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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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20395978 · Jun 202019922001200920172026
48 results for ultrametric trees

Noncommutative geometry is used to study the local geometry of ultrametric spaces and the geometry of trees at infinity. Connes's example of the noncommutative space of Penrose tilings is interpreted as a non-Hausdorff orbit space of a compact, ultrametric space under the action of its local isometry group. This is gen…

2006-05-04abs ↗pdf ↗

It is well-known that quasi-isometries between R-trees induce power quasi-symmetric homeomorphisms between their ultrametric end spaces. This paper investigates power quasi-symmetric homeomorphisms between bounded, complete, uniformly perfect, ultrametric spaces (i.e., those ultrametric spaces arising up to similarity …

2010-02-08abs ↗pdf ↗

Develops a variational method for ultrametric phylogenetic trees.

problem Accurate and efficient approximation of posterior distributions over trees in Bayesian phylogenetics.
method Variational Bayesian approach based on coalescent times of a single-linkage clustering.
result Achieves competitive accuracy with significantly fewer gradient evaluations.

It is known that PQ-symmetric maps on the boundary characterize the quasi-isometry type of visual hyperbolic spaces, in particular, of geodesically complete \br-trees. We define a map on pairs of PQ-symmetric ultrametric spaces which characterizes the branching of the space. We also show that, when the ultrametric spac…

2010-02-05abs ↗pdf ↗

We announce ultrametric analogues of the results of Kleinbock-Margulis for shrinking target properties of semisimple group actions on symmetric spaces. The main applications are S-arithmetic Diophantine approximation results and logarithm laws for buildings, generalizing the work of Hersonsky-Paulin on trees.

2005-06-26abs ↗pdf ↗

There is a well-known correspondence between infinite trees and ultrametric spaces which can be interpreted as an equivalence of categories and comes from considering the end space of the tree. In this equivalence, uniformly continuous maps between the end spaces are translated to some classes of coarse maps (or even c…

2007-04-24abs ↗pdf ↗

We prove that if X is a complete geodesic metric space with uniformly generated first homology group and f:XRf: X\to R is metrically proper on the connected components and bornologous, then X is quasi-isometric to a tree. Using this and adapting the definition of hyperbolic approximation we obtain an intrinsic sufficent …

2011-03-30abs ↗pdf ↗

Using data from a sample of 28 representatives countries, we propose a classification of currency crises consequences based on the ultrametric analysis of the real exchange rate movements time series, without any further assumption. By using the matrix of synchronous linear correlation coefficients and the appropriate …

2005-08-25abs ↗pdf ↗

The increasing needs of clustering massive datasets and the high cost of running clustering algorithms poses difficult problems for users. In this context it is important to determine if a data set is clusterable, that is, it may be partitioned efficiently into well-differentiated groups containing similar objects. We …

2019-08-28abs ↗pdf ↗

We model anomaly and change in data by embedding the data in an ultrametric space. Taking our initial data as cross-tabulation counts (or other input data formats), Correspondence Analysis allows us to endow the information space with a Euclidean metric. We then model anomaly or change by an induced ultrametric. The in…

2008-09-02abs ↗pdf ↗

We study the problem of fitting an ultrametric distance to a dissimilarity graph in the context of hierarchical cluster analysis. Standard hierarchical clustering methods are specified procedurally, rather than in terms of the cost function to be optimized. We aim to overcome this limitation by presenting a general opt…

2019-05-25abs ↗pdf ↗

Dendrograms used in data analysis are ultrametric spaces, hence objects of nonarchimedean geometry. It is known that there exist pp-adic representation of dendrograms. Completed by a point at infinity, they can be viewed as subtrees of the Bruhat-Tits tree associated to the pp-adic projective line. The implications a…

2007-07-24abs ↗pdf ↗

We study the classification of ultrametric spaces based on their small scale geometry (uniform homeomorphism), large scale geometry (coarse equivalence) and both (all scale uniform equivalences). We prove that these equivalences can be characterized with parallel constructions using a combinatoric tool called common zi…

2009-09-01abs ↗pdf ↗

I find a topological arrangement of stocks traded in a financial market which has associated a meaningful economic taxonomy. The topological space is a graph connecting the stocks of the portfolio analyzed. The graph is obtained starting from the matrix of correlation coefficient computed between all pairs of stocks of…

1998-02-24abs ↗pdf ↗

This note explores norms beyond ultrametric inequalities in non-Archimedean analysis.

problem Analyzing norms beyond ultrametric inequalities in non-Archimedean analysis.
method Characterization of isometries between finite-dimensional spaces with a specific norm.
result Characterization of isometries between finite-dimensional linear spaces over a valued field.

Paper addresses limitations of traditional hierarchical clustering methods.

problem Traditional hierarchical clustering methods face limitations in binary trees and ultrametrics.
method Introduces the notion of a valid hierarchy and a two-step algorithm to construct a binary tree and prune it to enforce validity.
result Proposes a method to recover the finest valid hierarchy, which is not constrained to binary structures.

This paper connects ultrametric overlap gap properties to parametric RDT for symmetric binary perceptrons.

problem Characterizing statistical computational gaps in symmetric binary perceptrons.
method Developed an analytical union-bounding program to rigorously upper-bound constraint densities of ultrametric overlap gap properties.
result Obtained tightest bounds at the first two levels of ultrametric overlap gap properties, closely approaching parametric RDT estimates.

Hughes has defined a class of groups, which we call FSS (finite similarity structure) groups. Each FSS group acts on a compact ultrametric space by local similarities. The best-known example is Thompson's group V. Guided by previous work on Thompson's group V, we establish a number of new results about FSS groups. Our …

2012-06-13abs ↗pdf ↗

We consider the notion of dimension in four categories: the category of (unbounded) separable metric spaces and (metrically proper) Lipschitz maps, and the category of (unbounded) separable metric spaces and (metrically proper) uniform maps. A unified treatment is given to the large scale dimension and the small scale …

2006-07-10abs ↗pdf ↗

The Baire metric induces an ultrametric on a dataset and is of linear computational complexity, contrasted with the standard quadratic time agglomerative hierarchical clustering algorithm. In this work we evaluate empirically this new approach to hierarchical clustering. We compare hierarchical clustering based on the …

2011-06-11abs ↗pdf ↗

The Baire metric induces an ultrametric on a dataset and is of linear computational complexity, contrasted with the standard quadratic time agglomerative hierarchical clustering algorithm. We apply the Baire distance to spectrometric and photometric redshifts from the Sloan Digital Sky Survey using, in this work, about…

2011-04-20abs ↗pdf ↗

The high-frequency cross-correlation existing between pairs of stocks traded in a financial market are investigated in a set of 100 stocks traded in US equity markets. A hierarchical organization of the investigated stocks is obtained by determining a metric distance between stocks and by investigating the properties o…

2000-09-22abs ↗pdf ↗

This paper introduces hierarchical quasi-clustering methods, a generalization of hierarchical clustering for asymmetric networks where the output structure preserves the asymmetry of the input data. We show that this output structure is equivalent to a finite quasi-ultrametric space and study admissibility with respect…

2014-04-17abs ↗pdf ↗

We describe many vantage points on the Baire metric and its use in clustering data, or its use in preprocessing and structuring data in order to support search and retrieval operations. In some cases, we proceed directly to clusters and do not directly determine the distances. We show how a hierarchical clustering can …

2011-11-27abs ↗pdf ↗

We present the characterization of metric spaces that are micro-, macro- or bi-uniformly equivalent to the extended Cantor set $\{\sum_{i=-n}^\infty\frac{2x_i}{3^i}:n\in\IN ,\;(x_i)_{i\in\IZ}\in\{0,1\}^\IZ\}\subset\IR$, which is bi-uniformly equivalent to the Cantor bi-cube $2^{<\IZ}=\{(x_i)_{i\in\IZ}\in \{0,1\}^\IZ:\e…

2009-08-25abs ↗pdf ↗

This paper describes experiments, on two domains, to investigate the effect of averaging over predictions of multiple decision trees, instead of using a single tree. Other authors have pointed out theoretical and commonsense reasons for preferring the multiple tree approach. Ideally, we would like to consider predictio…

2013-03-27abs ↗pdf ↗

We introduce a novel incremental decision tree learning algorithm, Hoeffding Anytime Tree, that is statistically more efficient than the current state-of-the-art, Hoeffding Tree. We demonstrate that an implementation of Hoeffding Anytime Tree---"Extremely Fast Decision Tree", a minor modification to the MOA implementat…

2018-02-24abs ↗pdf ↗

We introduce block-tree graphs as a framework for deriving efficient algorithms on graphical models. We define block-tree graphs as a tree-structured graph where each node is a cluster of nodes such that the clusters in the graph are disjoint. This differs from junction-trees, where two clusters connected by an edge al…

2010-07-04abs ↗pdf ↗