arXiv research

Optimal portfolio yields a digital option payoff.

By specifying model free preferences towards simple nested classes of lottery pairs, we develop the dual story to stand on equal footing with that of (primal) risk apportionment. The dual story provides an intuitive interpretation, and full characterization, of dual counterparts of such concepts as prudence and tempera…

We argue that the relevant higher gauge group for the non-abelian generalization of the self-dual string equation is the string 2-group. We then derive the corresponding equations of motion and discuss their properties. The underlying geometric picture is a string structure, i.e. a categorified principal bundle with co…

Mixed finite element methods solve a PDE using two or more variables. The theory of Discrete Exterior Calculus explains why the degrees of freedom associated to the different variables should be stored on both primal and dual domain meshes with a discrete Hodge star used to transfer information between the meshes. We s…

We consider topological T-duality of torus bundles equipped with S^{1}-gerbes. We show how a geometry on the gerbe determines a reduction of its band to the subsheaf of S^{1}-valued functions which are constant along the torus fibres. We observe that such a reduction is exactly the additional datum needed for the const…

Many investment models in discrete or continuous-time settings boil down to maximizing an objective of the quantile function of the decision variable. This quantile optimization problem is known as the quantile formulation of the original investment problem. Under certain monotonicity assumptions, several schemes to so…

Study of $U(1)$ gauge theories on $G_2$ manifolds, including instantons and Chern-Simons.

We give holomorphic Chern-Simons-like action functionals on supertwistor space for self-dual supergravity theories in four dimensions, dealing with N=0,...,8 supersymmetries, the cases where different parts of the R-symmetry are gauged, and with or without a cosmological constant. The gauge group is formally the group …

The study explores various localized bases and their duals for scattered data approximation.

We introduce the dual isoperimetrix which solves the isoperimetric problem in the dual Brunn-Minkowski theory. We then show how the dual isoperimetrix is related to the isoperimetrix from the Brunn-Minkowski theory.

Three-dimensional N=2 superconformal field theories are constructed by compactifying M5-branes on three-manifolds. In the infrared the branes recombine, and the physics is captured by a single M5-brane on a branched cover of the original ultraviolet geometry. The branch locus is a tangle, a one-dimensional knotted subm…

Recently, Atiyah and LeBrun proved versions of the Gauss-Bonnet and Hirzebruch signature Theorems for metrics with edge-cone singularities in dimension four, which they applied to obtain an inequality of Hitchin-Thorpe type for Einstein edge-cone metrics. Interestingly, many natural examples of edge-cone metrics in dim…

We develop a non-relativistic twistor theory, in which Newton--Cartan structures of Newtonian gravity correspond to complex three-manifolds with a four-parameter family of rational curves with normal bundle ${\mathcal O}\oplus{\mathcal O}(2)$. We show that the Newton--Cartan space-times are unstable under the general K…

Improves SVGP methods for faster and more accurate Gaussian process inference.

We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our main analysis technique provides a fresh perspective on Nesterov's excessive gap te…

Study of curves in dual space with constant curvature and torsion.

This paper aims to develop basic theory for the dual Orlicz $L_φ$ affine and geominimal surface areas for star bodies, which belong to the recent dual Orlicz-Brunn-Minkowski theory for star bodies. Basic properties for these new affine invariants will be provided. Moreover, related Orlicz affine isoperimetric inequalit…

This paper develops basic setting for the dual Orlicz-Brunn-Minkowski theory for star bodies. An Orlicz $\varphi$-radial addition of two or more star bodies is proposed and related dual Orlicz-Brunn-Minkowski inequality is established. Based on a linear Orlicz $\varphi$-radial addition of two star bodies, we derive a f…

New construction of self-dual black holes using quadrics.

We extend the study of the de Rham operator with ideal boundary conditions from the case of isolated conic singularities, as analyzed by Cheeger, to the case of arbitrary stratified pseudomanifolds. We introduce a class of ideal boundary operators and the notion of mezzoperversity, which intermediates between the stand…

For portfolio choice problems with proportional transaction costs, we discuss whether or not there exists a "shadow price", i.e., a least favorable frictionless market extension leading to the same optimal strategy and utility. By means of an explicit counter-example, we show that shadow prices may fail to exist even i…

Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked. This corresponds to the notion of risk aversion when one assumes the von-Neumann-Morgenster…

We construct a global geometric model for complex analytic equivariant elliptic cohomology for all compact Lie groups. Cocycles are specified by functions on the space of fields of the two-dimensional sigma model with background gauge fields and $\mathcal{N} = (0, 1)$ supersymmetry. We also consider a theory of free fe…

New formula for dual knots using involutions.

Paper categorifies a polynomial related to ribbon graphs.

Develops a new theory of loss functions for statistical machine learning.

Quantized Stochastic Primal-Dual Methods for Distributed Optimization

This paper introduces the dual Orlicz-Brunn-Minkowski theory for star sets. A radial Orlicz addition of two or more star sets is proposed and a corresponding dual Orlicz-Brunn-Minkowski inequality is established. Based on a radial Orlicz linear combination of two star sets, a formula for the dual Orlicz mixed volume is…

Study of ${\cal M}$-theory dual of thermal QCD-like theories at intermediate coupling.

Researchers prove uniqueness and continuity of solution to L_p dual Minkowski problem.

This paper presents a novel adaptive resonance theory (ART)-based modular architecture for unsupervised learning, namely the distributed dual vigilance fuzzy ART (DDVFA). DDVFA consists of a global ART system whose nodes are local fuzzy ART modules. It is equipped with the distinctive features of distributed higher-ord…

We present an explicit formula for the topology and H-flux of the T-dual of a general type II compactification, significantly generalizing earlier results. Our results apply to T-dualities with respect to any circle action on spacetime. As before, T-duality exchanges type IIA and type IIB string theories. A new consequ…

We study gravity duals to a broad class of N=2 supersymmetric gauge theories defined on a general class of three-manifold geometries. The gravity backgrounds are based on Euclidean self-dual solutions to four-dimensional gauged supergravity. As well as constructing new examples, we prove in general that for solutions d…

Study electric-magnetic duality in M-theory compactifications.

Random matrix models generalize to Group Field Theories (GFT) whose Feynman graphs are dual to gluings of higher dimensional simplices. It is generally assumed that GFT graphs are always dual to pseudo manifolds. In this paper we prove that already in dimension three (and in all higher dimensions), this is not true due…

We extend topological T-duality to the case of general circle bundles. In this setting we prove existence and uniqueness of T-duals. We then show that T-dual spaces have isomorphic twisted cohomology, twisted $K$-theory and Courant algebroids. A novel feature is that we must consider two kinds of twists in de Rham coho…

iCVI-ARTMAP accelerates clustering with adaptive resonance theory and validity indices.

A family of new twistor string theories is constructed and shown to be free from world-sheet anomalies. The spectra in space-time are calculated and shown to give Einstein supergravities with second order field equations instead of the higher derivative conformal supergravities that arose from earlier twistor strings. …

Paper uses stats to predict treatment choice based on illness probability.

Iterative Hard Thresholding (IHT) is a class of projected gradient descent methods for optimizing sparsity-constrained minimization models, with the best known efficiency and scalability in practice. As far as we know, the existing IHT-style methods are designed for sparse minimization in primal form. It remains open t…

Paper explores how risk-averse individuals' willingness to pay for insurance varies with risk probability.

Supplementary comments about generalized Lie algebroids are presented and a new point of view over the construction of the Lie algebroid generalized tangent bundle of a (dual) vector bundle is introduced. Using the general theory of exterior differential calculus for generalized Lie algebroids, a covariant derivative f…

DeepMartingale uses deep learning to solve complex optimal stopping problems efficiently.

New method solves 'googly problem' for Schwarzschild black holes.

We present a theory and applications of discrete exterior calculus on simplicial complexes of arbitrary finite dimension. This can be thought of as calculus on a discrete space. Our theory includes not only discrete differential forms but also discrete vector fields and the operators acting on these objects. This allow…

Self dual symmetric R-spaces have special curves, called circles, introduced by Burstall, Donaldson, Pedit and Pinkall in 2011, whose definition does not involve the choice of any Riemannian metric. We characterize the elements of the big transformation group G of a self dual symmetric R-space M as those diffeomorphism…

This is the third in our series of papers relating gauge theoretic invariants of certain 4-manifolds with invariants of 3-manifolds derived from Rohlin's theorem. Such relations are well-known in dimension three, starting with Casson's integral lift of the Rohlin invariant of a homology sphere. We consider two invarian…

We propose a number of techniques for obtaining a global ranking from data that may be incomplete and imbalanced -- characteristics almost universal to modern datasets coming from e-commerce and internet applications. We are primarily interested in score or rating-based cardinal data. From raw ranking data, we construc…