arXiv research

Introduces new weighted floating functions and affine surface areas.

The paper classifies singularities of plane congruences and affine distance functions.

The paper develops inequalities for log-concave functions and related surface areas.

We state and prove a simple Theorem that allows one to generate invariant quantities in Metric-Affine Geometry, under a given transformation of the affine connection. We start by a general functional of the metric and the connection and consider transformations of the affine connection possessing a certain symmetry. We…

We study affine Jacobi structures on an affine bundle $π:A\to M$, i.e. Jacobi brackets that close on affine functions. We prove that there is a one-to-one correspondence between affine Jacobi structures on $A$ and Lie algebroid structures on the vector bundle $A^+=\bigcup_{p\in M}Aff(A_p,\R)$ of affine functionals. Som…

We show that every finite-dimensional Alexandrov space X with curvature bounded from below embeds canonically into a product of an Alexandrov space with the same curvature bound and a Euclidean space such that each affine function on X comes from an affine function on the Euclidean space.

A Finsler function $F$ is affinely rigid if its canonical spray is uniquely metrizable, in the sense that if $\bar F$ is another Finsler function whose canonical spray is $S$, then $d(F/\bar F)=0$. In this short note we explore some sufficient conditions for a Finsler function to be affinely rigid, and discuss open pro…

Study of Markov-modulated affine processes for richer models in finance.

After having given the general variational formula for the functionals indicated in the title, the critical points of the integral of the equi-affine curvature under area constraint and the critical points of the full-affine arc-length are studied in greater detail.

The nonzero level sets of a homogeneous, logarithmically homogeneous, or translationally homogeneous function are affine spheres if and only if the Hessian determinant of the function is a multiple of a power or an exponential of the function. In particular, the nonzero level sets of a homogeneous polynomial are proper…

In this paper we consider convex improper affine maps of the 3-dimensional affine space and classify their singularities. The main tool developed is a generating family with properties that closely resembles the area function for non-convex improper affine maps.

The paper calculates bounds on the local Lipschitz constants of neural network layers.

BN refines local partition geometry in piecewise-affine networks during training.

New method constructs translationally equivariant hyperbolic affine spheres.

Affine deformations of convex cones yield special spacetime structures.

At a 3/2-cusp of a given plane curve $γ(t)$, both of the Euclidean curvature $κ_g$ and the affine curvature $κ_A$ diverge. In this paper, we show that each of $\sqrt{|s_g|}κ_g$ and $(s_A)^2 κ_A$ (called the Euclidean and affine normalized curvature, respectively) at a 3/2-cusp is a smooth function of the variable $t$, …

Neural networks can represent complex piecewise functions efficiently.

An affine rearrangement inequality is established which strengthens and implies the recently obtained affine Pólya--Szegö symmetrization principle for functions on $\mathbb{R}^n$. Several applications of this new inequality are derived. In particular, a sharp affine logarithmic Sobolev inequality is established which i…

Correspondence found between exponential families and affine Grassmannians.

In this paper we study time-inhomogeneous affine processes beyond the common assumption of stochastic continuity. In this setting times of jumps can be both inaccessible and predictable. To this end we develop a general theory of finite dimensional affine semimartingales under very weak assumptions. We show that the co…

The affine Grassmannian is a noncompact smooth manifold that parameterizes all affine subspaces of a fixed dimension. It is a natural generalization of Euclidean space, points being zero-dimensional affine subspaces. We will realize the affine Grassmannian as a matrix manifold and extend Riemannian optimization algorit…

We present a fundamental theory of curves in the affine plane and the affine space, equipped with the general-affine groups ${\rm GA}(2)={\rm GL}(2,{\bf R})\ltimes {\bf R}^2$ and ${\rm GA}(3)={\rm GL}(3,{\bf R})\ltimes {\bf R}^3$, respectively. We define general-affine length parameter and curvatures and show how such …

The paper classifies affine minimal translation surfaces and finds their properties.

Paper presents ABGD for efficient piecewise linear regression in high dimensions.

Motivated by control-affine systems in optimal control theory, we introduce the notion of a point-affine distribution on a manifold X - i.e., an affine distribution F together with a distinguished vector field contained in F. We compute local invariants for point-affine distributions of constant type when dim(X)=n, ran…

An affine manifold is a manifold with torsion-free flat affine connection. A geometric topologist's definition of an affine manifold is a manifold with an atlas of charts to the affine space with affine transition functions; a radiant affine manifold is an affine manifold with holonomy consisting of affine transformati…

Affine spiking neural networks learn efficiently and generalize well.

Positive configurations of points in the affine building were introduced in \cite{Le} as the basic object needed to define higher laminations. We start by giving a self-contained, elementary definition of positive configurations of points in the affine building and their basic properties. Then we study the geometry of …

Solves Minkowski problem for affine invariant convex domains.

The two main theorems of this paper provide a characterization of hyperbolic affine iterated function systems defined on Rm. Atsushi Kameyama (Distances on Topological Self-Similar Sets, Proceedings of Symposia in Pure Mathematics, Volume 72.1, 2004) asked the following fundamental question: given a topological self-si…

Hildebrand classified all semi-homogeneous cones in $\mathbb{R}^3$ and computed their corresponding complete hyperbolic affine spheres. We compute isothermal parametrizations for Hildebrand's new examples. After giving their affine metrics and affine cubic forms, we construct the whole associated family for each of Hil…

Max-affine regression method converges linearly using GD and SGD.

Extend classical theory of affine processes to path-dependent setting

Dual Bayesian Affine Estimators for Wiener-type state-space models

We introduce the class of affine forward variance (AFV) models of which both the conventional Heston model and the rough Heston model are special cases. We show that AFV models can be characterized by the affine form of their cumulant generating function, which can be obtained as solution of a convolution Riccati equat…

Long term optimal investment problems are studied in a factor model with matrix valued state variables. Explicit parameter restrictions are obtained under which, for an isoelastic investor, the finite horizon value function and optimal strategy converge to their long-run counterparts as the investment horizon approache…

This thesis is devoted to the study of affine processes and their applications in financial mathematics. In the first part we consider the theory of time-inhomogeneous affine processes on general state spaces. We present a concise setup for time-inhomogeneous Markov processes. For stochastically continuous affine proce…

We introduce the notion of affine Legendrian submanifolds in Sasakian manifolds and define a canonical volume called the $φ$-volume as odd dimensional analogues of affine Lagrangian (totally real or purely real) geometry. Then we derive the second variation formula of the $φ$-volume to obtain the stability result in so…

Spectrahedral regression fits convex functions via a non-convex optimization problem.

Defines volume and Monge-Ampère energy on polarized affine varieties.

We construct a new representation formula for indefinite improper affine spheres in terms of two para-holomorphic functions and study singularities which appear in this representation formula. As a result, it follows that cuspidal cross caps never appear as the singularities on indefinite improper affine spheres and so…

Study pricing options on forward contracts using infinite-dimensional affine models.

Study on implied volatility of an affine jump-diffusion model.

A frame independent formulation of analytical mechanics in the Newtonian space-time is presented. The differential geometry of affine values i.e., the differential geometry in which affine bundles replace vector bundles and sections of one dimensional affine bundles replace functions on manifolds, is used. Lagrangian a…

Based on ideas of W. M. Tulczyjew, a geometric framework for a frame-independent formulation of different problems in analytical mechanics is developed. In this approach affine bundles replace vector bundles of the standard description and functions are replaced by sections of certain affine line bundles called AV-bund…

Study path-dependent affine models under uncertain parameters for financial applications.

Inspired by the Weierstrass representation of smooth affine minimal surfaces with indefinite metric, we propose a constructive process producing a large class of discrete surfaces that we call discrete affine minimal surfaces. We show that they are critical points of an affine area functional defined on the space of qu…

Random features enhance control of complex systems.