Results 91 to 100 of about 1,154 (200)

Degenerate Hessian structures on radiant manifolds [PDF]

International Journal of Geometric Methods in Modern Physics, 2018
We present a rigorous mathematical treatment of Ruppeiner geometry, by considering degenerate Hessian metrics defined on radiant manifolds. A manifold [Formula: see text] is said to be radiant if it is endowed with a symmetric, flat connection and a global vector field [Formula: see text] whose covariant derivative is the identity mapping.
openaire   +3 more sources

Multiple Chains Markov Switching Vector Autoregression

Journal of Time Series Analysis, EarlyView.
ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley   +1 more source

Projective Hessian and Sasakian manifolds

, 2018
The Hessian geometry is the real analogue of the Kähler one. Sasakian geometry is an odd-dimensional counterpart of the Kähler geometry. In the paper, we study the connection between projective Hessian and Sasakian manifolds analogous to the one between Hessian and Kähler manifolds.
openaire   +2 more sources

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)

Journal of Time Series Analysis, EarlyView.
ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley   +1 more source

Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren, Alexander Back, Timo Teräsvirta   +2 more
wiley   +1 more source

Trans-Sasakian Structures with Certain Restrictions

Axioms
We find restrictions on a trans-Sasakian structure F,u,γ,α,β on a 3-dimensional Riemannian manifold M3,g so that M3,g is homothetic to a Sasakian manifold.
Sharief Deshmukh, Amira Ishan
doaj   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Stochastic Gradient Descent in High Dimensions for Multi‐Spiked Tensor PCA

Communications on Pure and Applied Mathematics, Volume 79, Issue 10, Page 2291-2369, October 2026.
ABSTRACT We study the high‐dimensional dynamics of online stochastic gradient descent (SGD) for the multi‐spiked tensor model. This multi‐index model arises from the tensor principal component analysis (PCA) problem with multiple spikes, where the goal is to estimate the unknown signal vectors within the N$N$‐dimensional unit sphere through maximum ...
Gérard Ben Arous, Cédric Gerbelot, Vanessa Piccolo   +2 more
wiley   +1 more source

A fully nonlinear generalized Monge-Ampere PDE on a torus

Electronic Journal of Differential Equations, 2014
We prove an existence result for a "generalized" Monge-Ampere equation, introduced in [11], under some assumptions on a flat complex 3-torus. As an application we prove the existence of Chern connections on certain kinds of holomorphic vector bundles ...
Vamsi P. Pingali
doaj