Develops a new method for robust risk measurement by averaging nearby payoffs.
arXiv research
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Abstract framework for no-arbitrage concepts in topological vector lattices.
We identify a large class of Orlicz spaces for which the topology fails the C-property introduced in [7]. We also establish a variant of the C-property and use it to prove a -representation theorem for proper convex increasing functionals on dual Banach lattices that satisfy a suitable version …
The classical duality theory of Kantorovich and Kellerer for the classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach lattice with a order unit. The primal problem is given as the supremum o…
Let be a sublattice of a vector lattice . We consider the problem of identifying the smallest order closed sublattice of containing . It is known that the analogy with topological closure fails. Let be the order closure of consisting of all order limits of nets of elements from . T…
Regulated curves on Banach manifolds with continuous projections and regulated derivatives are studied.
Integrability criterion for projective limits of Banach distributions on Fréchet manifolds.
The paper defines projective structures for Lie bialgebras and Poisson-Lie groups.
Formalizes integral curves on Banach manifolds in Lean.
First, we extend the notion of second order differential equations (SODE) on a smooth manifold to anchored Banach vector bundles. Then we define the Banach Lie algebroids as Lie algebroids structures modeled on anchored Banach vector bundles and prove that they form a category.
The paper studies symplectic forms on projective limits of Banach bundles and their Darboux Theorem.
Constructs Poisson structure on Banach Lie algebroid predual.
A new method for clearing liability networks using sheaves on directed hypergraphs.
Researchers develop neural networks for approximating functions in Banach spaces.
Examines different approaches to Poisson structures in Banach spaces.
This paper is devoted to the framework of direct limit of anchored Banach bundles over a convenient manifold which is a direct limit of Banach manifold. In particular we give a criterion of integrability for distributions on such convenient manifolds which are locally direct limits of particular sequences of Banach anc…
We prove that any isometry between the unit spheres of -smooth (more generally, absolutely smooth) smooth Banach spaces extends to a linear isometry of the Banach spaces. This answers the famous Tingley's problem in the class of absolutely smooth -dimensional Banach spaces.
We study a few basic properties of Banach-Lie groupoids and algebroids, adapting some classical results on finite dimensional Lie groupoids. As an illustration of the general theory, we show that the notion of locally transitive Banach-Lie groupoid sheds fresh light on earlier research on some infinite-dimensional mani…
A {1}-structure on a Banach manifold M (with model space E) is an E-valued 1-form on M that induces on each tangent space an isomorphism onto E. Given a Banach principal bundle P with connected base space and a {1}-structure on P, we show that its automorphism group can be turned into a Banach-Lie group acting smoothly…
Banach fibrations and Nijenhuis operators studied for vanishing torsion.
Differential structure on partial isometries over Grassmannian constructed.
This paper concerns the problem of integrability of non closed distributions on Banach manifolds. We introduce the notion of weak distribution and we look for conditions under which these distributions admit weak integral submanifolds. We give some applications to Banach Lie algebroid and Banach Lie-Poisson manifold. T…
Develops risk measures on Lipschitz spaces for financial positions.
A Banach symmetric space in the sense of O. Loos is a smooth Banach manifold endowed with a multiplication map such that each left multiplication map (with ) is an involutive automorphism of with the isolated fixed point . We show that morphisms of …
New structure on unitary group of Hilbert space.
Extends Gaussian process theory to Banach spaces.
The study integrates Banach manifolds into H-manifolds, integrating Lie algebras into H-groups.
Robust SVM optimization in Banach spaces tackles classification uncertainty.
The paper uses Banach spaces to analyze neural networks.
It is a consequence of the Morse-Bott Lemma on Banach spaces that a smooth Morse-Bott function on an open neighborhood of a critical point in a Banach space obeys a Lojasiewicz gradient inequality with the optimal exponent one half. In this article we prove converses for analytic functions on Banach spaces: If the Loja…
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, …
We introduce a notion of p-rough integrator on any Banach manifolds, for any , which plays the role of weak geometric Holder p-rough paths in the usual Banach space setting. The awaited results on rough differential equations driven by such objects are proved, and a canonical representation is given if the man…
We prove that the classical integrability condition for almost complex structures on finite-dimensional smooth manifolds also works in infinite dimensions in the case of almost complex structures that are real analytic on real analytic Banach manifolds. As an application, we extend some known results concerning existen…
This paper extends mirror descent to Banach spaces with reproducing kernels.
Generalized Stacey-Roberts lemma for Banach manifolds.
Study spectral and index properties of Hodge-Dirac operator on compact manifolds.
Deep neural networks define suitable reproducing kernel Banach spaces.
The aim of this article is to study effective Reifenberg theorems for measures in a Hilbert or Banach space. For Hilbert spaces, we see all the results from continue to hold with no additional restrictions. For a general Banach spaces we will see that the classical Reifenberg theorem holds, and that a we…
In this paper we study a model-based approach to calculating approximately optimal policies in Markovian Decision Processes. In particular, we derive novel bounds on the loss of using a policy derived from a factored linear model, a class of models which generalize numerous previous models out of those that come with s…
The objective of this paper is to introduce the notion of generalized almost statistical (briefly, GAS) convergence of bounded real sequences, which generalizes the notion of almost convergence as well as statistical convergence of bounded real sequences. As a special kind of Banach limit functional, we also introduce …
The main goal of this paper is to extend the so-called Dirac-Frenkel Variational Principle in the framework of tensor Banach spaces. To this end we observe that a tensor product of normed spaces can be described as a union of disjoint connected components. Then we show that each of these connected components, composed …
New analysis shows a gap between Gaussian RKHS and neural networks on unbounded domains.
Stochastic approximation extended to infinite dimensions, especially Banach spaces.
Explicit BCH series radii found for special Banach-Malcev shift algebras.
In this paper we solve support vector machines in reproducing kernel Banach spaces with reproducing kernels defined on nonsymmetric domains instead of the traditional methods in reproducing kernel Hilbert spaces. Using the orthogonality of semi-inner-products, we can obtain the explicit representations of the dual (nor…
The notion of nonpositive curvature in Alexandrov's sense is extended to include p-uniformly convex Banach spaces. Infinite dimensional manifolds of semi-negative curvature with a p-uniformly convex tangent norm fall in this class on nonpositively curved spaces, and several well-known results, such as existence and uni…
We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order to investigate in the asymptotical regime the error upper bounds for the broad …
New neural architectures with multivariate nonlinearities are optimal in function space.