Paper connects risk consistency to L_p consistency for broader loss functions.
arXiv research
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Let n be any integer greater than two. We prove that there exists a projection P having the following properties. (1) P is not the projection of any unknotted knot. (2) The singular point set of P consists of double points. (3) P is the projection of an n-knot which is diffeomorphic to the standard sphere. We prove the…
A local Riemann-Hilbert correspondence for tame meromorphic connections on a curve compatible with a parahoric level structure will be established. Special cases include logarithmic connections on G-bundles and on parabolic G-bundles, where G is a complex reductive group. The corresponding Betti data involves pairs (M,…
We prove that there does not exist a nontrivial quantization of the Poisson algebra of the symplectic manifold S^2 which is irreducible on the subalgebra generated by the components {S_1,S_2,S_3} of the spin vector. We also show that there does not exist such a quantization of the Poisson subalgebra P consisting of pol…
Let be a differentiable manifold endowed with a transitive action of a Lie group . Let be a Lie group. Under suitable technical assumptions, we give explicit classification theorems, in terms of explicit finite dimensional quotients, of three classes of objects: {enumerate} equ…
For data living in a manifold and a point we consider a statistic which estimates the variance of the angle between pairs of vectors and , for data points , , near , and evaluate this statistic as a tool for estimation of the intrinsic dimension o…
Let be a surface of negative Euler characteristic and a generating set for consisting of simple loops that are pairwise disjoint (except at ). We show that the word length with respect to of an element of is given by its intersection number with a well-chosen collection of curves an…
New category theory for complex projective plane sections.
The study constructs a Legendrian cycle for -sets and proves Reilly-type variational formulae.
Complex captures group properties, invariant under quasi-isometry.
Continuous MDS embeds sequences of dissimilarities in Euclidean space.
Treebolic space is an analog of the Sol geometry, namely, it is the horocylic product of the hyperbolic upper half plane H and the homogeneous tree T with degree p+1 > 2, the latter seen as a one-complex. Let h be the Busemann function of T with respect to a fixed boundary point. Then for real q > 1 and integer p > 1, …
We consider the problem of determining the Lévy exponent in a Lévy model for asset prices given the price data of derivatives. The model, formulated under the real-world measure , consists of a pricing kernel together with one or more non-dividend-paying risky assets driven by the same Lév…