf ↗

Classifies 1-connected Lorentzian manifolds with essential conformal groups.

problem Classifying Lorentzian manifolds with specific conformal groups.
method Proves existence of a metric making the manifold homogeneous and plane wave.
result Completes the classification of 1-connected Lorentzian manifolds with transitive conformal groups.

We study biharmonic maps and f-biharmonic maps from a round sphere (S2,g0)(S^2, g_0), the latter maps are equivalent to biharmonic maps from Riemann spheres (S2,f1g0)(S^2, f^{-1}g_0). We proved that for rotationally symmetric maps between rotationally symmetric spaces, both biharmonicity and f-biharmonicity reduce to a 2nd order l…

2015-01-14abs ↗pdf ↗

ST-BCP narrows the coverage gap in BCP by transforming nonconformity scores.

problem The looseness in BCP's coverage guarantee due to Markov's inequality.
method Introduces a data-dependent transformation of nonconformity scores.
result Reduces the average coverage gap from 4.20% to 1.12% on benchmarks.

Spectral Clustering(SC) is a prominent data clustering technique of recent times which has attracted much attention from researchers. It is a highly data-driven method and makes no strict assumptions on the structure of the data to be clustered. One of the central pieces of spectral clustering is the construction of an…

2019-09-17abs ↗pdf ↗

This is an expository article which describes one approach to the construction and classification of harmonic tori "of finite type", namely, via their ring of polynomial Killing fields. To keep the discussion focussed, the first section is devoted entirely to non-conformal harmonic tori in the 2-sphere. The second sect…

2004-07-14abs ↗pdf ↗

The S&P500 daily values and log-returns fail to conform to Benford's laws, revealing underlying trends.

problem Testing financial data for conformity to Benford's laws.
method Analyzed S&P500 daily closing values and log-returns over 16,265 days, disaggregating at five levels.
result S&P500 daily values show a huge lack of conformity to Benford's laws, with missing first and first two digits.

In this paper we investigate the Hausdorff dimension of limit sets of Anosov representations. In this context we revisit and extend the framework of hyperconvex representations and establish a convergence property for them, analogue to a differentiability property. As an application of this convergence, we prove that t…

2019-02-04abs ↗pdf ↗

ECI improves time series prediction uncertainty quantification by smoothing miscoverage error.

problem Challenges in uncertainty quantification for time series prediction due to temporal dependence and distribution shift.
method Error-quantified Conformal Inference (ECI) by smoothing quantile loss function and introducing adaptive feedback scale.
result ECI achieves valid miscoverage control and tighter prediction sets than existing methods.

Study online conformal prediction for non-stationary data with optimal training-conditional regret.

problem Online prediction for non-stationary data streams with unknown distribution drift.
method Proposes split-conformal and full-conformal algorithms that adapt to drift detection and incorporate stability for online learning.
result Proves minimax-optimal regret for online full conformal algorithm under appropriate restrictions.

With the aid of concrete examples, we consider the question of whether, in the presence of conformal curvature, a conformal geodesic can become trapped in smaller and smaller sets, or phrased informally: are spirals possible? We do not arrive at a definitive answer, but we are able to find situations where this behavio…

2012-04-27abs ↗pdf ↗

New methods for quantifying insurance claim cost uncertainty using LightGBM and GLMs.

problem Quantifying prediction uncertainty in insurance claim costs.
method Proposed non-conformity measures for GLMs and GBMs with Tweedie loss.
result Locally weighted Pearson residuals outperform other methods in maintaining nominal coverage with smallest average width.

We study pseudo-Riemanniasn manifolds (M,g)(M,g) with transitive group of conformal transformation which is essential, i.e. does not preserves any metric conformal to gg. All such manifolds of Lorentz signature with non exact isotropy representation of the stability subalgebra are described. A construction of essential c…

2016-11-10abs ↗pdf ↗

We survey some results on scalar curvature and properties of solutions to the Einstein constraint equations. Topics include an extended discussion of asymptotically flat solutions to the constraint equations, including recent results on the geometry of the center of mass of such solutions. We also review methods to con…

2011-02-24abs ↗pdf ↗

Study timelike minimal surfaces in Heisenberg group using harmonic maps.

problem Characterize timelike minimal surfaces in the Heisenberg group.
method Characterization through non-conformal Lorentz harmonic maps and generalized Weierstrass type representation.
result Established generalized Weierstrass type representation for timelike minimal surfaces.

Improved multivariate conformal prediction by standardizing residuals.

problem Weak conditional coverage in heteroskedastic multivariate settings.
method Natural extension of univariate normalization to multivariate setting, whitening residuals and standardizing local variance.
result Standardized residuals yield asymptotic conditional coverage under certain distributions.

In this paper, we establish Basmajian's identity for (1,1,2)(1,1,2)-hyperconvex Anosov representations from a free group into PGL(n,R)PGL(n, R). We then study our series identities on holomorphic families of Cantor non-conformal repellers associated to complex (1,1,2)(1,1,2)-hyperconvex Anosov representations. We show that the series …

2019-09-24abs ↗pdf ↗

This work proposes using Conformal Prediction to improve OOD detection scores and vice versa.

problem Improper evaluation of OOD detection scores due to finite sample size.
method Defining new conformal AUROC and FRP@TPR95 metrics and using OOD scores as non-conformity scores.
result Improved evaluation metrics and better interpretation of OOD scores.

Advances rule-based multi-label classification using conformal prediction.

problem Improving accuracy and decision making in multi-label classification.
method Combines conformal prediction with rule-based learning to provide natural conformity scores and calibrate rule assessments.
result Calibrated conformity scores enhance prediction accuracy and decision making.

Given any two Einstein (pseudo-)metrics, with scalar curvatures suitably related, we give an explicit construction of a Poincaré-Einstein (pseudo-)metric with conformal infinity the conformal class of the product of the initial metrics. We show that these metrics are equivalent to ambient metrics for the given conforma…

2006-08-02abs ↗pdf ↗

Decentralized detection avoids sharing data, controls false discoveries.

problem Global false discovery rate control in decentralized novelty detection.
method Quantized surrogate models for low-precision sharing, preserving exchangeability.
result Quantized composite scores maintain competitive statistical power with reduced communication.

This paper is a continuation of [2], where we complete our partial proof of the Deser-Schwimmer conjecture on the structure of ``global conformal invariants''. Our theorem deals with such invariants P(g^n) that locally depend only on the curvature tensor R_{ijkl} (without covariant derivatives). In [2] we developed a p…

2005-09-23abs ↗pdf ↗

Novel method for time-series prediction with tighter confidence intervals.

problem Improving prediction intervals for time-series data.
method Kernel-based Optimally Weighted Conformal Prediction Intervals (KOWCPI) using adaptive weights.
result KOWCPI achieves narrower confidence intervals with guaranteed coverage.

Study of Lorentzian manifolds with specific transformations.

problem Characterizing Lorentzian manifolds with essential pseudo-groups of local conformal transformations.
method Generalizing recent results, using Gromov's theory of rigid transformations.
result Locally conformally homogeneous Lorentzian manifolds are either conformally flat or locally conformally equivalent to homogeneous plane waves.

The curve shortening flow transforms figure-eight curves into bowties.

problem Transforming figure-eight curves into a specific shape under curve shortening flow.
method Applied curve shortening flow to figure-eight curves with specific properties, proving convergence to a quadrilateral.
result The renormalized limit of the flow converges to a quadrilateral called a bowtie.

The paper studies limit sets on P(R3)\mathbb{P}(\mathbb{R}^3) using stationary measures.

problem Investigating the Hausdorff dimension of limit sets on P(R3)\mathbb{P}(\mathbb{R}^3) for SL3(R)\mathrm{SL}_3(\mathbb{R}).
method Using stationary measures to generalize the Patterson-Sullivan formula and establish dimension formulas.
result Sharp lower bounds and Hausdorff dimensions for Anosov representations and the Rauzy gasket.

Paper develops new conformal prediction methods for sum or average of unknown labels.

problem Uncertainty quantification in joint distributions of random variables.
method Introduces novel conformal prediction methods for sum or average of unknown labels.
result Validates the proposed method for sum or average of unknown labels under permutation invariant assumptions.

We compute the Ricci curvature of a curved noncommutative three torus. The computation is done both for conformal and non-conformal perturbations of the flat metric. To perturb the flat metric, the standard volume form on the noncommutative three torus is perturbed and the corresponding perturbed Laplacian is analyzed.…

2018-08-09abs ↗pdf ↗

Study of M{\cal M}-theory dual of thermal QCD-like theories at intermediate coupling.

problem Missing top-down holographic dual for thermal QCD-like theories at intermediate 't Hooft coupling.
method Analysis of O(R4){\cal O}(R^4) corrections and O(lp6){\cal O}(l_p^6) corrections in the MQGP background.
result Discovery of O(R4){\cal O}(R^4) corrections and GG-structure classification of underlying geometries.

Paper proposes a new method for conditional coverage in conformal prediction.

problem Lack of strong conditional coverage guarantees in existing conformal prediction methods.
method Modified non-conformity score using local approximation of conditional distribution.
result Unified framework and empirical evaluations show advantage of the new method.

A regularization procedure developed in [1] for the integral curvature invariants on manifolds with conical singularities is generalized to the case of squashed cones. In general, the squashed conical singularities do not have rotational O(2) symmetry in a subspace orthogonal to a singular surface ΣΣ so that the surfa…

2013-06-17abs ↗pdf ↗

Warped product manifolds with p-dimensional base, p=1,2, satisfy some curvature conditions of pseudosymmetry type. These conditions are formed from the metric tensor g, the Riemann-Christoffel curvature tensor R, the Ricci tensor S and the Weyl conformal curvature C of the considered manifolds. The main result of the p…

2015-07-10abs ↗pdf ↗

The paper explores generalized Riemannian manifolds with weak metric structures.

problem Understanding weak metric structures on generalized Riemannian manifolds.
method Study of generalized metric connections, weak metric structures, and skew-symmetric torsion.
result Generalized Riemannian manifolds can be split into nearly Kähler manifolds.