The paper diagnoses factor models using characteristic axes and zero-curve restrictions.
problem Tackles systematic sign reversals and overcorrections in factor model pricing errors.
method Extends cap-axis integral diagnostic to general characteristic axes, measuring pricing errors as bridge-alpha curves.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing systematic sign reversals and overcorrections.
The paper diagnoses factor-model pricing errors using characteristic axes and bridge-alpha curves.
problem Tackles systematic sign reversals and overcorrections in factor-model pricing errors.
method Extends cap-axis integral diagnostic to characteristic axes, measures pricing errors as bridge-alpha curves, and uses a predetermined characteristic order to generate zero-curve restrictions.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing significant sign reversals and overcorrections.
This paper diagnoses factor-model pricing errors using a new method.
problem Measuring pricing errors in factor models with general characteristic axes.
method Developed a method to measure factor-model pricing errors as bridge-alpha curves, using a predetermined characteristic order and prefix portfolios.
result Adding a counterpart factor flips the curve's sign on every axis, but only HML and CMA overcorrect enough to be rejected.
We show that the complex hyperbolic metrics defined by Deligne-Mostow and Thurston on M0,n are singular Kähler-Einstein metrics when M0,n is embedded in the Deligne-Mumford-Knudsen compactification M0,n. As a consequence, we obtain a formula computing the volu…
Proposes a diagnostic method to evaluate factor models using cap-axis integrals.
problem Improving factor model evaluation in low-dimensional spaces.
method Lifts pricing errors into a bridge-alpha curve along the market-capitalization rank axis.
result The cap-axis norm is distinct from Sharpe gain and size exposure.
Proposes a diagnostic method to evaluate factor models using cap-axis integrals.
problem Improving factor model evaluation for low-dimensional models.
method Lifts pricing errors into a bridge-alpha curve along the market-capitalization rank axis.
result The cap-axis norm is distinct from Sharpe gain and size exposure.
We tackle causal inference under conditional moment restrictions using importance weighting.
problem Challenges in causal inference under conditional moment restrictions, especially in high-dimensional settings.
method Transform conditional moment restrictions to unconditional moment restrictions through importance weighting.
result Successfully estimate nonparametric functions defined under conditional moment restrictions.
Study restrictions on digitally continuous functions and their effects.
problem Understanding effects of restrictions on digitally continuous functions.
method Analyzing digitally continuous functions and their modifications.
result Analogous result for topological spaces derived from digitally continuous functions.
The study bounds quantum eigenfunctions on complex manifolds.
problem Restricting quantum eigenfunctions on complex manifolds.
method Analytic continuation and FBI transform for Laplace eigenfunctions.
result Upper and lower L2 bounds for eigenfunctions. We address the restriction problem for viscosity subsolutions of a fully nonlinear PDE on a manifold Z. The constraints on the restrictions of smooth subsolutions to a submanifold X in Z determine a restricted subequation on X. The problem is to show that general (upper semi-continuous) subsolutions restrict to satisfy…
We investigate some basic questions concerning the relationship between the restricted Grassmannian and the theory of Banach Lie-Poisson spaces. By using universal central extensions of Lie algebras, we find that the restricted Grassmannian is symplectomorphic to symplectic leaves in certain Banach Lie-Poisson spaces, …
New findings restrict Heegaard Floer homology for certain rational homology spheres.
problem The L-space conjecture or Heegaard Floer homology geography. method Verification of a stronger geography restriction for rational homology spheres.
result Heegaard Floer homology satisfies a stronger geography restriction for a wide class of rational homology spheres.
Introduces a restricted Chen-Nagano variational principle for the Einstein-Hilbert functional.
problem Deriving critical metrics for the Einstein-Hilbert functional on compact Riemannian manifolds.
method Restricts the variational problem to an infinite-dimensional subspace.
result Derives a novel structural characterization of critical metrics.
The study restricts groups in graph of groups structures.
problem Realizing groups as fundamental groups of graph of groups with restricted vertex groups.
method Analyzes restrictions on groups that can be realized and applies to manifold construction.
result Places constraints on groups that can be realized in graph of groups structures.
New method improves estimation of complex models from conditional moment restrictions.
problem Estimation of complex models from conditional moment restrictions.
method Functional Generalized Empirical Likelihood (GEL) with a practical method.
result The method achieves state-of-the-art performance on two problems.
The article introduces a new estimator for regression that combines bridge regression with prior information.
problem Estimating parameters and selecting variables in linear models with prior information.
method Restricted Bridge Estimator (RBRIDGE) using local quadratic approximation.
result The RBRIDGE estimator provides a closed-form solution and outperforms other estimators in simulations and real data analysis.
We study numerical restricted volumes of (1,1) classes on compact Kahler manifolds, as introduced by Boucksom. Inspired by work of Ein-Lazarsfeld-Mustata-Nakamaye-Popa on restricted volumes of line bundles on projective manifolds, we pose a natural conjecture to the effect that irreducible components of the non-Kahler …
New KCM tests improve specification testing via RKHS.
problem Improving specification tests for econometric models.
method Kernel conditional moment (KCM) tests based on RKHS.
result KCM tests have better finite-sample performance than existing tests.
Constructs infinite-dimensional Siegel disc as symplectic and Kaehler quotient.
problem No specific problem stated; focuses on mathematical construction.
method Symplectic and Kaehler quotient construction.
result Infinite-dimensional Siegel disc constructed as symplectic and Kaehler quotient.
Algorithm samples composite logconcave densities efficiently.
problem Sampling from composite logconcave densities efficiently.
method Uses a restricted Gaussian oracle and gradient queries.
result Achieves strong total variation distance guarantees.
Active-set algorithm improves Cox regression for shape-restricted covariates.
problem Improving Cox regression for shape-restricted covariates.
method Shape-restricted inference using active-set optimization for spline basis expansion.
result Active-set algorithm produces accurate linear covariate effect estimates.
We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation is motivated by different online problems arising in clinical trials, recommende…
We construct a two parameter family of eleven-dimensional indecomposable Cahen-Wallach spaces with irreducible, non-flat, non-restricted geometric supersymmetry of fraction ν=43. Its compactified moduli space can be parametrized by a compact interval with two points corresponding to two non-isometric, decom…
New proof shows inequality without restrictions.
problem Sharp inequality relating Yamabe invariants on Poincare-Einstein manifolds.
method New proof without restrictions.
result Sharp inequality holds without restrictions.
Computes fundamental groups of restricted configuration spaces.
problem Understanding the structure of configuration spaces after removing hypersurfaces.
method Fibration over unordered configuration spaces of n−1 points, computation of fundamental groups. result Fundamental groups of restricted configuration spaces computed in small dimensions.
Study restricts causal graphs with expert knowledge.
problem Restricting causal graphs to include expert orientation knowledge.
method Prove properties, present new orientation rules, develop algorithms.
result Shows how to uniquely represent restricted essential ancestral graphs.
We propose a relaxation-based approximate inference algorithm that samples near-MAP configurations of a binary pairwise Markov random field. We experiment on MAP inference tasks in several restricted Boltzmann machines. We also use our underlying sampler to estimate the log-partition function of restricted Boltzmann ma…
We show that the planar circular restricted three body problem is of restricted contact type for all energies below the first critical value (action of the first Lagrange point) and for energies slightly above it. This opens up the possibility of using the technology of Contact Topology to understand this particular dy…
Study expands classical harmonic function results to Riemannian manifolds.
problem Classical harmonic function properties in domains of Riemannian manifolds.
method Generalized classical results to Riemannian manifolds, including pinched negative curvature.
result Generalized results for Riemannian manifolds, including pinched negative curvature.
Formulas derived for operators on forms in anti-de Sitter spaces.
problem Operators on forms in anti-de Sitter spaces.
method Explicit formulas for codifferential and Laplace-de Rham operators.
result Formulas for restriction and continuation between spaces.
This work defines a categorical notion of principal bundles.
problem Different definitions of principal bundles in various categories.
method Formulated in join-restriction categories, which generalize partial maps.
result Shows the tangent bundle as the product of tangent space and group object.
New topological restrictions found for spaces with nonnegative Ricci curvature.
problem Understanding topological properties of spaces with nonnegative Ricci curvature.
method Analyzing complete Riemannian manifolds and RCD(0,n) spaces, applying rigidity and vanishing theorems.
result Proved a Betti number rigidity theorem and a vanishing theorem for simplicial volume.
Explicit models for the restricted conformal group of the Einstein static universe of dimension greater than two and for its universal covering group are constructed. Based on these models, as an application we determine all oriented and time-oriented conformal Lorentz manifolds whose restricted conformal group has max…
In this note we present examples of K(π,1)-arrangements which admit a restriction which fails to be K(π,1). This shows that asphericity is not hereditary among hyperplane arrangements.
We construct knot invariants from the radical part of projective modules of restricted quantum groups. We also show a relation between these invariants and the colored Alexander invariants.
Let (M,F) be a connected Finsler space. An isometry of (M,F) is called a Clifford-Wolf translation (or simply CW-translation) if it moves all points the same distance. The compact Finsler space (M,F) is called restrictively Clifford-Wolf homogeneous (restrictively CW-homogeneous) if for any two sufficiently close…
Method selects valid IVs from a large set using clustering and test of overidentifying restrictions.
problem Selecting valid instrumental variables from a large set of candidates.
method Agglomerative hierarchical clustering combined with a test of overidentifying restrictions.
result Achieves oracle properties when the largest group of IVs is valid.
Using an invariant defined by Rasmussen, we extend an argument given by Hedden and Watson which further restricts which Alexander polynomials can be realized by L-space knots.
Study finds periodic orbits in a complex gravitational system.
problem Existence of periodic solutions in a gravitational system with multiple primaries.
method Proves existence of periodic solutions when primaries move on a Hip-Hop solution.
result Proves the existence of periodic solutions in the restricted (2N+1)-body problem. We generalize the notion of involutivity to systems of differential equations of different orders and show that the classical results due to Guillemin and Quillen relating involutivity, restrictions, characteristics and characteristicity, known for first order systems, extend to the general context, though in a modifie…
It is known since 40 years old paper by M. Keane that minimality is a generic (i.e. holding with probability one) property of an irreducible interval exchange transformation. If one puts some integral linear restrictions on the parameters of the interval exchange transformation, then minimality may become an "exotic" p…
A new permutation method improves two-sample testing power.
problem Two-sample testing with improved power and validity.
method Structured block-restricted cross-swaps.
result Block-restricted permutations achieve higher power than full permutations.
Khovanov multicurves are restricted to linear components.
problem Khovanov multicurves are subject to strong geography restrictions.
method Applying ideas from homological mirror symmetry, we show that Khovanov multicurves are linear.
result Every component of the invariant is linear, homotopic to a straight line.
Learning in restricted Boltzmann machine is typically hard due to the computation of gradients of log-likelihood function. To describe the network state statistics of the restricted Boltzmann machine, we develop an advanced mean field theory based on the Bethe approximation. Our theory provides an efficient message pas…
The restricted Boltzmann machine is a network of stochastic units with undirected interactions between pairs of visible and hidden units. This model was popularized as a building block of deep learning architectures and has continued to play an important role in applied and theoretical machine learning. Restricted Bolt…
Conditional restricted Boltzmann machines are undirected stochastic neural networks with a layer of input and output units connected bipartitely to a layer of hidden units. These networks define models of conditional probability distributions on the states of the output units given the states of the input units, parame…
The paper analyzes Karcher means on restricted PSD matrices with statistical guarantees.
problem Statistical analysis of non-linear manifolds in machine learning.
method Intrinsic mean model on restricted PSD matrices, Karcher mean analysis, extrinsic signal-plus-noise model.
result Non-asymptotic statistical analysis of Karcher means with deterministic error bounds.
The paper uses deep neural networks to estimate economic models without separability restrictions.
problem Estimating economic models with complex interaction effects and non-separable restrictions.
method Uses deep neural networks as a nonparametric sieve to approximate regression functions from nonlinear latent variable models.
result Economic shape, sparsity, or separability restrictions are imposed more straightforwardly when a flexible latent variable model is used.