arXiv research

Study finds Deep Taylor Decomposition is unreliable for explaining neural networks.

We introduce Taylor expansions that do not require the differentiability. We also provide new solutions to partial differential equations. We apply our methods to finance.

We give a complementary generalization of the extensions of Bonnet-Myers theorem obtained by Calabi and also Cheeger-Gromov-Taylor.

Formalizes synthetic differential geometry in Lean.

Paper proves existence of a CMC hypertorus in 4D sphere using numerical methods.

In this paper, we prove the extensions of Bonnet--Myers' type theorems obtained by Calabi and Cheeger--Gromov--Taylor via Bakry--Emery Ricci curvature, which generalize the results of \cite{FG, Lim1, Wan, Wang, WW, Wu}.

Let M and N be smooth manifolds without boundary. Immersion theory suggests that an understanding of the space of smooth embeddings emb(M,N) should come from an analysis of the cofunctor V |--> emb(V,N) from the poset O of open subsets of M to spaces. We therefore abstract some of the properties of this cofunctor, and …

This survey reviews precompactness theorems for classes of Riemannian manifolds with boundary. We begin with the works of Kodani, Anderson-Katsuda-Kurylev-Lassas-Taylor and Wong. We then present new results of Knox and the author with Sormani.

Kernelized Taylor diagram visualizes data populations with fewer assumptions.

Taylor expansions improve reinforcement learning policies.

Compactness proven for isospectral Birkhoff billiard tables.

Simplifies Wulff theorem for crystalline shapes using Minkowski Theory.

Maps minimize periodic points for high periods, but not for low periods.

Study embeddings between Barron spaces with various activation functions, focusing on RePU.

In this paper, we first prove the $f$-mean curvature comparison in a smooth metric measure space when the Bakry-Emery Ricci tensor is bounded from below and $|f|$ is bounded. Based on this, we define a Myers-type compactness theorem by generalizing the results of Cheeger, Gromov, and Taylor and of Wan for the Bakry-Eme…

We propose \emph{Taylorized training} as an initiative towards better understanding neural network training at finite width. Taylorized training involves training the $k$-th order Taylor expansion of the neural network at initialization, and is a principled extension of linearized training---a recently proposed theory …

It is shown that geodesics in the space of Kähler potentials can be uniformly approximated by geodesics in the spaces of Bergman metrics. Two important tools in the proof are the Tian-Yau-Zelditch approximation theorem for Kähler potentials and the pluripotential theory of Bedford-Taylor, suitably adapted to Kähler man…

The first aperiodic monotiling, introduced by Taylor, was based on a trapezoidal prototile equipped with 14 distinct decorations. A presentation of the closely related Taylor-Socolar aperiodic monotiling is based on a hexagonal prototile equipped with 7 decorations. This paper gives decoration-free algebraic descriptio…

A classical theorem of Riemannian geometry, due in its original form to Cartan, states that the Taylor expansion of the metric in geodesic normal coordinates is a universal formal power series involving only the symmetrizations of the iterated covariant derivatives of the curvature tensor; this is known as the jet isom…

The paper is concerned with non-linear Gaussian filtering and smoothing in continuous-discrete state-space models, where the dynamic model is formulated as an Itô stochastic differential equation (SDE), and the measurements are obtained at discrete time instants. We propose novel Taylor moment expansion (TME) Gaussian …

Proposes a Taylor framework to unify and analyze attribution methods.

In order to obtain a Markov theorem without stabilization, Birman and Menasco introduced the notion of exchange related braids. In this paper I study the way the Fiedler polynomial distinguishes conjugacy classes of some particular braided knots. I introduce the Kauffman bracket in the solid torus. Its Taylor expansion…

Improved saliency maps for deep neural networks with reduced noise.

New approximations for Asian basket spread options using stochastic Taylor expansions.

Paper develops a new algorithm to find shortest paths on surfaces.

TaylorPODA uses Taylor expansions to improve feature attributions for opaque models.

Developed Taylor series for muscle-finger system analysis.

Modern convolutional networks, incorporating rectifiers and max-pooling, are neither smooth nor convex; standard guarantees therefore do not apply. Nevertheless, methods from convex optimization such as gradient descent and Adam are widely used as building blocks for deep learning algorithms. This paper provides the fi…

The Adomian decomposition method is shown to be equivalent to the Taylor series approach.

These notes on Riemannian geometry use the bases bundle and frame bundle, as in Geometry of Manifolds, to express the geometric structures. It has more problems and omits the background material. It starts with the definition of Riemannian and semi-Riemannian structures on manifolds. Affine connections, geodesics, tors…

In this paper, we study the volume growth property of a non-compact complete Riemannian manifold $X$. We improve the volume growth theorem of Calabi (1975) and Yau (1976), Cheeger, Gromov and Taylor (1982). Then we use our new result to study gradient Ricci solitons. We also show that on $X$, for any $q\in (0,\infty)$,…

Proves a special case of the Gaussian kinematic formula using large sphere limits.

Unified framework for analyzing machine learning model attributions.

An expanding literature articulates the view that Taylor rules are helpful in predicting exchange rates. In a changing world however, Taylor rule parameters may be subject to structural instabilities, for example during the Global Financial Crisis. This paper forecasts exchange rates using such Taylor rules with Time V…

We provide a direct proof of Cramér's theorem for geodesic random walks in a complete Riemannian manifold $(M,g)$. We show how to exploit the vector space structure of the tangent spaces to study large deviation properties of geodesic random walks in $M$. Furthermore, we reveal the geometric obstructions one runs into …

In this work we consider the Taylor expansion of the exponential map of a submanifold immersed in R^n up to order three, in order to introduce the concepts of lateral and frontal deviation. We compute the directions of extreme lateral and frontal deviation for surfaces in R^3. Also we compute, by using the Taylor expan…

New resonance theory for Anosov flows connects spectral properties to mixing measures.

Ever since the proof of asymptotic normality of maximum likelihood estimator by Cramer (1946), it has been understood that a basic technique of the Taylor series expansion suffices for asymptotics of $M$-estimators with smooth/differentiable loss function. Although the Taylor series expansion is a purely deterministic …

This paper presents hedging strategies for European and exotic options in a Levy market. By applying Taylor's Theorem, dynamic hedging portfolios are con- structed under different market assumptions, such as the existence of power jump assets or moment swaps. In the case of European options or baskets of European optio…

New sampling scheme improves ML accuracy in physics simulations.

We provide new exact Taylor's series with fixed coefficients and without the remainder. We demonstrate the usefulness of this contribution by using it to obtain very simple solutions to (non-linear) PDEs. We also apply the method to the portfolio model.

We prove that every function $f:\mathbb{R}^n\to \mathbb{R}$ satisfies that the image of the set of critical points at which the function $f$ has Taylor expansions of order $n-1$ and non-empty subdifferentials of order $n$ is a Lebesgue-null set. As a by-product of our proof, for the proximal subdifferential $\partial_{…

In this paper we study the Taylor series of an operator-valued function related to the differential of the exponential map. For a smooth manifold $\mathcal{M}$ with a torsion-free affine connection the operator $\mathcal{E}_p(v)$ acting on the space $T_p\mathcal{M}$ is defined to be the composition of the differential …

Examines how central bank policies affect stock markets and asset prices.

This technical report constructs a theoretical framework to relate standard Taylor approximation based optimisation methods with Natural Gradient (NG), a method which is Fisher efficient with probabilistic models. Such a framework will be shown to also provide mathematical justification to combine higher order methods …

We apply results of Malliavin-Thalmaier-Watanabe for strong and weak Taylor expansions of solutions of perturbed stochastic differential equations (SDEs). In particular, we work out weight expressions for the Taylor coefficients of the expansion. The results are applied to LIBOR market models in order to deal with the …

In this paper, we define a new capacity which allows us to control the behaviour of the Dirichlet spectrum of a compact Riemannian manifold with boundary, with "small" subsets (which may intersect the boundary) removed. This result generalizes a classical result of Rauch and Taylor ("the crushed ice theorem"). In the s…

This paper is devoted to a third order study of the end-point map in sub-Riemannian geometry. We first prove third order open mapping results for maps from a Banach space into a finite dimensional manifold. In a second step, we compute the third order term in the Taylor expansion of the end-point map and we specialize …