arXiv research

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

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 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.

Uniform bounds on ends for non-branching CD spaces with nonnegative curvature outside a compact set.

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…

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

We show that if a noncollapsed $CD(K,n)$ space $X$ with $n\ge 2$ has curvature bounded above by $κ$ in the sense of Alexandrov then $K\le (n-1)κ$ and $X$ is an Alexandrov space of curvature bounded below by $K-κ(n-2)$. We also show that if a $CD(K,n)$ space $Y$ with finite $n$ has curvature bounded above then it is inf…

We study closed three-dimensional Alexandrov spaces with a lower Ricci curvature bound in the $\mathsf{CD}^*(K,N)$ sense, focusing our attention on those with positive or nonnegative Ricci curvature. First, we show that a closed three-dimensional $\mathsf{CD}^*(2,3)$-Alexandrov space must be homeomorphic to a spherical…

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…

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

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

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…

Proves rectifiability for specific metric spaces with unique tangents.

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

Study stability of curvature-dimension condition for negative dimensions.

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

New methods improve prediction regions for high-dimensional data.

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

We show that in any infinitesimally Hilbertian $CD^*(K,N)$-space at almost every point there exists a Euclidean weak tangent, i.e. there exists a sequence of dilations of the space that converges to a Euclidean space in the pointed measured Gromov-Hausdorff topology. The proof follows by considering iterated tangents a…

New findings show different cost functions yield equivalent curvature bounds.

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…

Proves sufficiency of countable test plans for BV functions on metric spaces.

Study on cones over metric spaces with curvature bounds.

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).

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 …

Paper offers a simple CDS approximation formula with high accuracy.

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 a new generalization of the Cheeger-Gromoll splitting theorem where we obtain a warped product splitting under the existence of a line. The curvature condition in our splitting is a curvature dimension inequality of the form $CD(0,1)$. Even though we have to allow warping in our splitting, we are able to recov…

This paper uses SLT to ensure learning guarantees in CD detection.

The following inequality \cat X\le \cat Y+\lceil\frac{hd(X)-r}{r+1}\rceil holds for every locally trivial fibration between $ANE$ spaces $f:X\to Y$ which admits a section and has the $r$-connected fiber where $hd(X)$ is the homotopical dimension of $X$. We apply this inequality to prove that \cat X\le \lceil\frac{\dim …

Learning algorithms for energy based Boltzmann architectures that rely on gradient descent are in general computationally prohibitive, typically due to the exponential number of terms involved in computing the partition function. In this way one has to resort to approximation schemes for the evaluation of the gradient.…

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

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…

Estimating the log-likelihood gradient with respect to the parameters of a Restricted Boltzmann Machine (RBM) typically requires sampling using Markov Chain Monte Carlo (MCMC) techniques. To save computation time, the Markov chains are only run for a small number of steps, which leads to a biased estimate. This bias ca…

Quantum annealer speeds up RBM training for image classification.

Regulators require financial institutions to estimate counterparty default risks from liquid CDS quotes for the valuation and risk management of OTC derivatives. However, the vast majority of counterparties do not have liquid CDS quotes and need proxy CDS rates. Existing methods cannot account for counterparty-specific…

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…

We study insolvency cascades in an interbank system when banks are allowed to insure their loans with credit default swaps (CDS) sold by other banks. We show that, by properly shifting financial exposures from one institution to another, a CDS market can be designed to rewire the network of interbank exposures in a way…

Differentially private random block coordinate descent improves utility in machine learning.

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

CDS options allow investors to express a view on spread volatility and obtain a wider range of payoffs than are possible with vanilla CDS. We give a detailed exposition of different types of single-name CDS option, including options with upfront protection payment, recovery options and recovery swaps, and also presents…

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…

Study compares CDS databases and finds discrepancies due to various factors.

We review different approaches for measuring the impact of liquidity on CDS prices. We start with reduced form models incorporating liquidity as an additional discount rate. We review Chen, Fabozzi and Sverdlove (2008) and Buhler and Trapp (2006, 2008), adopting different assumptions on how liquidity rates enter the CD…

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…

CD algorithm achieves near-optimal convergence rate for unnormalized models.

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…

We show that if a $CD(K,n)$ space $(X,d,f\mathcal{H}^n)$ with $n\geq 2$ has curvature bounded from above by $κ$ in the sense of Alexandrov then $f=const$.