Paper derives estimates for Hessian equations under concavity assumptions.
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The paper establishes Pogorelov type estimates for solutions to Hessian quotient equations in hyperbolic space.
Interior estimates for sum Hessian quotient equations on Riemannian manifolds
This article presents a proof of Pogorelov's result that there exists a metric with no local realization in . It also construct in a very elementary way a realization of this metric. Pogorelov's result is somewhat controversial among the community of researchers that study isomet…
Life and the mathematical legacy of the great mathematician A.V. Pogorelov.
Researchers provide counterexamples to Pogorelov and Toponogov's questions about saddle surfaces.
Non-compact convex sets in hyperbolic 3-space are rigid under isometries.
The paper proves a rigidity theorem for non-compact convex sets in hyperbolic 3-space.
New geometric approach gives apriori estimate for optimal transport maps.
We prove some Bernstein theorems for entire space-like submanifolds in pseudo-Euclidean spaces and, as a corollary, we obtain a new proof of the Calabi-Pogorelov theorem on global solutions of Monge-Ampere equations.
Smooth solutions found for a curvature problem in hyperbolic space.
We present constructions inspired by the Ma-Schlenker example of~\cite{Ma:2012hl} that show the non-rigidity of spherical inversive distance circle packings. In contrast to the use in~\cite{Ma:2012hl} of an infinitesimally flexible Euclidean polyhedron, embeddings in de Sitter space, and Pogorelov maps, our elementary …
We prove that any simply connected special Kaehler manifold admits a canonical immersion as a parabolic affine hypersphere. As an application, we associate a parabolic affine hypersphere to any nondegenerate holomorphic function. Also we show that a classical result of Calabi and Pogorelov on parabolic spheres implies …
It is shown that any smooth strictly convex global solution of where , ,..., are constants, must be a quadratic polynomial. This extends a well-known theorem of Jö…
In this paper we prove the existence of complete, noncompact convex hypersurfaces whose -curvature function is prescribed on a domain in the unit sphere. This problem is related to the solvability of Monge-Ampère type equations subject to certain boundary conditions depending on the value of . The special case of…
We show the uniqueness of strictly convex closed smooth self-similar solutions to the -Gauss curvature flow with . We introduce a Pogorelov type computation, and then we apply the strong maximum principle. Our work combined with earlier works on the Gauss Curvature flow imply that the -Gauss c…
The paper proves a Bonnesen-type inequality for the real projective plane.
Closed surfaces minimize total curvature in curved spaces.
A pseudo-edge graph of a convex polyhedron K is a 3-connected embedded graph in K whose vertices coincide with those of K, whose edges are distance minimizing geodesics, and whose faces are convex. We construct a convex polyhedron K in Euclidean 3-space with a pseudo-edge graph with respect to which K is not unfoldable…
Paper proves rigidity of convex hypersurfaces in various spaces.
Revisits Weyl's problem on isometric immersions of spheres into 3D manifolds.
Solves a long-standing convex geometry problem about mixed volumes.
A classical theorem, mainly due to Aleksandrov and Pogorelov, states that any Riemannian metric on with curvature is induced on a unique convex surface in . A similar result holds with the induced metric replaced by the third fundamental form. We show that the same phenomenon happens with yet another …
Celebrated work of Alexandrov and Pogorelov determines exactly which metrics on the sphere are induced on the boundary of a compact convex subset of hyperbolic three-space. As a step toward a generalization for unbounded convex subsets, we consider convex regions of hyperbolic three-space bounded by two properly embedd…
A family of closed manifolds is called cohomologically rigid if a cohomology ring isomorphism implies a diffeomorphism for any two manifolds in the family. We establish cohomological rigidity for large families of 3-dimensional and 6-dimensional manifolds defined by 3-dimensional polytopes. We consider the class P of 3…
In this paper, we prove () and () precompactness for classes of Riemannian -manifolds with boundary satisfying uniform bounds on curvature, mean curvature, diameter, and the -volume of the boundary. In particular, we identify a class of convex manifolds and a cl…
The paper studies the topology and geometry of simple orbifolds, generalizing concepts from simple polytopes.
The Weyl problem is extended to hyperbolic and anti-de Sitter spaces, connecting geometry, analysis, and group theory.
New estimators outperform maximum likelihood without hyper-parameter estimation.
New estimator reduces kernel mean estimation error.
Dual Bayesian Affine Estimators for Wiener-type state-space models
Enhances gradient estimates for Hermitian Monge-Ampère equations.
Paper proposes robust estimators for GANs under Wasserstein contamination.
New framework converts offline to online estimation using black-box offline estimators.
Proposes variational autoencoder for efficient MMSE estimation.
Paper improves Fisher information estimation methods.
Proposes a robust estimator for RD designs.
SCOPE estimator improves covariance and precision matrix estimation.
We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…
We derive an unbiased estimator for expectations over discrete random variables based on sampling without replacement, which reduces variance as it avoids duplicate samples. We show that our estimator can be derived as the Rao-Blackwellization of three different estimators. Combining our estimator with REINFORCE, we ob…
Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…
The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able to efficiently estimate the variance of this estimator is very helpful to vario…
Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…
A new copula estimation method using classification.
This paper reviews SDR methods for multivariate response regression.
Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the estimated ratio toward infinity. In this paper, we present a robust estimator wh…
TAKDE optimizes kernel density estimation for real-time dynamic processes.
We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local -Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …