Spark complexes defined on good effective orbifold atlases.
problem Constructing a structured representation for effective orbifolds.
method Defining good atlases and constructing spark complexes categorically.
result Spark character 2-functor factors through the constructed 2-functor.
Proves sufficient condition for 2D orbifolds to be good.
problem Characterizing 2D orbifolds as good.
method Analyzes orbifold fundamental groups for goodness.
result Connected 2D orbifolds with infinite orbifold fundamental group are good.
The paper defines conditions for good involutions in generalized Alexander quandles.
problem Determining conditions for good involutions in generalized Alexander quandles.
method Analyzing the structure of generalized Alexander quandles and their involutions.
result Classification of all good involutions in connected generalized Alexander quandles.
3D good continuation model explains stereo vision using neurogeometry.
problem Understanding how the brain processes 3D visual correspondence.
method Developed a neurogeometric model involving spatial and orientation disparities.
result Provides insight into neural organization and correspondence problem.
We study convex risk measures describing the upper and lower bounds of a good deal bound, which is a subinterval of a no-arbitrage pricing bound. We call such a convex risk measure a good deal valuation and give a set of equivalent conditions for its existence in terms of market. A good deal valuation is characterized …
Proves correspondence between harmonic and Higgs bundles.
problem Connecting harmonic and Higgs bundles for study.
method Kobayashi-Hitchin correspondence for polystable bundles.
result Establishes correspondence between good wild harmonic bundles and polystable good filtered λ-flat bundles. The study describes good involutions in quandles and Alexander quandles.
problem Characterizing and enumerating good involutions in quandles and Alexander quandles.
method Completely describing good involutions of free and subquandles of twisted conjugation quandles of groups, including Alexander quandles.
result Explicit mappings for good involutions of linear quandles up to order 23.
The study proves symplectic quandles cannot have good involutions.
problem Existence of good involutions in symplectic quandles.
method Investigation of necessary and sufficient conditions for good involutions.
result Nonexistence of good involutions in symplectic quandles.
This paper studies an environment of simultaneous, separate, first-price auctions for complementary goods. Agents observe private values of each good before making bids, and the complementarity between goods is explicitly incorporated in their utility. For simplicity, a model is presented with two first-price auctions …
FF algorithm uses goodness as a likelihood-ratio test for scalar normalization.
problem Training each layer locally with scalar goodness.
method FF algorithm uses a likelihood-ratio test with squared goodness as the sufficient statistic.
result The FF algorithm generalizes to anisotropic and heavy-tailed populations.
We study a notion of good-deal hedging, that corresponds to good-deal valuation for generalized good-deal constraints. Under model uncertainty about the market prices of risk of hedging assets, a robust approach leads to a reduction or even elimination of a speculative component in good-deal hedging, which is shown to …
Paper tackles good arm identification in stochastic bandits.
problem Identifying good arms with minimal samples.
method Proposes DGAI, a differentiable algorithm to improve sample complexity.
result DGAI outperforms baseline algorithms in synthetic and real-world datasets.
FF algorithm uses goodness as a measure of input quality, derived from likelihood-ratio tests.
problem Training each layer locally with a goodness measure.
method FF algorithm uses a likelihood-ratio test to define goodness, which is the sum of squared activations normalized between layers.
result The goodness measure is a sufficient statistic for a likelihood-ratio test, explaining the FF algorithm's performance.
Classifies good involutions in conjugation subquandles and racks.
problem Classifying quandles with good involutions for applications in surface-knot theory.
method Study of subquandles of conjugation quandles, including core quandles; analysis of good involutions of faithful racks.
result Sharp bounds on the number of good involutions of racks in these families.
New method freely slices good boundary links with specific conditions.
problem Slicing good boundary links with multiple components.
method Using a Seifert surface and homotopically trivial plus assumption.
result Provides new freely slice links and subsumes previous methods.
We shall provide in this paper good deal pricing bounds for contingent claims induced by the shortfall risk with some loss function. Assumptions we impose on loss functions and contingent claims are very mild. We prove that the upper and lower bounds of good deal pricing bounds are expressed by convex risk measures on …
A good cover in R^d is a collection of open contractible sets in R^d such that the intersection of any subcollection is either contractible or empty. Motivated by an analogy with convex sets, intersection patterns of good covers were studied intensively. Our main result is that intersection patterns of good covers are …
Study lenient regret and good-action identification in Gaussian process bandits.
problem Optimizing function values above a certain threshold in Gaussian process bandits.
method Study lenient regret notions and introduce algorithms for finding good actions.
result Upper and lower bounds on lenient regret for GP-UCB and elimination algorithms.
Kinetic models predict speculators' strategy can affect market prices.
problem Understanding how speculators' behavior affects market prices in a multi-agent exchange system.
method Developed kinetic equations to model interactions between dealers and speculators, using utility functions and mean quantities.
result Speculators' strategy can drive the price of goods towards a zone with marked utility for their group.
New algorithms find all ε-good arms in stochastic bandits.
problem Finding all arms with means above a specified threshold in stochastic bandits.
method Two algorithms introduced to identify all ε-good arms.
result Demonstrated great empirical performance on large datasets.
New theory shows perishable goods markets are more stable and efficient.
problem Lower stability and efficiency of markets for re-tradable assets compared to perishable goods.
method Reformulation of no-trade and no-arbitrage theorems in neoclassical finance.
result Perishable goods markets exhibit higher stability and efficiency.
New robustness test for kernel goodness-of-fit tests.
problem Lack of robustness in existing kernel goodness-of-fit tests.
method Proposes a new robust kernel goodness-of-fit test using kernel Stein discrepancy (KSD) balls.
result First robust kernel goodness-of-fit test addressing both qualitative and quantitative robustness.
We investigate the structure of good deal bounds, which are subintervals of a no-arbitrage pricing bound, for financial market models with convex constraints as an extension of Arai and Fukasawa (2014). The upper and lower bounds of a good deal bound are naturally described by a convex risk measure. We call such a risk…
GANs learn good data representations without labels.
problem Learning good data representations without labeled data.
method Adversarial learning of latent space representations.
result GANs can learn good mappings from simple priors to target data distributions.
Paper extends theorem on covering spaces and Jordan curves.
problem Covering and extending theorems for Alexandrov spaces.
method Introduces proximal homotopic cycles to extend the Mitsuishi-Yamaguchi theorem.
result Extensions of the Mitsuishi-Yamaguchi Good Covering Theorem and Jordan curve theorem.
The purpose of this paper is to produce restrictions on fundamental groups of manifolds admitting good complexifications by proving the following Cheeger-Gromoll type splitting theorem: Any closed manifold M admitting a good complexification has a finite-sheeted regular covering M1 such that M1 admits a fiber b…
APGAI identifies good arms anytime with fixed budget.
problem Identifying a good arm with a fixed sampling budget.
method An anytime algorithm for good arm identification in stochastic bandits.
result APGAI achieves efficient detection of good arms with upper bounds on probability of error and sampling complexity.
A monopolist sells goods with possibly a characteristic consumers dislike (for instance, he sells random goods to risk averse agents), which does not affect the production costs. We investigate the question whether using undesirable goods is profitable to the seller. We prove that in general this may be the case, depen…
Defines invariants for reflection groups and connects them to Frobenius structures.
problem Understanding invariants for reflection groups and their relation to Frobenius structures.
method Defines good basic invariants and shows their connection to Frobenius structures.
result Good basic invariants for reflection groups lead to Frobenius structure constants.
We discuss construction of coverings of the unit ball of a finite dimensional Banach space. The well known technique of comparing volumes gives upper and lower bounds on covering numbers. This technique does not provide a construction of good coverings. Here we apply incoherent dictionaries for construction of good cov…
This paper extends the Good Covering Theorem and Jordan Curve Theorem for proximal Alexandrov spaces.
problem Extending the Good Covering Theorem and Jordan Curve Theorem to proximal Alexandrov spaces.
method Introducing path cycles and using them to extend the Good Covering Theorem and Jordan Curve Theorem.
result Extensions of the Mitsuishi-Yamaguchi Good Covering Theorem and Jordan Curve Theorem for proximal Alexandrov spaces.
Study robust hedging and valuation under combined uncertainty about asset price drifts and volatilities.
problem Robust hedging and valuation under uncertainty about asset price drifts and volatilities.
method Non-dominated multiple priors approach to model uncertainty, worst-case good-deal bounds, coherent risk measures, second-order backward stochastic differential equations.
result Characterization of hedging strategies and good-deal bounds via solutions to backward stochastic differential equations.
Study optimal investment, consumption, and insurance for durable goods with stochastic depreciation risk.
problem Optimal investment, consumption, and insurance for an agent with durable goods facing stochastic depreciation risk.
method Homogeneous problem reduction to static optimisation, exploiting correlation between goods and asset prices, proving verification theorem.
result Existence and optimality of a constant-fraction strategy under explicit transversality conditions for different risk-aversion regimes.
This study calculates the maximum error of a famous estimation method.
problem Estimating rare items not seen in a sample.
method Characterizes the maximal mean-squared error of the Good-Turing estimator.
result Characterizes the maximal mean-squared error of the Good-Turing estimator.
Paper defines invariants for elliptic Weyl groups and connects them to Frobenius structures.
problem Defining invariants for elliptic Weyl groups.
method Defines a set of good basic invariants and shows their connection to Frobenius structures.
result Good basic invariants give flat invariants and structure constants of Frobenius structures.
We propose a simple quantitative model of Schumpeterian economic dynamics. New goods and services are endogenously produced through combinations of existing goods. As soon as new goods enter the market they may compete against already existing goods, in other words new products can have destructive effects on existing …
We develop the notion of the good pants homology and show that it agrees with the standard homology on closed surfaces (the good pants are pairs of pants whose cuffs have the length nearly equal to some large number R). Combined with our previous work on the Surface Subgroup Theorem, this yields a proof of the Ehrenpre…
New algorithm identifies good arms with fewer samples when thresholds are close.
problem Good arm identification in bandit problems with small threshold gaps.
method Proposes lil'HDoC algorithm to improve GAI under small threshold gaps.
result Sample complexity of first λ output arm is nearly identical to HDoC algorithm when thresholds are close.
A new bandit problem identifies good arms with minimal samples.
problem Identifying good arms with expected reward above a threshold.
method Stochastic multi-armed bandit problem with exploration-exploitation dilemma.
result Lower bound on sample complexity and efficient algorithm development.
Investment and consumption strategies with luxury goods for retirement age.
problem Optimal investment and consumption with heterogeneous goods and retirement timing.
method PDE and stochastic control theory, variational inequality, dual transformation.
result Optimal consumption strategies and retirement policies for utility maximizers.
The paper improves collapsing Alexandrov spaces results using good coverings.
problem Collapsing Alexandrov spaces with no proper extremal subsets.
method Application of good coverings of Alexandrov spaces.
result Construction of an infinitely long exact sequence of homotopy groups and a spectral sequence of cohomology groups.
Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an online learning approach with bandit feedback to model this problem and derive …
We consider the problem of classification using similarity/distance functions over data. Specifically, we propose a framework for defining the goodness of a (dis)similarity function with respect to a given learning task and propose algorithms that have guaranteed generalization properties when working with such good fu…
Develops strategies to minimize trading costs in volatile markets.
problem Minimizing trading costs in volatile markets with uncertain asset price paths.
method Constructs dynamic, pathwise optimal trade execution strategies using random Young differential equations.
result Good trade execution strategies minimize trading costs in a pathwise sense, not just expected costs.
Lipschitz homotopy stability for compact Alexandrov spaces without collapsing.
problem Stability of locally Lipschitz homotopy types of Alexandrov spaces.
method Good coverings and nerve complexes to establish Lipschitz homotopy equivalence.
result Stability result for moduli space of compact Alexandrov spaces.
Aims to create a world model without baggage, achieving good performance.
problem Creating world models without baggage and limitations.
method Self-supervised representation learning, frame and action stacking, data augmentation.
result Good performance on the Atari 100k benchmark.
We calculate the dynamics of tax evasion within a multi-agent econophysics model which is adopted from the theory of magnetism and previously has been shown to capture the main characteristics from agent-based based models which build on the standard Allingham and Sandmo approach. In particular, we implement a feedback…
Improved SSD for faster and more accurate goodness-of-fit tests and model learning.
problem Optimal slicing directions for SSD are computationally expensive and sub-optimal.
method Relaxed optimal slicing requirement, active sub-space construction, spectral decomposition.
result 14-80x speed-up in goodness-of-fit tests compared to gradient-based alternatives.