Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.
problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.
Let M be any n dimensional smooth manifold and PM be the space of all smooth paths, then we showed that PM is a smooth manifold modelled over a complete normable space. We discussed many geometric structure on Path spaces and its relation to ambient space.
Solves infinite horizon portfolio problem with path-dependent labor income.
problem Infinite horizon portfolio choice with path-dependent labor income.
method Solves an infinite dimensional stochastic optimal control problem using explicit solutions to the HJB equation.
result Explicit solutions to the optimal controls in feedback form are found.
Local gluing connects flow lines in finite time intervals.
problem Connecting flow lines in finite time intervals.
method Functional analytic approach to define local gluing map.
result Explicit construction of local gluing map in Euclidean case; intricate construction in non-Euclidean case.
Develops a new algebraic framework for differential geometry of infinite dimensional spaces.
problem Creating a differential geometry for infinite dimensional spaces without topology or local coordinates.
method Introduces a general algebraic framework for lifted geometry applicable to various infinite dimensional spaces.
result Stokes' Theorem appears as a form of differentiability in the lifted geometry of spaces of submanifolds.
We develop a Malliavin calculus on the horizontal path space of a totally geodesic Riemannian foliation. As a first application, under suitable assumptions, we prove a log-Sobolev inequality for a natural one-parameter family of infinite-dimensional Ornstein-Uhlenbeck type operators. As a second application, we obtain …
Develops methods for estimating constrained function-valued parameters in infinite-dimensional models.
problem Estimating function-valued parameters with structural constraints in complex models.
method Characterizes constrained solutions as minimizers of penalized population risk, using a Lagrange-type formulation and path through unconstrained space.
result Proposes estimators that achieve optimal risk and constraint satisfaction, applicable across various statistical learning approaches.
A 3D space of hyperbolic manifolds is connected but not path-connected.
problem Proving connectivity and non-path-connectedness of framed hyperbolic 3-manifolds.
method Two proofs using density theorems for Kleinian groups, constructing dense sets of framings, and discussing paths.
result The space of framed infinite volume hyperbolic 3-manifolds is not path-connected.
The infinite Viterbi alignment is the limiting maximum a-posteriori estimate of the unobserved path in a hidden Markov model as the length of the time horizon grows. For models on state-space Rd satisfying a new ``decay-convexity'' condition, we develop an approach to existence of the infinite Viterbi ali…
For a principal bundle P→M equipped with a connection Aˉ, we study an infinite dimensional bundle PAˉdecP over the space of paths on M, with the points of PAˉdecP being horizontal paths on P decorated with elements of a second structure group. We co…
The paper solves optimal control problems for stochastic delay equations.
problem Optimal control of stochastic delay differential equations.
method Rewriting the problem in an infinite-dimensional Hilbert space, using dynamic programming and viscosity solutions.
result Characterizes the value function as the unique viscosity solution of the Hamilton-Jacobi-Bellman equation.
We establish a local function version of a classical result claiming that a bivector field on a manifold M is Poisson if and only if cotangent paths form a coisotropic set of the infinite dimensional symplectic manifold of paths valued in T∗M. Our purpose here is to prove this result without using the Banach manif…
The study examines moduli spaces of metrics with positive Ricci or non-negative sectional curvature on sphere bundles.
problem Classifying and understanding moduli spaces of metrics with specific curvature properties on sphere bundles.
method Analyzing total spaces of S7-bundles over S8 and quotients of Milnor and Shimada spheres. result The moduli space of metrics has infinitely many path components.
We generalize the classical Bochner formula for the heat flow on evolving manifolds (M,gt)t∈[0,T] to an infinite-dimensional Bochner formula for martingales on parabolic path space PM of space-time M=M×[0,T]. Our new Bochner formula and the inequalities that follow from it a…
Using symplectic techniques and spectral analysis of smooth paths of self-adjoint operators, we characterize the set of conjugate instants along a geodesic in an infinite dimensional Riemannian Hilbert manifold.
Generalizes Li-Yau Harnack inequality to path space of manifolds.
problem Extending classical Harnack inequalities to infinite-dimensional path space.
method Defines finite-dimensional gradients and Laplacians on path space, proving a generalized Harnack inequality.
result Established a new Harnack inequality on path space of manifolds.
Universal approximation theorem for differentiable maps on infinite-dimensional manifolds
problem Approximation of differentiable maps on infinite-dimensional manifolds
method Weighted universal approximation theorem
result Universal approximation theorem for differentiable maps
Study shows infinitely many path components for positive Ricci curvature metrics on certain spin manifolds.
problem Understanding the space of metrics with positive Ricci curvature on spin manifolds.
method Analyzing spin manifolds of dimension 4k-1 for k ≥ 2, focusing on metrics with a specific property.
result The space of metrics has infinitely many path components.
Generalizes neural network approximation to infinite-dimensional manifolds and derivatives.
problem Approximating differentiable maps on infinite-dimensional manifolds.
method Proves a weighted Nachbin theorem to establish universal approximation for differentiable maps, including derivatives.
result Linear functions of the signature can approximate path space functionals including their derivatives.
This paper tackles the topology of infinite-dimensional fiber spaces.
problem Classifying and understanding the topological structure of infinite-dimensional fiber spaces.
method Algebraic and differential topology, focusing on the homotopy type of the moduli space of fibrations.
result Explicit homotopy calculations for low-dimensional cases, completing the solution for dimensions up to three.
Let M be a U(1) bundle over a smooth Riemann surface. I show that for Chern-Simons theory on M, with structure group G, the path integral is an integral over the space of G-connections on the Riemann surface involving characteristic classes as well as a certain 4-dimensional class that comes from a universal bundle. Wh…
Study shows infinite families of manifolds with nonnegative curvature.
problem Finding nonnegatively curved metrics on manifolds.
method Exhibited infinite families of manifolds with specific properties.
result Moduli space of nonnegatively curved metrics has infinitely many components.
FFM generates functions between Gaussian and data distributions.
problem Generating functions between Gaussian and data distributions.
method Define a path of measures, learn a vector field to generate this path.
result FFM outperforms other function-space generative models.
A new method detects anomalies in multivariate streams without unit dependence.
problem Detect anomalies in multivariate streams without unit dependence.
method Proposes SigMahaKNN combining variance norm and path signature.
result SigMahaKNN detects anomalies better than existing methods.
The paper proves a category of dg manifolds with finite positive amplitude.
problem Understanding the structure of dg manifolds with finite positive amplitude.
method Using path spaces and homotopy transfer theorem for curved L∞[1]-algebras. result Proves that dg manifolds of finite positive amplitude form a category of fibrant objects.
Study shows infinitely many metrics with nonnegative sectional or positive Ricci curvature on specific 5D quotients.
problem Finding metrics with specific curvature properties on Brieskorn quotients.
method Analyzing moduli spaces of metrics with nonnegative sectional or positive Ricci curvature.
result Moduli spaces have infinitely many path components for both nonnegative sectional and positive Ricci curvature.
Functional input neural networks approximate continuous functions on weighted spaces.
problem Approximating continuous functions on infinite-dimensional weighted spaces.
method Additive family mapping, non-linear activation, linear readouts, Stone-Weierstrass theorem.
result Global universal approximation of continuous functions on weighted spaces.
Volterra signature provides a clear, interpretable feature for history-dependent systems.
problem Learning from non-Markovian time series with implicit memory mechanisms.
method Develops Volterra signature as a tensor algebra representation weighted by a temporal kernel, proving injectivity and universal approximation.
result Volterra signature leads to linear functionals and universal approximation, improving dynamic learning tasks.
Extends PF submanifold results and connects Kac-Moody spaces.
problem Computational results and submanifold geometry of PF actions.
method Defines isomorphism between Hilbert spaces, shows equivariance, and uses parallel transport.
result Shows natural isomorphism between Kac-Moody spaces of group type.
Estimates path-valued data using signature metrics and local kernels.
problem Nonparametric regression and classification for path-valued data.
method Combines signature transform and local kernel regression.
result Establishes convergence bounds and demonstrates competitive accuracy.
Study uses Bayes Hilbert framework to recover probability measure flows from sensors.
problem Recovering probability measure flows from moving sensors in a Hilbert space.
method Bayes Hilbert framework, minimum-energy transport, linearization, variational theory.
result Localized sensors can recover reduced path directions but not full state space.
We give a new construction of the holonomy and fundamental groupoids of a singular foliation. In contrast with the existing construction of Androulidakis and Skandalis, our method proceeds by taking a quotient of an infinite dimensional space of paths. This strategy is a direct extension of the classical construction f…
Starting from a sequence of independent Wright-Fisher diffusion processes on [0,1], we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $MbeacompleteRiemnnianmanifoldandμthedistributionofthediffusionprocessgeneratedby\ff 1 2\DD+ZwhereZ$…
3D hyperbolic spaces have endless simple paths.
problem Finding simple paths in complex 3D spaces.
method Analyzing geodesics in hyperbolic 3-manifolds.
result Cusped hyperbolic 3-manifolds have infinitely many simple closed geodesics.
The paper studies curvatures and austere properties of orbits in symmetric spaces.
problem Analyzing curvatures and austere properties of orbits in symmetric spaces.
method Using Hermann actions and hyperpolar properties, the paper derives explicit formulas for principal curvatures and conditions for orbits to be austere.
result The paper provides conditions for orbits to be austere and extends previous results to a larger class of infinite-dimensional submanifolds.
In this article, we will formulate a mathematical framework that allows us to treat character animations as points on infinite dimensional Hilbert manifolds. Constructing geodesic paths between animations on those manifolds allows us to derive a distance function to measure similarities of different motions. This appro…
Geodesics on Kähler manifold potentials are paths of least action.
problem Understanding geodesics on the space of Kähler potentials.
method Study Lagrangians and geodesics on the Fréchet manifold of Kähler potentials, showing geodesics are paths of least action.
result Geodesics on the space of Kähler potentials are paths of least action, and conversely under suitable conditions.
Develops derived differential geometry theory.
problem Homotopy and intersection in smooth manifolds.
method Using L∞[1]-algebras and homotopy transfer. result Derived manifolds form a category of fibrant objects.
We investigate the short-time expansion of the heat kernel of a Laplace type operator on a compact Riemannian manifold and show that the lowest order term of this expansion is given by the Fredholm determinant of the Hessian of the energy functional on a space of finite energy paths. This is the asymptotic behavior to …
We show that the moduli space of metrics of nonnegative sectional curvature on every homotopy RP5 has infinitely many path components. We also show that in each dimension 4k+1 there are at least 22k homotopy RP4k+1s of pairwise distinct oriented diffeomorphism type for which the…
Novel signature approach for pricing and hedging path-dependent options with market frictions.
problem Pricing and hedging path-dependent options with market frictions.
method Signature approach, mean-quadratic variation criterion, non-standard infinite-dimensional Riccati equations, time-augmented signature, non-Markovian stochastic control problem.
result Effective hedging strategies in frictional markets with low-truncated signature approximations.
Introduces infinite-dimensional differential geometry using Bastiani calculus.
problem Calculus breakdown in infinite-dimensional settings.
method Uses Bastiani calculus for directional derivatives.
result Develops and connects infinite-dimensional Lie groups and weak Riemannian geometry.
New method infers population dynamics from snapshots using path space optimization.
problem Recover dynamics of a population from its temporal marginals.
method Grid-free algorithm using Schrödinger bridges coupled via noisy gradient descent in mean-field limit.
result Global convergence to min-entropy estimator with end-to-end theoretical guarantees.
We introduce cylindrical projections to simulate infinite-dimensional occupation flows of diffusions.
problem Computational intractability of infinite-dimensional occupation flows of diffusions.
method Introduce cylindrical projections to approximate the occupation flow via a finite-dimensional system.
result Strong convergence of cylindrical projections to the initial process with derived rates.
We present an explicit realization of abelian extensions of infinite dimensional Lie groups using abelian extensions of path groups, by generalizing Mickelsson's approach to loop groups and the approach of Losev-Moore-Nekrasov-Shatashvili to current groups. We apply our method to coupled cocycles on current Lie algebra…
We study the geometry of Lie groups G with a continuous Finsler metric, assuming the existence of a subgroup K such that the metric is right-invariant for the action of K. We present a systematic study of the metric and geodesic structure of homogeneous spaces M obtained by the quotient M≃G/K. Of partic…
We extend the notion of unicorn paths between two arcs introduced by Hensel, Przytycki and Webb to the case where we replace one arc with a geodesic asymptotic to a lamination. Using these paths, we give new proofs of the results of Klarreich and Schleimer identifying the Gromov boundaries of the curve graph and the ar…
This work explores functional expansions to handle path dependence in various fields.
problem Path dependence and infinite-dimensional problems in non-Markovian systems.
method Generalizes Wiener series and functional Taylor expansion to handle static and dynamic functionals.
result Elegant separation of functionals from future trajectories in dynamic cases.