New affine BV-capacity differs from classic in higher dimensions.
problem Classic BV-capacity limitations in higher dimensions.
method Geometric-measure-theoretic study of affine BV-capacity.
result Affine BV-capacity is distinct from classic in higher dimensions.
The paper shows measures equidistribute on affine submanifolds with a rate.
problem Understanding equidistribution of measures on affine invariant submanifolds.
method Analyzing unstable foliations and using results from homogeneous dynamics.
result Measures of large dimension equidistribute on affine invariant submanifolds with an effective rate.
The affine-additive group is hyperbolic with a non-vanishing 4-capacity.
problem Characterizing the hyperbolicity of the affine-additive group.
method Proving local 4-Ahlfors regularity and hyperbolicity using a left-invariant metric and measure.
result The affine-additive group is hyperbolic with a non-vanishing 4-capacity.
A new affinity measure for spectral clustering using conformal prediction improves clustering performance.
problem Improving the performance of spectral clustering by enhancing the affinity matrix.
method Employing the concept of non-conformity from Conformal Prediction to define a novel affinity measure.
result The proposed affinity measure leads to better clustering results compared to state-of-the-art methods.
New method recovers low-rank matrices from row-and-column affine measurements.
problem Recovering low-rank matrices from row-and-column affine measurements.
method Proposes a simple algorithm based on SVD and LS.
result Can recover X exactly with minimum measurements in noiseless case. Solves Minkowski problem for affine invariant convex domains.
problem Finding convex sets with given area measures in affine spaces.
method Variational method using Steiner formula and covolume functional.
result Solves the affine invariant Minkowski problem.
The paper factors long-term affine pricing kernels into two components.
problem Understanding long-term behavior of affine pricing kernels.
method Long-term factorization into discounting rate and martingale component.
result Explicit identification of long bond volatility and martingale component volatility.
New dissimilarity measures enhance affinity propagation for complex network clustering.
problem Improving community detection in complex networks using affinity propagation.
method Leverage network latent geometry to design dissimilarity matrices.
result Affinity propagation outperforms state-of-the-art methods in community detection.
Investigates real-world interest rate dynamics using affine models.
problem Existence of affine realizations for Lévy-driven interest rate models.
method Transfers results from risk-neutral to real-world probability measure.
result Severe restrictions on market price of risk in infinite activity jump models.
Study of affine processes without stochastic continuity assumption.
problem Time-inhomogeneous affine processes with unpredictable jumps.
method Developed a general theory of finite dimensional affine semimartingales under weak assumptions.
result Affine form of semimartingale characteristics and solutions to Riccati equations.
Study on curvature measures in non-Euclidean spaces linked to Euclidean geometry.
problem Investigating curvature measures in spherical, hyperbolic, and de Sitter spaces.
method Establishing a unifying framework for curvature measures in real-analytic spaces of constant curvature.
result Floating bodies and duality in non-Euclidean spaces are connected to curvature measures in Euclidean space.
The paper classifies affine minimal translation surfaces and finds their properties.
problem Classifying and understanding affine minimal translation surfaces.
method Using Weierstrass-Enneper formula and hodographic coordinate system.
result Classification and properties of affine minimal translation surfaces.
Study finds a measure for sponge components of Lalley-Gatzouras type.
problem Understanding the distribution of δ-connected components in self-affine sponges.
method Generalized existing results to self-affine sponges of Lalley-Gatzouras type, proving a measure relationship.
result Existence of a Bernoulli measure for cylinder components with a specific asymptotic relation.
Graph neural networks improve with affinity measures from random walks.
problem Limited expressivity of GNNs due to small receptive field.
method Introduced affinity measures from random walks into GNNs.
result Affinity measures enhance GNN performance on various tasks.
Study shows dynamics of rank 1 orbifolds in flat surfaces.
problem Characterize dynamics of rank 1 affine invariant orbifolds.
method Analyzes M-isoperiodic foliations and their ergodic properties.
result Leaves of the isoperiodic foliation are either all closed or all dense.
Paper explores properties of slice-matching operators for measure transfer.
problem Efficiently transferring measures in high dimensions.
method Examines an associated slice-matching operator with source, target measures and slicing directions.
result Establishes invariance, equivariance, Lipschitz continuity, and error bounds.
New measures quantify how data augmentation improves model performance.
problem Understanding the effectiveness of data augmentation in deep learning.
method Introduced Affinity and Diversity measures to quantify augmentation performance.
result Augmentation performance is best achieved by optimizing both Affinity and Diversity.
New formula for instantaneous frequency in unbalanced systems.
problem Estimating frequency in unbalanced electrical systems.
method Utilizes affine differential geometry to link frequency and voltage derivatives.
result Proposes a new formula for instantaneous frequency estimation.
The floating body approach to affine surface area is adapted to a holomorphic context providing an alternate approach to Fefferman's invariant hypersurface measure.
The paper generalizes a curvature result for hyperbolic affine hyperspheres.
problem Curvature properties of hyperbolic affine hyperspheres.
method Tensorial maximum principle applied to the Bakry-Émery tensor.
result Metric measure spaces have non-positive Bakry-Émery tensor.
New insights from centro-affine geometry solve a key geometric conjecture.
problem Log-Brunn-Minkowski conjecture in centro-affine differential geometry.
method Interpreting the log-Brunn-Minkowski conjecture as a spectral problem and using centro-affine differential geometry.
result Global uniqueness and inequalities in the log-Minkowski problem for certain convex bodies.
The space of broken hyperbolic structures generalizes the Teichmüller space of a punctured surface, and the space of projectivized broken measured foliations (equivalently, the space of projectivized affine foliations) generalizes the space of projectivized measured foliations. Just as projectivized measured foliations…
Study floating bodies in various space forms using a new approach.
problem Investigate floating bodies in different space forms.
method Develop a unified approach to study floating bodies in Euclidean space, Euclidean unit sphere, and hyperbolic space.
result Establish a relation between the derivative of the volume of the floating body and the floating area.
This paper studies gradient flows for sampling using various metrics and their affine invariance.
problem Sampling from probability distributions with unknown normalizations.
method Gradient flows in the space of probability measures, focusing on Kullback-Leibler divergence and affine invariance of metrics.
result Gradient flows of Kullback-Leibler divergence do not depend on the normalization constant, and affine invariance is achieved for certain metrics.
Consider a lattice Γ in a group G=SL2(R),SO(1,n),SU(1,n), $SL_2(\Q_p)$. We discuss actions of Γ by affine isometric transformations of Hilbert spaces. We show that for irreducible affine isometric action of G its restriction to Γ is irreducible. We prove the existence of canonical irreducible affine iso…
Study spherical convex bodies using Lp-floating areas and curvature entropy.
problem Analogous isoperimetric inequalities for spherical convex bodies.
method Introduced Lp-floating areas and curvature entropy for spherical convex bodies. result Established isoperimetric inequalities and dual isoperimetric inequalities.
New Steiner formula for Lp affine surface area in Minkowski theory.
problem Developing a new Steiner formula for Lp affine surface area. method Proving a new Steiner formula for the Lp affine surface area of a Minkowski outer parallel body. result New curvature measures with properties not previously seen in literature.
We obtain a first order extension of the large deviation estimates in the Gärtner-Ellis theorem. In addition, for a given family of measures, we find a special family of functions having a similar Laplace principle expansion up to order one to that of the original family of measures. The construction of the special fam…
We introduce a multiple curve framework that combines tractable dynamics and semi-analytic pricing formulas with positive interest rates and basis spreads. Negatives rates and positive spreads can also be accommodated in this framework. The dynamics of OIS and LIBOR rates are specified following the methodology of the …
Unified framework for modeling LIBOR rates using semimartingales.
problem Modeling arbitrage-free LIBOR rates with general dynamics.
method General semimartingales as driving processes, generic functional forms, sufficient conditions for arbitrage-freeness and martingales.
result Derivation of sufficient conditions for arbitrage-freeness and martingales under forward measures.
This work extends variance reduction for path-dependent derivatives to affine stochastic volatility models.
problem Pricing path-dependent derivatives in affine stochastic volatility models.
method Prove large deviations principle, apply Esscher transform, use Varadhan's lemma.
result Numerical efficiency demonstrated on Heston model with and without jumps.
Formula found for probability of random triangles on flat tori being homotopically trivial.
problem Calculating the probability of random triangles on flat tori being homotopically trivial.
method Reduced problem to new invariant of measurable sets in the plane unchanged by area-preserving affine transformations.
result Probability is minimized on rectangular tori and maximized on regular hexagonal tori.
Study on Lp affine surface areas and their inequalities for convex bodies.
problem Understanding weighted Lp affine surface areas in convex bodies. method Investigating valuations, isoperimetric inequalities, and connections to f divergences. result Established isoperimetric inequalities for weighted Lp affine surface areas. Classifies generalized cusps in real projective manifolds.
problem Classifying geometric structures on cusps in real projective manifolds.
method Using affine groups and Bieberbach groups to classify cusps.
result Finite Busemann measure condition for cusp classification.
The paper studies the dimension of limit sets using variational principles and stationary measures.
problem Calculating the Hausdorff dimension of limit sets of Anosov representations and the Rauzy gasket.
method Established variational principles for affinity exponents and Rauzy gaskets, combined with dimension formulas of stationary measures.
result Yields the equality between the Hausdorff dimensions and affinity exponents in both settings.
Infinite dimensional measure-valued processes modeled as polynomial diffusions.
problem Modeling term structure in energy markets using measure-valued polynomial diffusions.
method Introduced measure-valued polynomial diffusions, derived moment formulas, and characterized infinitesimal generators.
result Recovery of measure-valued affine diffusions as a special case.
Study on implied volatility of an affine jump-diffusion model.
problem Characterize implied volatility of an affine jump-diffusion model.
method Explicit moment generating function derived from solving ODEs; large deviation principle applied.
result Asymptotic behaviors of implied volatility in large-maturity and large-strike regimes characterized.
Study Teichmüller dynamics and dilation tori properties, proving almost all vertical foliations are Morse-Smale.
problem Understanding the coarse geometry of dilation tori and Teichmüller flow dynamics.
method Analysis of moduli space of dilation tori, Teichmüller flow action, and piecewise affine circle homeomorphisms.
result Vertical foliations of dilation tori are almost always Morse-Smale.
The cone-volume measure of a polytope with centroid at the origin is proved to satisfy the subspace concentration condition. As a consequence a conjectured (a dozen years ago) fundamental sharp affine isoperimetric inequality for the U-functional is completely established -- along with its equality conditions.
We propose a unified framework for equity and credit risk modeling, where the default time is a doubly stochastic random time with intensity driven by an underlying affine factor process. This approach allows for flexible interactions between the defaultable stock price, its stochastic volatility and the default intens…
Polynomial Duistermaat-Heckman measure on symplectic groupoid quotients.
problem Calculating measures on symplectic groupoid quotients.
method Using Hamiltonian groupoid actions and proper moment maps.
result Duistermaat-Heckman measure is polynomial.
A new framework for credit risk assessment that relaxes the continuity assumption.
problem Credit risk assessment with a focus on relaxing continuity assumptions.
method Develops a generalized intensity-based framework that allows for non-absolute continuity of the compensator.
result Introduces new models that incorporate the Merton model and extends the Black-Cox model.
The study examines lower and upper bounds of Wasserstein distances for affine transformations of random vectors.
problem Understanding Wasserstein distances for affine transformations of random vectors.
method Lower and upper bounds for affine transformations of random vectors in Rn are derived using Bures metric and compositions of affine maps. result Concrete lower bounds and upper bounds for affine transformations are derived and applied to various distributions.
This paper explores gradient flows for sampling distributions without normalization constants.
problem Sampling from distributions with unknown normalization constants.
method Gradient flows in the space of probability measures, focusing on Kullback-Leibler divergence, Fisher-Rao metric, and affine invariance.
result Gradient flows derived from Kullback-Leibler divergence do not depend on the normalization constant.
We introduce a notion of measuring scales for quantum abelian gauge systems. At each measuring scale a finite dimensional affine space stores information about the evaluation of the curvature on a discrete family of surfaces. Affine maps from the spaces assigned to finer scales to those assigned to coarser scales play …
For a convex body on the Euclidean unit sphere the spherical convex floating body is introduced. The asymptotic behavior of the volume difference of a spherical convex body and its spherical floating body is investigated. This gives rise to a new spherical area measure, the floating area. Remarkably, this floating area…
Deep networks partition input space into regions with complex affine mappings.
problem Understanding the geometry and complexity of deep neural networks.
method Analyzed deep networks as max-affine spline operators and power diagrams.
result Composition of deep networks results in a progressively subdivided power diagram.
A new statistical model uses Orlicz-Sobolev spaces with Gaussian weight.
problem Statistical modeling of infinite-dimensional probability measures.
method Affine statistical bundle on Gaussian Orlicz-Sobolev space.
result Provides tools for solving infinite-dimensional evolution problems.