Hybrid RL method optimizes trading by balancing continuous and discrete actions.
problem Optimal execution in algorithmic trading with continuous-discrete action space.
method Combines continuous and discrete RL agents for better trading decisions.
result Significantly outperforms existing methods in trading efficiency and stability.
Study of filtering and smoothing in submanifolds of Euclidean space.
problem Filtering and smoothing in continuous-discrete time on submanifolds.
method Formal expressions and projection approach for prediction and smoothing.
result Agreement with classical results for prediction, differences for smoothing.
NCDSSM models irregularly sampled time series with improved imputation and forecasting.
problem Accurate modeling of irregularly sampled time series with missing observations.
method Neural Continuous-Discrete State Space Model (NCDSSM) with amortized inference for auxiliary variables and flexible dynamic state parameterizations.
result Improved imputation and forecasting performance on multiple benchmark datasets.
We define a family of kernels for mixed continuous/discrete hierarchical parameter spaces and show that they are positive definite.
This paper tackles convex-submodular minimax problems in mixed continuous-discrete domains.
problem Convex-submodular minimax problems in mixed continuous-discrete domains.
method Introduces new notions of optimality and proposes iterative algorithms combining discrete and continuous optimization.
result Characterizes convergence rates, computational complexity, and quality of solutions for convex and monotone-submodular minimax problems.
Paper proposes a new Taylor moment expansion for non-linear Gaussian filtering and smoothing.
problem Non-linear Gaussian filtering and smoothing in continuous-discrete state-space models.
method Taylor moment expansion (TME) for moment functions directly and in time variable.
result Significantly outperforms state-of-the-art methods in terms of estimation accuracy and numerical stability.
Proposes hybrid reinforcement learning for both discrete and continuous control problems.
problem Real-world control problems involving both discrete and continuous decision variables.
method Solves hybrid problems by optimizing for discrete and continuous actions simultaneously.
result Efficiently solves hybrid reinforcement learning problems and improves upon expert heuristics.
Stochastic domains often involve risk-averse decision makers. While recent work has focused on how to model risk in Markov decision processes using risk measures, it has not addressed the problem of solving large risk-averse formulations. In this paper, we propose and analyze a new method for solving large risk-averse …
The R package abn is designed to fit additive Bayesian models to observational datasets. It contains routines to score Bayesian networks based on Bayesian or information theoretic formulations of generalized linear models. It is equipped with exact search and greedy search algorithms to select the best network. It supp…
Proves Poincaré duality for Hopf algebroids with bijective antipode.
problem Proving Poincaré duality for Hopf algebroids.
method Using twisted Poincaré duality and bijective antipode properties.
result Recovering and extending known Poincaré dualities for Hopf algebroids.
We propose a new framework of XGBoost that predicts the entire conditional distribution of a univariate response variable. In particular, XGBoostLSS models all moments of a parametric distribution (i.e., mean, location, scale and shape [LSS]) instead of the conditional mean only. Choosing from a wide range of continuou…
New proof of chain duality for simplicial complexes.
problem Proving the existence of chain duality for chain complexes over simplicial complexes.
method Geometric and conceptual treatment of chain duality.
result Fundamental for Ranicki's surgery exact sequence.
Introduces Kähler duality between domains in complex space.
problem None explicitly stated; focuses on concept introduction.
method None explicitly stated; focuses on concept introduction.
result Introduces Kähler duality between domains in complex space.
Research on dualities in geometric stereotypes.
problem Understanding dualities in geometric stereotypes.
method Continuation of previous research on stereotype spaces and algebras.
result New insights into geometric stereotype dualities.
Duality restored in gauge theory, gravity, and string theory models.
problem Restoring duality invariance in theories coupled to matter.
method Extending phase space to allow for violations of the algebraic Bianchi identity and considering the axion as the duality current.
result Duality current in NS-NS gravity is the divergence of the axion.
Hybrid continuous-discrete models naturally represent many real-world applications in robotics, finance, and environmental engineering. Inference with large-scale models is challenging because relational structures deteriorate rapidly during inference with observations. The main contribution of this paper is an efficie…
Unified proof of four Bavard dualities and new results on quasimorphisms.
problem Comparing stable commutator length and quasimorphisms on groups.
method Expository account and new strengthening of Bavard duality, providing complete proofs.
result Generalized mixed Bavard duality, recovering all previous dualities.
Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives sufficient results in many cases. However, this filters only estimate states that are correlated with the observation. Therefore, sequential esti…
Verma Howe duality connects tensor products of Verma modules to LKB representations.
problem Understanding the relationship between tensor products of Verma modules and LKB representations.
method Established a quantized version of Verma Howe duality and used it to prove the simplicity of LKB representations.
result LKB representations arise from the quantized Verma Howe duality and are shown to be simple modules.
We introduce the thermodynamic variational objective (TVO) for learning in both continuous and discrete deep generative models. The TVO arises from a key connection between variational inference and thermodynamic integration that results in a tighter lower bound to the log marginal likelihood than the standard variatio…
Cohomological and homological spectral sequences are shown to be isomorphic.
problem Cohomological and homological Atiyah-Hirzebruch spectral sequences are not always isomorphic.
method Spanier-Whitehead duality is used to establish an isomorphism between the two spectral sequences.
result Cohomological and homological Atiyah-Hirzebruch spectral sequences are isomorphic for finite spectra.
The paper proves T-duality and Hori formulae for winding loop spaces.
problem Realizing T-duality and Hori formulae for loop spaces.
method Proving T-duality and Hori formulae for winding q-loop spaces.
result T-duality and Hori formulae for winding q-loop spaces are proven.
Equivariant T-duality connects bundles with twists.
problem Establishing a relationship between bundles with twists.
method Formulating T-duality in equivariant K-theory for compact Lie group actions.
result T-duality is an isomorphism in equivariant K-theory for compact Lie group actions.
We give the definition of a duality that is applicable to arbitrary k-forms. The operator that defines the duality depends on a fixed form Ω. Our definition extends in a very natural way the Hodge duality of n-forms in 2n dimensional spaces and the generalized duality of two-forms. We discuss the properties of …
The paper establishes T-duality for 2D σ-models with H-flux.
problem T-duality for 2D σ-models with H-flux.
method Localization and graded T-duality map (graded Hori morphism).
result Establishes the most general version of T-duality for Type II String Theory.
QP perspective on Poisson-Lie T-duality topology changes.
problem Understanding Poisson-Lie T-duality through QP manifolds.
method QP manifolds and canonical transformations for symplectic reductions.
result Canonical transformations mediate Poisson-Lie T-duality.
Unified framework for T-duality in both trivial and non-trivial topologies.
problem Unified description of T-duality for metrics and B-fields in non-trivial topology.
method Developed a new unifying framework for T-duality.
result Unified description of T-duality for metrics and B-fields in non-trivial topology.
Geometric duality connects graph isomorphism and knot equivalence.
problem Understanding the equivalence of graph isomorphism and knot equivalence.
method Observation of geometric duality in planar graphs and links.
result The equivalence relation defined by isomorphisms of checkerboard graphs is the same as 2-isomorphisms of checkerboard graphs.
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.
This dissertation explores T-duality between hyperkähler structures and branes on algebraic integrable systems.
problem Investigates T-duality between hyperkähler structures and branes on algebraic integrable systems.
method Uses techniques of generalized geometry and Fourier-Mukai transform to show T-duality between semi-flat hyperkähler structures and generalized branes.
result Shows T-duality between semi-flat hyperkähler structures and generalized branes on algebraic integrable systems.
Maps self-duality in little disks operad to framed manifolds.
problem Self-duality of little disks operad.
method Configuration space level Pontryagin--Thom constructions.
result Existence of compatible self-duality map for framed manifolds.
We study generalized complex structures and T-duality (in the sense of Bouwknegt, Evslin, Hannabuss and Mathai) on Lie algebras and construct the corresponding Cavalcanti and Gualtieri map. Such a construction is called "Infinitesimal T-duality". As an application we deal with the problem of finding symplectic stru…
CatBoostLSS predicts entire conditional distributions for probabilistic forecasting.
problem Limited to predicting only the conditional mean, traditional CatBoost is improved.
method Models all moments of a parametric distribution (mean, location, scale, shape).
result Enhanced flexibility in data analysis and probabilistic forecasting.
New spherical T-duality for higher degree forms in fiber bundles.
problem Extending T-duality to higher degree forms in fiber bundles.
method Generalizing T-duality to S2n−1-bundles with closed odd forms of arbitrary degree. result Existence and isomorphic twisted cohomology of T-dual spaces. The paper establishes a duality between non-compact and compact symmetric pairs.
problem Understanding the relationship between non-compact and compact symmetric pairs.
method Developed a duality theorem between non-compact pseudo-Riemannian semisimple symmetric pairs and commutative compact semisimple symmetric triads.
result Explicit description of a one-to-one correspondence between non-compact and compact symmetric pairs.
We find the T-duality transformation rules for 2-dimensional (2,1) supersymmetric sigma-models in (2,1) superspace. Our results clarify certain aspects of the (2,1) sigma model geometry relevant to the discussion of T-duality. The complexified duality transformations we find are equivalent to the usual Buscher duality …
We study discrete group actions on coarse Poincare duality spaces, e.g. acyclic simplicial complexes which admit free cocompact group actions by Poincare duality groups. When G is an (n-1) dimensional duality group and X is a coarse Poincare duality space of formal dimension n, then a free simplicial action of G on X d…
The paper shows plentiful non-homotopy finite Poincaré duality spaces.
problem The existence of non-homotopy finite Poincaré duality spaces.
method Constructing a finitely dominated Poincaré space with a non-trivial 2-divisible element in the reduced Grothendieck group.
result The existence of finitely dominated Poincaré spaces that are not homotopy finite.
Study S-duality and supersymmetry on curved manifolds using localization.
problem Understanding S-duality and supersymmetry on curved manifolds.
method Localization and Fourier transform interpretation of S-duality.
result Evidence for interpreting S-duality as Fourier transform.
We study the convex duality method for robust utility maximization in the presence of a random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true for a wide class of utility functions on the whole real line and unbounded random endo…
In this paper, we show that if G is a finite p-group (p prime) acting by automorphisms on a δ-hyperbolic Poincare Duality group, then the fixed subgroup is a Poincare Duality group over Z/p. We also provide examples to show that the fixed subgroup might not even be a Duality group over Z.
Unified treatment of reinforcement learning via convex duality.
problem Applying Fenchel-Rockafellar duality to reinforcement learning.
method Unified derivation of various RL settings using convex duality.
result Ability to perform policy evaluation and on-policy policy gradient with offline data.
Dualities in physics help in machine learning tasks.
problem Applying dualities to improve machine learning performance.
method Enforcing dual representations in neural networks and using additional loss terms.
result Computers can find dualities, linking physics and machine learning.
New approach to T-duality using Courant algebroids.
problem Developing a new framework for T-duality.
method Relational description of Courant algebroids and weakened isometries.
result Existence and uniqueness of T-dual backgrounds.
Proves a theorem for 3D Poincaré duality pairs.
problem No specific problem stated; focuses on proving a theorem.
method Analogous to Johannson's theorem for PD3 pairs.
result Proves a theorem for 3D Poincaré duality pairs.
New Langlands duality conjectures for 3-manifold skein modules.
problem Understanding Langlands duality in 3-manifold skein modules.
method Combining representation theory of double affine Hecke algebras and 1-form symmetry structure.
result Recent special cases confirmed, with detailed proofs.
Explains partial duality for ribbon graphs in simple terms.
problem Understanding partial duality in ribbon graphs.
method Simplified explanation of existing research on hypermaps.
result Simplified exposition of complex graph theory concepts.
The paper proves a generalized Lefschetz duality for a specific type of manifold.
problem Proving the hard Lefschetz duality for a new class of manifolds.
method Generalizing Kähler identities to prove the duality for locally conformally almost Kähler manifolds.
result The hard Lefschetz duality is established for locally conformally almost Kähler manifolds.