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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.

168,742 papers · 148 categories

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96192287383 · May 202619922001200920172026
48 results for strongly-causal conditions

The paper establishes criteria for spacetime inextendibility using asymptotic volume-distance-ratio analysis.

problem Determining inextendibility of spacetimes near singularities.
method Asymptotic analysis of volume-distance-ratio (VDR) to prove inextendibility criteria.
result Failure of VDR convergence to the Minkowski value implies inextendibility of spacetime.

This paper is the continuation of [8]. We essentially prove that the familly of strongly causal spacetimes defined in [8] associated to generic achronal subsets in Ein contains all the examples of BTZ multi black-holes. It provides new elements for the global description of these multi black-holes. We also prove that a…

2005-10-04abs ↗pdf ↗

We investigate refocusing and strong refocusing of light rays in a space-time. A strongly refocusing space-time is refocusing. The converse is unknown. We construct examples of space-times which are refocusing, but not strongly so, at a particular point. These space-times are strongly refocusing at other points. The ge…

2010-05-14abs ↗pdf ↗

The Abstract Boundary singularity theorem was first proven by Ashley and Scott. It links the existence of incomplete causal geodesics in strongly causal, maximally extended spacetimes to the existence of Abstract Boundary essential singularities, i.e., non-removable singular boundary points. We give two generalizations…

2015-08-19abs ↗pdf ↗

Synthetic approach to conformal transformations in metric and Lorentzian spaces.

problem Defining consistent conformal transformations in spaces of low regularity.
method Introducing conformal transformations in metric and Lorentzian spaces, focusing on Lorentzian pre-length spaces.
result Established a consistent notion of conformal length and proved its properties.

Equivalence found between smooth and synthetic timelike curvature bounds.

problem Understanding timelike sectional curvature bounds in spacetime geometry.
method Established equivalence between sectional curvature bounds on timelike planes and synthetic timelike bounds.
result Equivalence proved for sectional curvature bounds on timelike planes and synthetic timelike bounds on strongly causal spacetimes.

The paper examines geodesic completeness in Lie groups with specific vector fields.

problem Investigating geodesic completeness in Lie groups with special vector fields.
method Analyzing left-invariant Lorentzian metrics on simple Lie groups with Killing vector fields.
result Conditions for geodesic completeness in Lie groups with specific vector fields.

The causal structure of a strongly causal spacetime is particularly well endowed. Not only does it determine the conformal spacetime geometry when the spacetime dimension n >2, as shown by Malament and Hawking-King-McCarthy (MHKM), but also the manifold dimension. The MHKM result, however, applies more generally to spa…

2011-02-04abs ↗pdf ↗

The paper explores conjugate points in Lorentzian spaces, comparing different definitions and proving related theorems.

problem Understanding conjugate points in Lorentzian geometry.
method Introducing and comparing different definitions of conjugate points in synthetic Lorentzian length spaces.
result All defined notions of conjugate points are compatible with the smooth spacetime setting.

We study the causality relation in the 3-dimensional anti-de Sitter space AdS and its conformal boundary Ein. To any closed achronal subset ΛΛ in Ein_2{Ein}\_2 we associate the invisible domain E(Λ)E(Λ) from ΛΛ in AdS. We show that if ΓΓ is a torsion-free discrete group of isometries of AdS preserving ΛΛ and is non-elem…

2005-09-23abs ↗pdf ↗

It is shown that if MM is a strongly causal free of naked singularities space-time, then its causal structure is completely characterized by a partial order in the space of skies defined by means of a class non-negative Legendrian isotopies. It is also proved that such partial order is determined by the class of futur…

2014-11-06abs ↗pdf ↗

The paper characterizes global hyperbolicity in Lorentzian manifolds without relying on manifold topology.

problem Characterizing global hyperbolicity in smooth Lorentzian manifolds without assuming manifold topology.
method Two formulations of global hyperbolicity: one using chronological diamonds and the other using properties of the Lorentzian distance function.
result The second formulation is equivalent to the definition of `Lorentzian metric space' and introduces the concept of dd-reflectivity.

Anosov representations are linked to specific spacetimes.

problem Understanding representations of groups into Lie groups.
method Holonomy of Anosov representations into O0(2, n) and spatial compactness of spacetimes.
result Anosov representations are the holonomy of CGHM conformally flat spacetimes.

The paper develops a new approach to conditional risk measures using modular convex analysis.

problem Developing a new method for conditional risk measures.
method Random modular approach to conditional certainty equivalents and niveloids in the conditional LL^{\infty}-space.
result Retrieves a conditional variational formula for optimized certainty equivalents and applies it to the conditional entropic risk measure.

Paper constructs solutions to Bogomolny equations with specific boundary and asymptotic conditions.

problem Constructing solutions to Bogomolny equations with given boundary and asymptotic conditions.
method Using generalized Nahm pole boundary condition and real symmetry breaking condition.
result Solutions analogous to instanton solutions, satisfying different asymptotic conditions.

We extend probabilistic programming to handle conditioning on marginal distributions.

problem Conditioning probabilistic programs on marginal distributions of observable variables.
method We define and implement stochastic conditioning, allowing inference in probabilistic programs conditioned on marginal distributions.
result We demonstrate the effectiveness of stochastic conditioning in various real-life scenarios.

Paper finds necessary condition for logarithmic Minkowski problem in higher dimensions.

problem Logarithmic Minkowski problem in higher dimensions.
method Established a necessary condition through generalization and refinement of previous work.
result Generalizes and refines necessary condition for logarithmic Minkowski problem.

This paper introduces a neural operator for probabilistic conditioning.

problem Probabilistic conditioning of random variables XX given YY.
method Develops a single operator that maps any joint density to its conditional, approximated by neural operators.
result Neural operators can approximate the conditioning operator to arbitrary accuracy.

CSI method learns conditional distributions by estimating flow equations.

problem Learning conditional distributions in generative models.
method Estimates probability flow equations to transport reference to target distribution.
result Derives explicit expressions for conditional drift and score functions.

New conditional risk measures called conditional generalized quantiles defined and characterized.

problem Developing new risk measures for dynamic risk assessment.
method Propose and characterize conditional generalized quantiles using expected utility model and equivalent conditions.
result Characterized conditional generalized quantiles as well-defined and equivalent to a conditional first order condition.

A new method for learning conditional distributions using ODEs and neural networks.

problem Learning conditional distributions efficiently and accurately.
method Conditional Föllmer Flow, discretized with Euler's method, using nonparametric velocity estimation.
result Effective approximation of target conditional distributions, with convergence results for Wasserstein-2 distance.

Sharp statistical theory for conditional diffusion models.

problem Lack of theoretical foundation for conditional diffusion models.
method Sharp statistical theory with approximation of conditional score function.
result Sample complexity bound that adapts to data distribution smoothness.

An analysis is made of reality conditions within the context of noncommutative geometry. We show that if a covariant derivative satisfies a given left Leibniz rule then a right Leibniz rule is equivalent to the reality condition. We show also that the matrix which determines the reality condition must satisfy the Yang-…

1998-06-12abs ↗pdf ↗

We consider families of strongly consistent multivariate conditional risk measures. We show that under strong consistency these families admit a decomposition into a conditional aggregation function and a univariate conditional risk measure as introduced Hoffmann et al. (2016). Further, in analogy to the univariate cas…

2016-09-26abs ↗pdf ↗

Proposes a new method for interpreting feature importance and effects in dependent feature models.

problem Challenges in interpreting feature importance when features are dependent and interactions are present.
method Conditional Subgroup Approach
result Conditional PFI and PDP estimates based on this approach often outperform existing methods.

New boundary conditions solve Cauchy problem for Dirac operators on spacetimes.

problem Understanding non-local boundary conditions for Dirac operators on spacetimes.
method Define and analyze a class of Lorentzian boundary conditions that are local in time and non-local in spatial directions.
result Well-posed Cauchy problem for the Dirac operator is established under these conditions.

We extend CS divergence to conditional distributions and show its advantages in time series data and sequential decision making.

problem Quantifying the closeness between conditional distributions.
method Developed and estimated a conditional Cauchy-Schwarz divergence using kernel density estimation.
result Conditional CS divergence outperforms previous methods in time series clustering and sequential decision making.

We describe a Groebner basis of relations among conditional probabilities in a discrete probability space, with any set of conditioned-upon events. They may be specialized to the partially-observed random variable case, the purely conditional case, and other special cases. We also investigate the connection to generali…

2008-08-08abs ↗pdf ↗

A new method tests conditional independence by transforming it into an unconditional problem using transport maps.

problem Testing conditional independence between two random vectors given a third.
method Constructing transport maps to transform conditional independence into unconditional independence, estimating these maps from data using conditional continuous normalizing flow models.
result The proposed method is validated through simulations and real-data analysis, demonstrating practical effectiveness.

Generalizes moment-matching for exponential families with conditioning or hidden data.

problem Generalizing moment-matching conditions for exponential families with conditioning or hidden data.
method First-principles explanation and self-contained derivation of generalized moment-matching conditions.
result Derives generalized moment-matching conditions for conditional exponential families and hidden data.

DG algorithms often fail to generalize well in limited domains, highlighting necessary vs. sufficient conditions.

problem DG algorithms fail to consistently outperform ERM in limited domains.
method Examined necessary and sufficient conditions for DG, proposing a subspace alignment method.
result DG methods focus on sufficient conditions, often neglecting necessary conditions, leading to generalization failures.

Study on estimating conditional risk in machine learning.

problem Estimating expected loss of prediction models given input features.
method Analyzed in classification and regression settings, showing equivalence to standard regression. Developed theoretical insights and empirical validation.
result Conditional risk calibration is distinct from existing uncertainty quantification problems.

The paper extends static Systemic Risk Measures to a conditional setting.

problem Investigating how static Systemic Risk Measures can be adapted to a conditional framework.
method Providing a general dual representation result, analyzing Conditional Shortfall Systemic Risk Measures, and providing explicit formulas for exponential preferences.
result Explicit formulas for Conditional Shortfall Systemic Risk Measures and a time consistency property.

This paper simplifies conditional Sobol' indices calculation using PCE bases.

problem Computational inefficiency and lack of consistency in evaluating conditional Sobol' indices.
method Analytical extraction of conditional Sobol' indices via basis decomposition of PCE expansions.
result Derives closed-form expressions for conditional Sobol' indices.

A new method uses Schrödinger bridges for deep conditional generative learning.

problem Learning conditional distributions with additional information.
method Schrödinger bridge approach with discretized SDE and deep neural network.
result Generated samples have higher quality and can estimate conditional density.