arXiv research

Paper shows deep neural networks can approximate Korobov functions nearly optimally.

We make a systematic study of (quasi-)plurisubharmonic envelopes on compact Kähler manifolds, as well as on domains of $\mathbb{C}^n$, by using and extending an approximation process due to Berman [Ber13]. We show that the quasi-psh envelope of a viscosity super-solution is a pluripotential super-solution of a given co…

We consider the problem of portfolio optimization in a simple incomplete market and under a general utility function. By working with the associated Hamilton-Jacobi-Bellman partial differential equation (HJB PDE), we obtain a closed-form formula for a trading strategy which approximates the optimal trading strategy whe…

Authors improve accuracy analysis for portfolio optimization with multiple timescale factors.

Optimized neural network approximates high-dimensional functions with minimal parameters.

The problem of super-resolution in general terms is to recuperate a finitely supported measure $μ$ given finitely many of its coefficients $\hatμ(k)$ with respect to some orthonormal system. The interesting case concerns situations, where the number of coefficients required is substantially smaller than a power of the …

Improved approximations for rough Heston model reduce errors.

We map stock market interactions to spin models to recover their hierarchical structure using a simulated annealing based Super-Paramagnetic Clustering (SPC) algorithm. This is directly compared to a modified implementation of a maximum likelihood approach we call Fast Super-Paramagnetic Clustering (f-SPC). The methods…

Study super cluster algebras from super Plücker and Ptolemy relations.

Super-resolution methods form high-resolution images from low-resolution images. In this paper, we develop a new Bayesian nonparametric model for super-resolution. Our method uses a beta-Bernoulli process to learn a set of recurring visual patterns, called dictionary elements, from the data. Because it is nonparametric…

The paper defines and analyzes curvature tensors on super twisted product spaces.

With the usual definition of a super Hilbert space and a super unitary representation, it is easy to show that there are lots of super Lie groups for which the left-regular representation is not super unitary. I will argue that weakening the definition of a super Hilbert space (by allowing the super scalar product to b…

We establish a higher generalization of super L-infinity-algebraic T-duality of super WZW-terms for super p-branes. In particular, we demonstrate spherical T-duality of super M5-branes propagating on exceptional-geometric 11d super spacetime.

We study the problem of stochastic combinatorial pure exploration (CPE), where an agent sequentially pulls a set of single arms (a.k.a. a super arm) and tries to find the best super arm. Among a variety of problem settings of the CPE, we focus on the full-bandit setting, where we cannot observe the reward of each singl…

Unified super-symmetry and higher fluxes using super-Lie-infinity algebras.

Researchers create holographic super-embeddings for M5 and M2 branes.

Develops Riemannian geometry for noncommutative super surfaces.

Defines super stable maps and proves quotient superorbifolds for genus zero.

Defines semi-symmetric metric connection on super warped products.

A fast method approximates likelihood scores for noisy linear inverse problems.

Riemann surfaces are two-dimensional manifolds with a conformal class of metrics. It is well known that the harmonic action functional and harmonic maps are tools to study the moduli space of Riemann surfaces. Super Riemann surfaces are an analogue of Riemann surfaces in the world of super geometry. After a short intro…

New theorem disproves Angle Defect for super triangles.

The underlying even manifold of a super Riemann surface is a Riemann surface with a spinor valued differential form called gravitino. Consequently infinitesimal deformations of super Riemann surfaces are certain infinitesimal deformations of the Riemann surface and the gravitino. Furthermore the action functional of no…

The paper studies special warped products with a specific connection on super Riemannian manifolds.

Optimizes portfolio in volatile markets with jumps, providing accurate formulas.

Super tau-covers extend bihamiltonian hierarchies' symmetries.

We derive the canonical forms of super Riemannian metrics and the local isometry groups of such metrics. For certain super metrics we also compute the simply connected covering groups of the local isometry groups and interpret these as local spin groups of the super metric. Using a generalization of a Theorem of Rogers…

We establish a link between Fourier optics and a recent construction from the machine learning community termed the kernel mean map. Using the Fraunhofer approximation, it identifies the kernel with the squared Fourier transform of the aperture. This allows us to use results about the invertibility of the kernel mean m…

A super Lie group is a group whose operations are $G^{\infty}$ mappings in the sense of Rogers. Thus the underlying supermanifold possesses an atlas whose transition functions are $G^{\infty}$ functions. Moreover the images of our charts are open subsets of a graded infinite-dimensional Banach space since our space of …

We extend the herding algorithm to continuous spaces by using the kernel trick. The resulting "kernel herding" algorithm is an infinite memory deterministic process that learns to approximate a PDF with a collection of samples. We show that kernel herding decreases the error of expectations of functions in the Hilbert …

Let $M$ be a super Riemann surface with holomorphic distribution $\mathcal{D}$ and $N$ a symplectic manifold with compatible almost complex structure $J$. We call a map $Φ\colon M\to N$ a super $J$-holomorphic curve if its differential maps the almost complex structure on $\mathcal{D}$ to $J$. Such a super $J$-holomorp…

The paper develops a theory of $C^\infty$-superrings and their superschemes.

Characterizes super-replication prices in a financial market model.

Scheme resolves super-brane topology via equivariant structures.

Defines super projective modules and explores their properties.

This article provides a brief discussion of the functional of super Riemann surfaces from the point of view of classical (i.e. not "super-) differential geometry. The discussion is based on symmetry considerations and aims to clarify the "borderline" between classical and super differential geometry with respect to the…

Matrix formulas for super Teichmüller spaces generalize previous work and yield super λ-lengths.

Extends Wigner's representation to study super hyperbolic geometry.

Extends differential geometry concepts to manifolds with super tangent bundles.

Paper constructs super integrable systems on color Lie algebra.

Note on instabilities in super-time-stepping methods for Heston model.

We define a super analog of the classical Plücker embedding of the Grassmannian into a projective space. One of the difficulties of the problem is rooted in the fact that super exterior powers $Λ^{r|s}(V)$ are not a simple generalization from the completely even case (this works only for $r|0$ when it is possible to us…

In the quest for the mathematical formulation of M-theory, we consider three major open problems: a first-principles construction of the single (abelian) M5-brane Lagrangian density, the origin of the gauge field in heterotic M-theory, and the supersymmetric enhancement of exceptional M-geometry. By combining technique…

The super or Z_2-graded Schouten-Nijenhuis bracket is introduced. Using it, new generalized super-Poisson structures are found which are given in terms of certain graded-skew-symmetric contravariant tensors Λof even order. The corresponding super `Jacobi identities' are expressed by stating that these tensors have zero…

High resolution magnetic resonance (MR) images are desired for accurate diagnostics. In practice, image resolution is restricted by factors like hardware, cost and processing constraints. Recently, deep learning methods have been shown to produce compelling state of the art results for image super-resolution. Paying pa…

Study bounds financial path expectations using martingale distributions.

This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and super-replication values for many financial derivatives. While the previous literature has connected super-replication values …

The hidden M-algebra is integrated into a super-Lie group, allowing for compactification of extra dimensions.