arXiv research

Study conjugate locus in convex 3-manifolds using Jacobi fields.

The paper tackles efficient computation of optimal transport by approximating conjugates with amortized optimization.

Introduces GG-convex risk measures and derives their dual representations.

The paper defines Fenchel conjugate and biconjugate on Hadamard manifolds.

The conjugate locus of a point on a surface is the envelope of geodesics emanating radially from that point. In this paper we show that the conjugate loci of generic points on convex surfaces satisfy a simple relationship between the rotation index and the number of cusps. As a consequence we prove the `vierspitzensatz…

Let $G$ be a compact, simply connected Lie group. If $\mathcal{C}_1,\mathcal{C}_2$ are two $G$-conjugacy classes, then the set of elements in $G$ that can be written as products $g=g_1g_2$ of elements $g_i\in \mathcal{C}_i$ is invariant under conjugation, and its image under the quotient map $G\to G/\operatorname{Ad}(G…

Maximal surfaces in Lorentz-Minkowski space have conjugate graphs.

Alternative approach to generative modeling using convex conjugates and optimal transport.

Simplified proof for Tsallis-INF algorithm without conjugate functions.

We study the boundary and lens rigidity problems on domains without assuming the convexity of the boundary. We show that such rigidities hold when the domain is a simply connected compact Riemannian surface without conjugate points. For the more general class of non-trapping compact Riemannian surfaces with no conjugat…

Geodesic flows on specific manifolds are structurally stable.

We study the pointwise supremum of convex integral functionals $\mathcal{I}_{f,γ}(ξ)= \sup_{Q} \left( \int_Ωf(ω,ξ(ω))Q(dω)-γ(Q)\right)$ on $L^\infty(Ω,\mathcal{F},\mathbb{P})$ where $f:Ω\times\mathbb{R}\rightarrow\overline{\mathbb{R}}$ is a proper normal convex integrand, $γ$ is a proper convex function on the set of p…

The paper defines subdifferentials on Hadamard manifolds and identifies conditions for Fenchel conjugate equality.

This paper deals with Hopf type rigidity for convex billiards on surfaces of constant curvature. We prove that the only convex billiard without conjugate points on the Hyperbolic plane or on the Hemisphere is circular billiard.

Let $\mathcal{W}^{n}$ be the class of $C^{\infty }$ complete simply connected $n-$dimensional manifolds without conjugate points. The hyperbolic space as well as Euclidean space are good examples of such manifolds. Let $$ and let $A$ be a subset of $W$. This article aims at characterization and bu…

New method for pricing financial products without no-arbitrage condition.

This note provides a novel, simple analysis of the method of conjugate gradients for the minimization of convex quadratic functions. In contrast with standard arguments, our proof is entirely self-contained and does not rely on the existence of Chebyshev polynomials. Another advantage of our development is that it clar…

Latent Gaussian models (LGMs) are widely used in statistics and machine learning. Bayesian inference in non-conjugate LGMs is difficult due to intractable integrals involving the Gaussian prior and non-conjugate likelihoods. Algorithms based on variational Gaussian (VG) approximations are widely employed since they str…

Generalizes Fenchel conjugation to nonlinear functions on arbitrary sets.

In an incomplete Brownian-motion market setting, we propose a convex monotonic pricing functional for nonattainable bounded contingent claims which is compatible with prices for attainable claims. The pricing functional is defined as the convex conjugate of a generalized entropy penalty functional and an interpretation…

This paper tackles global Nash equilibrium in non-convex multi-player games.

Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear convergence with the Fletcher and Reeves method for strongly convex and smooth functi…

We consider minimal immersions in MxR. We study existence and uniqueness of associate and conjugate isometric immersions to a given minimal surface. We use the theory of univalent harmonic map between surfaces. Then we study the geometry of associate minimal vertical graphs. We prove that an associate surface of a vert…

The paper introduces a new framework to understand and optimize deep neural networks.

Each compact Riemannian manifold with no conjugate points admits a family of functions whose integrals vanish exactly when central Busemann functions split linearly. These functions vanish when all central Busemann functions are sub- or superharmonic. When central Busemann functions are convex or concave, they must be …

The ratio of convexity radius over injectivity radius may be made arbitrarily small within the class of compact Riemannian manifolds of any fixed dimension at least two. This is proved using Gulliver's method of constructing manifolds with focal points but no conjugate points. The approach is suggested by a characteriz…

Analytic metrics are uniquely determined by their scattering map.

The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space, (2) the attainment of the supremum in the dual representation by order-continuous…

Convex-cocompact groups in infinite hyperbolic space are deformable.

Proves FR-NGD optimally approximates evolutionary dynamics and continuous Bayesian inference.

The aim of this article is to present a comparative review of Riemannian and Finsler geometry. The structures of cut and conjugate loci on Riemannian manifolds have been discussed by many geometers including H. Busemann, M. Berger and W. Klingenberg. The key point in the study of Finsler manifolds is the non-symmetric …

We study in this paper the remnants of the contact partial order on the orbits of the adjoint action of contactomorphism groups on their Lie algebras. Our main interest is a class of non-compact contact manifolds, called convex at infinity.

We construct new examples of immersed minimal surfaces with catenoid ends and finite total curvature, of both genus zero and higher genus. In the genus zero case, we classify all such surfaces with at most $2n+1$ ends, and with symmetry group the natural $\bfZ_2$ extension of the dihedral group $D_n$. The surfaces are …

This paper introduces Jensen, an easily extensible and scalable toolkit for production-level machine learning and convex optimization. Jensen implements a framework of convex (or loss) functions, convex optimization algorithms (including Gradient Descent, L-BFGS, Stochastic Gradient Descent, Conjugate Gradient, etc.), …

Under the assumption that the X-ray transform over symmetric solenoidal 2-tensors is injective, we prove that smooth compact connected manifolds with strictly convex boundary, no conjugate points and a hyperbolic trapped set are locally marked boundary rigid.

We study the geodesic X-ray transform $I_Γ$ of tensor fields on a compact Riemannian manifold $M$ with non-necessarily convex boundary and with possible conjugate points. We assume that $I_Γ$ is known for geodesics belonging to an open set $Γ$ with endpoint on the boundary. We prove generic s-injectivity and a stabilit…

For several decades, the no-arbitrage (NA) condition and the martingale measures have played a major role in the financial asset's pricing theory. We propose a new approach for estimating the super-replication cost based on convex duality instead of martingale measures duality: Our prices will be expressed using Fenche…

The paper provides guarantees for a tangent transform algorithm in logistic regression models.

We obtain a result about the existence of only a finite number of geodesics between two fixed non-conjugate points in a Finsler manifold endowed with a convex function. We apply it to Randers and Zermelo metrics. As a by-product, we also get a result about the finiteness of the number of lightlike and timelike geodesic…

The purpose of this paper is to give a selective survey on recent progress in random metric theory and its applications to conditional risk measures. This paper includes eight sections. Section 1 is a longer introduction, which gives a brief introduction to random metric theory, risk measures and conditional risk measu…

Optimal risk sharing without convex preferences using aggregate convexity.

We show that, on an oriented compact surface, two sufficiently $C^2$-close Riemannian metrics with strictly convex boundary, no conjugate points, hyperbolic trapped set for their geodesic flows, and same marked boundary distance, are isometric via a diffeomorphism that fixes the boundary. We also prove that the same co…

The paper studies the topological properties of convex sets and their polar mappings.

New surfaces with conjugate points have global blow-down maps in their TT spaces.

We prove that the topology, smooth structure, and metric of a compact Lorentzian manifold with boundary is uniquely determined by data at the boundary. The data consists of the lengths and directions of future-directed once-broken geodesics connecting points on the boundary, which are first timelike and then lightlike.…

We propose a novel Bayesian approach to solve stochastic optimization problems that involve finding extrema of noisy, nonlinear functions. Previous work has focused on representing possible functions explicitly, which leads to a two-step procedure of first, doing inference over the function space and second, finding th…

We give a global description of envelopes of geodesic tangents of regular curves in (not necessarily convex) Riemannian surfaces. We prove that such an envelope is the union of the curve itself, its inflectional geodesics and its tangential caustics (formed by the conjugate points to those of the initial curve along th…

We prove that for a uniformly convex Lagrangian system L on a compact manifold M, almost all energy levels contain a periodic orbit. We also prove that below Ma ne's critical value of the lift of the Lagrangian to the universal cover, almost all energy levels have conjugate points. We prove that if the energy level [E=…