arXiv research

The paper proposes methods to directly optimize complex classification metrics.

We prove that the natural principal parameters on a given Weingarten surface are also natural principal parameters for the parallel surfaces of the given one. As a consequence of this result we obtain that the natural PDE of any Weingarten surface is the natural PDE of its parallel surfaces. We show that the linear fra…

Method predicts LFSM increments from past observations using codifference.

On any space-like W-surface in the three-dimensional Minkowski space we introduce locally natural principal parameters and prove that such a surface is determined uniquely up to motion by a special invariant function, which satisfies a natural non-linear partial differential equation. This result can be interpreted as …

A method for finding most influential sets reduces a complex problem to a sequence of simpler top-$k$ problems.

Geometry of the tracks left by a bicycle is closely related with the so-called Prytz planimeter and with linear fractional transformations of the complex plane. We describe these relations, along with the history of the problem, and give a proof of a conjecture made by Menzin in 1906.

This paper has been withdrawn since it is superated by the latest version of arXiv:0812.1139 (this is the version which will appear in Rend. Circ. Mat. Palermo; it is a strengthening and elaboration of a paper published in Math. Proc. Camb. Phil. Soc. 144, 397-401 (2008))

New classifiers ensure fairness by adjusting a base classifier's operating characteristics.

New framework for fair classification in adversarial settings with provable guarantees.

We consider the following problem: for which classes of finite groups, and in particular finite simple groups, does the minimal dimension of a faithful, smooth action on a homology sphere coincide with the minimal dimension of a faithful, linear action on a sphere? We prove that the two minimal dimensions coincide for …

Deep learning improves Hurst parameter estimation for fractional processes.

For each $n > 0$ there is a one complex parameter family of homeomorphisms of the circle consisting of linear fractional transformations `conjugated by $z \to z^n$'. We show that these families are free of relations, which determines the structure of `the group of homeomorphisms of finite type'. We also discuss a numbe…

Develops algorithms for optimizing multi-label metrics with provable guarantees.

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. Thi…

We construct a local action of the group of rational maps from $S^2$ to $GL(n,C)$ on local solutions of flows of the ZS-AKNS $sl(n,C)$-hierarchy. We show that the actions of simple elements (linear fractional transformations) give local Bäcklund transformations, and we derive a permutability formula from different fact…

Method constructs spirals with given tangents and curvatures.

Given a binary prediction problem, which performance metric should the classifier optimize? We address this question by formalizing the problem of Metric Elicitation. The goal of metric elicitation is to discover the performance metric of a practitioner, which reflects her innate rewards (costs) for correct (incorrect)…

We study time-like surfaces in the three-dimensional Minkowski space with diagonalizable second fundamental form. On any time-like W-surface we introduce locally natural principal parameters and prove that such a surface is determined uniquely (up to motion) by a special invariant function, which satisfies a natural no…

H. Sato introduced a Schwarzian derivative of a contactomorphism of three-dimensional Euclidean space and with T. Ozawa described its basic properties. In this note their construction is extended to all odd dimensions and to non-flat contact projective structures. The contact projective Schwarzian derivative of a conta…

Framework for fair classification with noisy protected attributes and provable guarantees.

The only finite nonabelian simple group acting on a homology 3-sphere - necessarily non-freely - is the dodecahedral group $\Bbb A_5 \cong {\rm PSL}(2,5)$ (in analogy, the only finite perfect group acting freely on a homology 3-sphere is the binary dodecahedral group $\Bbb A_5^* \cong {\rm SL}(2,5)$). In the present pa…

We show that the only finite nonabelian simple groups which admit a locally linear, homologically trivial action on a closed simply connected 4-manifold $M$ (or on a 4-manifold with trivial first homology) are the alternating groups $A_5$, $A_6$ and the linear fractional group PSL(2,7) (we note that for homologically n…

Solves steering problem with continuous time, Hilbert-Schmidt cost, and matrix ODEs.

A framework integrates machine learning with robust control for safer, more reliable systems.

The study connects fairness constraints with optimal transport to derive new insights in classification.

A finite nonabelian simple group does not admit a free action on a homology sphere, and the only finite simple group which acts on a homology sphere with at most 0-dimensional fixed point sets ("pseudofree action") is the alternating group A_5 acting on the 2-sphere. Our first main theorem is the finiteness result that…

While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from {\em small} data. In particular, we introduce \emph{hidden physics models}, which are essentially data-efficien…

Let $F$ be a countable family of rational functions of two variables with real coefficients. Each rational function $f\in F$ can be thought as a continuous function $f:dom(f)\to\bar R$ taking values in the projective line $\bar R=R\cup\{\infty\}$ and defined on a cofinite subset $dom(f)$ of the torus $\bar R^2$. Then t…

Proposes a method to classify binary data from multiple unlabeled datasets.

This paper offers a precise analytical characterization of the distribution of returns for a portfolio constituted of assets whose returns are described by an arbitrary joint multivariate distribution. In this goal, we introduce a non-linear transformation that maps the returns onto gaussian variables whose covariance …

Study financial contagion and risk in sparse networks with directed edges.

Unified surrogate loss framework for multi-label learning with strong consistency guarantees.

This thesis formalizes metric selection for machine learning applications.

New method for fair resource allocation in AI-aware networks with unknown utility functions.

Optimizes portfolios with utility theory, diversification, and leverage.

New algorithm tackles unknown utility network resource allocation.

Study robust utility maximization with uncertain continuous semimartingales.

Theory integrates loss aversion into expected utility for monetary returns.

The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between probability and utility through the notion of a utility density function. According…

This paper studies stability of the exponential utility maximization when there are small variations on agent's utility function. Two settings are considered. First, in a general semimartingale model where random endowments are present, a sequence of utilities defined on R converges to the exponential utility. Under a …

Study adds investment gains and losses to recursive utility model, proving existence and uniqueness of utility process.

Novel framework for portfolio selection considering utility and risk.

Closed-form optimal portfolios for exponential utility in small/large markets.

The purpose of this paper relies on the study of long term yield curves modeling. Inspired by the economic litterature, it provides a financial interpretation of the Ramsey rule that links discount rate and marginal utility of aggregate optimal consumption. For such a long maturity modelization, the possibility of adju…

The paper examines utility maximization in markets with hidden Gaussian drift, finding restrictions on model parameters.

Study on hedging with delayed strategies for exponential utility maximization.

Bayesian optimization method for privacy-utility trade-off.

This paper solves a coinsurance problem using fuzzy numbers and expected utility operators.