Develops a new theory of loss functions for statistical machine learning.
problem Evaluation of solutions in binary and multiclass classification problems.
method Defines loss functions as subgradients of support functions of convex sets, enabling a calculus of losses.
result Provides a novel perspective on losses and develops a calculus that interpolates between different losses.
In this paper we provide a valuation formula for different classes of actuarial and financial contracts which depend on a general loss process, by using the Malliavin calculus. In analogy with the celebrated Black-Scholes formula, we aim at expressing the expected cash flow in terms of a building block. The former is r…
Boosting can efficiently optimize any loss function without requiring first-order information.
problem Boosting's efficiency in optimizing loss functions without first-order information.
method Extending gradient-based optimization to use only zeroth-order information.
result Boosting can optimize any loss function efficiently, including non-convex, non-differentiable, and non-continuous ones.
Study shows how neural networks generalize with minimal training data.
problem Understanding how neural networks generalize with limited data.
method Mean-field analysis of KL-regularized empirical risk minimization.
result Generalization error rate is O(1/n) for large n. Paper introduces MSPD for multivariate risk processes with dependencies.
problem Computing risk valuations with dynamic dependencies between frequency and severity.
method Combines Poisson imbedding, pseudo-chaotic expansion, and Malliavin calculus.
result Explicit general correlation formula for MSPDs.
Study shows benefits of transfer learning with neural networks.
problem Understanding generalization errors in transfer learning.
method Mean-field analysis applied to α-ERM and fine-tuning. result Established conditions for generalization error and convergence rates.
New method modifies diffusions for singular rewards.
problem Handling singular rewards in diffusions.
method Malliavin calculus for non-differentiable rewards.
result Stable and reliable training of diffusions.
Bernard et al. (2015) study an optimal insurance design problem where an individual's preference is of the rank-dependent utility (RDU) type, and show that in general an optimal contract covers both large and small losses. However, their contracts suffer from a problem of moral hazard for paying more compensation for a…
Study embedding calculus and link invariants using functor calculus.
problem Detect Milnor invariants using embedding towers of string links.
method Use functor calculus and Goodwillie-Weiss embedding calculus.
result Embedding tower detects Milnor invariants.
Embedding calculus proves convergence for surfaces.
problem Proving convergence of embedding calculus for surfaces.
method Goodwillie-Weiss' embedding calculus for spaces of embeddings into a manifold of dimension at most two.
result Relates Johnson filtration of mapping class group to embedding calculus.
Study geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.
problem Geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.
method Groupoid approach to pseudodifferential calculus, rescaled bundle.
result Rescaled bundle provides geometric characterization to asymptotic pseudodifferential calculus on spinor bundles.
We explain that general differential calculus and Lie theory have a common foundation: Lie Calculus is differential calculus, seen from the point of view of Lie theory, by making use of the groupoid concept as link between them. Higher order theory naturally involves higher algebra (n-fold groupoids).(conceptual, topol…
Secondary Calculus formalizes PDEs using cohomology, simplifying their study.
problem Formalizing and simplifying the study of partial differential equations (PDEs).
method Using cohomology of diffieties to formalize PDEs and their properties.
result Differential calculus on PDE solution spaces is homotopy calculus on horizontal De Rham algebras of diffieties.
In arXiv:1207.0332 [cs.LO] was proposed a graphic lambda calculus formalism, which has sectors corresponding to untyped lambda calculus and emergent algebras. Here we explore the sector covering knot diagrams, which are constructed as macros over the graphic lambda calculus.
Extends differential calculus to triole algebras.
problem No specific problem stated; focuses on extending differential calculus.
method Generalizes diolic differential calculus to triole algebras with fiber metrics.
result Established a conceptual framework for calculus on bundles with vector-valued fiber metrics.
Unified Lie structures in homotopy and isotopy calculus.
problem Compatibility of Lie structures in homotopy and isotopy calculus.
method New technical tool: bracket on total homotopy fibres of collapsing cubes of wedge sums.
result Unified understanding of Lie structures in homotopy and isotopy calculus.
A diagrammatic language for 3D manifolds with boundary.
problem Representing and manipulating 3D manifolds with boundary.
method Diagrammatic calculus and local moves.
result Completeness of the diagrammatic calculus proved.
Introduces tractors for basic examples and modern differential calculus.
problem None explicitly stated, focuses on introduction.
method Classical examples and modern invariant differential calculus.
result Introduction to tractors and related modern differential calculus.
We examine the N-Koszul calculus for the N-symmetric algebras. The case N=2 corresponds to the Elie Cartan calculus. We conjecture that, as in the case N=2, the N-Cartan calculus extends to manifolds when N>2, which would provide a new type of noncommutative differential geometry.
In this paper, we study two general classes of optimization algorithms for kernel methods with convex loss function and quadratic norm regularization, and analyze their convergence. The first approach, based on fixed-point iterations, is simple to implement and analyze, and can be easily parallelized. The second, based…
This paper is concerned with pseudodifferential calculus on manifolds with fibred corners. Following work of Connes, Monthubert, Skandalis and Androulidakis, we associate to every manifold with fibred corners a longitudinally smooth groupoid which algebraic and differential structure is explicitely described. This grou…
This memoir deals with the hypoelliptic calculus on Heisenberg manifolds, or Heisenberg calculus. The Heisenberg manifolds generalize CR and contact manifolds and in this context the main differential operators at stake include the Hörmander's sum of squares, the Kohn Laplacian, the horizontal sublaplacian and its conf…
Simplified calculus for semimartingales makes complex transformations easier.
problem Complex transformations of semimartingales.
method Unified treatment of transformations for real and complex semimartingales.
result Unified calculus for semimartingales simplifies various transformations.
Euler calculus is based on integrating simple functions with respect to the Euler characteristic. This paper makes the case for extending Euler calculus to continuous integrands by integrating with respect to (Gaussian) curvature. This requires a metric but is nevertheless defined within any O-minimal theory. It satisf…
This is a short description of graphic lambda calculus, with special emphasis on a duality suggested by the two different appearances of knot diagrams, in lambda calculus and emergent algebra sectors of the graphic lambda calculus respectively. This duality leads to the introduction of the dual of the graphic beta move…
Develops symmetric Cartan calculus linking to Patterson-Walker metric.
problem No specific problem stated; focuses on developing a new calculus.
method Symmetric Cartan calculus, using torsion-free affine connections.
result Symmetric Cartan calculus is a complete analogue of classical Cartan calculus.
New calculus solves boundary value problems for elliptic operators.
problem Boundary value problems for 0-elliptic operators.
method Developed a new calculus called symbolic 0-calculus to handle boundary value problems.
result Construct left and right parametrices for 0-elliptic operators with boundary conditions.
New algebraic formalism for differential calculus in Diolic algebras.
problem Studying differential calculus in vector bundles.
method Introducing functors of differential calculus over arbitrary graded commutative algebras (DCGCA) and applying this to Diolic algebras.
result Recovery of well-known objects and notions from ordinary differential, symplectic, and Poisson geometry, with unique aspects.
New integration theory on topological spaces, including fractals.
problem Developing a universal integration theory for arbitrary topological spaces.
method Introducing a new integration framework using unital magma valued functions and measures.
result Integration, differentiation, and orientation defined for arbitrary topological spaces.
Following the programme set out in Part I of this work, we develop a conceptual higher order differential calculus. The '' local linear algebra '' defined in Part I is generalized by '' higher order local linear algebra ''. The underlying combinatorial object of such higher algebra is the natural n-dimensional hyper-cu…
Cartan calculus applied to string topology homology.
problem Understanding the structure of free loop spaces.
method Introduced Cartan calculus on loop homology, linked to string topology operations.
result Loop product and bracket behavior under Hodge decomposition.
Develops a graphical calculus for stable curvature invariants.
problem Calculating stable curvature invariants of Riemannian manifolds.
method Graphical calculus based on trivalent graphs with colored edges.
result Derives a curvature identity for compact Einstein manifolds.
Geometric calculus introduced on pseudo-Riemannian manifolds without embedding.
problem Developing calculus on pseudo-Riemannian manifolds without embedding.
method Direct axiomatic approach to geometric calculus, paralleling general relativity.
result Full theory of differential calculus for vector, multivector, and tensor fields developed.
Simplified calculus for manifold operators, proving index theorems.
problem Developing calculus for manifold operators and proving index theorems.
method Introducing a simplified pseudo-differential calculus for zero-order operators on manifolds with a tangent Lie structure.
result Proving index theorems for `h-elliptic' operators on manifolds with a tangent Lie structure.
Derives optimal control conditions using calculus of variations.
problem Optimizing Markov control in stochastic control problems.
method Calculus of variations approach to derive necessary conditions.
result Solves the Merton portfolio optimization problem.
The calculus correspondence has been known to exist between generic pedal evolutions and generic wave front evolutions. In this paper, we first extend the known results on the calculus correspondence to evolutions with multi-parameters, and then give applications of calculus correspondence. Moreover, we discuss the pos…
To give a Cartan calculus on the extended quantum 3d space, the noncommutative differential calculus on the extended quantum 3d space is extended by introducing inner derivations and Lie derivatives.
Quantum calculus models stock liquidity issues.
problem Capturing illiquidity in stock price distributions.
method Quantum stochastic calculus applied to finance.
result Modeling the impact of widened bid-ask spreads.
We introduce and study graphic lambda calculus, a visual language which can be used for representing untyped lambda calculus, but it can also be used for computations in emergent algebras or for representing Reidemeister moves of locally planar tangle diagrams.
Develops calculus for tamed Dirichlet spaces using measure theory.
problem Defines calculus for measure spaces with Dirichlet forms.
method Introduces first and second order calculus on tamed Dirichlet spaces.
result Defines various geometric objects on tamed Dirichlet spaces.
Koszul duality for manifold modules proven.
problem Proving Koszul self duality of manifold modules.
method Using generalized Thom complexes and operads in Top.
result Koszul self duality of little disk modules proven.
Simplified Khovanov-Rozansky calculus for bipartite knots.
problem Complexity in calculating superpolynomials for knots.
method Bipartite calculus generalizes Khovanov-Rozansky calculus for a restricted class of knots.
result Simplification of Khovanov-Rozansky polynomials for bipartite knots.
New calculus framework for vector bundles with metrics.
problem Developing calculus for vector bundles with fiber metrics.
method Adapting differential calculus to graded commutative algebras and focusing on diole and triole algebras.
result Triole algebra provides a suitable environment for vector bundle calculus with fiber metrics.
We show that the existence of a Fredholm element of the zero calculus of pseudodifferential operators on a compact manifold with boundary with a given elliptic symbol is determined, up to stability, by the vanishing of the Atiyah-Bott obstruction. It follows that, up to small deformations and stability, the same symbol…
We recall an extension of Kirby's Calculus on non-simply connected 3-manifolds given in [FR], and the surgery calculus of bridged links from [Ke], which involves only local moves. We give a short combinatorial proof that the two calculi are equivalent, and thus describe the same classes of 3-manifolds. This makes the p…
A new discrete calculus for bundle-valued forms is proposed and validated.
problem Discretization of exterior calculus for bundle-valued forms.
method Discretization of Cartan's exterior calculus for differential forms with values in vector bundles.
result The proposed discrete operator mimics the continuous exterior covariant derivative and ensures numerical convergence.
Simplified calculus for stochastic processes simplifies complex financial calculations.
problem Complex stochastic processes in economics and finance.
method Intuitive calculus capturing jumps without explicit measure reference.
result Simplifies calculations involving drifts and expected values.
AP-Calculus offers a new framework for causal inference in Bayesian networks.
problem Causal inference in Bayesian networks with complex architectures.
method Introduces Attribution Projection Calculus (AP-Calculus) to determine causal relationships.
result Proves that for each label, exactly one intermediate node acts as a deconfounder.