A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
ROBOT framework solves regression without correspondence for large data and complex models.
New algorithm recovers matrices with unknown correspondences.
New metric solves correspondence problem for robotic arm imitation learning.
The paper connects reflection groups to maps with specific dynamical properties.
We prove a very general Kobayashi-Hitchin correspondence on arbitrary compact Hermitian manifolds. This correspondence refers to moduli spaces of "universal holomorphic oriented pairs". Most of the classical moduli problems in complex geometry (e. g. holomorphic bundles with reductive structure groups, holomorphic pair…
In this paper we investigate the strict convexity and the differentiability properties of the stable norm, which corresponds to the homogenized surface tension for a periodic perimeter homogenization problem (in a regular and uniformly elliptic case). We prove that it is always differentiable in totally irrational dire…
New method for finding function correspondences in binary programs.
We consider the corresponding Christoffel-Minkowski problem for curvature measures. The existence of star-shaped -convex bodies with prescribed -th curvature measures () has been a longstanding problem. This is settled in this paper through the establishment of a crucial a priori estimate for the c…
We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to estimate transformation coefficients using unordered multisets of covariates and r…
Proposes FROT for high-dimensional data, avoiding curse of dimensionality.
We enhance the analogy between field extensions and covering spaces by introducing the concept of splitting covering which correspondences to the splitting field in Galois theory. We define semi-topological Galois groups for Weierstrass polynomials and prove the existence of a Galois correspondence. This new tool enabl…
We prove an equivariant implicit function theorem for variational problems that are invariant under a varying symmetry group (corresponding to a bundle of Lie groups). Motivated by applications to families of geometric variational problems lacking regularity, several non-smooth extensions of the result are discussed. A…
In this paper we study randomized optimal stopping problems and consider corresponding forward and backward Monte Carlo based optimisation algorithms. In particular we prove the convergence of the proposed algorithms and derive the corresponding convergence rates.
Study solves a mathematical problem related to elliptic Schroedinger-to-Neumann maps.
A proof of the Willmore conjecture is presented. With the help of the global Weierstrass representation the variational problem of the Willmore functional is transformed into a constrained variational problem on the moduli space of all spectral curves corresponding to periodic solutions of the Davey-Stewartson equation…
Inference problems in graphical models are often approximated by casting them as constrained optimization problems. Message passing algorithms, such as belief propagation, have previously been suggested as methods for solving these optimization problems. However, there are few convergence guarantees for such algorithms…
The problem of learning a correspondence relationship between nodes of two networks has drawn much attention of the computer science community and recently that of statisticians. The unseeded version of this problem, in which we do not know any part of the true correspondence, is a long-standing challenge. For low-rank…
The problem of finding the vertex correspondence between two noisy graphs with different number of vertices where the smaller graph is still large has many applications in social networks, neuroscience, and computer vision. We propose a solution to this problem via a graph matching matched filter: centering and padding…
An integral hyperbolic lattice is called reflective if its automorphism group is generated by reflections, up to finite index. Since 1981, it is known that their number is essentially finite. We show that K3 surfaces over C with reflective Picard lattices can be characterized in terms of compositions of their self-corr…
We solve the local equivalence problem for sub-Riemannian structures on (2n + 1)-dimensional manifolds. We show that two sub-Riemannian structures are locally equivalent if and only if? their corresponding canonical linear connections are equivalent. When n = 1, these connections coincide with the generalized Tanaka-We…
We discuss classical gravitational aspects of the AdS/CFT correspondence, with the aim of obtaining a rigorous (mathematical) understanding of the semi-classical limit of the gravitational partition function. The paper surveys recent progress in the area, together with a selection of new results and open problems.
This survey studies equivariant harmonic maps arising from Higgs bundles. We explain the non-abelian Hodge correspondence and focus on the role of equivariant harmonic maps in the correspondence. With the preparation, we review current progress towards some open problems in the study of equivariant harmonic maps.
Ranking problems, also known as preference learning problems, define a widely spread class of statistical learning problems with many applications, including fraud detection, document ranking, medicine, credit risk screening, image ranking or media memorability. In this article, we systematically review different types…
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to a finite sequence of state-constrained optimal control problems with additional…
This is a survey on the correspondence between asymptotically complex hyperbolic Einstein metrics and CR structures on the boundary at infinity, which is the complex version of that between Poincaré-Einstein metrics and conformal structures. We mainly discuss existence theorems, and propose several open problems.
New methods cluster and test graphs without vertex correspondence.
We study elliptic theory on manifolds with boundary represented as a covering space. Firstly, we consider boundary value problems, where the boundary conditions are allowed to mix the values of functions in the fibers of the covering. We show that elliptic elements define Fredholm operators and prove an index formula. …
We solve the equivalence problem for the orthogonally separable webs on the three-sphere under the action of the isometry group. This continues a classical project initiated by Olevsky in which he solved the corresponding canonical forms problem. The solution to the equivalence problem together with the results by Olev…
This paper addresses a long standing open problem due to Lehmer in which the triple 2,3,7 plays a notable role. Lehmer's problem asks whether there is a gap between 1 and the next smallest algebraic integer with respect to Mahler measure. The question has been studied in a wide range of contexts including number theory…
In 1966, Jenkins and Serrin gave existence and uniqueness results for infinite boundary value problems of minimal surfaces in the Euclidean space, and after that such solutions have been studied by using the univalent harmonic mapping theory. In this paper, we show that there exists a one-to-one correspondence between …
This paper proposes for every , linear time reductions of the word and conjugacy problems on the braid groups to the corresponding problems on the braid monoids and moreover only using positive words representations.
In general, a Kobayashi-Hitchin correspondence establishes an isomorphism between a moduli space of stable algebraic geometric objects and a moduli space of solutions of a certain (generalized) Hermite-Einstein equation. We believe that, for a large class of moduli problems, this correspondence respects the virtual fun…
Geometric approach finds correspondences between different conditions.
Novel proof shows continuity of optimal transport feasible set mapping.
The martingale optimal transport aims to optimally transfer a probability measure to another along the class of martingales. This problem is mainly motivated by the robust superhedging of exotic derivatives in financial mathematics, which turns out to be the corresponding Kantorovich dual. In this paper we consider the…
Framework for optimizing portfolios under model uncertainty.
Estimating fundamental matrices is a classic problem in computer vision. Traditional methods rely heavily on the correctness of estimated key-point correspondences, which can be noisy and unreliable. As a result, it is difficult for these methods to handle image pairs with large occlusion or significantly different cam…
This paper explores minimax-Bayes solutions for reinforcement learning problems.
The study of quasi-Kähler Chern-flat almost Hermitian manifolds is strictly related to the study of anti-bi-invariant almost complex Lie algebras. In the present paper we show that quasi-Kähler Chern-flat almost Hermitian structures on compact manifolds are in correspondence to complex parallelisable Hermitian structur…
We classify the solutions to an overdetermined elliptic problem in the plane in the finite connectivity case. This is achieved by establishing a one-to-one correspondence between the solutions to this problem and a certain type of minimal surfaces.
Learning an optimal policy from a multi-modal reward function is a challenging problem in reinforcement learning (RL). Hierarchical RL (HRL) tackles this problem by learning a hierarchical policy, where multiple option policies are in charge of different strategies corresponding to modes of a reward function and a gati…
We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be approximated using linear programming (LP) problems which result from a discretisa…
The Yamabe problem concerns finding a conformal metric on a given closed Riemannian manifold so that it has constant scalar curvature. This paper concerns mainly a fully nonlinear version of the Yamabe problem and the corresponding Liouville type problem.
We consider the Lie group PSL(2) (the group of orientation preserving isometries of the hyperbolic plane) and a left-invariant Riemannian metric on this group with two equal eigenvalues that correspond to space-like eigenvectors (with respect to the Killing form). For such metrics we find a parametrization of geodesics…
We establish when the two problems of minimizing a function of lifetime minimum wealth and of maximizing utility of lifetime consumption result in the same optimal investment strategy on a given open interval in wealth space. To answer this question, we equate the two investment strategies and show that if the indi…
A new method for aligning datasets without known correspondences.
We study an optimal execution problem in a continuous-time market model that considers market impact. We formulate the problem as a stochastic control problem and investigate properties of the corresponding value function. We find that right-continuity at the time origin is associated with the strength of market impact…
In this article we propose a Weighted Stochastic Mesh (WSM) Algorithm for approximating the value of a discrete and continuous time optimal stopping problem. We prove that in the discrete case the WSM algorithm leads to semi-tractability of the corresponding optimal problems in the sense that its complexity is bounded …