arXiv research

Fixed point sets of certain group actions are contractible.

A new clustering framework using fixed points for data analysis.

This paper studies a valuation framework for financial contracts subject to reference and counterparty default risks with collateralization requirement. We propose a fixed point approach to analyze the mark-to-market contract value with counterparty risk provision, and show that it is a unique bounded and continuous fi…

Finite groups of RAAGs act on a contractible space without fixed points.

Banach's fixed point theorem for contraction maps has been widely used to analyze the convergence of iterative methods in non-convex problems. It is a common experience, however, that iterative maps fail to be globally contracting under the natural metric in their domain, making the applicability of Banach's theorem li…

We study the fixed point set in the ideal boundary of a parabolic isometry of a proper CAT(0)-space. We show that the radius of the fixed point set is at most pi/2, and study its centers. As a consequence, we prove that the set of fixed points is contractible with respect to the Tits topology.

Study variance-reduced method for estimating fixed points in Banach spaces.

Kakimizu complex of a knot is a flag simplicial complex whose vertices correspond to minimal genus Seifert surfaces and edges to disjoint pairs of such surfaces. We discuss a general setting in which one can define a similar complex. We prove that this complex is contractible, which was conjectured by Kakimizu. More ge…

This work studies the contraction coefficients of Schrödinger bridge problems in linear systems.

Unified framework for solving fixed-point equations in deterministic and stochastic settings.

The study provides a generalization bound for a family of implicit networks.

We characterize the price of an Asian option, a financial contract, as a fixed-point of a non-linear operator. In recent years, there has been interest in incorporating changes of regime into the parameters describing the evolution of the underlying asset price, namely the interest rate and the volatility, to model sud…

Improved stochastic Halpern iteration for fixed-point approximation in normed spaces.

Be it for taking advantage of stock undervaluation or in order to distribute part of their profits to shareholders, firms may buy back their own shares. One of the way they proceed is by including Accelerated Share Repurchases (ASR) as part of their repurchase programs. In this article, we study the pricing and optimal…

Recently, \citet{SuttonMW15} introduced the emphatic temporal differences (ETD) algorithm for off-policy evaluation in Markov decision processes. In this short note, we show that the projected fixed-point equation that underlies ETD involves a contraction operator, with a $\sqrtγ$-contraction modulus (where $γ$ is the …

Contractibility of tight contact structures on $S^3$ proven.

New framework improves robustness of implicit neural networks.

New mortgage contracts reduce underwater default by adjusting loan balances, but must balance prepayment incentives.

Study efficient power iteration for tensor models, proving convergence under specific conditions.

We prove that every countable family of countable acylindrically hyperbolic groups has a common finitely generated acylindrically hyperbolic quotient. As an application, we obtain an acylindrically hyperbolic group $Q$ with strong fixed point properties: $Q$ has property $FL^p$ for all $p\in [1, +\infty)$, and every ac…

We describe a general method to construct completely bounded idempotent mappings on operator spaces, starting from amenable semigroups of completely bounded mappings. We then explore several applications of that method to injective operator spaces, fixed points of completely contractive mappings, Toeplitz operators, dy…

The study proves conditions for symplectic torus actions on manifolds with non-contractible orbits.

In this paper we consider some insurance policies related to drawdown and drawup events of log-returns for an underlying asset modeled by a spectrally negative geometric Lévy process. We consider four contracts, three of which were introduced in Zhang et al. (2013) for a geometric Brownian motion. The first one is an i…

In this paper, we analyse some equity-linked contracts that are related to drawdown and drawup events based on assets governed by a geometric spectrally negative Lévy process. Drawdown and drawup refer to the differences between the historical maximum and minimum of the asset price and its current value, respectively. …

Algorithm improves variational inference in Wasserstein distance.

Despite the high importance of grouping in practice, there exists little research on the respective topic. The present work presents a complete framework for grouping and a novel method to optimize model points. Model points are used to substitute clusters of contracts in an insurance portfolio and thus yield a smaller…

New method achieves optimal sample complexity without warm-start in bilevel optimization.

New RL approach uses future state and action visitation measures for better exploration.

Researchers prove spaces of positive scalar curvature metrics are contractible with symmetry.

Study shows symplectic hypersurfaces transform complex projective spaces.

Optimal reinsurance strategy with fixed cost and exponential preferences.

We study dismantling properties of the arc, disc and sphere graphs. We prove that any finite subgroup H of the mapping class group of a surface with punctures, the handlebody group, or Out(F_n) fixes a filling (resp. simple) clique in the appropriate graph. We deduce realisation theorems, in particular the Nielsen Real…

We prove a "gluing" theorem for monotone homotopies; a monotone homotopy is a homotopy through simple contractible closed curves which themselves are pairwise disjoint. We show that two monotone homotopies which have appropriate overlap can be replaced by a single monotone homotopy. The ideas used to prove this theorem…

Study optimal contracts for pandemic risk, offering fixed shares and prevention mechanisms.

New insights into symplectic loops and their flux groups.

Study efficient derivative computation for nondifferentiable maps in machine learning.

Alexander trick applied to homology spheres for manifold homeomorphisms.

Bayesian KANs achieve near-minimax posterior contraction rates in anisotropic Besov spaces.

New bounds for SA with arbitrary norm contractions and Markovian noise.

Paper analyzes SA for fixed-point equations with noise, establishing convergence rates.

We prove that the number of critical points of a Li-Tam Green's function on a complete open Riemannian surface of finite type admits a topological upper bound, given by the first Betti number of the surface. In higher dimensions, we show that there are no topological upper bounds on the number of critical points by con…

This paper presents some partial answers to the following question. QUESTION. If a normal space X is the union of an increasing sequence of open sets U(1), U(2), U(3) ... such that each U(n) contracts to a point in X, must X be contractible? The main results of the paper are: THEOREM 1. If a normal space X is the union…

Study compares methods for computing hypergradients in machine learning problems.

Let $D$ be a Riemannian 2-disc of area $A$, diameter $d$ and length of the boundary $L$. We prove that it is possible to contract the boundary of $D$ through curves of length $\leq L + 200d\max\{1,\ln {\sqrt{A}\over d} \}$. This answers a twenty-year old question of S. Frankel and M. Katz, a version of which was asked …

About a decade ago Thurston proved that a vast collection of 3-manifolds carry metrics of constant negative curvature. These manifolds are thus elements of {\em hyperbolic geometry}, as natural as Euclid's regular polyhedra. For a closed manifold, Mostow rigidity assures that a hyperbolic structure is unique when it ex…

Quantile Temporal-Difference learning proved convergent with proof.

New method improves stability of soft FQI for offline RL.

We consider the off-policy evaluation problem in Markov decision processes with function approximation. We propose a generalization of the recently introduced \emph{emphatic temporal differences} (ETD) algorithm \citep{SuttonMW15}, which encompasses the original ETD($λ$), as well as several other off-policy evaluation …