arXiv research

Many iterative and non-iterative methods have been developed for inverse problems associated with Ising models. Aiming to derive an accurate non-iterative method for the inverse problems, we employ the tree-reweighted approximation. Using the tree-reweighted approximation, we can optimize the rigorous lower bound of th…

A celebrated result due to Poincaré affirms that a closed non-degenerate minimizing geodesic $γ$ on an oriented Riemannian surface is hyperbolic. Starting from this classical theorem, our first main result is a general instability criterion for timelike and spacelike closed semi-Riemannian geodesics on a (non)oriented …

Study on self-similar sets on Riemannian manifolds with new separation conditions.

A new surgery formula for knot lattice homology.

Unique vertical isomorphisms between Fedosov dg manifolds are proven for Lie pairs.

Deep learning improves causal effect estimation from complex observational data.

We extend Dupire's formula for stochastic interest rates and local volatility.

We verify that the formula of X. Ma for the analytic torsion form of an iterated fibration implies that Lott's secondary analytic index is functorial.

In this paper, we provide explicit formulas, in terms of the covariances of sample covariances or sample correlations, for the asymptotic covariances of unrotated factor loading estimates and unique variance estimates. These estimates are extracted from least square, principal, iterative principal component, alpha or i…

This paper examines the value of a cancellable European option in a finite time horizon setting. The specifications of this generalized European option allow the seller to cancel the option at any point in time for a fixed penalty paid directly to the holder. Here, we provide an explicit valuation formula for the Europ…

We calculate the asymptotic behavior of the Kashaev invariant of a twice-itarated torus knot and obtain topological interpretation of the formula in terms of the Chern--Simons invariant and the twisted Reidemeister torsion.

Refines neural network predictions using background knowledge for improved accuracy.

In this paper we study the knot Floer homology invariants of the twisted and untwisted Whitehead doubles of an arbitrary knot K. We present a formula for the filtered chain homotopy type of HFK(D(+,K,t)) in terms of the invariants for K, where D(+,K,t) denotes the t-twisted positive-clasped Whitehead double of K. In pa…

The paper explores invariant subbundles in nonholonomic mechanics.

Two new rational formulae for normal implied volatility are presented.

Formula derived for cabled knots' concordance invariants.

Study signatures of torus links and their cores using Neumann's equivariant signatures and Hirzebruch's formula.

The paper proves index theorems for graph-based optimal control problems.

Develops discrete geometry for non-constant curvature surfaces.

New examples show algebraically slice knots with specific genus bounds.

We give a formula of the Upsilon invariant of any L-space cable knot $K_{p,q}$ using $p,Υ_K$ and $Υ_{T_{p,q}}$. The integral value of the Upsilon invariant gives a ${\mathbb Q}$-valued knot concordance invariant. We compute the integral values for L-space iterated cable knots.

We prove that the control polygon of a Bezier curve B becomes homeomorphic and ambient isotopic to B via subdivision, and we provide closed-form formulas to compute the number of iterations to ensure these topological characteristics. We first show that the exterior angles of control polygons converge exponentially to …

New methods solve SPDEs for financial derivative pricing.

Adaptive SGD learns optimal batch size for strong convex functions.

Relational logistic regression (RLR) is a representation of conditional probability in terms of weighted formulae for modelling multi-relational data. In this paper, we develop a learning algorithm for RLR models. Learning an RLR model from data consists of two steps: 1- learning the set of formulae to be used in the m…

Lagrangian contact supersymmetries (depending on derivatives of arbitrary order) are treated in very general setting. The cohomology of the variational bicomplex on an arbitrary graded manifold and the iterated cohomology of a generic nilpotent contact supersymmetry are computed. In particular, the first variational fo…

An equation for the evolution of the distribution of wealth in a population of economic agents making binary transactions with a constant total amount of "money" has recently been proposed by one of us (RLR). This equation takes the form of an iterated nonlinear map of the distribution of wealth. The equilibrium distri…

In this paper we develop and analyze Hydra: HYbriD cooRdinAte descent method for solving loss minimization problems with big data. We initially partition the coordinates (features) and assign each partition to a different node of a cluster. At every iteration, each node picks a random subset of the coordinates from tho…

The Global Newlander-Nirenberg theorem is proven for domains with finite smooth boundary in complex manifolds.

The paper calculates knot invariants using Blanchfield forms and obstructs sliceness.

We give an explicit formulaic algorithm and source code for building long-only benchmark portfolios and then using these benchmarks in long-only market outperformance strategies. The benchmarks (or the corresponding betas) do not involve any principal components, nor do they require iterations. Instead, we use a multif…

We say that a given knot $J\subset S^3$ is detected by its knot Floer homology and $A$-polynomial if whenever a knot $K\subset S^3$ has the same knot Floer homology and the same $A$-polynomial as $J$, then $K=J$. In this paper we show that every torus knot $T(p,q)$ is detected by its knot Floer homology and $A$-polynom…

We define a concordance invariant, epsilon(K), associated to the knot Floer complex of K, and give a formula for the Ozsváth-Szabó concordance invariant tau of K_{p,q}, the (p,q)-cable of a knot K, in terms of p, q, tau(K), and epsilon(K). We also describe the behavior of epsilon under cabling, allowing one to compute …

The study prevents model collapse in overparameterized linear regression by mixing real and synthetic labels.

New corrugation process solves $ε$-isometric maps with conical singularities.

In a 2006 article (\cite{A1}), Allouba gave his quadratic covariation differentiation theory for Itô's integral calculus. He defined the derivative of a semimartingale with respect to a Brownian motion as the time derivative of their quadratic covariation and a generalization thereof. He then obtained a systematic diff…

Recent years have witnessed the surge of asynchronous parallel (async-parallel) iterative algorithms due to problems involving very large-scale data and a large number of decision variables. Because of asynchrony, the iterates are computed with outdated information, and the age of the outdated information, which we cal…

The paper establishes gradient estimates and Liouville theorems for Φ-Laplacian equations on Riemannian manifolds.

A linear section of a double vector bundle is a parallel pair of sections which form a vector bundle morphism; examples include the complete lifts of vector fields to tangent bundles and the horizontal lifts arising from a connection in a vector bundle. A grid in a double vector bundle consists of two linear sections, …

Quantum algorithms improve calculation of parameter sensitivities in financial derivatives.

For Bezier curves, subdivision algorithms create control polygons as piecewise linear (PL) approximations that converge in terms of Hausdorff distance. We prove that the exterior angles of control polygons under subdivision converge to 0 at the rate of $O(\sqrt{\frac{1}{2^i}})$, where $i$ is the number of subdivisions.…

In this paper we prove trace formulae for the Reidemeister number of a group endomorphism. This result implies the rationality of the Reidemeister zeta function in the following cases: the group is a direct product of a finite group and a finitely generated Abelian group; the group is finitely generated, nilpotent and …

In 1998, R. Gompf defined a homotopy invariant $θ_G$ of oriented 2-plane fields in 3-manifolds. This invariant is defined for oriented 2-plane fields $ξ$ in a closed oriented 3-manifold $M$ when the first Chern class $c_1(ξ)$ is a torsion element of $H^2(M;\mathbb{Z})$. In this article, we define an extension of the Go…

We solve principal component regression (PCR), up to a multiplicative accuracy $1+γ$, by reducing the problem to $\tilde{O}(γ^{-1})$ black-box calls of ridge regression. Therefore, our algorithm does not require any explicit construction of the top principal components, and is suitable for large-scale PCR instances. In…

New method improves Gaussian Mixture Model fitting speed.

Study of operators on loop spaces using Fermionic calculus and stochastic methods.

The paper explores properties of projections and gradient methods in hyperbolic space forms.

New RL algorithms correct bias in dynamic data analysis.