We prove a computable version of de Finetti's theorem on exchangeable sequences of real random variables. As a consequence, exchangeable stochastic processes expressed in probabilistic functional programming languages can be automatically rewritten as procedures that do not modify non-local state. Along the way, we pro…
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48 results for “de Finetti's theorem”
De Finetti's 1931 work laid the groundwork for modern arbitrage theory.
problem The lack of recognition of de Finetti's contributions to arbitrage theory.
method Examining de Finetti's 1931 work and its relation to recent developments in Robust Finance.
result De Finetti's work is considered the precursor of Asset Pricing Theory.
LLMs encode latent topic distributions, suggesting Bayesian inference.
problem Capturing topic structure from large language models.
method Connecting LLM optimization to implicit Bayesian inference and de Finetti's theorem.
result LLMs recover latent topic distributions, matching LDA-generated topics.
New method identifies causal structure in exchangeable data.
problem Existing causal discovery methods struggle with i.i.d. data.
method Exchangeable data provides richer conditional independence structure.
result Exchangeable data allows for unique causal structure identification.
The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and many other parametric and nonparametric Bayesian models fall within the remit of …
Optimizes dividend payouts with fixed costs and regime switching.
problem Maximizing dividends with fixed transaction costs and regime switching.
method Identifies optimal dividend strategy as a two-barrier impulsive strategy.
result Explicit determination of optimal strategy for various drift and volatility scenarios.
Framework for systemic risk modeling using jointly exchangeable arrays.
problem Systemic risk in insurance portfolios with interactions.
method Jointly exchangeable arrays, central limit theorems, simulation-based validation.
result Asymptotic approximations for total portfolio losses in large portfolios over long time horizons.
From Partial Exchangeability to Predictive Probability: A Bayesian Perspective on Classificationstat.ME
Bayesian model improves classification performance with flexible uncertainty modeling.
problem Improving classification performance with flexible uncertainty modeling.
method Combines Gaussian process and Dirichlet process priors for latent function and link function, respectively.
result Outperforms standard logistic regression on simulated data.
New algorithms use offline data to improve online decision-making with latent states.
problem Accelerating online sequential decision-making with latent states in offline data.
method Design end-to-end latent bandit algorithms for linear latent contextual bandits, learning latent subspace offline and using it online.
result Proves minimax optimal regret guarantees for online algorithms and practical efficiency.
Concentration of infinitely exchangeable sequences with bounded-difference constants
problem Quantifying uncertainty in AI benchmarks
method Using a mixture-free Hoeffding-type bound
result Tight, mixture-free Hoeffding-type bound for zero-sum linear contrasts
In supervised learning, an inductive learning algorithm extracts general rules from observed training instances, then the rules are applied to test instances. We show that this splitting of training and application arises naturally, in the classical setting, from a simple independence requirement with a physical interp…
Equilibrium Strategies for Singular Dividend Control Problems under the Mean-Variance Criterionmath.OC
New approach to optimal dividend control with mean-variance criterion.
problem Balancing expected dividends and variability in a singular control framework.
method Game-theoretic approach to find time-consistent equilibrium strategies.
result Verification theorem for MV singular dividend control problem.
In this paper we consider a modified version of the classical optimal dividends problem of de Finetti in which the dividend payments subject to a penalty at ruin. We assume that the risk process is modeled by a general spectrally positive Levy process before dividends are deducted. Using the fluctuation theory of spect…
This thesis explores supervised classification methods using Bayesian and exchangeability theories.
problem Assigning objects into predefined classes using training data and auxiliary information.
method Bayesian inductive theories and exchangeabilities (de Finetti and partition exchangeability).
result Optimal classifiers for different scenarios of object features and categories.
Paper uses bond pricing and convexity adjustments to explain herd immunity paradox.
problem Early onset of herd immunity contradicts R value estimates from early stage growth.
method Utilizes Vasicek's bond pricing formula and de Finetti's Theorem approach.
result Reduces modeling discrepancy to simple convexity formulas.
The optimal dividend problem by De Finetti (1957) has been recently generalized to the spectrally negative Lévy model where the implementation of optimal strategies draws upon the computation of scale functions and their derivatives. This paper proposes a phase-type fitting approximation of the optimal strategy. We con…
We introduce a longevity feature to the classical optimal dividend problem by adding a constraint on the time of ruin of the firm. We extend the results in \cite{HJ15}, now in context of one-sided Lévy risk models. We consider de Finetti's problem in both scenarios with and without fix transaction costs, e.g. taxes. We…
We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Mark…
The paper proves formulas and theorems for statistical de Rham Hodge operators on manifolds with boundary.
problem Formulating Lichnerowicz type formulas and Kastler-Kalau-Walze theorems for statistical de Rham Hodge operators.
method Developed Lichnerowicz type formulas and proved Kastler-Kalau-Walze type theorems for statistical de Rham Hodge operators on compact manifolds with boundary.
result Proved Lichnerowicz type formulas and Kastler-Kalau-Walze type theorems for statistical de Rham Hodge operators on compact manifolds with boundary.
Paper extends positive energy theorem to anti-de Sitter spacetimes.
problem Proving positive energy theorem for weighted anti-de Sitter spacetimes.
method Generalized positive energy theorem for 3D anti-de Sitter initial data sets.
result Positive energy theorem proved for weighted anti-de Sitter spacetimes.
Study of de Rham cohomology on non-Hausdorff manifolds.
problem De Rham cohomology on non-Hausdorff manifolds.
method Careful discussion of non-Hausdorff differential forms, Mayer-Vietoris sequences.
result Proved de Rham's Theorem and Gauss-Bonnet theorem for non-Hausdorff manifolds, including counterterms.
New Lipschitz de Rham theorem for -cohomology.
problem Developing a new de Rham theorem for -cohomology.
method Regularization procedure in Lipschitz de Rham calculus applied to metric simplicial complexes.
result Established Lipschitz de Rham theorem for -cohomology.
The paper studies perturbations of de Rham Hodge operators on manifolds with or without boundaries.
problem Analyzing perturbations of de Rham Hodge operators on manifolds with boundaries.
method Lichnerowicz type formulas and Kastler-Kalau-Walze type theorems for 4D and 6D compact manifolds with or without boundaries.
result Proves Kastler-Kalau-Walze type theorems for perturbations of de Rham Hodge operators on 4D and 6D manifolds with or without boundaries.
Paper proves rigidity for certain spacelike hypersurfaces in de Sitter space.
problem Proving rigidity for hypersurfaces with curvature restrictions.
method Analogue to Guan and Shen's theorem for Riemannian space forms.
result Rigidity theorem for locally isometric hypersurfaces in de Sitter space.
Optimizes dividend control in a bankruptcy process using a special Levy process.
problem Optimizing dividend payouts in a bankruptcy process.
method Using a non-standard spectrally negative Levy process with endogenous regime switching.
result Optimal dividend control is of the barrier type and the optimal barrier can be identified.
The Burde--de Rham theorem is extended to finitely presented pro- groups with specific conditions.
problem Extending the Burde--de Rham theorem to pro- groups with certain constraints.
method Assumption of total degrees of relators being 0, concrete examples, and cohomological interpretations.
result The theorem is extended to finitely presented pro- groups under specified conditions.
De Rham theorem extended to Orlicz cohomology.
problem Extending de Rham's theorem to a broader class of cohomology.
method Proving isomorphism between de Rham -cohomology and simplicial -cohomology.
result Isomorphism between de Rham -cohomology and simplicial -cohomology.
Extended de Rham theorem for manifolds with boundaries.
problem Applying de Rham decomposition to manifolds with boundaries.
method Using development of curves to extend classical theorem.
result Extended de Rham theorem for manifolds with boundaries.
We prove a vanishing theorem for the twisted de Rham cohomology of a compact manifold.
Proof of Thurston's earthquake theorem using Anti-de Sitter geometry.
problem Proving Thurston's earthquake theorem for orientation-preserving homeomorphisms.
method Using the bi-invariant geometry of Anti-de Sitter three-space.
result Provided a proof of Thurston's earthquake theorem.
Generalizes Candel's theorem on curvature of laminated surfaces.
problem Finding curvature of laminated surfaces given certain conditions.
method Proves a generalized theorem using elliptic PDEs and Cheeger-Gromov topology.
result Unique laminated metric exists for given curvature function.
Study examines solutions to Jang equation on anti-de Sitter spacetimes.
problem Existence and properties of solutions to the generalized Jang equation.
method Rigorous analysis in asymptotically anti-de Sitter setting.
result Provides solutions for a broad class of asymptotic conditions.
Positive energy theorem for asymptotically anti-de Sitter spacetimes with distributional curvaturegr-qc
We establish the positive energy theorem for weak asymptotically anti-de Sitter initial data sets with distributional curvature under the weak dominant energy condition.
We define the total energy-momenta for (4+1)-dimensional asymptotically anti-de Sitter spacetimes, and prove the positive energy theorem for such spacetimes.
Uniqueness theorem for extremal charged black holes in de Sitter space.
problem Proving uniqueness of extremal charged black holes in de Sitter space.
method Analyzing Einstein-Maxwell theory with a positive cosmological constant.
result Local isometry to extremal Reissner-Nordström-de Sitter black hole or its near-horizon geometry.
By considering homotopies that preserve the stratification, one obtains a natural notion of homotopy for stratified spaces. In this short note, we introduce invariants of stratified homotopy, the stratified homotopy groups. We show that they satisify a stratified version of Whitehead's theorem. As an example, we introd…
This paper proves a positive energy-momentum theorem for oriented Riemannian 3-manifolds that are asymptotic to a standard hyperbolic slice in anti de Sitter space-time. Analogously to the original Witten's proof in the asymptotically flat case, this result relies on spinorial methods. We also give a rigidity theorem: …
We prove an analogue of the de Rham theorem for the extended L^2-cohomology introduced by M. Farber. This is done by establishing that the de Rham complex over a compact closed manifold with coefficients in a flat Hilbert bundle E of A-modules over a finite von Neumann algebra A is chain-homotopy equivalent (with bound…
Statistical de Rham Hodge operators, spectral Einstein functionals and the noncommutative residuemath.DG
Promotes spectral functionals to noncommutative fields and proves a theorem.
problem Spectral functionals on noncommutative fields and manifolds with boundary.
method Carries out promotion to spectral functionals, associates with noncommutative residue, and proves theorem.
result Proves Dabrowski-Sitarz-Zalecki type theorem for statistical de Rham Hodge operators on manifolds with boundary.
We show that the de Rham theorem, interpreted as the isomorphism between distributional de Rham cohomology and simplicial homology in the dual dimension for a simplicial decomposition of a compact oriented manifold, is a straightforward consequence of elementary properties of currents. The explicit construction of this…
We use planar coordinates as well as hyperbolic coordinates to separate the de Sitter spacetime into two parts. These two ways of cutting the de Sitter give rise to two different spatial infinities. For spacetimes which are asymptotic to either half of the de Sitter spacetime, we are able to provide definitions of the …
Explains Hodge theory and Kodaira embedding theorem for complex manifolds.
problem Understanding complex manifold properties and their geometric implications.
method Expository review of harmonic forms, Hodge theory, and Kodaira embedding theorem.
result Establishes connections between de Rham cohomology, Dolbeault cohomology, and projective varieties.
The Hodge-de Rham Theorem is introduced and discussed. This result has implications for the general study of several partial differential equations. Some propositions which have applications to the proof of this theorem are used to study some related results concerning a class of partial differential equation in a nove…
We prove conformal versions of the local decomposition theorems of de Rham and Hiepko of a Riemannian manifold as a Riemannian or a warped product of Riemannian manifolds. Namely, we give necessary and sufficient conditions for a Riemannian manifold to be locally conformal to either a Riemannian or a warped product. We…
Study on constant mean curvature hypersurfaces in Anti-de Sitter space.
problem Characterizing and classifying hypersurfaces in Anti-de Sitter space.
method Analytic foliation and classification of hypersurfaces based on their asymptotic boundary.
result Every admissible sphere is the boundary of a unique hypersurface for any given mean curvature.
Geometric transformations on null curves in AdS induce KdV solutions.
problem Transforming null curves in AdS to solve KdV equations.
method Geometric transformations that induce Bäcklund transformations for KdV.
result Satisfies permutability theorem for null curves with constant bending.
Extends De Leeuw theorems to noncommutative groups and multipliers.
problem Proving bounds for Fourier multipliers on noncommutative groups.
method Analyzing Fourier multipliers on discrete subgroups of locally compact groups.
result Established bounds for Fourier multipliers on noncommutative groups.
Optimizes dividends with stability for risky businesses.
problem Maximizing dividends with stability in risky businesses.
method Linear-quadratic optimization for a general Lévy process.
result Derives optimal affine dividend strategies with stability.