arXiv research

Geometric models for algebraic suspensions using affine deformation spaces.

Study of Tannakian categories for integrable connections on Kaehler manifolds.

This work deals with the simulation of Wishart processes and affine diffusions on positive semidefinite matrices. To do so, we focus on the splitting of the infinitesimal generator, in order to use composition techniques as Ninomiya and Victoir or Alfonsi. Doing so, we have found a remarkable splitting for Wishart proc…

Improves MCMC performance with adaptive affine transformations.

Lectures on link homology and its algebraic/geometric models.

Generalizes soft noncommutative schemes to flag varieties.

Paper explores properties of slice-matching operators for measure transfer.

Vector fields on schemes have flows if rings are finitely generated.

Parallel transport is an important step in many discrete algorithms for statistical computing on manifolds. Numerical methods based on Jacobi fields or geodesics parallelograms are currently used in geometric data processing. In this last class, pole ladder is a simplification of Schild's ladder for the parallel transp…

Paper proposes Sp-GD for sparse max-affine regression with theoretical guarantees.

This paper is the first arising from our project announced in math.AG/0211094, "Affine manifolds, log structures, and mirror symmetry." We aim to study mirror symmetry by studying the log structures of Illusie-Fontaine and Kato on degenerations of Calabi-Yau manifolds. The basic idea is that one can associate to certai…

We propose and study a row-and-column affine measurement scheme for low-rank matrix recovery. Each measurement is a linear combination of elements in one row or one column of a matrix $X$. This setting arises naturally in applications from different domains. However, current algorithms developed for standard matrix rec…

We introduce a new deep-learning based algorithm to evaluate options in affine rough stochastic volatility models. Viewing the pricing function as the solution to a curve-dependent PDE (CPDE), depending on forward curves rather than the whole path of the process, for which we develop a numerical scheme based on deep le…

This is the third companion paper of arXiv:1601.03586. When a gauge theory has a flavor symmetry group, we construct a partial resolution of the Coulomb branch as a variant of the definition. We identify the partial resolution with a partial resolution of a generalized slice in the affine Grassmannian, Hilbert scheme o…

We develop a general framework for the quantization of bosonic and fermionic field theories on affine bundles over arbitrary globally hyperbolic spacetimes. All concepts and results are formulated using the language of category theory, which allows us to prove that these models satisfy the principle of general local co…

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

A general, consistent and complete framework for geometrical formulation of mechanical systems is proposed, based on certain structures on affine bundles (affgebroids) that generalize Lie algebras and Lie algebroids. This scheme covers and unifies various geometrical approaches to mechanics in the Lagrangian and Hamilt…

Aganagic and Shakirov propose a refinement of the SU(N) Chern-Simons theory for links in three manifolds with S^1-symmetry, such as torus knots in S^3, based on deformation of the S and T matrices, originally found by Kirillov and Cherednik. We relate the large N limit of the S matrix to the Hilbert schemes of points o…

We consider the quasiconformal dilatation of projective transformations of the real projective plane. For non-affine transformations, the contour lines of dilatation form a hyperbolic pencil of circles, and these are the only circles that are mapped to circles. We apply this result to analyze the dilatation of the circ…

Exact LAD line fitting via PALB with linear scaling and speed.

The study constructs differential systems on Riemann surfaces and explores their monodromy properties.

Seidel and Smith have constructed an invariant of links as the Floer cohomology for two Lagrangians inside a complex affine variety Y. This variety is the intersection of a semisimple orbit with a transverse slice at a nilpotent in the Lie algebra $sl_{2m}.$ We exhibit bijections between a set of generators for the Sei…

Study of Hilbert schemes and Coulomb branches of hypertoric varieties.

We study the partial resolutions of singularities related to Hilbert schemes of points on an affine space. Consider a quotient of a vector space $V$ by an action of a finite group $G$ of linear transforms. Under some additional assumptions, we prove that the partial desingularization of Hilbert type is smooth only if t…

Study on curvatures of surfaces in specific Lie groups.

We construct a categorification of the maximal commutative subalgebra of the type $A$ Hecke algebra. Specifically, we propose a monoidal functor from the (symmetric) monoidal category of coherent sheaves on the flag Hilbert scheme to the (non-symmetric) monoidal category of Soergel bimodules. The adjoint of this functo…

We propose an affine extension of the Linear Gaussian term structure Model (LGM) such that the instantaneous covariation of the factors is given by an affine process on semidefinite positive matrices. First, we set up the model and present some important properties concerning the Laplace transform of the factors and th…

We realise Stroppel's extended arc algebra in the Fukaya-Seidel category of a natural Lefschetz fibration on the generic fiber of the adjoint quotient map on a type $A$ nilpotent slice with two Jordan blocks, and hence obtain a symplectic interpretation of certain parabolic two-block versions of Bernstein-Gelfan'd-Gelf…

This is an extended example of the study of mirror symmetry via log schemes and the discrete Legendre transform on affine manifolds, introduced by myself and Bernd Siebert in "Mirror Symmetry via Logarithmic Degeneration Data I" (math.AG/0309070). In this paper, I consider the construction as it applies to the Batyrev-…

Abstract: Tangent categories get a Cartan calculus with scalar multiplication by a commutative ring.

We simplify a complex volatility model to make it easier to price options.

We propose different schemes for option hedging when asset returns are modeled using a general class of GARCH models. More specifically, we implement local risk minimization and a minimum variance hedge approximation based on an extended Girsanov principle that generalizes Duan's (1995) delta hedge. Since the minimal m…

Study optimizes pension scheme risk-sharing for longevity bonds.

Spiking neuronal networks are usually simulated with three main simulation schemes: the classical time-driven and event-driven schemes, and the more recent hybrid scheme. All three schemes evolve the state of a neuron through a series of checkpoints: equally spaced in the first scheme and determined neuron-wise by spik…

The paper introduces a new class of multivariate mixtures for actuarial applications.

Unified framework for hard affine SDP constraints in vRKHSs.

Many recent invertible neural architectures are based on coupling block designs where variables are divided in two subsets which serve as inputs of an easily invertible (usually affine) triangular transformation. While such a transformation is invertible, its Jacobian is very sparse and thus may lack expressiveness. Th…

The paper describes hyperkähler geometry of cotangent bundles using rank-1 projections.

Max-affine regression refers to a model where the unknown regression function is modeled as a maximum of $k$ unknown affine functions for a fixed $k \geq 1$. This generalizes linear regression and (real) phase retrieval, and is closely related to convex regression. Working within a non-asymptotic framework, we study th…

We consider the problem of clustering noisy high-dimensional data points into a union of low-dimensional subspaces and a set of outliers. The number of subspaces, their dimensions, and their orientations are unknown. A probabilistic performance analysis of the thresholding-based subspace clustering (TSC) algorithm intr…

Let $X$ be an algebraic variety over $\mathbb{C}$. We say that $X$ is Borel hyperbolic if, for every finite type reduced scheme $S$ over $\mathbb{C}$, every holomorphic map $S^{an}\to X^{an}$ is algebraic. We use a transcendental specialization technique to prove that $X$ is Borel hyperbolic if and only if, for every s…

We present the first steps of a procedure which discretises surface theory in classical projective differential geometry in such a manner that underlying integrable structure is preserved. We propose a canonical frame in terms of which the associated projective Gauss-Weingarten and Gauss-Mainardi-Codazzi equations adop…

Constructs moduli stacks for quiver connections and extends non-Abelian Hodge theory.

Introduces a new characteristic class for vector bundles with a connection.

Almost Zoll affine surface found on cylinder.

Authors calculate limits of curvatures on surfaces in sub-Riemannian manifolds.

We study affine maps between affine manifolds. Even when the fibers are compact and diffeomorphic, two of them can inherit different affine structures from the source space. This leads to a fixed linear holonomy deformation theory of the affine structure of an affine manifold. We found various conditions which make the…

CogMol designs novel drug-like molecules for SARS-CoV-2 targets.