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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.

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18355370 · Jun 202019922001200920172026
48 results for strongly distorted

Study on homeomorphism groups of telescoping 2-manifolds showing strong distortion.

problem Characterizing the homeomorphism group of telescoping 2-manifolds.
method Introduced telescoping 2-manifolds, studied homeomorphism groups, and used commutator subgroup properties.
result Homeomorphism group of telescoping 2-manifolds is strongly distorted.

Strongly log-concave (SLC) distributions are a rich class of discrete probability distributions over subsets of some ground set. They are strictly more general than strongly Rayleigh (SR) distributions such as the well-known determinantal point process. While SR distributions offer elegant models of diversity, they lac…

2019-06-12abs ↗pdf ↗

Study homeomorphism groups of ordinals, proving strong distortion and normal generators.

problem Understanding algebraic and geometric properties of homeomorphism groups of ordinals.
method Analyzing successor ordinals with connections to permutation groups and manifolds.
result Proves strong distortion and normal generators for homeomorphism groups of ordinals.

We characterize when a convex risk measure associated to a law-invariant acceptance set in LL^\infty can be extended to LpL^p, 1p<1\leq p<\infty, preserving finiteness and continuity. This problem is strongly connected to the statistical robustness of the corresponding risk measures. Special attention is paid to concre…

2014-01-14abs ↗pdf ↗

Study models weather index insurance pricing by insurers and farmers, finding flexible pricing kernels boost profits.

problem Monopoly pricing of weather index insurance with risk and flexibility considerations.
method Bowley-type sequential game with insurer and farmer, using neural networks for farmer's payoff.
result Flexible pricing kernels increase insurer profits closer to indemnity insurance levels.

The study explores homeomorphism groups of self-similar 2-manifolds, including the 2-sphere and Cantor set.

problem Understanding the structure and properties of homeomorphism groups of self-similar 2-manifolds.
method Survey of recent results, exposition of classical results, treatment of stable sets, and proof of new theorems.
result Characterization of homeomorphisms of perfectly self-similar 2-manifolds and extensions of existing results.

We consider the problem of distortion minimal morphing of nn-dimensional compact connected oriented smooth manifolds without boundary embedded in Rn+1\R^{n+1}. Distortion involves bending and stretching. In this paper, minimal distortion (with respect to stretching) is defined as the infinitesimal relative change in vol…

2006-05-25abs ↗pdf ↗

This paper shows how to calculate risk measures for sums of two counter-monotonic risks.

problem Calculating risk measures for sums of two counter-monotonic risks.
method Using a fixed distortion function and expressing the risk measure of a sum as the sum of two related measures of the marginals.
result The risk measure of a sum of two counter-monotonic risks can be expressed as the sum of two related distortion risk measures of the marginals.

Most distortion correction methods focus on simple forms of distortion, such as radial or linear distortions. These works undistort images either based on measurements in the presence of a calibration grid, or use multiple views to find point correspondences and predict distortion parameters. When possible distortions …

2019-11-15abs ↗pdf ↗

The distortion of a curve measures the maximum arc/chord length ratio. Gromov showed any closed curve has distortion at least pi/2 and asked about the distortion of knots. Here, we prove that any nontrivial tame knot has distortion at least 5pi/3; examples show that distortion under 7.16 suffices to build a trefoil kno…

2004-09-22abs ↗pdf ↗

Study on risk measures using distorted Choquet integrals with random distortions.

problem Developing risk measures under random distortions of capacities.
method Introducing and analyzing randomly distorted Choquet integrals with respect to a distorted capacity, establishing properties and providing representations.
result Representation of comonotonic additive conditional risk measures using G-randomly distorted Choquet integrals.

We introduce and systematically study the concept of a growth tight action. This generalizes growth tightness for word metrics as initiated by Grigorchuk and de la Harpe. Given a finitely generated, non-elementary group GG acting on a GG--space X\mathcal{X}, we prove that if GG contains a strongly contracting eleme…

2014-01-02abs ↗pdf ↗

We show that an entire branched cover of finite distortion cannot have a compact branch set if its distortion satisfies a certain asymptotic growth condition. We furthermore show that this bound is strict by constructing an entire, continuous, open and discrete mapping of finite distortion which is piecewise smooth, ha…

2017-09-25abs ↗pdf ↗

We propose a generic model for multiple choice situations in the presence of herding and compare it with recent empirical results from a Web-based music market experiment. The model predicts a phase transition between a weak imitation phase and a strong imitation, `fashion' phase, where choices are driven by peer press…

2006-06-26abs ↗pdf ↗

The study shows exponential distortion in virtually special groups containing free subgroups.

problem Understanding distortion in virtually special groups containing free subgroups.
method Constructing examples of virtually special groups with finite rank free subgroups.
result Distortion functions grow like exp^k(x^m) and can be superexponential.

Estimates rate-distortion function for large datasets using neural networks.

problem Designing lossy data compression schemes and comparing them with theoretical limits.
method Re-formulate rate-distortion objective and solve using neural networks.
result NERD accurately estimates the rate-distortion function for real-world datasets.

Paper proposes a new black-box attack approach to minimize visual distortion.

problem Constructing adversarial examples that minimize visual distortion in a black-box threat model.
method Learning the noise distribution of adversarial examples to approximate the gradient of a non-differentiable loss function.
result The proposed attack results in much lower visual distortion compared to state-of-the-art black-box attacks.

Study dynamic risk measures and performance indices using distortion functions.

problem Investigate time consistency of dynamic risk measures and performance indices generated by distortion functions.
method Analyze dynamic coherent risk measures (DCRMs) and dynamic weighted value at risk measures, proving their equivalence. Establish properties of families of DCRMs generated by distortion functions and define corresponding dynamic coherent acceptability indices (DCAIs). Examine time consistency of DCRMs and DCAIs.
result DCRM generated by distortion functions are sub-martingale time consistent but not super-martingale time consistent and not weakly acceptance time consistent.

In this paper, we compute the subgroup distortion of all finitely generated subgroups of all finitely generated 3-manifold groups, and the subgroup distortion in this case can only be linear, quadratic, exponential and double exponential. It turns out that the subgroup distortion of a subgroup of a 3-manifold group is …

2019-04-28abs ↗pdf ↗

The problem behind this paper is the proper measurement of the degree of quality/acceptability/distance to arbitrage of trades. We are narrowing the class of coherent acceptability indices introduced by Cherny and Madan (2007) by imposing an additional mathematical property. For this, we introduce the notion of a conca…

2011-04-04abs ↗pdf ↗

Lossy compression algorithms are typically designed and analyzed through the lens of Shannon's rate-distortion theory, where the goal is to achieve the lowest possible distortion (e.g., low MSE or high SSIM) at any given bit rate. However, in recent years, it has become increasingly accepted that "low distortion" is no…

2019-01-23abs ↗pdf ↗

We study the statistical meaning of the minimization of distortion measure and the relation between the equilibrium points of the SOM algorithm and the minima of distortion measure. If we assume that the observations and the map lie in an compact Euclidean space, we prove the strong consistency of the map which almost …

2008-02-21abs ↗pdf ↗

It is known that the surface of a cone over the unit disc with large height has smaller distortion than the standard embedding of the 2-sphere in R3\mathbb R^3. In this note we show that distortion minimisers exist among convex embedded 2-spheres and have uniformly bounded eccentricity. Moreover, we prove that π/2π/2 is…

2019-04-16abs ↗pdf ↗

We introduce a new notion of conditional nonlinear expectation under probability distortion. Such a distorted nonlinear expectation is not sub-additive in general, so it is beyond the scope of Peng's framework of nonlinear expectations. A more fundamental problem when extending the distorted expectation to a dynamic se…

2018-09-21abs ↗pdf ↗

We discuss equivalent axiomatic characterizations of distortion risk measures, and give a novel and concise proof of the characterization of elicitable distortion risk measures. Elicitability has recently been discussed as a desirable criterion for risk measures, motivated by statistical considerations of forecasting. …

2014-05-15abs ↗pdf ↗

We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates on the survival function of the sum. The second, simultaneously applies the distortion on the survival function of the su…

2011-06-14abs ↗pdf ↗

Paper studies fundamental limits of communication in distributed learning.

problem Communication efficiency in model aggregation for distributed learning.
method Rate-Distortion approach to model aggregation as a vector Gaussian CEO problem.
result Derives rate region bound and sum-rate-distortion function for model aggregation.

Let S be an immersed horizontal surface in a 3-dimensional graph manifold. We show that the fundamental group of the surface S is quadratically distorted whenever the surface is virtually embedded (i.e., separable) and is exponentially distorted when the surface is not virtually embedded.

2017-03-21abs ↗pdf ↗

Paper introduces new risk measures that unify two existing types.

problem Combining two types of risk measures for broader applicability.
method Introduces a new class of risk measures that unify distortion and Haezendonck-Goovaerts measures.
result New risk measures defined on a larger space, with coherent properties in certain scenarios.