arXiv research

The paper shows measures equidistribute on affine submanifolds with a rate.

The affine-additive group is hyperbolic with a non-vanishing 4-capacity.

Solves Minkowski problem for affine invariant convex domains.

Spectral Clustering(SC) is a prominent data clustering technique of recent times which has attracted much attention from researchers. It is a highly data-driven method and makes no strict assumptions on the structure of the data to be clustered. One of the central pieces of spectral clustering is the construction of an…

In this paper we study time-inhomogeneous affine processes beyond the common assumption of stochastic continuity. In this setting times of jumps can be both inaccessible and predictable. To this end we develop a general theory of finite dimensional affine semimartingales under very weak assumptions. We show that the co…

We propose and study a row-and-column affine measurement scheme for low-rank matrix recovery. Each measurement is a linear combination of elements in one row or one column of a matrix $X$. This setting arises naturally in applications from different domains. However, current algorithms developed for standard matrix rec…

This paper constructs and studies the long-term factorization of affine pricing kernels into discounting at the rate of return on the long bond and the martingale component that accomplishes the change of probability measure to the long forward measure. The principal eigenfunction of the affine pricing kernel germane t…

This paper is devoted to a geometric-measure-theoretic study of the brand new affine BV-capacity which is essentially different from the classic BV-capacity in dimension greater than one.

The paper classifies affine minimal translation surfaces and finds their properties.

Study on curvature measures in non-Euclidean spaces linked to Euclidean geometry.

Study finds a measure for sponge components of Lalley-Gatzouras type.

Graph neural networks improve with affinity measures from random walks.

Study shows dynamics of rank 1 orbifolds in flat surfaces.

Paper explores properties of slice-matching operators for measure transfer.

New measures quantify how data augmentation improves model performance.

We investigate the existence of affine realizations for Lévy driven interest rate term structure models under the real-world probability measure, which so far has only been studied under an assumed risk-neutral probability measure. For models driven by Wiener processes, all results obtained under the risk-neutral appro…

New formula for instantaneous frequency in unbalanced systems.

The floating body approach to affine surface area is adapted to a holomorphic context providing an alternate approach to Fefferman's invariant hypersurface measure.

The space of broken hyperbolic structures generalizes the Teichmüller space of a punctured surface, and the space of projectivized broken measured foliations (equivalently, the space of projectivized affine foliations) generalizes the space of projectivized measured foliations. Just as projectivized measured foliations…

New insights from centro-affine geometry solve a key geometric conjecture.

Consider a lattice $Γ$ in a group $G = SL_2(\R), SO(1,n), SU(1,n)$, $SL_2(\Q_p)$. We discuss actions of $Γ$ by affine isometric transformations of Hilbert spaces. We show that for irreducible affine isometric action of $G$ its restriction to $Γ$ is irreducible. We prove the existence of canonical irreducible affine iso…

This paper studies gradient flows for sampling using various metrics and their affine invariance.

Study spherical convex bodies using $L_p$-floating areas and curvature entropy.

We introduce a multiple curve framework that combines tractable dynamics and semi-analytic pricing formulas with positive interest rates and basis spreads. Negatives rates and positive spreads can also be accommodated in this framework. The dynamics of OIS and LIBOR rates are specified following the methodology of the …

We obtain a first order extension of the large deviation estimates in the Gärtner-Ellis theorem. In addition, for a given family of measures, we find a special family of functions having a similar Laplace principle expansion up to order one to that of the original family of measures. The construction of the special fam…

Formula found for probability of random triangles on flat tori being homotopically trivial.

Study on $L_p$ affine surface areas and their inequalities for convex bodies.

The paper studies the dimension of limit sets using variational principles and stationary measures.

This work extends the variance reduction method for the pricing of possibly path-dependent derivatives, which was developed in (Genin and Tankov, 2016) for exponential Lévy models, to affine stochastic volatility models (Keller-Ressel, 2011). We begin by proving a pathwise large deviations principle for affine stochast…

Infinite dimensional measure-valued processes modeled as polynomial diffusions.

Study on implied volatility of an affine jump-diffusion model.

The cone-volume measure of a polytope with centroid at the origin is proved to satisfy the subspace concentration condition. As a consequence a conjectured (a dozen years ago) fundamental sharp affine isoperimetric inequality for the U-functional is completely established -- along with its equality conditions.

Polynomial Duistermaat-Heckman measure on symplectic groupoid quotients.

We propose a unified framework for equity and credit risk modeling, where the default time is a doubly stochastic random time with intensity driven by an underlying affine factor process. This approach allows for flexible interactions between the defaultable stock price, its stochastic volatility and the default intens…

The study examines lower and upper bounds of Wasserstein distances for affine transformations of random vectors.

For a convex body on the Euclidean unit sphere the spherical convex floating body is introduced. The asymptotic behavior of the volume difference of a spherical convex body and its spherical floating body is investigated. This gives rise to a new spherical area measure, the floating area. Remarkably, this floating area…

We introduce a notion of measuring scales for quantum abelian gauge systems. At each measuring scale a finite dimensional affine space stores information about the evaluation of the curvature on a discrete family of surfaces. Affine maps from the spaces assigned to finer scales to those assigned to coarser scales play …

This paper explores gradient flows for sampling distributions without normalization constants.

We study the coarse geometry of the moduli space of dilation tori with two singularities and the dynamical properties of the action of the Teichmuller flow on this moduli space. This leads to a proof that the vertical foliation of a dilation torus is almost always Morse-Smale. As a corollary, we get that the generic pi…

We consider stochastic partial differential equations appearing as Markovian lifts of matrix valued (affine) Volterra type processes from the point of view of the generalized Feller property (see e.g., \cite{doetei:10}). We introduce in particular Volterra Wishart processes with fractional kernels and values in the con…

A new statistical model uses Orlicz-Sobolev spaces with Gaussian weight.

Consider the recovery of an unknown signal ${x}$ from quantized linear measurements. In the one-bit compressive sensing setting, one typically assumes that ${x}$ is sparse, and that the measurements are of the form $\operatorname{sign}(\langle {a}_i, {x} \rangle) \in \{\pm1\}$. Since such measurements give no informati…

Spectral clustering is one of the most widely used techniques for extracting the underlying global structure of a data set. Compressed sensing and matrix completion have emerged as prevailing methods for efficiently recovering sparse and partially observed signals respectively. We combine the distance preserving measur…

This is an account of some aspects of the geometry of Kähler affine metrics based on considering them as smooth metric measure spaces and applying the comparison geometry of Bakry-Emery Ricci tensors. Such techniques yield a version for Kähler affine metrics of Yau's Schwarz lemma for volume forms. By a theorem of Chen…

Affinity propagation is one of the most effective unsupervised pattern recognition algorithms for data clustering in high-dimensional feature space. However, the numerous attempts to test its performance for community detection in complex networks have been attaining results very far from the state of the art methods s…

Study on deformation of affine structures on Lie groups using cohomology.

In statistical analysis, measuring a score of predictive performance is an important task. In many scientific fields, appropriate scores were tailored to tackle the problems at hand. A proper score is a popular tool to obtain statistically consistent forecasts. Furthermore, a mathematical characterization of the proper…

We study the approximation of measurable functions on the hypercube by functions arising from affine neural networks. Our main achievement is an approximation of any measurable function $f \colon W_n \to [-1,1]$ up to a prescribed precision $\varepsilon>0$ by a bounded number of neurons, depending only on $\varepsilon$…