The paper introduces new estimators for multivariate functions using Fourier methods.
problem Estimating multivariate functions like densities and regression functions.
method Monte Carlo estimators based on the Fourier integral theorem.
result Established rates of convergence for new estimators, often superior to existing methods.
The paper uses Fourier integral theorem for estimating multivariate distributions.
problem Estimating multivariate distributions and conditional distribution functions.
method Natural Monte Carlo and fully nonparametric estimators based on Fourier integral theorem.
result Explicit Monte Carlo estimators without estimated covariance matrix.
New integral theorems improve density function estimations.
problem Improving density function estimations.
method Integrals based on cyclic functions and Riemann sums, Fourier integral theorem, Monte Carlo methods, variational approach, Cauchy residue theorem.
result Optimal cyclic functions minimize square integrals, improving density estimations.
X-ray transform on H-type groups solved, revealing function injectivity.
problem Injectivity in sub-Riemannian geometry.
method Fourier Slice Theorem adapted to H-type groups.
result Integrable functions on H-type groups are uniquely determined by their integrals over geodesics.
We show that the index of an elliptic Fourier integral operator associated to a contact diffeomorphism φ of cosphere bundles of two Riemannian manifolds X and Y is given by ∫B∗XA^(T∗X)expθ−∫B∗YA^(T∗Y)expθ. Here B∗ stands for the unit coball bundle and θ is a certain characteristic…
Study solves optimal portfolio selection using HJB equation.
problem Optimal portfolio selection problem.
method Maximal monotone operator method, Banach fixed-point theorem, Fourier transform, monotone operators technique.
result Existence and uniqueness of solution to HJB equation.
The paper bounds Fourier integral operators on Hardy spaces with specific conditions.
problem Bounding Fourier integral operators on Hardy spaces with given conditions.
method Using Hörmander classes and phase conditions, the paper establishes boundedness of Fourier integral operators.
result The Fourier integral operator is bounded from local Hardy space hp to Lp under specified conditions. Injective X-ray transform on Heisenberg group for regular functions.
problem Injectivity of X-ray transform on sub-Riemannian manifolds.
method Group Fourier Transform and analysis of taming metrics.
result Sufficiently regular functions on Heisenberg group are determined by their line integrals.
Constructs smooth integrable magnetic systems on a two-torus.
problem Creating smooth magnetic systems on a two-torus with specific properties.
method Uses Nash-Moser implicit function theorem to find zeros of an action functional.
result Characterizes Zoll magnetic systems and proves their existence.
As announced in [12], we develop a calculus of Fourier integral G-operators on any Lie groupoid G. For that purpose, we study convolability and invertibility of Lagrangian conic submanifolds of the symplectic groupoid T * G. We also identify those Lagrangian which correspond to equivariant families parametrized by the …
We establish a rigorous link between infinite-dimensional regular Frölicher Lie groups built out of non-formal pseudodifferential operators and the Kadomtsev-Petviashvili hierarchy. We introduce a version of the Kadomtsev-Petviashvili hierarchy on a regular Frölicher Lie group of series of non-formal odd-class pseudodi…
Proof shows volume equals integral points for certain manifolds.
problem Counting integral points on affine manifolds.
method Rational Ehrhart theory and Fourier analysis.
result Volume equals number of integral points for integral-integral affine manifolds.
Study on estimating volatility of volatility using Fourier methods and provides insights into volatility dynamics.
problem Estimating the volatility of volatility (vol-of-vol) accurately and efficiently.
method Used Fourier methodology to estimate integrated volatility of volatility, bias-corrected and without bias-correction, comparing their asymptotic properties and accuracy.
result The bias-corrected estimator reaches the optimal rate n1/4, while the uncorrected estimator has a slower rate and smaller asymptotic variance. We construct a generalized Witten genus for spinc manifolds, which takes values in level 1 modular forms with integral Fourier expansion on a class of spinc manifolds called stringc manifolds. We also construct a mod 2 analogue of the Witten genus for 8k+2 dimensional spin manifolds. The Landweber-Stong type…
In this paper, we discuss the uniqueness in an integral geometry problem in a strongly convex domain. Our problem is related to the problem of finding a Riemannian metric by the distances between all pairs of the boundary points. For the proof, the problem is reduced to an inverse source problem for a kinetic equation …
Transformers improve with Fourier integral attentions.
problem Inefficiency of dot-product attention in capturing feature dependencies.
method Interpreted attention as kernel regression, proposed FourierFormer with generalized Fourier integral kernels.
result FourierFormer achieves better accuracy and reduces redundancy.
New method for optimizing risk in financial models using Fourier transforms.
problem Optimizing risk in financial models with multi-period mean-CVaR.
method Strictly monotone 2D integration scheme via Fourier-trained transition kernels.
result Established robust and accurate optimization method for financial models.
The study establishes uncertainty principles on harmonic manifolds of rank one.
problem Developing uncertainty principles for harmonic manifolds of rank one.
method Derivation of various uncertainty principles including Heisenberg, Morgen, Schrödinger, and Hömanders principles.
result Generalization of Hausdorff-Young inequality to harmonic manifolds of rank one.
Let G_R be a Lie group acting on an oriented manifold M, and let ω be an equivariantly closed form on M. If both G_R and M are compact, then the integral ∫Mω is given by the fixed point integral localization formula (Theorem 7.11 in [BGV]). Unfortunately, this formula fails when the acting Lie group G_R is not…
Study evolution equations on Lie groupoids using Fourier integral operators.
problem Solving evolution equations on Lie groupoids.
method Developed calculus of Fourier integral operators and used them to study the fundamental solution of the evolution equation.
result Developed a method to find the fundamental solution of the evolution equation on Lie groupoids.
A new method integrates Fourier basis expansion and mapping for improved time series forecasting.
problem Inconsistent starting cycles and series length issues in Fourier-based methods.
method Fourier Basis Mapping (FBM) method that integrates time-frequency features through Fourier basis expansion and mapping.
result FBM addresses inconsistencies and preserves temporal characteristics, achieving SOTA performance.
We endow the group of invertible Fourier integral operators on an open}manifold with the structure of an ILH Lie group. This is done by establishing such structures for the groups of invertible pseudodifferential operators and contact transformations on an open manifold of bounded geometry, and gluing those together vi…
We prove that the Fourier--Laplace--Nahm transform for connections on the projective line is a hyper-Kähler isometry.
In this paper we prove a new inversion theorem and a refinement of an old support theorem for two Radon transforms on a symmetric space. Included are some new identities for the Abel transform and some results about the Fourier transform from a joint work with Rawat, Sengupta and Sitaram.
Proves conditions for Fourier transforms in rank 1 symmetric spaces.
problem Understanding Fourier transform bounds in symmetric spaces.
method Proves sufficient and necessary conditions using Lipschitz and Fourier type integral conditions.
result Establishes bounds for Fourier transforms in rank 1 symmetric spaces with specific moduli of continuity.
Study spherical Fourier transform on hypergeometric type harmonic manifolds.
problem Spherical Fourier transform on harmonic Hadamard manifolds.
method Representation of spherical functions by Gauss hypergeometric functions.
result Inversion formula, convolution rule, and Plancherel theorem are derived.
Scientific imaging techniques such as optical and electron microscopy and computed tomography (CT) scanning are used to study the 3D structure of an object through 2D observations. These observations are related to the original 3D object through orthogonal integral projections. For common 3D reconstruction algorithms, …
The paper derives statistics of multi-factor functions from their Fourier transforms.
problem Deriving statistics of multi-factor functions from Fourier transforms.
method Developed an m-Coefficient/Index Annihilation Theorem to analyze the moments of a function from its Fourier transform.
result The mth moment of a function becomes a series of terms, each with precisely m Fourier coefficients, and the indices sum to zero.
Machine learning methods such as convolutional neural networks (CNNs) are becoming an integral part of scientific research in many disciplines, spatial vector data often fail to be analyzed using these powerful learning methods because of its irregularities. With the aid of graph Fourier transform and convolution theor…
Integrates Fourier features for faster Gaussian process regression.
problem Efficiently scaling Gaussian process regression to large datasets.
method Integrated Fourier features for Gaussian processes.
result Improves Gaussian process regression speed to O(M3) for a broad class of kernels. Develops support theorem for analytic transforms in tomography.
problem Analytic wave front set resolution for integral transforms.
method Microlocal analysis, double fibration framework, wave packet transforms.
result Uniqueness and support theorems for analytic transforms.
The paper proves the consistency and efficiency of a volatility estimator in noisy data.
problem Proving the consistency and efficiency of a volatility estimator in the presence of microstructure noise.
method Proves asymptotic normality using Central Limit Theorem for Fourier spot volatility estimator.
result Proves consistency and asymptotic efficiency of the Fourier spot volatility estimator in noisy data.
New proof of Zelditch's generalization using Riemannian geometry.
problem Asymptotic formula for eigenfunction sums on compact manifolds.
method Riemannian geometry methods.
result Proof of Zelditch's generalization without Fourier integral operators.
We study the geometry and topology of (filtered) algebra-bundles ΨZ over a smooth manifold X with typical fibre ΨZ(Z;V), the algebra of classical pseudodifferential operators of integral order on the compact manifold Z acting on smooth sections of a vector bundle V. First a theorem…
Study examines the geometry of a group of Fourier-integral operators related to Diff(S^1).
problem Investigating the geometry of a specific group of Fourier-integral operators.
method Defined a right-invariant pseudo-Riemannian metric on the group using renormalized traces of pseudo-differential operators.
result Extended the Hilbert-Schmidt Riemannian metric to the group.
The Fourier transform of Heegaard Floer d-invariants helps classify 3-manifolds.
problem Classifying 3-manifolds up to integer homology cobordism.
method Exploring the Fourier transform of Heegaard Floer d-invariants.
result Lens spaces are cancellable in the monoid of 3-manifolds up to integer homology cobordism.
Extends pseudo-differential operators theory to compact Lie groups.
problem Global pseudo-differential operators on compact Lie groups.
method Develops a subelliptic pseudo-differential calculus for compact Lie groups.
result Establishes subelliptic versions of Fefferman and Calderón-Vaillancourt theorems.
EFiGP uses Fourier and eigen-decomposition for efficient ODE parameter estimation.
problem Parameter estimation and trajectory reconstruction for noisy, sparse, nonlinear ODE systems.
method EFiGP integrates Fourier transformation and eigen-decomposition into a physics-informed Gaussian Process framework.
result EFiGP efficiently estimates ODE parameters and recovers trajectories from noisy data.
The square root of Fredholm determinants causes numerical instabilities in option pricing models.
problem Numerical instabilities in Fourier-based option pricing for the Volterra Stein-Stein model.
method Characterization of determinant crossing behavior, derivation of transform to handle crossings, efficient algorithms.
result Significant improvement in accuracy and reduction in computational cost for Fourier-based pricing.
Paper variates Navier-Stokes-Fourier system for thermodynamic consistency.
problem Modeling compressible fluid dynamics with thermodynamic constraints.
method Variational discretization with discrete exterior calculus.
result Derives a nonholonomic variational integrator for NSF system.
Study examines boundedness of oscillating singular integrals on specific Lie groups.
problem Investigating boundedness of oscillating singular integrals on Lie groups of polynomial growth.
method Presented kernel criteria in terms of sub-Riemannian structure and Fourier analysis.
result Extended classical oscillating conditions for boundedness of oscillating convolution operators.
Lecture notes on kernel functions and Random Fourier Features.
problem Understanding and approximating kernel functions in machine learning.
method Mathematical background and proofs of concentration results.
result Estimation of error in Random Fourier Features approximation.
In the classification theorems of Vinberg and Yakimova for commutative nilmanifolds, the relevant nilpotent groups have a very surprising analytic property. The manifolds are of the form G/K=N⋊K/K where, in all but three cases, the nilpotent group N has irreducible unitary representations whose coefficien…
Extend classical theory of affine processes to path-dependent setting
problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem
Markov Chain Monte Carlo methods become increasingly popular in applied mathematics as a tool for numerical integration with respect to complex and high-dimensional distributions. However, application of MCMC methods to heavy tailed distributions and distributions with analytically intractable densities turns out to be…
Study analyzes Lévy process structure on manifolds with conjugate points.
problem Microlocal analysis of Lévy processes on manifolds with conjugate points.
method Microlocal analysis, pseudodifferential operators, Fourier integral operators.
result Generator can be expressed as sum of pseudodifferential and Fourier integral operators.
Quantum methods improve option pricing accuracy.
problem Pricing financial derivatives using Monte Carlo integration.
method Hybrid classical-quantum methods using Fourier series and QML.
result Quantum methods achieve remarkable accuracy in option pricing.
Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data implicitly assumes periodicity and bandlimitedness of the signal. In this paper, we…