Paper reinterprets majorizing measure theorem in terms of coding theory.
problem Understanding boundedness of random processes.
method Information-theoretic perspective using variable-length codes.
result Boundedness of random processes linked to efficient coding.
Synthetic approach to pluripotential theory measures finite energy.
problem Global pluripotential theory on compact Kähler manifolds and projective Berkovich spaces.
method Definition and study of measures of finite energy, introduction of twisted and free energy functionals.
result Coercivity of energy functionals is an open condition with respect to polarization.
New weighted surface area measures for convex bodies with applications.
problem Generalizing surface area measures to weighted Borel measures.
method Formulating and analyzing weighted surface area measures, proving integral formula and Bézout-type inequality.
result New integral formula for mixed measure of three bodies, generalizing Bézout-type inequality.
Paper develops a theory for Patterson-Sullivan measures in higher rank symmetric spaces.
problem Establishing existence and uniqueness of Patterson-Sullivan measures in higher rank symmetric spaces.
method Develops theory for vector-valued horofunction boundaries and shadows.
result Proves existence and uniqueness of Patterson-Sullivan measures for transverse groups.
New algorithm recovers sparse measures in polynomial time.
problem Recovering sparse measures from Fourier moments.
method Polynomial-time recovery method inspired by mean-field theory.
result Improves upon convex relaxation methods in specific parameter regime.
Develops a statistical framework for coherent risk estimation.
problem Constructing coherent risk estimators with sound financial and statistical properties.
method Inspired by axiomatic risk measure theory, defines coherent risk estimators through robust representations linked to L-estimators. result Demonstrates that coherence of a risk measure does not necessarily carry over to its estimators and shows alternative weight structures can lead to different outcomes.
This paper introduces Hausdorff measure and its applications in fractal geometry.
problem Defining and applying Hausdorff measure to fractal geometry.
method Definition of Hausdorff outer measure, Caratheodory's criterion, construction of Hausdorff measure, and introduction of Hausdorff dimension.
result Demonstrates the Hausdorff dimension of the Cantor ternary set.
Paper discusses the Fisher metric and differentiability in statistical models.
problem Understanding the relationship between Fisher metric and differentiability in statistical models.
method Comparison of different concepts and models in Information Geometry, mathematical statistics, and measure theory.
result Discussion of various models and their differentiability properties.
New resonance theory for Anosov flows connects spectral properties to mixing measures.
problem Defining and analyzing Ruelle-Taylor resonances for Anosov actions.
method Combining microlocal methods and J. Taylor's cohomological theory, defining Ruelle-Taylor resonances and proving Fredholm theory.
result Ruelle-Taylor resonances form a discrete subset of Cκ with λ=0 being a leading resonance. Explains the history and challenges of minimal surfaces.
problem Understanding the regularity of minimal surfaces.
method Historical overview and technical analysis.
result Outlines the evolution and current state of minimal surfaces.
Study asymptotic properties of generalized shortfall risk measures for heavy-tailed risks.
problem Understanding risk measures for heavy-tailed risks.
method Derive asymptotic expansions for generalized shortfall risk measures.
result Unified theory for risk measures including distortion and utility-based measures.
New PAC-Bayes bounds derived using Legendre transform and f-divergences.
problem Deriving PAC-Bayes bounds under various assumptions.
method Combining Legendre transform and Fenchel--Young inequality to derive change-of-measure inequalities.
result Extended PAC-Bayesian guarantees under tailored assumptions.
Develops Patterson-Sullivan theory for coarse cocycles.
problem None explicitly stated in the abstract.
method Theory of Patterson--Sullivan measures for coarse cocycles of convergence groups.
result Existence, uniqueness, and ergodicity results for Patterson-Sullivan measures under geometric assumptions.
Paper develops a new generalization bound using PAC-Bayes theory and Gibbs distributions.
problem Limits of traditional generalization bounds due to complexity measures.
method Leverages PAC-Bayes bounds with Gibbs distributions to derive a flexible generalization bound.
result Derives a generalization bound that can adapt to both hypothesis class and task complexity.
A new constructivist approach to modeling in economics and theory of consciousness is proposed. The state of elementary object is defined as a set of its measurable consumer properties. A proprietor's refusal or consent for the offered transaction is considered as a result of elementary economic measurement. Elementary…
We show how to construct measures on Banach manifolds associated to supersymmetric quantum field theories. These measures are mathematically well-defined objects inspired by the formal path integrals appearing in the physics literature on quantum field theory. We give three concrete examples of our construction. The fi…
New Morse theory for shapes at distances.
problem Understanding shapes at distances from a reference point.
method Defining Morse functions and using non-smooth analysis, geometric measure theory.
result Homotopy type changes at critical values, with one cell added per critical point.
New concept of partial law invariance connects decision theory and financial risk management.
problem Connecting decision theory and financial risk management under uncertainty.
method Characterizing partially law-invariant coherent risk measures via a novel representation formula.
result Strong partial law invariance bridges the gap between existing risk measure representations.
Unified theory of measure-preserving diffusions on manifolds.
problem Deriving a complete recipe for measure-preserving diffusions on manifolds.
method Developed a geometric theory that unifies and generalizes previous constructions, relying on intrinsic geometry of the target measure.
result The completeness result is a direct consequence of manifold topology and target measure geometry.
Paper introduces a novel error measure for neural networks integrating statistical and information theory.
problem No single error measure is universally best for neural network training.
method Developed a novel error measure EExpAbs and integrated it into the Levenberg-Marquardt algorithm. result Self-adaptive, dynamic learning algorithm improves both model accuracy and training process.
The purpose of this paper is to give a selective survey on recent progress in random metric theory and its applications to conditional risk measures. This paper includes eight sections. Section 1 is a longer introduction, which gives a brief introduction to random metric theory, risk measures and conditional risk measu…
Paper introduces a new method for allocating capital based on risk measures from ruin theory.
problem Allocating capital to manage risk measures derived from ruin theory.
method Introduces a novel allocation method for dynamic value-at-risk (VaR) measures.
result Demonstrates desirable properties and compares with existing methods.
The abstract discusses extending learning objectives to measure theory for better generalization.
problem Improving out-of-distribution generalization and weakly-supervised learning.
method Extending variational learning objectives to measures.
result New objectives on measures may lead to practical algorithms.
When society maintains a competitive system to promote an abstract goal, competition by necessity relies on imperfect proxy measures. For instance profit is used to measure value to consumers, patient volumes to measure hospital performance, or the Journal Impact Factor to measure scientific value. Here we note that \t…
Refined theorem on linear perturbations with applications in singularity theory and optimization.
problem Linear perturbations and their implications in singularity theory and optimization.
method New perspective of Hausdorff measures for refined transversality theorem.
result Applications in singularity theory and optimization.
Global EQG sums boundary states over manifold diffeomorphism classes.
problem Summing boundary states over manifold diffeomorphism classes.
method Formulated as classical statistical physics, weights determined by general principles.
result Hartle-Hawking state as a probability measure.
The paper develops a theory for one-step Wasserstein-guided models for PDE-induced measures.
problem Theoretical understanding of generative models' accuracy in scientific computing.
method Regularity theory for optimal transport between doubling measures, excess-risk bounds.
result One-step Wasserstein-guided generative models can approximate PDE-induced measures with Hölder continuity.
Utility and risk are two often competing measurements on the investment success. We show that efficient trade-off between these two measurements for investment portfolios happens, in general, on a convex curve in the two dimensional space of utility and risk. This is a rather general pattern. The modern portfolio theor…
Information theory provides a mathematical foundation to measure uncertainty in belief. Belief is represented by a probability distribution that captures our understanding of an outcome's plausibility. Information measures based on Shannon's concept of entropy include realization information, Kullback-Leibler divergenc…
Adjusted for chance measures are widely used to compare partitions/clusterings of the same data set. In particular, the Adjusted Rand Index (ARI) based on pair-counting, and the Adjusted Mutual Information (AMI) based on Shannon information theory are very popular in the clustering community. Nonetheless it is an open …
Extends earthquake and horocycle flows to new measures.
problem Ergodic theory of earthquake flow on measured laminations.
method Generalizes shear coordinates to arbitrary measured laminations.
result Classifies ergodic measures for P action on bundle of quadratic differentials.
Paper introduces EEMs for pricing contingent claim returns.
problem Computing expected future prices of contingent claims.
method Dynamic change of measure approach to construct EEMs.
result EEMs provide physical and pricing expectations of contingent claim prices.
The aim of this paper is to provide several examples of convex risk measures necessary for the application of the general framework for portfolio theory of Maier-Paape and Zhu, presented in Part I of this series (arXiv:1710.04579 [q-fin.PM]). As alternative to classical portfolio risk measures such as the standard devi…
Unified control theory and machine learning for safety in uncertain systems.
problem Safety guarantees for systems with measurement model uncertainty.
method Measurement-Robust Control Barrier Functions (MR-CBFs) for control synthesis.
result MR-CBFs ensure safety in perception systems with measurement model uncertainty.
The paper reconstructs Lorentzian spacetimes from causal sets.
problem Reconstructing Lorentzian spacetimes from causal sets.
method Introduced a concept of isomorphy and three types of convergence.
result Established Gromov's reconstruction theorem in Lorentzian geometry.
A measured solenoid is a compact laminated space endowed with a transversal measure. The De Rham L2-cohomology of the solenoid is defined by using differential forms which are smooth in the leafwise directions and L2 in the transversal direction. We develop the theory of harmonic forms for Riemannian measured sol…
This paper introduces a novel measure-theoretic theory for machine learning that does not require statistical assumptions. Based on this theory, a new regularization method in deep learning is derived and shown to outperform previous methods in CIFAR-10, CIFAR-100, and SVHN. Moreover, the proposed theory provides a the…
The paper mentioned in the title introduces the entropic value at risk. I give some extra comments and using the general theory make a relation with some commonotone risk measures.
Theory developed for complex Hessian measures on Hermitian manifolds.
problem Defining and analyzing complex Hessian measures on Hermitian manifolds.
method Potential theory for m-subharmonic functions with respect to a Hermitian metric.
result Equivalence between polar sets and negligible sets for m-subharmonic functions.
The paper extends Euler class theory to measurable cocycles.
problem Understanding the structure of measurable cocycles and their cohomology.
method Constructing a parametrized Euler class in bounded cohomology and studying semicohomologous cocycles.
result The parametrized Euler class vanishes if and only if the cocycle can be lifted and admits an equivariant family of points.
New measure of feature influence in classification problems considering feature dependencies.
problem Measuring the influence of features in classification problems with dependencies.
method Developed a new measure based on cooperative game theory, providing axiomatic characterization and demonstrating its equivalence to the Banzhaf-Owen value.
result The proposed influence measure effectively characterizes feature importance in classification problems with feature dependencies.
This is an exposition of the theory of differentiable structures on metric measures spaces, in the sense of Cheeger and Keith.
We introduce a notion of measuring scales for quantum abelian gauge systems. At each measuring scale a finite dimensional affine space stores information about the evaluation of the curvature on a discrete family of surfaces. Affine maps from the spaces assigned to finer scales to those assigned to coarser scales play …
Generative models use latent abstractions to create images.
problem Understanding how generative models create high-dimensional data like images.
method Developed a theoretical framework using SDE and information theory.
result Diffusion models can be seen as a non-linear filter driven by latent abstractions.
Extends rigidity results to non-homogeneous manifolds.
problem Measure and topological rigidity in dynamical systems.
method From homogeneous to general manifolds.
result Measure and topological rigidity results extended.
Accurately determining dependency structure is critical to discovering a system's causal organization. We recently showed that the transfer entropy fails in a key aspect of this---measuring information flow---due to its conflation of dyadic and polyadic relationships. We extend this observation to demonstrate that this…
Generalizes Black-Scholes model for option pricing under uncertainty.
problem Traditional Black-Scholes model for option pricing under uncertainty.
method Generalized Black-Scholes model using non-symmetric Dirichlet forms and abstract PDE theory.
result Well-posedness of the generalized model established.
The paper introduces a new method to measure the shape relations between biological objects using r-parallel sets.
problem The influence of neighboring objects on the shape and function of biological objects.
method The authors develop a theory based on spatial point processes to measure the geometrical interaction between objects.
result The proposed measures provide detailed information about the shape of individual objects and their interactions.