arXiv research

Paper discusses the Fisher metric and differentiability in statistical models.

We investigate the relationship between measurable differentiable structures on doubling metric measure spaces and derivations. We prove: [1] a decomposition theorem for the module of derivations into free modules; [2] the existence of a measurable differentiable structure assuming that one can control the pointwise up…

Non-ergodic measures found in horocycle flow on Abelian differentials.

This is an exposition of the theory of differentiable structures on metric measures spaces, in the sense of Cheeger and Keith.

We introduce and study measures and densities (= geometric measures) on differentiable stacks, using a rather straightforward generalization of Haefliger's approach to leaf spaces and to transverse measures for foliations. In general we prove Morita invariance, a Stokes formula which provides reinterpretations in terms…

Critical graphs of quadratic differentials equidistribute in moduli space.

This work establishes properties on diffeological structures for set-valued maps and measures.

Scalar dynamic risk measures for univariate positions in continuous time are commonly represented as backward stochastic differential equations. In the multivariate setting, dynamic risk measures have been defined and studied as families of set-valued functionals in the recent literature. There are two possible extensi…

Marden and Strebel established the Heights Theorem for integrable holomorphic quadratic differentials on parabolic Riemann surfaces. We extends the validity of the Heights Theorem to all surfaces whose fundamental group is of the first kind. In fact, we establish a more general result: the {\it horizontal} map which as…

We prove the differentiability of Lipschitz maps X-->V, where X is a complete metric measure space satisfying a doubling condition and a Poincaré inequality, and V is a Banach space with the Radon Nikodym Property (RNP). The proof depends on a new characterization of the differentiable structure on such metric measure …

Deep learning approximates geometric measures of planar curves.

A meromorphic quadratic differential on a punctured Riemann surface induces horizontal and vertical measured foliations with pole-singularities. In a neighborhood of a pole such a foliation comprises foliated strips and half-planes, and its leaf-space determines a metric graph. We introduce the notion of an asymptotic …

The paper solves curvature measure problem in hyperbolic space.

The study characterizes infinite Riemann surfaces and their foliations using quadratic differentials.

Volume of unit balls defined by quadratic differentials is not proper and has integrable volume.

New calculus on spacetimes for nonlinear differential equations.

We describe the space of measured foliations induced on a compact Riemann surface by meromorphic quadratic differentials. We prove that any such foliation is realized by a unique such differential $q$ if we prescribe, in addition, the principal parts of $\sqrt q$ at the poles. This generalizes a theorem of Hubbard and …

A meromorphic quadratic differential with poles of order two, on a compact Riemann surface, induces a measured foliation on the surface, with a spiralling structure at any pole that is determined by the complex residue of the differential at the pole. We introduce the space of such measured foliations, and prove that f…

In this paper, we provide a representation theorem for dynamic capital allocation under It{ô}-L{é}vy model. We consider the representation of dynamic risk measures defined under Backward Stochastic Differential Equations (BSDE) with generators that grow quadratic-exponentially in the control variables. Dynamic capital …

Measures financial resilience using BSDEs and their properties.

Method generates dense fields from sparse measurements without needing spatial statistics or examples.

First DP algorithm for Wasserstein barycenters on private data.

In a 2006 article (\cite{A1}), Allouba gave his quadratic covariation differentiation theory for Itô's integral calculus. He defined the derivative of a semimartingale with respect to a Brownian motion as the time derivative of their quadratic covariation and a generalization thereof. He then obtained a systematic diff…

A fundamental object in a hyperbolic 3-manifold M is its convex core C(M), defined as the smallest closed non-empty convex subset of M. We investigate the way the geometry of the boundary S of C(M) varies as we vary the hyperbolic metric of M. Thurston observed that the intrinsic metric of S is hyperbolic, and that its…

Measuring wave sources uniquely identifies manifold properties.

Paper develops a new method for differential privacy sampling using Wasserstein distance.

The main goals of this paper are: i) To develop an abstract differential calculus on metric measure spaces by investigating the duality relations between differentials and gradients of Sobolev functions. This will be achieved without calling into play any sort of analysis in charts, our assumptions being: the metric sp…

Solves Christoffel problem for disk area measures on spheres.

Study eigenvalues of a generalized p-Laplacian on forms.

Generalizes Black-Scholes model for option pricing under uncertainty.

A natural generalization of interval exchange maps are linear involutions, first introduced by Danthony and Nogueira. Recurrent train tracks with a single switch which we call non-classical interval exchanges, form a subclass of linear involutions without flips. They are analogs of classical interval exchanges, and are…

We apply a suitable modification of the functional delta method to statistical functionals that arise from law-invariant coherent risk measures. To this end we establish differentiability of the statistical functional in a relaxed Hadamard sense, namely with respect to a suitably chosen norm and in the directions of a …

This work discovers algebraic structures from data using a differentiable measure.

New discrepancy function compares discrete probability measures considering space geometry.

Dagma-DCE improves causal discovery with interpretable measures and open-source code.

This thesis is divided into three parts. In the first part, we give an introduction to J. Harrison's theory of differential chains. In the second part, we apply these tools to generalize the Cauchy theorems in complex analysis. Instead of requiring a piecewise smooth path over which to integrate, we can now do so over …

Iterative algorithms, like gradient descent, are common tools for solving a variety of problems, such as model fitting. For this reason, there is interest in creating differentially private versions of them. However, their conversion to differentially private algorithms is often naive. For instance, a fixed number of i…

Basic aspects of differential geometry can be extended to various non-classical settings: Lipschitz manifolds, rectifiable sets, sub-Riemannian manifolds, Banach manifolds, Weiner space, etc. Although the constructions differ, in each of these cases one can define a module of measurable 1-forms and a first-order exteri…

New control methods improve dynamic measure transport paths.

We present differentiable particle filters (DPFs): a differentiable implementation of the particle filter algorithm with learnable motion and measurement models. Since DPFs are end-to-end differentiable, we can efficiently train their models by optimizing end-to-end state estimation performance, rather than proxy objec…

Thurston's boundary to the universal Teichmüller space $T(\mathbb{D})$ is the space $PML_{bdd}(\mathbb{D})$ of projective bounded measured laminations of $\mathbb{D}$. A geodesic ray in $T(\mathbb{D})$ is of Teichmüller type if it shrinks vertical foliation of an integrable holomorphic quadratic differential. In a prio…

This paper studies rectifiability in Carnot groups and proves geometric area formulas.

Develops geometric BSDEs for modeling dynamic return risk measures.

The paper characterizes dynamic return and star-shaped risk measures via BSDEs.

For a non-uniform lattice in SL(2,R), we consider excursions in cusp neighborhoods of a random geodesic on the corresponding finite area hyperbolic surface or orbifold. We prove a strong law for a certain partial sum involving these excursions. This generalizes a theorem of Diamond and Vaaler for continued fractions. I…

Private method measures nonlinear correlations between data hosted across two entities.

Each compact manifold M of finite dimension k is differentiable and supports an intrinsic probability measure. There then exists a measurable transformation of M to the k-dimensional "surface" of the (k+1)-dimensional ball.

Study entropic regularization of Gaussian measures and processes on Hilbert space.