arXiv research

New method for spectral and Bergman kernels under local spectral gap condition.

Global stability proved for Navier-Stokes equations on hyperbolic space.

We prove exponential decay of correlations for Hölder continuous observables with respect to any Gibbs measure for contact Anosov flows admitting Pesin sets with exponentially small tails. This is achieved by establishing strong spectral estimates for certain Ruelle transfer operators for such flows.

New bounds for KRR condition number reveal overfitting phenomena.

Study improves the exponential rate of metric difference in Higgs bundles.

Study shows rapid decay of Hitchin metric from semi-flat metric on Higgs bundles.

On curved spaces, viscous fluids reach equilibrium quickly.

Unified analysis of kernel-based and locally adaptive bandit optimization methods.

Study proves projective Anosov subgroups lead to mixing flows in specific spaces.

A random walk $w_n$ on a separable, geodesic hyperbolic metric space $X$ converges to the boundary $\partial X$ with probability one when the step distribution supports two independent loxodromics. In particular, the random walk makes positive linear progress. Progress is known to be linear with exponential decay when …

Paper shows existence of vortex solutions with specific decay properties.

Exponential localization of eigensections for Bochner-Schrödinger operator.

We show that the probability that a finitely supported random walk on a non-elementary subgroup of the the mapping class group gives a non-pseudo-Anosov element decays exponentially in the length of the random walk. More generally, we show that if R is a set of mapping class group elements with an upper bound on their …

In this paper, we examine the dependence of standard gluing process for pseudoholomorphic curves under the change of the length $T$ of the neck-region with respect to the cylindrical metrics associated to the given analytic coordinates near the punctures in the setting of bordered open Riemann surface with boundary pun…

Community detection in hypergraphs is explored. Under a generative hypergraph model called "d-wise hypergraph stochastic block model" (d-hSBM) which naturally extends the Stochastic Block Model from graphs to d-uniform hypergraphs, the asymptotic minimax mismatch ratio is characterized. For proving the achievability, w…

The spectral $k$-support norm enjoys good estimation properties in low rank matrix learning problems, empirically outperforming the trace norm. Its unit ball is the convex hull of rank $k$ matrices with unit Frobenius norm. In this paper we generalize the norm to the spectral $(k,p)$-support norm, whose additional para…

AdamNX improves Adam's stability by adjusting its learning rate.

A new accelerated method with simpler momentum update rules.

Unified framework for analyzing gradient flows of measures with exponential decay of entropy.

Efficiently estimates covariance for sub-Weibull vectors with sub-Gaussian rate.

Study examines wave equation decay and Strichartz estimates on conic manifolds.

Improved performance of factorized neural layers through spectral initialization and Frobenius decay.

New exponential decay estimate for Hermitian Yang-Mills metrics near branch points.

Spectral feature learning improves IV regression for causal effect estimation.

We consider Hitchin's hyperkähler metric $g_{L^2}$ on the $SU(n)$-Hitchin moduli space moduli space over a compact Riemann surface. We prove that the difference between the metric $g_{L^2}$ and a simpler "semiflat" hyperkähler metric $g_{\mathrm{sf}}$ is exponentially-decaying along generic rays in the Hitchin moduli s…

In this paper we continue our study of the Laplacian on manifolds with axial analytic asymptotically cylindrical ends initiated in~arXiv:1003.2538. By using the complex scaling method and the Phragmén-Lindelöf principle we prove exponential decay of the eigenfunctions corresponding to the non-threshold eigenvalues of t…

The goal of this paper is to prove a result conjectured in Föllmer and Schachermayer [FS07], even in slightly more general form. Suppose that S is a continuous semimartingale and satisfies a large deviations estimate; this is a particular growth condition on the mean-variance tradeoff process of S. We show that S then …

The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically slowly. The key general properties of the covariance matrices are the following…

The energy in a square membrane $Ω$ subject to constant viscous damping on a subset $ω\subset Ω$ decays exponentially in time as soon as $ω$ satisfies a geometrical condition known as the "Bardos-Lebeau-Rauch" condition. The rate $τ(ω)$ of this decay satisfies $τ(ω)= 2 \min(-μ(ω), g(ω))$ (see Lebeau [Math. Phys. Stud. …

Approximations to utility indifference prices are provided for a contingent claim in the large position size limit. Results are valid for general utility functions on the real line and semi-martingale models. It is shown that as the position size approaches infinity, the utility function's decay rate for large negative…

Improved guarantees and multiple-descent curve for data approximations.

Study on U-statistics with heavy-tailed samples, providing tail bounds and LDP.

Spectral flow connects manifold geometry to rigidity criteria.

We consider the problem of clustering datasets in the presence of arbitrary outliers. Traditional clustering algorithms such as k-means and spectral clustering are known to perform poorly for datasets contaminated with even a small number of outliers. In this paper, we develop a provably robust spectral clustering algo…

New research shows fixed-budget best-arm identification cannot match static oracle performance.

The paper studies Teichmüller TQFT for hyperbolic knots, proving exponential decay of partition functions.

Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their subjective risk-aversion. This paper examines spectral risk measures based on an exponential utility function, and finds that these risk measures have nice intuitive properties. It also discusses how th…

Solutions to the wave equation on de Sitter-Schwarzschild space with smooth initial data on a Cauchy surface are shown to decay exponentially to a constant at temporal infinity, with corresponding uniform decay on the appropriately compactified space.

We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution has generically a stretched-exponential form, but can assume also an algebraic …

We prove polynomial and exponential decay at infinity of eigen-vectors of partial differential operators related to radiation problems for time-harmonic generalized Maxwell systems in an exterior domain with non-smooth inhomogeneous, anisotropic coefficients converging near infinity with a certain rate towards the iden…

We found that factors decay over time, with momentum fitting best.

We study the geodesic X-ray transform on Cartan-Hadamard manifolds, and prove solenoidal injectivity of this transform acting on functions and tensor fields of any order. The functions are assumed to be exponentially decaying if the sectional curvature is bounded, and polynomially decaying if the sectional curvature de…

Positive weights improve kernel quadrature's accuracy.

New ensemble method improves model stability exponentially.

The paper extends stability theorem for Navier-Stokes equations to negatively curved manifolds.

Optimal execution of portfolio transactions is the essential part of algorithmic trading. In this paper we present in simple analytical form the optimal trajectory for risk-averse trader with the assumption of exponential market recovery and short-time investment horizon.

Study on biharmonic heat equation on manifolds with curvature constraints.

Random walks on hyperbolic spaces follow predictable large deviation principles.