arXiv research

Paper introduces ENZ to measure significant coefficients in sparse recovery, improving over classical methods.

In their seminal work Carr and Lee (2008) show how to robustly price and replicate a variety of claims written on the quadratic variation of a risky asset under the assumption that the asset's volatility process is independent of the Brownian motion that drives the asset's price. Additionally, they propose a correlatio…

A number of recent work studied the effectiveness of feature selection using Lasso. It is known that under the restricted isometry properties (RIP), Lasso does not generally lead to the exact recovery of the set of nonzero coefficients, due to the looseness of convex relaxation. This paper considers the feature selecti…

Researchers find examples of real Bott manifolds with nonzero dual Stiefel-Whitney class wbar_{n-ahat(n)} for all n nonzero mod 4.

Proves a conjecture for annular links using homology classes.

New method selects variables in groups with few nonzeros, improving support recovery.

Upper bound for Laplacian eigenvalue via conformal volume.

In this paper we complete the topological description of the space of representations of the fundamental group of a punctured surface in SL(2,R) with prescribed behavior at the punctures and nonzero Euler number, following the strategy employed by Hitchin in the unpunctured case and exploiting Hitchin-Simpson correspon…

We generalize the concept of affine locally symmetric spaces for parabolic geometries. We discuss mainly $|1|$--graded geometries and we show some restrictions on their curvature coming from the existence of symmetries. We use the theory of Weyl structures to discuss more interesting $|1|$--graded geometries which can …

Many practical applications such as gene expression analysis, multi-task learning, image recognition, signal processing, and medical data analysis pursue a sparse solution for the feature selection purpose and particularly favor the nonzeros \emph{evenly} distributed in different groups. The exclusive sparsity norm has…

Let $G$ be a compact connected Lie group and $H$ a closed subgroup of $G$. Suppose the homogeneous space $G/H$ is effective and has dimension 3 or higher. Consider a $G$-invariant, symmetric, positive-semidefinite, nonzero (0,2)-tensor field $T$ on $G/H$. Assume that $H$ is a maximal connected Lie subgroup of $G$. We p…

This paper considers the problem of estimating an unknown high dimensional signal from noisy linear measurements, {when} the signal is assumed to possess a \emph{group-sparse} structure in a {known,} fixed dictionary. We consider signals generated according to a natural probabilistic model, and establish new conditions…

Alan Weinstein showed that certain characteristic numbers of any Riemannian submersion with totally geodesic fibers and positive vertizontal curvatures are nonzero. In this paper we explicitly compute these invariants in terms of Chern and Pontrjagin numbers of the bundle. This allows us to show that many bundles do no…

Let $G$ be a finitely generated polyfree group. If $G$ has nonzero Euler characteristic then we show that $Aut(G)$ has a finite index subgroup in which every automorphism has infinite Reidemeister number. For certain $G$ of length 2, we show that the number of Reidemeister classes of every automorphism is infinite.

We show that a strict, nearly Kähler $6$-manifold with either second or third Betti number nonzero is linearly unstable with respect to the $ν$-entropy of Perelman and hence is dynamically unstable for the Ricci flow.

Previous literature has identified an effect, dubbed the Zumbach effect, that is nonzero empirically but conjectured to be zero in any conventional stochastic volatility model. Essentially this effect corresponds to the property that past squared returns forecast future volatilities better than past volatilities foreca…

Necessary and sufficient conditions are given for a satellite knot to be fibered. Any knot $\tilde k$ embeds in an unknotted solid torus $\tilde V$ with arbitrary winding number in such a way that no satellite knot with pattern $(\tilde V, \tilde k)$ is fibered. In particular, there exist nonfibered satellite knots wit…

Estimates for plate eigenvalues with nonzero Poisson's ratio.

Let $M^n$ be a compact K$\ddot{a}$hler manifold with almost nonnegative Ricci curvature and nonzero first Betti number. We show that the holomorphic Euler number of $M^n$ vanishes, which gives a new obstruction for compact complex manifolds admitting K$\ddot{a}$hler metrics with almost nonnegative Ricci curvature. A cr…

The identification of predictive biomarkers from a large scale of covariates for subgroup analysis has attracted fundamental attention in medical research. In this article, we propose a generalized penalized regression method with a novel penalty function, for enforcing the hierarchy structure between the prognostic an…

We add a set of convex constraints to the lasso to produce sparse interaction models that honor the hierarchy restriction that an interaction only be included in a model if one or both variables are marginally important. We give a precise characterization of the effect of this hierarchy constraint, prove that hierarchy…

Let $L$ be an $n$-component link ($n>1$) with pairwise nonzero linking numbers in a rational homology $3$-sphere $Y$. Assume the link complement $X:=Y\setminusν(L)$ has nondegenerate Thurston norm. In this paper, we study when a Thurston norm-minimizing surface $S$ properly embedded in $X$ remains norm-minimizing after…

Estimates how many times a star appears due to gravitational lensing.

We give a complete characterization of all possible pairs (v,e), where v is the number of vertices and e is the number of edges, of any simplicial triangulation of an S^k-bundle over S^1. The main point is that Kuhnel's triangulations of S^{2k+1} x S^1 and the nonorientable S^{2k}-bundle over S^1 are unique among all t…

In many scientific studies, it becomes increasingly important to delineate the causal pathways through a large number of mediators, such as genetic and brain mediators. Structural equation modeling (SEM) is a popular technique to estimate the pathway effects, commonly expressed as products of coefficients. However, it …

In compressed sensing problems, $\ell_1$ minimization or Basis Pursuit was known to have the best provable phase transition performance of recoverable sparsity among polynomial-time algorithms. It is of great theoretical and practical interest to find alternative polynomial-time algorithms which perform better than $\e…

The nonzero level sets of a homogeneous, logarithmically homogeneous, or translationally homogeneous function are affine spheres if and only if the Hessian determinant of the function is a multiple of a power or an exponential of the function. In particular, the nonzero level sets of a homogeneous polynomial are proper…

New formulas for barrier options in stochastic volatility models with nonzero correlation.

In this paper we prove that given a volume, among all domains with smooth boundary in rank-1 symmetric spaces of noncompact type, geodesic balls maximizes the first nonzero Steklov eigenvalue. We also prove a comparison result for the first nonzero Steklov eigenvalue for domains in simply connected Riemannian manifolds…

In this paper, it is shown that every orientable closed 3-manifold maps with nonzero degree onto at most finitely many homeomorphically distinct irreducible non-geometric orientable closed 3-manifolds. Moreover, given any nonzero integer, as a mapping degree up to sign, every orientable closed 3-manifold maps with that…

Group model selection is the problem of determining a small subset of groups of predictors (e.g., the expression data of genes) that are responsible for majority of the variation in a response variable (e.g., the malignancy of a tumor). This paper focuses on group model selection in high-dimensional linear models, in w…

In their paper "Integrating curvature: From Umlaufsatz to J+ invariant" Lanzat and Polyak introduced a polynomial invariant of generic curves in the plane as a quantization of Hopf's Umlaufsatz, and showed that Arnold's J+ invariant could be derived from their polynomial, leading to an integral formula for J+. Here we …

Proposes a new method for estimating sparse precision matrices in GMRF-MM models.

Invention involves combination, or more precisely, ratios of composition. According to Thomas Edison, "Genius is one percent inspiration and 99 percent perspiration" is an example. In many situations, researchers and inventors already have a variety of data and manage to create something new by using it, but the key pr…

New family of knots with epsilon invariant nonzero despite Upsilon and phi being zero.

This paper presents a novel Block Iterative Bayesian Algorithm (Block-IBA) for reconstructing block-sparse signals with unknown block structures. Unlike the existing algorithms for block sparse signal recovery which assume the cluster structure of the nonzero elements of the unknown signal to be independent and identic…

Paper proves biharmonic hypersurfaces in nonzero space form have constant mean curvature.

Let $n$, $q$ and $r$ be positive integers, and let $K_N^n$ be the $n$-skeleton of an $(N-1)$-simplex. We show that for $N$ sufficiently large every embedding of $K_N^n$ in $\mathbb{R}^{2n+1}$ contains a link $L_1\cup\cdots\cup L_r$ consisting of $r$ disjoint $n$-spheres, such that the linking number $link(L_i,L_j)$ is …

New MIMO constellation design for noncoherent communications reduces hardware complexity.

We show in this short note that if a rational linear combination of Pontrjagin numbers vanishes on all simply-connected $4k$-dimensional closed connected and oriented spin manifolds admitting a Riemannian metric whose Ricci curvature is nonnegative and nonzero at any point, then this linear combination must be a multip…

we introduce a generalization of the $p$-Laplace operator to act on differential forms and generalize an estimate of Gallot-Meyer for the first nonzero eigenvalue on closed Riemannian manifolds.

This paper improves lower bounds for the first nonzero Steklov eigenvalue on compact manifolds.

In this paper, we show that the peeling property still holds for Bondi-Sachs metrics with nonzero cosmological constant under the boundary condition given by Sommerfeld's radiation condition together with three nontrivial $Λ$-independent functions $B$, $a$, $b$. This should indicate the new boundary condition is natura…

Study extends Nirenberg-Spencer's question to families of submanifolds.

A subset of a group is characteristic if it is invariant under every automorphism of the group. We study word length in fundamental groups of closed hyperbolic surfaces with respect to characteristic generating sets consisting of a finite union of orbits of the automorphism group, and show that the translation length o…

Study finds symplectic fillings' properties for specific contact covers.

We study the time dependent cross correlations of stock returns, i.e. we measure the correlation as the function of the time shift between pairs of stock return time series using tick-by-tick data. We find a weak but significant effect showing that in many cases the maximum correlation is at nonzero time shift indicati…

In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state data samples. We characterize the properties of this estimator under high-dimen…