We use tools from geometric statistics to analyze the usual estimation procedure of a template shape. This applies to shapes from landmarks, curves, surfaces, images etc. We demonstrate the asymptotic bias of the template shape estimation using the stratified geometry of the shape space. We give a Taylor expansion of t…
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Trend · papers per month
Study on shape optimization for specific eigenvalue problems on domains.
Proves unknottedness of certain 3D shapes with multiple ends.
Study the limiting shape of solutions to the L_p-Minkowski problem as p approaches negative infinity.
This paper corrects an error in [Keller-Ressel, M. and Steiner T. "Yield curve shapes and the asymptotic short rate distribution in affine one-factor models." Finance and Stochastics 12.2 (2008): 149-172]. The error concerns the correct expression for the boundary between normal and humped yield curve behavior in affin…
We compute the volumes of the eigenform loci in the moduli space of genus two Abelian differentials. From this, we obtain asymptotic formulas for counting closed billiards paths in certain L-shaped polygons with barriers.
The paper studies the free elastic flow of closed curves and finds their asymptotic shape converges to a circle.
New flow expands hypersurfaces in hyperbolic space, showing round limiting shape for certain powers.
Study shows how weak inverse anisotropic mean curvature flow behaves at infinity.
Study of Brown--York mass for four-dimensional asymptotically flat manifolds.
New findings connect shaped and unshaped neural networks using differential equations.
Proves a Minkowski inequality for star-shaped hypersurfaces in warped cylinders.
We define a new version of modified mean curvature flow (MMCF) in hyperbolic space , which interestingly turns out to be the natural negative -gradient flow of the energy functional defined by De Silva and Spruck in \cite{DS09}. We show the existence, uniqueness and convergence of the MMCF of com…
New method groups similar functional covariates for better modeling.
Kernel-based tests for shape constraints in finance.
For two disjoint rectifiable star-shaped Jordan curves (including round circles) in the asymptotic boundary of hyperbolic 3-space, if the distance (see Definition 1.8) between these two Jordan curves are bounded from above by some constant, then there exists an annulus-type area minimizing (or equivalently least area) …
Small bubbles sliding on a boundary maintain half-spherical shape.
We give a geometrically intrinsic construction of a global time function for relatively compact diamond-shaped regions in arbitrary spacetimes. In the case of Minkowski spacetime, the flow of diffeomorphisms associated to a suitably normalized gradient of this time function becomes the conformal isotropy subgroup of th…
The study examines evolving star-shaped hypersurfaces in hyperbolic spaces, influenced by ambient geometry.
Proves higher regularity for anisotropic inverse mean curvature flow.
In this paper, we establish a fluid limit for a two--sided Markov order book model. Our main result states that in a certain asymptotic regime, a pair of measure-valued processes representing the "sell-side shape" and "buy-side shape" of an order book converges to a pair of deterministic measure-valued processes in a c…
We get asymptotics for the volume of large balls in an arbitrary locally compact group G with polynomial growth. This is done via a study of the geometry of G and a generalization of P. Pansu's thesis. In particular, we show that any such G is weakly commensurable to some simply connected solvable Lie group S, the Lie …
We show that the constant mean curvature hypersurfaces in the hyperbolic n-space spanning the boundary of a star shaped C^{1,1} domain in the asymptotic sphere give a foliation of the hyperbolic n-space. We also show that if C is a closed codimension-1 C^{2,a} submanifold in the asymptotic sphere bounding a unique cons…
We study the shapes of the implied volatility when the underlying distribution has an atom at zero and analyse the impact of a mass at zero on at-the-money implied volatility and the overall level of the smile. We further show that the behaviour at small strikes is uniquely determined by the mass of the atom up to high…
Optimal trading strategy with predictor and costs, derived equations and shape.
We consider a compact, star-shaped, mean convex hypersurface . We prove that in some cases the flow exists until it shrinks to a point in a spherical manner, which is very typical for convex surfaces as well (see \cite{An1}). We also prove that in the case we have a surface of revolution which …
New method constructs asymptotic convex hypersurfaces via equidistant hyperplanes.
We study statistical detection of grayscale objects in noisy images. The object of interest is of unknown shape and has an unknown intensity, that can be varying over the object and can be negative. No boundary shape constraints are imposed on the object, only a weak bulk condition for the object's interior is required…
In this work, we prove an optimal Penrose inequality for asymptotically locally hyperbolic manifolds which can be realized as graphs over Kottler space. Such inequality relies heavily on an optimal weighted Alexandrov-Fenchel inequality for the mean convex star shaped hypersurfaces in Kottler space.
A convex surface contracting by a strictly monotone, homogeneous degree one function of curvature remains smooth until it contracts to a point in finite time, and is asymptotically spherical in shape. No assumptions are made on the concavity of the speed as a function of principal curvatures.
By making use of the nice behavior of Hawking masses of slices of a weak solution of inverse mean curvature flow in three dimensional asymptotically hyperbolic manifolds, we are able to show that each slice of the flow is star-shaped after a long time, and then we get the regularity of the weak solution of inverse mean…
The goal of this paper is to measure the non-convexity of compact and smooth connected components of real algebraic plane curves. We study these curves first in a general setting and then in an asymptotic one. In particular, we consider sufficiently small levels of a real bivariate polynomial in a small enough neighbou…
For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For a real mode, we wish to infer its damping rate and mode shape. For a complex mod…
Spaces with similar long paths have similar shapes.
MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.
Paper proves uniqueness of catenary cylinders based on their asymptotic shape.
We consider a stochastic volatility model which captures relevant stylized facts of financial series, including the multi-scaling of moments. The volatility evolves according to a generalized Ornstein-Uhlenbeck processes with super-linear mean reversion. Using large deviations techniques, we determine the asymptotic sh…
We develop a theory for the market impact of large trading orders, which we call metaorders because they are typically split into small pieces and executed incrementally. Market impact is empirically observed to be a concave function of metaorder size, i.e., the impact per share of large metaorders is smaller than that…
Let be a Hadamard manifold with curvature bounded above by a negative constant , satisfying the "strict convexity condition", and assume that admits a "helicoidal" one-parameter subgroup of isometries of . Then, given a compact topological shaped hypersurface in the asymptotic boundary of $M,…
In mathematics, the classical Plateau problem consists of finding the surface of least area that spans a given rigid boundary curve. A physical realization of the problem is obtained by dipping a stiff wire frame of some given shape in soapy water and then removing it; the shape of the spanning soap film is a solution …
In this paper, we use the inverse mean curvature flow to establish an optimal Minkowski type inquality, weighted Alexandrov-Fenchel inequality for the mean convex star shaped hypersurfaces in Reissner-Nordström-anti-deSitter manifold and Penrose type inequality for asymptotically locally hyperbolic manifolds in which c…
New solutions for soft materials' nonlinear behavior in growing spheroidal inclusions.
Proves solution uniqueness for biomembrane shape prediction.
We answer Mark Kac's famous question, "can one hear the shape of a drum?" in the positive for orbifolds that are 3-dimensional and 4-dimensional lens spaces; we thus complete the answer to this question for orbifold lens spaces in all dimensions. We also show that the coefficients of the asymptotic expansion of the tra…
The non-convexity of a smooth and compact connected component of a real algebraic plane curve can be measured by a combinatorial object called the Poincare-Reeb tree associated to the curve and to a direction of projection. In this paper we show that if the chosen projection avoids the bitangents and the inflectional t…
Deep learning models complex multivariate extremes using geometric shapes.
A closed hyperbolic surface of genus can be decomposed into pairs of pants along shortest closed geodesics and if these curves are sufficiently short (and with lengths uniformly bounded away from 0), then the geometry of the surface is essentially determined by the combinatorics of the pants decomposition. The…
We provide integral formulae for the ADM mass of asymptotically flat hypersurfaces in Riemannian manifolds with a certain warped product structure in a neighborhood of infinity, thus extending Lam's recent results on Euclidean graphs to this broader context. As applications we exhibit, in any dimension, new classes of …