We classify (up to local isometry) the maximally supersymmetric solutions of the eleven- and ten-dimensional supergravity theories. We find that the AdS solutions, the Hpp-waves and the flat space solutions exhaust them.
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In this work we determine bifurcation instants for 1-parameter families of solutions to the Yamabe problem defined on maximal flag manifolds. We also study the local rigidity points, namely, a isolated solution of the Yamabe problem.
We construct low regularity solutions of the vacuum Einstein constraint equations. In particular, on 3-manifolds we obtain solutions with metrics in $H^s\loc$ with . The theory of maximal asymptotically Euclidean solutions of the constraint equations descends completely the low regularity setting. Moreove…
We construct and study a family of double-periodic almost entire solutions of the maximal surface equation. The solutions are parameterized by a submanifold of -matrices (the so-called generating matrices). We show that the constructed solutions are either space-like or of mixed type with the light-cone type…
Maximally hyperbolic solutions contain future neighborhoods of intersecting hypersurfaces.
problem Maximally globally hyperbolic solutions of higher-dimensional vacuum Einstein equations.
method Analyzing intersections of characteristic hypersurfaces.
result Contains a future neighborhood of intersecting hypersurfaces.
The effectiveness of utility-maximization techniques for portfolio management relies on our ability to estimate correctly the parameters of the dynamics of the underlying financial assets. In the setting of complete or incomplete financial markets, we investigate whether small perturbations of the market coefficient pr…
Dynamic submodular maximization with consistency constraints.
problem Maximizing submodular functions in a streaming environment with limited changes.
method Algorithms with trade-offs between consistency and approximation quality.
result Effective algorithms for real-world applications.
Anisotropic curvature flow of networks shows unique solutions and behavior under finite time.
problem Existence and behavior of networks under anisotropic curvature flow.
method Existence, uniqueness, and regularity of maximal geometric solutions proven.
result Existence of maximal geometric solutions and behavior under finite time.
The notion of maximal extension of a globally hyperbolic space-time arises from the notion of maximal solutions of the Cauchy problem associated to the Einstein's equations of general relativity. In 1969 Choquet-Bruhat and Geroch proved that if the Cauchy problem has a local solution, this solution has a unique maximal…
Maximal solution of a PDE shows boundary smoothness for certain domains.
problem Boundary behavior of solutions to a specific PDE.
method Reduction to a nonlinear Fuchsian elliptic PDE.
result Hyperbolic radius is smooth up to the boundary.
Solves utility maximization for delayed informed investors.
problem Maximizing utility in a discrete time framework with delayed information.
method Utilizes theory from [4] and optimal portfolio guessing.
result Solution for exponential utility maximization in a multivariate normal setting with delay.
We show that a Born-Infeld soliton can be realised either as a spacelike minimal graph or timelike minimal graph over a timelike plane or a combination of both away from singular points. We also obtain some exact solutions of the Born-Infeld equation from already known solutions to the maximal surface equation. Further…
Proposes MEDM to balance entropy minimization and diversity maximization for better domain adaptation.
problem Trivial solutions in entropy minimization for unsupervised domain adaptation.
method Introduces diversity maximization to balance with entropy minimization, controlled by deep embedded validation.
result MEDM outperforms state-of-the-art methods on four domain adaptation datasets.
Inexact acquisition solutions in BO lead to sublinear cumulative regret.
problem Inexact maximization of acquisition functions in Bayesian optimization.
method Define inaccuracy measure, establish cumulative regret bounds for GP-UCB and GP-TS.
result Inexact BO algorithms can achieve sublinear cumulative regret under appropriate inaccuracy conditions.
Investment and consumption strategy optimized under uncertain conditions.
problem Optimal investment and consumption under logarithmic utility and uncertainty model.
method Characterized using quadratic BSDE.
result Optimal solution found.
This paper is concerned with properties of maximal solutions of the Ricci and cross curvature flows on locally homogeneous three-manifolds of type SL(2,R). We prove that, generically, a maximal solution originates at a sub-Riemannian geometry of Heisenberg type. This solves a problem left open in earlier work by two of…
Study constructs solutions for evolving hypersurfaces using inverse spacetime mean curvature.
problem Evolution of hypersurfaces in spacetime.
method Weak solutions for hypersurfaces evolving along inverse spacetime mean curvature in asymptotically flat maximal initial data sets.
result Weak solution detects both future- and past-trapped apparent horizons.
Tick-by-tick liquidity provision aims to maximize fees and reserves.
problem Maximizing fees and reserves in concentrated liquidity.
method Convex optimization for tick-level liquidity provision.
result Concentrating liquidity around current price is not always best.
In this paper, we study the Dirichlet problem associated to the maximal surface equation. We prove the uniqueness of bounded solutions to this problem in unbounded domain in R^2.
In this paper, we prove global second derivative estimates for solutions of the Dirichlet problem for the Monge-Ampere equation when the inhomogeneous term is only assumed to be Holder continuous. As a consequence of our approach, we also establish the existence and uniqueness of globally smooth solutions to the second…
We study the problem of online influence maximization in social networks. In this problem, a learner aims to identify the set of "best influencers" in a network by interacting with it, i.e., repeatedly selecting seed nodes and observing activation feedback in the network. We capitalize on an important property of the i…
We study utility maximization for power utility random fields with and without intermediate consumption in a general semimartingale model with closed portfolio constraints. We show that any optimal strategy leads to a solution of the corresponding Bellman equation. The optimal strategies are described pointwise in term…
Investor maximizes utility from an unknown claim using robust optimization.
problem Maximizing utility from an unknown contingent claim.
method Robust optimization with quantile formulation and variational inequalities.
result Optimal trading strategy and utility indifference price determined.
The paper finds maximal metrics on Euclidean spaces.
problem Finding maximal elements in moduli spaces of Riemannian metrics.
method Defining a preorder on moduli space by isometry groups and identifying maximal elements.
result Constructs many examples of maximal metrics on Euclidean spaces.
Lorentz meets Lipschitzmath.DG
Maximal causal curves for Lipschitz metrics are either lightlike or timelike.
problem Characterizing maximal causal curves for Lipschitz metrics.
method Analyzing the parametrization and geodesic equation for maximal causal curves in terms of Filippov solutions.
result Maximal causal curves for Lipschitz metrics are either everywhere lightlike or everywhere timelike.
This article studies quadratic semimartingale BSDEs arising in power utility maximization when the market price of risk is of BMO type. In a Brownian setting we provide a necessary and sufficient condition for the existence of a solution but show that uniqueness fails to hold in the sense that there exists a continuum …
Study on utility maximization with Tsallis entropy in reinforcement learning.
problem Exploring utility maximization with Tsallis entropy in reinforcement learning.
method Introducing Tsallis entropy regularizer to induce exploration, investigating specific examples, characterizing well-posedness, designing reinforcement learning algorithm.
result Characterized well-posedness and provided semi-closed-form solutions for specific examples, found distinct optimal strategies.
We show that the maximally supersymmetric pp-waves of IIB superstring and M-theories can be obtained as a Penrose limit of the supersymmetric AdS x S solutions. In addition we find that in a certain large tension limit, the geometry seen by a brane probe in an AdS x S background is either Minkowski space or a maximally…
Single-Solution Hypervolume Maximization and its use for Improving Generalization of Neural Networkscs.LG
This paper introduces the hypervolume maximization with a single solution as an alternative to the mean loss minimization. The relationship between the two problems is proved through bounds on the cost function when an optimal solution to one of the problems is evaluated on the other, with a hyperparameter to control t…
Investment strategy optimizes risk using a specific risk measure.
problem Optimizing investment with risk controlled by a weighted entropic risk measure.
method Investigation of expected utility maximization and risk minimization problems with solutions provided iteratively.
result Explicit characterization of solutions to optimization problems.
Local equivalence shown between specific distributions and flat Cartan distribution.
problem Establishing local equivalence between specific distributions and flat Cartan distribution.
method Change of coordinates mapping specific distributions to flat Cartan distribution.
result Local equivalence between maximally symmetric -distributions and flat Cartan distribution.
M-theory preons -- solutions of eleven-dimensional supergravity preserving 31 supersymmetries -- have recently been shown to be locally maximally supersymmetric. This implies that if preons exist they are quotients of maximally supersymmetric solutions. In this paper we show that no such quotients exist. This is achiev…
Information-maximization clustering learns a probabilistic classifier in an unsupervised manner so that mutual information between feature vectors and cluster assignments is maximized. A notable advantage of this approach is that it only involves continuous optimization of model parameters, which is substantially easie…
The paper studies the robust maximization of utility of terminal wealth in the diffusion financial market model. The underlying model consists with risky tradable asset, whose price is described by diffusion process with misspecified trend and volatility coefficients, and non-tradable asset with a known parameter. The …
In this paper, we study the exterior problem for the maximal surface equation. We obtain the precise asymptotic behavior of the exterior solution at infinity. And we prove that the exterior Dirichlet problem is uniquely solvable given admissible boundary data and prescribed asymptotic behavior at infinity.
We find maximal representatives within equivalence classes of metric spheres. For Ahlfors regular spheres these are uniquely characterized by satisfying the seemingly unrelated notions of Sobolev-to-Lipschitz property, or volume rigidity. We also apply our construction to solutions of the Plateau problem in metric spac…
In 1966, Jenkins and Serrin gave existence and uniqueness results for infinite boundary value problems of minimal surfaces in the Euclidean space, and after that such solutions have been studied by using the univalent harmonic mapping theory. In this paper, we show that there exists a one-to-one correspondence between …
Two derivations of PCA for distributional data.
problem PCA for datasets of distributions.
method Two derivations: variance maximization and reconstruction error minimization.
result Closed-form solution for distributional PCA.
Study optimal investment and consumption in incomplete markets with nonlinear expectations.
problem Utility maximization in incomplete markets with general constraints.
method Utilizes -martingale method to solve optimization problem for various utility functions.
result Characterizes optimal investment-consumption strategy through quadratic BSDE solutions.
Researchers solve a Plateau problem for maximal surfaces in pseudo-hyperbolic spaces.
problem Finding maximal surfaces with given boundary curves in pseudo-hyperbolic spaces.
method Defined and proved the existence of unique solutions using asymptotic Plateau problem and analysis of pseudo-holomorphic curves.
result Existence and uniqueness of maximal surfaces with specified boundary conditions.
We establish continuous maximal regularity results for parabolic differential operators acting on sections of tensor bundles on Riemannian manifolds. As an application, we show that solutions to the Yamabe flow instantaneously regularize and become real analytic in space and time. The regularity result is obtained by i…
The study finds a metric that maximizes the second eigenvalue of the Conformal Laplacian.
problem Maximizing the second eigenvalue of the Conformal Laplacian over conformal metrics.
method Analyzes properties of the Conformal Laplacian and constructs metrics to maximize eigenvalues.
result Existence of a metric that maximizes the second eigenvalue of the Conformal Laplacian.
Directly estimates Fisher score for likelihood maximization.
problem Intractable likelihood functions with model simulations.
method Gradient-based optimization using local score matching and linear parameterization.
result Efficient approximation of Fisher score improves likelihood maximization.
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equationq-fin.PM
We consider a utility maximization problem for an investment-consumption portfolio when the current utility depends also on the wealth process. Such kind of problems arise, e.g., in portfolio optimization with random horizon or with random trading times. To overcome the difficulties of the problem we use the dual appro…
This paper addresses the problem of multi-agent inverse reinforcement learning (MIRL) in a two-player general-sum stochastic game framework. Five variants of MIRL are considered: uCS-MIRL, advE-MIRL, cooE-MIRL, uCE-MIRL, and uNE-MIRL, each distinguished by its solution concept. Problem uCS-MIRL is a cooperative game in…
The study of low regularity (in-)extendibility of Lorentzian manifolds is motivated by the question whether a given solution to the Einstein equations can be extended (or is maximal) as a weak solution. In this paper we show that a timelike complete and globally hyperbolic Lorentzian manifold is -inextendible. For…
It is known that any maximal space-like surface without isotropic points in the four-dimensional pseudo-Euclidean space with neutral metric admits locally geometric parameters which are special case of isothermal parameters. With respect to such parameters the surface is determined uniquely up to a motion by the Gauss …
This is the written version of a talk given in Bonn on September 11th, 2001 during a workshop on "Special structures in string theory". We report on joint work in progress with George Papadopoulos aimed at classifying the maximally supersymmetric solutions of the ten- and eleven-dimensional supergravity theories with 3…