Estimates isoperimetric profiles in product manifolds with varying volumes.
problem Estimating isoperimetric profiles in product manifolds with different volumes.
method Analyzes a one-parameter family of product manifolds and uses volume and isoperimetric profiles of constituent manifolds.
result Shows bounds on isoperimetric profiles for large parameter values, revealing specific regions as isoperimetric.
Enhanced estimates for ancient ovals and translators in 3D and 4D.
problem Sharp estimates for ancient ovals and translators.
method Derivation of gradient and Hessian estimates.
result Sharp gradient and Hessian estimates for ancient ovals and translators.
In this paper we consider the isoperimetric profile of convex cylinders K×Rq, where K is an m-dimensional convex body, and of cylindrically bounded convex sets, i.e, those with a relatively compact orthogonal projection over some hyperplane of Rn+1, asymptotic to a right convex cylind…
Optimal trading strategy under market resistance and concave price impact model.
problem Optimal trading in a market with endogenous resistance and concave price impact.
method Modeling market resistance, deriving a stochastic Fredholm equation, proving existence and uniqueness, proposing an iterative scheme.
result Existence and uniqueness of optimal control under certain conditions, exponential convergence of iterative scheme.
We consider the problem of minimizing the relative perimeter under a volume constraint in an unbounded convex body C⊂Rn+1, without assuming any further regularity on the boundary of C. Motivated by an example of an unbounded convex body with null isoperimetric profile, we introduce the concept of…
Theory integrates loss aversion into expected utility for monetary returns.
problem Modeling loss aversion in expected utility theory.
method Develops state-dependent linear utility functions incorporating loss aversion.
result Contracts from monopolists in insurance markets.
The paper proves conditions for isoperimetric regions in curved spaces.
problem Finding isoperimetric regions in curved spaces with specific curvature and growth conditions.
method Combining asymptotic mass decomposition, sharp isoperimetric inequality, and concavity property.
result Isoperimetric regions always exist under certain conditions.
We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call hidden orders. These are reconstructed based on information about market member codes using data from the Spanish Stock Market and the London Stock Exchange. We…
Algorithm generates realistic metaorders from public trade data.
problem Generating realistic metaorders from public data.
method Novel algorithm that recovers stylized facts of metaorders impact.
result Average realized short-term price impact has a mechanical origin.
The paper establishes conditions for strict power concavity in convolutions.
problem Conditions for strict power concavity in convolutions.
method Analyzes sufficient conditions for strict parabolic power concavity of convolutions.
result Establishes sufficient conditions for strict power concavity of convolutions.
Minimal graph level sets are concave if boundary is concave.
problem Understanding curvature of minimal graph level sets.
method Proved an inequality and showed geometric properties.
result Level sets of minimal graphs are concave if boundary is concave.
A method to produce personalized classification models to automatically review online dating profiles on Tinder is proposed, based on the user's historical preference. The method takes advantage of a FaceNet facial classification model to extract features which may be related to facial attractiveness. The embeddings fr…
Profile entropy measures learnability and compressibility of discrete distributions.
problem Understanding the learnability and compressibility of discrete distributions.
method Investigates profile entropy, showing its role in estimation, inference, and compression.
result Profile entropy is a fundamental measure unifying estimation, inference, and compression.
Proves log-concavity of cluster algebra coefficients for type An.
problem Log-concavity of cluster algebra coefficients.
method Introduced atomic theta basis and proved log-concavity for type An. result Proved log-concavity of coefficients for cluster algebra variables of type An. A method to describe Riemann surfaces using graph profiles is proposed.
problem Describing Riemann surfaces in a graph-theoretic framework.
method Graph profiles to represent Riemann surfaces, establishing necessary and sufficient conditions for their existence.
result A criterion for the existence of Riemann surfaces with a given signature.
Study improves sampling from non-log-concave distributions using Fisher information.
problem Sampling from non-log-concave distributions with high Fisher information guarantees.
method Proximal sampler with RGO implementation, leveraging log-concave sampling results.
result Improved complexity guarantee in relative Fisher information for non-log-concave sampling.
We introduce a multivariate Hawkes process that accounts for the dynamics of market prices through the impact of market order arrivals at microstructural level. Our model is a point process mainly characterized by 4 kernels associated with respectively the trade arrival self-excitation, the price changes mean reversion…
In cheminformatics, compound-target binding profiles has been a main source of data for research. For data repositories that only provide positive profiles, a popular assumption is that unreported profiles are all negative. In this paper, we caution audience not to take this assumption for granted, and present empirica…
Method controls extrapolation in prediction profiles for statistical and machine learning models.
problem Avoiding invalid predictions due to extrapolation in prediction profiles.
method Genetic algorithm optimization over constrained factor regions.
result Optimal factor settings without constraint are often invalid and extrapolated.
Established concavity principle for curved spaces.
problem Solving equations on curved spaces with nonnegative curvature.
method Applied concavity principle to elliptic and parabolic equations on locally symmetric spaces with nonnegative curvature.
result First general concavity principle on spaces with non-constant sectional curvature.
Establishes log-concavity estimates for convex domains' first Dirichlet eigenfunctions.
problem Quantifying the Hessian of log-concave eigenfunctions on convex domains.
method Analyzes log-concavity properties of the first Dirichlet eigenfunction on convex domains.
result Obtains quantitative estimates for the Hessian of logu. Background: While machine learning (ML) models are rapidly emerging as promising screening tools in critical care medicine, the identification of homogeneous subphenotypes within populations with heterogeneous conditions such as pediatric sepsis may facilitate attainment of high-predictive performance of these prognost…
New saddle network architectures preserve convex-concave geometry in optimization problems.
problem Optimization models with convex x and concave y components.
method Structured separable decomposition and saddle network architectures.
result Proven one-dimensional approximation theorem and high accuracy on various test functions.
Heat flow fails to preserve concavity in curved spaces.
problem Non-preservation of concavity properties in curved spaces.
method Analysis of Dirichlet heat flow on Riemannian manifolds.
result No concavity properties are preserved unless curvature is zero.
We present a simple connection between differential Harnack inequalities for hypersurface flows and natural concavity properties of their time-of-arrival functions. We prove these concavity properties directly for a large class of flows by applying a concavity maximum principle argument to the corresponding level set f…
Investigates concavity of spacetimes, showing conditions for local concavity.
problem Understanding the concavity of spacetimes in Finsler geometry.
method Analyzes flag curvature and future capsules to characterize concavity.
result Berwald spacetimes are locally concave if and only if their flag curvature is nonnegative in timelike directions.
We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…
We introduce a spectrum of monotone coarse invariants for metric measure spaces called Poincaré profiles. The two extremes of this spectrum determine the growth of the space, and the separation profile as defined by Benjamini--Schramm--Timár. In this paper we focus on properties of the Poincaré profiles of groups with …
We define a class of L-convex-concave subsets of RPn, where L is a projective subspace of dimension l in RPn. These are sets whose sections by any (l+1)-dimensional space L' containing L are convex and concavely depend on L'. We introduce an L-duality for these sets, and prove that the L-dual to an L-…
Logarithmic separation profile in hyperbolic groups shows hierarchical structure.
problem Understanding hierarchical structure in hyperbolic groups with logarithmic separation.
method Proving groups with logarithmic separation split over cyclic groups and providing counterexamples.
result Not all groups with hierarchical structure have logarithmic separation profile.
Geodesic concavity and hypersymplectic structures in G2-structures space.
problem Analyzing the geodesic concavity and hypersymplectic structures in the space of closed G2-structures. method Utilising the geodesic constructed in the previous article, we show geodesic concavity and decrease in length of G2 Laplacian flow. result Hitchin's volume functional is geodesically concave and the G2 Laplacian flow decreases the length. Gradient methods converge exponentially in concave network games.
problem Finding Nash equilibria in concave network zero-sum games.
method Gradient Ascent and Optimistic Gradient Ascent analyses.
result Exponential convergence rates in various game settings.
Framework detects shape shifts in functional profiles using Fréchet mean and shape invariant model.
problem Detecting shape shifts in functional profiles.
method Combining Fréchet mean and shape invariant model for interpretable parameterization of profile deviations.
result Potential shifts in shape deformation process distinguished by significant shifts in amplitude and/or phase.
This study examines how earnings announcements affect option volatility and pricing.
problem The impact of earnings announcements on option volatility and pricing.
method Analysis of extremely short-term options data to study bimodality and concavity in IV curves.
result Investors pay a premium to hedge against extreme volatility during earnings announcements in the presence of concave IV smiles.
Study compares isoperimetric profiles on manifolds with integral Ricci curvature bounds.
problem Comparing isoperimetric profiles on manifolds with integral Ricci curvature bounds.
method Extending previous work, the study uses integral bounds on Ricci curvature to prove comparison results for isoperimetric profile functions.
result Comparison results for the Isoperimetric profile function in manifolds with integral bounds on Ricci curvature.
Log-concavity of eigenfunctions on curved surfaces is proven, leading to fundamental gap estimates.
problem Proving log-concavity of eigenfunctions on curved surfaces.
method Analyzing the Laplacian eigenfunctions on positively curved surfaces.
result Strong log-concavity of the first eigenfunction on positively curved surfaces.
Improved sampling guarantees for weakly log-concave distributions.
problem Sampling from distributions that are not strongly log-concave.
method Proximal sampler with convergence guarantees under weaker assumptions.
result New state-of-the-art sampling guarantees for various target distributions.
There has been a rapid proliferation of machine learning/deep learning (ML) models and wide adoption of them in many application domains. This has made profiling and characterization of ML model performance an increasingly pressing task for both hardware designers and system providers, as they would like to offer the b…
The paper develops new methods to study sharp isoperimetric properties on complex spaces.
problem Sharp isoperimetric comparison on non-collapsed spaces with lower Ricci bounds.
method Original argument to estimate first and second variation of the area for isoperimetric sets, avoiding regularity theory.
result Generalizes results for smooth and non-compact manifolds, Alexandrov spaces, and convex bodies.
We explain a general construction through which concave elliptic operators on complex manifolds give rise to concave functions on cohomology. In particular, this leads to generalized versions of the Khovanskii-Teissier inequalities.
Establishes a concavity property for positive Hessian quotient operators.
problem Analyzing positive Hessian quotient operators on Riemannian manifolds.
method Proves a special concavity property and a Jacobi inequality.
result Proves a Jacobi inequality for symmetric tensors.
Unified routing and arbitrage with concave continuation.
problem Combining routing and arbitrage in financial markets.
method Extending AMM trade functions to negative inputs via concave continuation.
result Unified approach unifies routing and arbitrage.
The study proves non-existence of concave functions on specific metric spaces.
problem Proving the non-existence of concave functions on certain metric spaces.
method Analogue theorems for Alexandrov spaces and Cα-Hölder Riemannian manifolds. result Proves non-existence of concave functions on complete manifolds with finite volume and specific metric spaces.
Estimates lower bounds for isoperimetric profiles and improves on previous estimates for specific manifolds.
problem Estimating lower bounds for isoperimetric profiles of specific Riemannian manifolds.
method Explicit lower bounds for isoperimetric profiles of Riemannian product manifolds.
result Improved lower bounds for isoperimetric profiles and Yamabe constants.
In the context of sub-Riemannian Heisenberg groups Hn, n \geq 1, we shall study Isoperimetric Profiles, which are closed compact hypersurfaces having constant horizontal mean curvature, very similar to ellipsoids. Our main goal is to study the stability of Isoperimetric Profiles.
Log-concavity proven for multinomial likelihoods under specific constraints.
problem Log-concavity of multinomial likelihoods under interval censoring constraints.
method Proved log-concavity by showing M-convex subsets of the discrete simplex.
result Likelihood function is completely log-concave.
Paper describes profiles of multivariate normal distributions and novel estimators for mutual information.
problem Estimating mutual information for complex distributions.
method Analytical description of profiles, introduction of Bend and Mix Models, Monte Carlo estimation.
result Bend and Mix Models accurately estimate mutual information profiles and provide Bayesian estimates.
Non-Negative Matrix Factorization, NMF, attempts to find a number of archetypal response profiles, or parts, such that any sample profile in the dataset can be approximated by a close profile among these archetypes or a linear combination of these profiles. The non-negativity constraint is imposed while estimating arch…