arXiv research

In this paper, we introduce the notions of logarithmic Poisson structure and logarithmic principal Poisson structure; we prove that the latter induces a representation by logarithmic derivation of the module of logarithmic Kahler differentials; therefore, it induces a differential complex from which we derive the notio…

Logarithmic connections on principal bundles over normal varieties are studied.

Uniform heat kernel and diffusion bridge asymptotics for sub-Riemannian geometry.

Study flat connections with logarithmic singularities on complex plane curves.

In this work, we give a formula for the logarithmic invariant of knots in terms of certain derivatives of the colored Jones invariant. This invariant is related to the logarithmic conformal field theory, and was defined by using the centers in the radical of the restricted quantum group at root of unity. A relation bet…

Law of iterated logarithm derived from betting strategy.

The paper proves a logarithmic partial derivative lemma and applies it to several geometric problems.

Characterizes the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.

Derives gradient estimate for a specific nonlinear parabolic equation on Finsler manifolds.

Study excess logarithmic residues for foliations to bound invariant hypersurfaces and test log canonicity.

We generalize Cartan's logarithmic derivative of a smooth map from a manifold into a Lie group $G$ to smooth maps into a homogeneous space $M=G/H$, and determine the global monodromy obstruction to reconstructing such maps from infinitesimal data. The logarithmic derivative of the embedding of a submanifold $Σ\subset M…

Study of conformal logarithmic Laplacian on sphere, connecting Yamabe problems and Sobolev spaces.

Logarithmic regret for continuous-time reinforcement learning.

We develop a new theoretical framework, the \emph{envelope complexity}, to analyze the minimax regret with logarithmic loss functions and derive a Bayesian predictor that adaptively achieves the minimax regret over high-dimensional $\ell_1$-balls within a factor of two. The prior is newly derived for achieving the mini…

We derive a numerical algorithm for evaluating the Riemannian logarithm on the Stiefel manifold with respect to the canonical metric. In contrast to the existing optimization-based approach, we work from a purely matrix-algebraic perspective. Moreover, we prove that the algorithm converges locally and exhibits a linear…

We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary solutions are also considered. The arguments are based on local martingales, althou…

In this paper, we prove the concavity of $p$-entropy power of probability densities solving the $p$-heat equation on closed Riemannian manifold with nonnegative Ricci curvature. As applications, we give new proofs of $L^p$-Euclidean Nash inequality and $L^p$-Euclidean Logarithmic Sobolev inequality, moreover, an improv…

This paper consists of two parts. In the first part we show that in odd dimension, as well as in even dimension below the critical weight (i.e. half the dimension), the logarithmic singularities of Schwartz kernels and Green kernels of conformal invariant pseudodifferential operators are linear combinations of Weyl con…

Study heat flow on changing surfaces, proving existence and uniqueness.

New MD algorithms using Tempesta logarithms for machine learning.

A new method for efficiently computing derivatives of skew-symmetric matrix exponentials.

In this note, we derive a new logarithmic Sobolev inequality for the heat kernel on the Heisenberg group. The proof is inspired from the historical method of Leonard Gross with the Central Limit Theorem for a random walk. Here the non commutative nature of the increments produces a new gradient which naturally involves…

Researchers map the fundamental group of polynomial strata to a braid group.

Stabilization technique applied to curve shortening flow in 3D space.

The logarithmic Riemann surface Sigma_{log} is a classical holomorphic 1-manifold. It lives into R^4 and induces a covering space of C - 0 defined by exp. This paper suggests a geometric construction of it, derived as the limit of a sequence of vector fields extending exp suitably to embeddings of C into R^3, which tur…

New formulas for geodesics on Stiefel and flag manifolds using trust-region method.

In this note, we derive the characteristic function expansion for logarithm of the underlying asset price in corrected Heston model as proposed by Fouque and Lorig.

The study improves Bochner inequality on Finsler manifolds to derive important inequalities.

We derive a logarithmic Sobolev inequality along the Ricci flow without any restriction on time, which depends only on the initial metric via rudimentary geometric data, assuming only that a certain first eigenvalue is positive. As a consequence we obtain a uniform Sobolev inequality along the Ricci flow without any re…

In this note, we derive concentration inequalities for random vectors with subGaussian norm (a generalization of both subGaussian random vectors and norm bounded random vectors), which are tight up to logarithmic factors.

New bounds for Bayesian bandits show prior improves performance.

We bring together those systems of hydrodynamical type that can be written as geodesic equations on diffeomorphism groups or on extensions of diffeomorphism groups with right invariant $L^2$ or $H^1$ metrics. We present their formal derivation starting from Euler's equation, the first order equation satisfied by the ri…

We study a phenomenological model for the continuous double auction, equivalent to two independent $M/M/1$ queues. The continuous double auction defines a continuous-time random walk for trade prices. The conditions for ergodicity of the auction are derived and, as a consequence, three possible regimes in the behavior …

Paper analyzes solutions to quasilinear elliptic equations on manifolds using Nash-Moser iteration.

This paper investigates optimal portfolio strategies in a financial market where the drift of the stock returns is driven by an unobserved Gaussian mean reverting process. Information on this process is obtained from observing stock returns and expert opinions. The latter provide at discrete time points an unbiased est…

We derive PAC-Bayesian learning guarantees for heavy-tailed losses, and obtain a novel optimal Gibbs posterior which enjoys finite-sample excess risk bounds at logarithmic confidence. Our core technique itself makes use of PAC-Bayesian inequalities in order to derive a robust risk estimator, which by design is easy to …

An efficient algorithm for Riemannian logarithm on Stiefel manifold family.

Method calculates systolic length of modular curves.

An affine rearrangement inequality is established which strengthens and implies the recently obtained affine Pólya--Szegö symmetrization principle for functions on $\mathbb{R}^n$. Several applications of this new inequality are derived. In particular, a sharp affine logarithmic Sobolev inequality is established which i…

Study on minimal surfaces in Heisenberg group with duality formula.

In the paper, the author studies properties of three functions relating to the exponential function and the existence of partitions of unity, including accurate and explicit computation of their derivatives, analyticity, complete monotonicity, logarithmically complete monotonicity, absolute monotonicity, and the like.

Computes the decomposition of rank-three bundles over the projective line with three marked points.

We derive new results related to the portfolio choice problem for power and logarithmic utilities. Assuming that the portfolio returns follow an approximate log-normal distribution, the closed-form expressions of the optimal portfolio weights are obtained for both utility functions. Moreover, we prove that both optimal…

Optimizes portfolios with utility theory, diversification, and leverage.

We consider strictly convex hypersurfaces which are evolving by the non-parametric logarithmic Gauss curvature flow subject to a Neumann boundary condition. Solutions are shown to converge smoothly to hypersurfaces moving by translation. In particular, for bounded domains we prove that convex functions with prescribed …

Paper connects Fenchel-Willmore and Sobolev inequalities for submanifolds in curved spaces.

This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the $L^p$ norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds …

We give a new, very general, formulation of the compressed sensing problem in terms of coordinate projections of an analytic variety, and derive sufficient sampling rates for signal reconstruction. Our bounds are linear in the coherence of the signal space, a geometric parameter independent of the specific signal and m…