Geometric Bass martingales linked to Brownian motion and geometric Brownian motion.
problem Modeling continuous martingales with prescribed initial and terminal distributions.
method Developed geometric Bass martingales and established their properties.
result Explicit bijection and representation of geometric Bass martingales.
Study finds limit points of bass notes on hyperbolic surfaces.
problem Understanding the limit points of bass notes on hyperbolic surfaces.
method Proved using mathematical analysis of arithmetic hyperbolic surfaces.
result Limit points are found to be within the interval [0, 1/4].
Study spectral gaps and bass notes of random hyperbolic 3-orbifolds.
problem Investigate spectral properties of random hyperbolic 3-orbifolds.
method Analyze two models of random hyperbolic 3-orbifolds related to Apollonian and super Apollonian groups.
result Explicit spectral gaps determined for random orbifolds.
Existence proved for q-Bass martingales with specific marginals.
problem Constructing martingales with prescribed marginals close to a reference measure.
method Geometric analysis of parametrized convex polygonal chains.
result Existence and uniqueness of q-Bass martingales with finitely supported initial marginals. Gradient flow method solves for optimal transport starting distributions.
problem Finding the optimal starting distribution for a martingale in optimal transport.
method Following the gradient flow of the Bass functional's L2-lift.
result Gradient flow converges to a minimizer of the Bass functional.
The Bass model is calibrated to vanilla options using a fixed-point equation.
problem Calibration of the Bass local volatility model to vanilla options.
method Solving a fixed-point equation to achieve calibration.
result Existence and uniqueness of the solution to the fixed-point equation, and linear convergence of the fixed-point iteration scheme.
New method finds closest martingale to Brownian motion.
problem Finding optimal martingale interpolating marginals.
method Martingale Sinkhorn algorithm, iterative scheme.
result Algorithm yields Bass potential in arbitrary dimension.
New approach improves computational efficiency of Bass Local Volatility model.
problem Eliminate interpolation and improve computational efficiency in local volatility models.
method Combines local quadratic estimation and lognormal mixture tails for state price densities; uses trapezoidal rule for numerical convolutions.
result Proposed method outperforms traditional numerical methods in option pricing and market case studies.
The Bass trace conjectures are placed in the setting of homotopy idempotent selfmaps of manifolds. For the strong conjecture, this is achieved via a formulation of Geoghegan. The weaker form of the conjecture is reformulated as a comparison of ordinary and L^2-Lefschetz numbers.
The paper studies actions on Bass-Serre trees and identifies new C∗-simple groups.
problem Investigating actions of fundamental groups on Bass-Serre trees and their C∗-algebraic properties. method Analyzing boundary actions of fundamental groups of graphs of groups on their Bass-Serre trees.
result Identification of new families of C∗-simple groups, including tubular groups and certain graphs of groups. BASS efficiently learns time-varying graphs with low complexity and automatic tuning.
problem Estimating time-varying graphical models with efficient and automatic parameter tuning.
method BASS uses temporally-dependent spike-and-slab priors and variational inference to learn graph structures efficiently.
result BASS outperforms existing methods in recovering true graphs, especially for high-dimensional cases.
Proposes CE-BASS for robust Kalman filtering with innovative and additive outliers.
problem Robustness to both innovative and additive outliers in Kalman filtering.
method Particle mixture Kalman filter with re-sampling of past states.
result CE-BASS efficiently handles multi-modality and trend changes in hidden state distributions.
LightSBB-M improves generative diffusion modeling with lower 2-Wasserstein distances.
problem Improving generative diffusion models using Schrödinger Bridge and Bass methods.
method Optimizes SBB transport plan with dual representation and tunable beta parameter.
result Achieves up to 32% improvement in 2-Wasserstein distance on synthetic datasets.
Unified framework for generating synthetic financial time series that accurately capture both marginal distributions and temporal dynamics.
problem Generating synthetic financial time series that reproduce both marginal distributions and temporal dynamics.
method SBBTS: A unified Schrödinger-Bass framework for synthetic financial time series.
result SBBTS accurately recovers stochastic volatility and correlation parameters that prior methods fail to capture.
We study the problem of source separation for music using deep learning with four known sources: drums, bass, vocals and other accompaniments. State-of-the-art approaches predict soft masks over mixture spectrograms while methods working on the waveform are lagging behind as measured on the standard MusDB benchmark. Ou…
Fundamental frequency (f0) estimation from polyphonic music includes the tasks of multiple-f0, melody, vocal, and bass line estimation. Historically these problems have been approached separately, and only recently, using learning-based approaches. We present a multitask deep learning architecture that jointly estimate…
New groups prevent certain geometric actions on spaces.
problem Preventing certain geometric actions on spaces.
method Analyzing cyclic orders on boundaries of trees.
result Groups prevent actions on PD(n) spaces.
This paper addresses questions of quasi-isometric rigidity and classification for fundamental groups of finite graphs of groups, under the assumption that the Bass-Serre tree of the graph of groups has finite depth. The main example of a finite depth graph of groups is one whose vertex and edge groups are coarse Poinca…
Study shows spectral gaps limit points on surfaces.
problem Understanding spectral gaps on arithmetic hyperbolic surfaces.
method Analyzes closed arithmetic hyperbolic surfaces to find limit points of spectral gaps.
result Limit points of spectral gaps are on the interval [0, 1/4].
We completely describe the finitely generated pro-p subgroups of the profinite completion of the fundamental group of an arbitrary 3-manifold. We also prove a pro-p analogue of the main theorem of Bass--Serre theory for finitely generated pro-p groups.
The paper extends group constructions to coset geometries, creating new ways to combine geometries.
problem Combining and gluing incidence geometries in a general framework.
method Extending classical group-theoretic constructions to coset geometries.
result Provides a general framework for combining or gluing incidence geometries.
New formula refutes random CSPs with fewer constraints.
problem Refuting random constraint satisfaction problems efficiently.
method Introduced a non-backtracking matrix and proved an Ihara-Bass formula.
result Efficiently refutes random CSPs with fewer constraints.
Study of quasiconvex subgroups in 3-manifold groups.
problem Characterize quasiconvex subgroups in 3-manifold groups.
method Analyzes strongly quasiconvex subgroups in finitely generated 3-manifold groups.
result Characterizes quasiconvex subgroups in graph manifold groups and 3-manifold groups.
A dynamic model of the product lifecycle of (nearly) homogeneous durables in polypoly markets is established. It describes the concurrent evolution of the unit sales and price of durable goods. The theory is based on the idea that the sales dynamics is determined by a meeting process of demanded with supplied product u…
Survey on spectral gaps of random hyperbolic surfaces.
problem Understanding spectral gaps of random hyperbolic surfaces.
method Brief survey on geometry and spectra, discussion of results by Hide-Magee, Anantharaman-Monk, and Hide-Macera-Thomas.
result Near optimal spectral gaps for random surfaces.
We present examples of agent-based and stochastic models of competition and business processes in economics and finance. We start from as simple as possible models, which have microscopic, agent-based, versions and macroscopic treatment in behavior. Microscopic and macroscopic versions of herding model proposed by Kirm…
An analytic model is presented that considers the evolution of a market of durable goods. The model suggests that after introduction goods spread always according to a Bass diffusion. However, this phase will be followed by a diffusion process for durable consumer goods governed by a variation-selection-reproduction me…
Paper presents a novel waveform-to-waveform model for music source separation.
problem Isolating individual instruments from mixed music recordings.
method Adapted Conv-Tasnet to waveform domain and developed Demucs with U-Net and bidirectional LSTM.
result Demucs achieves superior performance on music source separation tasks, surpassing existing state-of-the-art.
Dynamic reinsurance aims to minimize surplus risk using martingale transport.
problem Minimizing surplus risk in dynamic reinsurance.
method Martingale optimal transport techniques.
result A tractable solution analogous to the Bass martingale is found.
The paper describes the K-theory of C∗-algebras of locally finite graphs.
problem Computing the K-theory of C∗-algebras of locally finite graphs. method Using a directed graph representation and Cuntz-Krieger algebra, the paper computes the K-theory of C∗(Γ). result The K-theory of C∗(Γ) is determined by the graph's genus, number of ends, and dead-ends. New method calibrates local volatility models to marginal distributions.
problem Calibrating local volatility models to specific marginal distributions.
method Inspired by volatility interpolation, constructs time-homogeneous or continuous local volatility functions.
result Efficient numerical algorithms for constructing local volatility functions.
In geometric group theory one uses group actions on spaces to gain information about groups. One natural space to use is the Cayley graph of a group. The Cayley graph arguments that one encounters tend to require local finiteness, and hence finite generation of the group. In this paper, I take the theory of intersectio…
We use controlled topology applied to the action of the infinite dihedral group on a partially compactified plane and deduce two consequences for algebraic K-theory. The first is that the family in the K-theoretic Farrell-Jones conjecture can be reduced to only those virtually cyclic groups which admit a surjection wit…
The author connects Poincaré embeddings to Reidemeister traces and diagonal maps.
problem Existence of Poincaré embeddings for specific spaces.
method Relates total obstruction to Reidemeister trace and uses Poincaré duality.
result Diagonal maps admit Poincaré embeddings under certain conditions.
We show that for groups acting acylindrically on simplicial trees the K- and L-theoretic Farrell-Jones Conjecture relative to the family of subgroups consisting of virtually cyclic subgroups and all subconjugates of vertex stabilisers holds. As an application, for amalgamated free products acting acylindrically on …
The paper defines and proves the existence of train track maps on graphs of groups.
problem Understanding homotopy equivalences in graphs of groups.
method Developed the theory of train track maps on graphs of groups, defining maps and homotopy equivalences.
result Any homotopy equivalence of a graph of groups may be represented by a relative train track map under certain conditions.
We review the Burghelea conjecture, which constitutes a full computation of the periodic cyclic homology of complex group rings, and its relation to the algebraic Baum-Connes conjecture. The Burghelea conjecture implies the Bass conjecture. We state two conjectures about groups of finite asymptotic dimension, which tog…
Considering music as a sequence of events with multiple complex dependencies, the Long Short-Term Memory (LSTM) architecture has proven very efficient in learning and reproducing musical styles. However, the generation of rhythms requires additional information regarding musical structure and accompanying instruments. …
New topology shows Morse boundaries are topologically invariant.
problem Topological invariance of Morse boundaries in CAT(0) cubical groups.
method New hyperbolic topology induced by group actions on hyperbolic spaces.
result Sublinearly Morse boundaries are homeomorphic up to visual topology.
Study non-vanishing ℓ2-Betti numbers for specific groups.
problem Calculating non-vanishing ℓ2-Betti numbers for certain groups. method Using Euler characteristics, higher Kazhdan projections, and Baum-Connes assembly map.
result Non-vanishing calculations for delocalised ℓ2-Betti numbers. We define a new notion of contracting element of a group and we show that contracting elements coincide with hyperbolic elements in relatively hyperbolic groups, pseudo-Anosovs in mapping class groups, rank one isometries in groups acting properly on proper CAT(0) spaces, elements acting hyperbolically on the Bass-Serr…
Bayesian adaptive PCE method improves surrogate modeling and sensitivity analysis.
problem Lack of fully Bayesian PCE methods in statistics.
method Developed a novel fully Bayesian adaptive PCE method with R implementation.
result Bayesian adaptive PCE provides competitive performance for various UQ tasks.
Model for assembly map of bordism-invariant functors.
problem Understanding assembly maps of bordism-invariant functors.
method Categorical model using oplax colimits of stable, hermitian, and Poincaré categories.
result Explicit description of the kernel of the assembly map.
New algorithm reduces multi-agent bandit regret by sharing data.
problem Designing efficient collaboration between multi-agent linear bandits.
method Bandit Adaptive Sample Sharing (BASS) algorithm, without assumptions on bandit parameters structure.
result Validated through theoretical analysis and empirical evaluations, BASS outperforms current state-of-the-art.
We give an example of a subgroup of SL(2,C) which is a strictly ascending HNN extension of a non-abelian finitely generated free group F. In particular, we exhibit a free group F in SL(2,C) of rank 6 which is conjugate to a proper subgroup of itself. This answers positively a question of Drutu and Sapir. The main ingre…
The paper studies acylindrical actions on trees and proves acylindrical hyperbolicity of Baumslag-Solitar groups.
problem Exploring acylindrical actions on trees and their properties.
method Demonstrates criteria for preserving acylindrical hyperbolicity and analyzes the outer automorphism group of Baumsligar-Solitar groups.
result Proves acylindrical hyperbolicity of non-solvable Baumsligar-Solitar groups.
We study a notion of deformation for simplicial trees with group actions (G-trees). Here G is a fixed, arbitrary group. Two G-trees are related by a deformation if there is a finite sequence of collapse and expansion moves joining them. We show that this relation on the set of G-trees has several characterizations, in …
New techniques prove bounded acyclicity results for semi-simplicial sets.
problem Homological stability of semi-simplicial sets and groups.
method Combinatorial techniques in simplicial bounded cohomology.
result Slope-1/2 stability results for certain groups.