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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.

168,695 papers · 148 categories

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63126188251 · Jun 202019922001200920172026
48 results for sufficient changes

In this paper, we studied a Finsler space whose metric is given by an h-exponential change and obtain the Cartan connection coefficients for the change. We also find the necessary and sufficient condition for an h-exponential change of Finsler metric to be projective.

2016-03-17abs ↗pdf ↗

The claim arrival process to an insurance company is modeled by a compound Poisson process whose intensity and/or jump size distribution changes at an unobservable time with a known distribution. It is in the insurance company's interest to detect the change time as soon as possible in order to re-evaluate a new fair v…

2007-03-28abs ↗pdf ↗

In this paper, we discuss the Finsler spaces (Mn,L)(M^n,L) and (Mn,L)(M^n,\,^{*}L), where L(x,y)^{*}L(x,y) is obtained from L(x,y)L(x,y) by Kropina change L(x,y)=L2(x,y)bi(x,y)yi^{*}L(x,y)=\frac{L^2(x,y)}{b_i(x,y)\,y^i} and bi(x,y)b^{}_{i}(x,y) is an hh-vector in (Mn,L)(M^n,L). We find the necessary and sufficient condition when the Cartan connection coefficients…

2014-04-25abs ↗pdf ↗

New method combines domain changes and sparse mixing for better latent variable learning.

problem Challenges in identifying latent variables due to insufficient domain changes and violated sparsity constraints.
method Combines sufficient changes and sparse mixing constraints, using domain encoding networks and variational autoencoders.
result Identifiability of latent variables achieved with less restrictive constraints.

In this paper, we consider Kropina change of mm-th root Finsler metrics. We find necessary and sufficient condition under which the Kropina change of an mm-th root Finsler metric be locally dually flat. Then we prove that the Kropina change of an mm-th root Finsler metric is locally projectively flat if and only if …

2014-09-13abs ↗pdf ↗

In this paper, we consider Randers change of some special (α,β) (α, β)- metrics. First we find the fundamental metric tensor and Cartan tensor of these Randers changed (α,β) (α, β)- metrics. Next, we establish a general formula for inverse of fundamental metric tensors of these metrics. Finally, we find the necessary and su…

2017-12-21abs ↗pdf ↗

The present paper deals with the Killing correspondence between some Finsler spaces. We consider a Finsler space equipped with a ββ-change of metric and study the Killing correspondence between the original Finsler space and the Finsler space equipped with ββ-change of metric. We obtain necessary and sufficient condi…

2014-04-24abs ↗pdf ↗

Intelligent agents should be able to learn useful representations by observing changes in their environment. We model such observations as pairs of non-i.i.d. images sharing at least one of the underlying factors of variation. First, we theoretically show that only knowing how many factors have changed, but not which o…

2020-02-07abs ↗pdf ↗

The paper studies anisotropic conformal changes in pseudo-Finsler surfaces.

problem Investigating geometric properties under anisotropic conformal transformations.
method Analyzing geometric objects like Berwald, Landsberg, and Douglas tensors under anisotropic conformal transformations.
result Necessary and sufficient conditions for various geometric properties under anisotropic conformal transformations.

Estimates change point in high dimensional time series models.

problem Change point estimation in high dimensional time series.
method Plug-in least squares estimator with sufficient conditions for adaptivity.
result Optimal rate of convergence Op(ξ2)O_p(ξ^{-2}) in integer scale.

On a Finsler manifold (M,L)(M,L), we consider the change LLˉ(x,y)=eσ(x)L(x,y)+β(x,y)L\longrightarrow\bar{L}(x,y)=e^{σ(x)}L(x,y)+β(x,y), which we call a ββ-conformal change. This change generalizes various types of changes in Finsler geometry: conformal, CC-conformal, hh-conformal, Randers and generalized Randers changes. Under this change, we …

2007-01-17abs ↗pdf ↗

The present paper is a continuation of a foregoing paper [Tensor, N. S., 69 (2008), 155-178]. The main aim is to establish \emph{an intrinsic investigation} of the conformal change of the most important special Finsler spaces, namely, ChC^{h}-recurrent, CvC^{v}-recurrent, C0C^{0}-recurrent, C2C_{2}-like, quasi-CC-redu…

2009-08-05abs ↗pdf ↗

This paper extends results of Mortimer and Williams (1991) about changes of probability measure up to a random time under the assumptions that all martingales are continuous and that the random time avoids stopping times. We consider locally absolutely continuous measure changes up to a random time, changes of probabil…

2013-09-24abs ↗pdf ↗

We give sufficient conditions for a Cc1 C^1_c -local diffeomorphism between Fréchet spaces to be a global one. We extend the Clarke's theory of generalized gradients to the more general setting of Fréchet spaces. As a consequence, we define the Chang Palais-Smale condition for Lipschitz functions and show that a functio…

2019-03-12abs ↗pdf ↗

We consider a setting in which the objective is to learn to navigate in a controlled Markov process (CMP) where transition probabilities may abruptly change. For this setting, we propose a performance measure called exploration steps which counts the time steps at which the learner lacks sufficient knowledge to navigat…

2019-10-18abs ↗pdf ↗

Distributed learning is central for large-scale training of deep-learning models. However, they are exposed to a security threat in which Byzantine participants can interrupt or control the learning process. Previous attack models and their corresponding defenses assume that the rogue participants are (a) omniscient (k…

2019-02-16abs ↗pdf ↗

Study uses property elicitation to understand how fairness regularizers affect optimal decisions.

problem Understanding how fairness regularizers change the optimal decision in predictive algorithms.
method Property elicitation to analyze the relationship between loss, regularization, and optimal decision.
result Necessary and sufficient condition for when a property changes with the addition of a regularizer.

In this paper, we prove that every m-th root metric with isotropic mean Berwald curvature reduces to a weakly Berwald metric. Then we show that an m-th root metric with isotropic mean Landsberg curvature is a weakly Landsberg metric. We find necessary and sufficient condition under which conformal ββ-change of an m-th…

2017-06-24abs ↗pdf ↗

The paper studies curvature changes on manifolds with boundary.

problem Investigating conformal deformations of curvature on manifolds with boundary.
method Establishing sufficient conditions for positive scalar curvature and mean convex boundary, exploring further deformation scenarios.
result Conditions for conformal deformations to complete metrics with positive scalar curvature and mean convex boundary.

Deep learning generates efficient change-point detection methods.

problem Detecting change-points in data with various types of change and data behavior.
method Train a neural network to automatically generate detection methods.
result Neural network-based methods are competitive and outperform standard methods in various noise conditions.

We study the problem of learning sparse structure changes between two Markov networks PP and QQ. Rather than fitting two Markov networks separately to two sets of data and figuring out their differences, a recent work proposed to learn changes \emph{directly} via estimating the ratio between two Markov network models…

2014-07-02abs ↗pdf ↗

Evaluates change point detection algorithms on real-world data.

problem Insufficient evaluation of change point detection algorithms on real-world time series.
method Developed a data set of 37 time series from various domains, annotated by human experts, and evaluated 14 algorithms using consistency metrics.
result Demonstrates the need for better evaluation methods in change point detection.

Detect changes in noisy dynamical systems using empirical approximations and finite-sample bounds.

problem Change detection in noisy dynamical systems
method Partition-based empirical approximations and finite-state stationary distribution stability
result Finite-sample bound for empirical stationary density

LLMs' explanations are often insufficient and vary with input distribution.

problem Evaluating the sufficiency of LLM explanations without predefined biases.
method Generalizing sufficiency to arbitrary explanations, using LLM's input beliefs, and introducing SCSuff metric.
result Explanation sufficiency can vary with input distribution and is weakly correlated with model size, accuracy, or output entropy.

Estimates change point in high-dimensional dynamic graphical models.

problem Detecting change points in high-dimensional graphical models.
method Developed an estimator with Op(ψ2)O_p(ψ^{-2}) rate of convergence, established asymptotic distribution under high-dimensional scaling.
result Asymptotic distribution characterized under vanishing and non-vanishing jump size regimes.

Let DD be a reduced alternating diagram of a non-split link LL and L~\tilde{L} be the link whose diagram is obtained from DD by a crossing change. If L~\tilde{L} is alternating, then c(L~)c(L)2c(\tilde{L})\leq c(L)-2. In this paper we explore when c(L~)=c(L)2c(\tilde{L})=c(L)-2 holds and obtain a simple sufficient and necessary cond…

2014-07-01abs ↗pdf ↗

A framework is introduced for actively and adaptively solving a sequence of machine learning problems, which are changing in bounded manner from one time step to the next. An algorithm is developed that actively queries the labels of the most informative samples from an unlabeled data pool, and that adapts to the chang…

2018-05-29abs ↗pdf ↗

We study sequential change-point detection procedures based on linear sketches of high-dimensional signal vectors using generalized likelihood ratio (GLR) statistics. The GLR statistics allow for an unknown post-change mean that represents an anomaly or novelty. We consider both fixed and time-varying projections, deri…

2015-05-25abs ↗pdf ↗

This work introduces robust counterfactuals for neural networks that remain valid after minor model changes.

problem Generating counterfactual explanations that are robust to slight model changes.
method Introduces a measure called Stability to quantify robustness of counterfactuals to potential model changes, and proposes practical relaxations.
result Counterfactuals with high Stability remain valid after potential model changes with high probability.

Extends Toda system existence results to negative functions.

problem Existence of solutions to Toda systems with sign-changing functions.
method Improved Moser-Trudinger inequality, Brezis-Merle type analyses, Pohozaev identities.
result Sufficient conditions for Toda system solutions remain valid with negative functions.

All the connections, pure toward the nilpotent structure, are found. Examples of manifolds, for which the curvature tensor is pure or hybrid, are given. For a manifold of B-type a necessary and sufficient condition for purity of the curvature tensor is proved. It is verified that the conformal change of the metric of a…

2008-07-21abs ↗pdf ↗

Detecting emergence of a low-rank signal from high-dimensional data is an important problem arising from many applications such as camera surveillance and swarm monitoring using sensors. We consider a procedure based on the largest eigenvalue of the sample covariance matrix over a sliding window to detect the change. T…

2016-10-03abs ↗pdf ↗

This research examines anisotropic conformal transformations of pseudo-Finsler surfaces.

problem Investigating anisotropic conformal transformations of conic pseudo-Finsler surfaces.
method Using modified Berwald frame, the study finds necessary and sufficient conditions for anisotropic conformal transformations and analyzes geometric properties.
result Necessary and sufficient conditions for anisotropic conformal transformations of pseudo-Finsler surfaces are derived.

When dealing with Heston's stochastic volatility model, the change of measure from the subjective measure P to the objective measure Q is usually investigated under the assumption that the Feller condition is satisfied. This paper closes this gap in the literature by deriving sufficient conditions for the existence of …

2018-09-28abs ↗pdf ↗

Global oil price is an important factor in determining many economic variables in the world's economy. It is generally modeled as a stochastic process and have been studied through different techniques by comparing the historic time series of demand, supply and the price itself. However, there are many historic events …

2018-04-24abs ↗pdf ↗

This paper examines a generalized Kropina metric and its geometric properties.

problem Investigating geometric properties of a generalized Kropina metric.
method Analyzing a Finsler manifold with a concurrent π-vector field and examining the φφ-concurrent generalized Kropina change.
result The geodesic sprays of the original Finsler metric and the modified metric are never projectively related.

A combinatorial presentation of closed orientable 3-manifolds as bi-tricolored links is given together with two versions of a calculus via moves to manipulate bi-tricolored links without changing the represented manifold. That is, we provide a finite set of moves sufficient to relate any two manifestations of the same …

2001-09-22abs ↗pdf ↗

Method identifies unknown intervention targets in structural causal models from diverse data.

problem Identifying unknown intervention targets in structural causal models from heterogeneous data.
method Two-phase approach: first recovers exogenous noises, second matches with endogenous variables.
result Proposed method uniquely identifies intervention targets under causal sufficiency assumption.

Climate change is widely expected to increase weather related damage and the insurance claims that result from it. This will increase insurance premiums, in a way that is independent of a customer's contribution to the causes of climate change. Insurance provides a financial mechanism that mitigates some of the consequ…

2015-09-03abs ↗pdf ↗