arXiv research

The study presents examples of $CD(0,N)$ spaces with varying dimensions and discusses the limitations of the $CD(0,N)$ condition.

This paper is devoted to the analysis of metric measure spaces satisfying locally the curvature-dimension condition CD(K,N) introduced by the second author and also studied by Lott & Villani. We prove that the local version of CD(K,N) is equivalent to a global condition CD*(K,N), slightly weaker than the (usual, global…

Almost-Riemannian manifolds fail to meet a synthetic curvature condition.

We introduce a more restrictive version of the strict $CD(K,\infty)$ -condition, the so-called very strict $CD(K,\infty)$ -condition, and show the existence of optimal maps in very strict $CD(K,\infty)$ -spaces despite the possible lack of uniqueness of optimal plans.

We prove generalized lower Ricci bounds for Euclidean and spherical cones over complete Riemannian manifolds. These cones are regarded as complete metric measure spaces. In general, they will be neither manifolds nor Alexandrov spaces. We show that the Euclidean cone over an n-dimensional Riemannian manifold whose Ricc…

New methods improve prediction regions for high-dimensional data.

In this paper we investigate Lott-Sturm-Villani's synthetic lower Ricci curvature bound on Riemannian manifolds with boundary. We prove several measure rigidity results for some important functional and geometric inequalities, which completely characterize ${\rm CD}(K, \infty)$ condition and non-collapsed ${\rm CD}(K, …

The tangent space is constructed in sub-Finsler geometry, leading to the failure of the CD condition in 3D-contact manifolds.

Absence-of-Arbitrage (AoA) is the basic assumption underpinning derivatives pricing theory. As part of the OTC derivatives market, the CDS market not only provides a vehicle for participants to hedge and speculate on the default risks of corporate and sovereign entities, it also reveals important market-implied default…

Given any K and N we show that there exists a compact geodesic metric measure space satisfying locally the CD(0,4) condition but failing CD(K,N) globally. The space with this property is a suitable non convex subset of R^2 equipped with the l^\infty-norm and the Lebesgue measure. Combining many such spaces gives a (non…

We introduce a modified non-linear heat equation $\partial_t u = Δu + Γu$ as a substitute of $\log P_t f$ where $P_t$ is the heat semigroup. We prove an exponential decay of $Γu$ under the Bakry Emery curvature condition $CD(K,\infty)$ and prove the Li-Yau inequality $-Δu_t \leq \frac{n}{2t}$ under the Bakry Emery curv…

Proposes a new metric space example showing non-constant topological dimension.

The study establishes a curvature-dimension condition for discrete Markov chains.

Researchers prove inequalities for reaction-diffusion systems using a new curvature-dimension condition.

New findings show different cost functions yield equivalent curvature bounds.

Study stability of curvature-dimension condition for negative dimensions.

We refine and generalize several interpolation inequalities bounding the $L^p$ norm of a probability density with respect to the reference measure $μ$ by its Sobolev norm and the Kantorovich distance to $μ$ on a smooth weighted Riemannian manifold satisfying $CD(0, \infty)$ condition.

The study proves sub-Riemannian manifolds cannot satisfy $\mathrm{CD}$ conditions unless they are Riemannian.

Proves rectifiability for specific metric spaces with unique tangents.

Paper proves Brunn-Minkowski inequality and curvature dimension condition are equivalent in weighted Riemannian manifolds.

Basel III introduces new capital charges for CVA. These charges, and the Basel 2.5 default capital charge can be mitigated by CDS. Therefore, to price in the capital relief that CDS contracts provide, we introduce a CDS pricing model with three legs: premium; default protection; and capital relief. If markets are compl…

We study some equivalent properties of the curvature-dimension conditions $CD(n,K)$ inequality on infinite, but locally finite graph. These equivalences are gradient estimate, Poincaré type inequalities and reverse Poincaré inequalities. And we also obtain one equivalent property of gradient estimate for a new notion o…

We show the equivalence of the definitions of very strict $CD(K,N)$ -condition defined, on one hand, using (only) the entropy functionals, and on the other, the full displacement convexity class $\mathcal{DC}_N$. In particular, we show that assuming the convexity inequalities for the critical exponent implies it for al…

The paper characterizes curvature-dimension conditions and related inequalities on Riemannian manifolds.

Contrastive divergence (CD) is a promising method of inference in high dimensional distributions with intractable normalizing constants, however, the theoretical foundations justifying its use are somewhat shaky. This document proposes a framework for understanding CD inference, how/when it works, and provides multiple…

NCE and CD are shown to be equivalent ML methods.

We prove generalized lower Ricci bounds for Euclidean and spherical cones over compact Riemannian manifolds. These cones are regarded as complete metric measure spaces. We show that the Euclidean cone over an n-dimensional Riemannian manifold whose Ricci curvature is bounded from below by n-1 satisfies the curvature-di…

CDS combines PT and diffusion for efficient sampling from multimodal distributions.

Restricted Boltzmann machines~(RBMs) and conditional RBMs~(CRBMs) are popular models for a wide range of applications. In previous work, learning on such models has been dominated by contrastive divergence~(CD) and its variants. Belief propagation~(BP) algorithms are believed to be slow for structured prediction on con…

Conformal methods create prediction bands that control average coverage under no assumptions besides i.i.d. data. Besides average coverage, one might also desire to control conditional coverage, that is, coverage for every new testing point. However, without strong assumptions, conditional coverage is unachievable. Giv…

The article examines entropy-information inequalities for continuous-time Markov chains under curvature-dimension conditions.

Sharp log-Sobolev inequalities proved for ${\sf CD}(0,N)$ spaces.

The paper proves a Moser-Trudinger inequality on metric spaces with curvature-dimension conditions.

We analyse time series of CDS spreads for a set of major US and European institutions on a pe- riod overlapping the recent financial crisis. We extend the existing methodology of ε-drawdowns to the one of joint ε-drawups, in order to estimate the conditional probabilities of abrupt co-movements among spreads. We correc…

We extend the range of $N$ to negative values in the $(K,N)$-convexity (in the sense of Erbar--Kuwada--Sturm), the weighted Ricci curvature $Ric_N$ and the curvature-dimension condition $CD(K,N)$. We generalize a number of results in the case of $N>0$ to this setting, including Bochner's inequality, the Brunn--Minkowsk…

In this paper, we prove the Hamilton differential Harnack inequality for positive solutions to the heat equation of the Witten Laplacian on complete Riemannian manifolds with the $CD(-K, m)$-condition, where $m\in [n, \infty)$ and $K\geq 0$ are two constants. Moreover, we introduce the $W$-entropy and prove the $W$-ent…

We show a connection between the $CDE'$ inequality and the $CDψ$ inequality. In particular, we introduce a $CD_ψ^\varphi$ inequality as a slight generalization of $CDψ$ which turns out to be equivalent to $CDE'$ with appropriate choices of $\varphi$ and $ψ$. We use this to prove that the $CDE'$ inequality implies the c…

We give necessary and sufficient conditions that show that both the group of isometries and the group of measure-preserving isometries are Lie groups for a large class of metric measure spaces. In addition we study, among other examples, whether spaces having a generalized lower Ricci curvature bound fulfill these requ…

We prove that an infinitesimally Hilbertian CD(0,N) space containing a line splits as the product of $R$ and an infinitesimally Hilbertian CD(0,N-1) space. By `infinitesimally Hilbertian' we mean that the Sobolev space $W^{1,2}(X,d,m)$, which in general is a Banach space, is an Hilbert space. When coupled with a curvat…

The CD equalities were introduced to imply the gradient estimate of laplace operator on graphs. This article is based on the unbounded Laplacians, and finally concludes some equivalent properties of the CD(K,$\infty$)and CD(K,n).

Non-convex regularizers usually improve the performance of sparse estimation in practice. To prove this fact, we study the conditions of sparse estimations for the sharp concave regularizers which are a general family of non-convex regularizers including many existing regularizers. For the global solutions of the regul…

We present a generic framework for parallel coordinate descent (CD) algorithms that includes, as special cases, the original sequential algorithms Cyclic CD and Stochastic CD, as well as the recent parallel Shotgun algorithm. We introduce two novel parallel algorithms that are also special cases---Thread-Greedy CD and …

The Contrastive Divergence (CD) algorithm has achieved notable success in training energy-based models including Restricted Boltzmann Machines and played a key role in the emergence of deep learning. The idea of this algorithm is to approximate the intractable term in the exact gradient of the log-likelihood function b…

In our recent paper, we showed that in exponential family, contrastive divergence (CD) with fixed learning rate will give asymptotically consistent estimates \cite{wu2016convergence}. In this paper, we establish consistency and convergence rate of CD with annealed learning rate $η_t$. Specifically, suppose CD-$m$ gener…

Paper offers a simple CDS approximation formula with high accuracy.

Study on cones over metric spaces with curvature bounds.

In this note we show that in metric measure spaces satisfying the reduced curvature-dimension condition CD*(K,N) we always have geodesics in the Wasserstein space of probability measures that satisfy the critical convexity inequality of CD*(K,N) also for intermediate times and in addition the measures along these geode…

Graphs prove curvature condition with modified heat equation.