The paper introduces new equations in Kähler geometry and proves their solutions and convexity.
problem Solving equations in Kähler geometry and understanding their geometric implications.
method Using moment map pictures to motivate and prove solutions for the equations.
result The Mabuchi functional for certain equations is shown to be convex.
Developed moment estimators for affine stochastic volatility models.
problem Estimating parameters of affine stochastic volatility models.
method Introduced recursive equations for moments and proposed moment estimators.
result Established a central limit theorem and derived asymptotic covariance matrix.
Paper tackles stochastic control with mean and higher-order moments, finding Nash equilibria.
problem Time-inconsistent stochastic control problems with mean and higher-order moments.
method Developed closed-loop and open-loop Nash equilibrium controls using PDEs and maximum principles.
result Identical closed-loop and open-loop Nash equilibria controls, independent of state value and random path.
Introduces new equations linking Kähler-Einstein and Hermitian-Yang-Mills theories.
problem Existence of solutions to coupled Kähler-Einstein and Hermitian-Yang-Mills equations.
method Moment map interpretation, Futaki invariant, Matsushima-Lichnerowicz theorem, deformation results.
result Nontrivial solutions produced under certain conditions.
New system modifies constant scalar curvature Kähler condition with a 'Higgs field'.
problem Extending constant scalar curvature Kähler condition to higher-dimensional manifolds.
method Explicit construction of hyperkähler metrics, Hitchin's equations for harmonic bundles, and Hermitian Yang-Mills equation.
result Existence of solutions to the modified system on specific cases (Riemann surfaces, ruled surfaces, abelian and toric surfaces).
The third moment variation of a financial asset return process is defined by the quadratic covariation between the return and square return processes. The skew and fat tail risk of an underlying asset can be hedged using a third moment variation swap under which a predetermined fixed leg and the floating leg of the rea…
New method approximates diffusion process posteriors using moment functions.
problem Approximating posteriors of stochastic differential equations.
method Constructs variational process as controlled prior, approximates posterior with moment functions, uses natural gradient descent.
result Richer variational approximations for state-dependent diffusion terms.
Learning rate needs to decrease with higher data moments for effective ICA in high dimensions.
problem Slower convergence of ICA in high-dimensional data with high-order moments.
method High-dimensional ODE analysis of ICA algorithm under controlled moment structure.
result Critical learning rate threshold for effective ICA when moments are high.
We discuss a natural extension of the Kähler reduction of Fujiki and Donaldson, which realises the scalar curvature of Kähler metrics as a moment map, to a hyperkähler reduction. Our approach is based on an explicit construction of hyperkähler metrics due to Biquard and Gauduchon. This extension is reminiscent of how o…
New method speeds up SDE inference by matching moments to FPK equation.
problem Efficiency of sampling schemes in high-dimensional SDEs.
method Direct approximation of Fokker-Planck-Kolmogorov equation by matching moments.
result Fast, scalable inference in high-dimensional latent spaces.
New inequality criterion for a mean field equation on spheres.
problem Finding uniqueness in a mean field equation on spheres.
method Established a new Moser-Trudinger-Onofri inequality with a constraint on moments deviation.
result A threshold for deviation is a uniqueness criterion for the mean field equation.
This paper studies the Fisher-Rao geometry on the parameter space of beta distributions. We derive the geodesic equations and the sectional curvature, and prove that it is negative. This leads to uniqueness for the Riemannian centroid in that space. We use this Riemannian structure to study canonical moments, an intrin…
Study global geometry of toric nearly Kähler manifolds using multi-moment maps.
problem Global properties of toric nearly Kähler manifolds.
method Description using multi-moment maps, investigation of polynomial and radial solutions.
result Description of global geometry of toric nearly Kähler manifolds.
Solves complex Hessian equations in unstable cases, proving unique canonical solutions with singularities.
problem Existence of smooth solutions to complex Hessian equations in unstable cases.
method Parabolic flows and moment-map energy functionals, focusing on J-equation and deformed Hermitian Yang-Mills equation.
result Proves existence of unique canonical solutions with singularities on Kahler surfaces.
MGD combines maximum entropy and diffusion methods for efficient sampling.
problem Generating samples from limited information in high dimensions.
method Moment Guided Diffusion (MGD) using stochastic differential equations.
result MGD efficiently samples maximum entropy distributions in finite time.
Study on martingale property and moment explosions in signature volatility models.
problem Analyzing the martingale property and moment explosions in signature volatility models.
method Fine analysis of the explosion time of a signature stochastic differential equation.
result The price process is a true martingale if and only if the order of the linear form is odd and a correlation parameter is negative.
New algorithm for risk-sensitive reinforcement learning with natural policy gradients.
problem Risk-sensitive reinforcement learning with downside risk constraints.
method Introduce a new Bellman equation to estimate the lower partial moment of returns, use natural policy gradients, and extend Reward Constrained Policy Optimization.
result Sample-efficient estimation of partial moments and effective risk-sensitive control.
Paper proposes a new Taylor moment expansion for non-linear Gaussian filtering and smoothing.
problem Non-linear Gaussian filtering and smoothing in continuous-discrete state-space models.
method Taylor moment expansion (TME) for moment functions directly and in time variable.
result Significantly outperforms state-of-the-art methods in terms of estimation accuracy and numerical stability.
Proves conditions for weighted Hermite-Einstein metrics on vector bundles.
problem Conditions for existence of weighted Hermite-Einstein metrics.
method Introduces weighted Hermite-Einstein equation, stability notions, and proves existence.
result Existence of weighted Hermite-Einstein metrics if and only if slope polystable.
We revisit the problem of constructing instantons on ADE orbifolds R^4/Γand point out some subtle relations with the complex structure on the orbifold. We consider generalized instanton equations on R^4/Γwhich are BPS equations for the Yang-Mills equations with an external current. The relation between level sets of th…
Develops moment map theory for twisted scalar curvature in Kähler geometry.
problem Understanding the geometry of holomorphic submersions and foliations.
method Introduces a coupled system of equations on a holomorphic submersion.
result The coupled system appears as a moment map, generalizing to foliations.
Study of symplectic Monge-Ampère equations using moment maps and contact structures.
problem Characterizing symplectic Monge-Ampère equations through geometric structures.
method Constructing contact cone structures and using moment maps to relate equations to projective spaces.
result The contact cone structure and the cocharacteristic variety coincide for non-degenerate equations.
The deformed Hermitian Yang-Mills (dHYM) equation is a special Lagrangian type condition in complex geometry. It requires the complex analogue of the Lagrangian phase, defined for Chern connections on holomorphic line bundles using a background Kähler metric, to be constant. In this paper we introduce and study dHYM eq…
The paper explains how to parameterize facets of moment polytopes in real symplectic geometry.
problem Understanding the moment polytopes in real symplectic geometry.
method Parameterizing equations of facets of Delta(Z) in terms of real Ressayre's pairs of Z.
result Parameterization of facets of moment polytopes explained.
New framework uses score-based priors to solve ill-conditioned polynomial equations, improving signal recovery from noisy data.
problem Recovering signals from low-order moments in inverse problems, especially ill-conditioned polynomial equations.
method Integrates score-based diffusion priors with moment-based estimators to regularize and solve nonlinear inverse problems.
result Diffusion priors improve recovery from third-order moments and make super-resolution MTD feasible.
We introduce Z-critical connections for holomorphic vector bundles and prove their existence under stability conditions.
problem Existence of Z-critical connections for holomorphic vector bundles. method Associated geometric PDEs to Bridgeland stability conditions and used infinite dimensional moment maps.
result In the large volume limit, a sufficiently smooth holomorphic vector bundle admits a Z-critical connection if and only if it is asymptotically Z-stable. Paper identifies tensor ranks via prior predictive matching, solving system of equations.
problem Determining the latent dimensions (ranks) in tensor factorization models.
method Prior predictive moment matching to transform moment matching conditions into a log-linear system of equations.
result Identifies which tensor models have identifiable ranks and derives rank estimators.
The paper generalizes the moment map interpretation of scalar curvature in Kähler geometry.
problem Interpreting the variation of the Quillen metric in Kähler geometry.
method Constructing equivariant determinant line bundles and analyzing their curvature forms.
result The moment maps μj coincide with the Z-critical equations introduced by Dervan-Hallam. We present a novel formulation of the instanton equations in 8-dimensional Yang-Mills theory. This formulation reveals these equations as the last member of a series of gauge-theoretical equations associated with the real division algebras, including flatness in dimension 2 and (anti-)self-duality in 4. Using this form…
We come up with infinite-dimensional prequantum line bundles and moment map interpretations of three different sets of equations - the generalised Monge-Amp`ere equation, the almost Hitchin system, and the Calabi-Yang-Mills equations. These are all perturbations of already existing equations. Our construction for the g…
Paper improves basket option pricing for log-normal models.
problem Challenges in pricing basket options with negative weights.
method Moment matching and solving a unary cubic equation.
result Highly accurate closed form solution for basket options.
Study of hyperkähler reduction on abelian varieties and toric manifolds.
problem Understanding hyperkähler reduction on specific manifolds.
method Lifts canonical Kähler reduction to hyperkähler, studies on abelian varieties and toric manifolds.
result Obtains decoupling result, variational characterisation, relation to K-stability, and proves existence and uniqueness under suitable assumptions. The moments of spatial probabilistic systems are often given by an infinite hierarchy of coupled differential equations. Moment closure methods are used to approximate a subset of low order moments by terminating the hierarchy at some order and replacing higher order terms with functions of lower order ones. For a give…
Study of dHYM connections on ruled surfaces with variable background metrics.
problem Finding new dHYM connections on ruled surfaces with variable metrics.
method Using momentum construction and moment map partial differential equations, coupled to scalar curvature of the background.
result Provide many new examples of dHYM connections coupled to a variable background Kähler metric.
Paper characterizes equilibrium strategies for stochastic control with higher-order moments.
problem Stochastic control problems with higher-order moments.
method Novel characterization of time-consistent control problems, deriving equilibrium conditions via BSDEs.
result Derives sufficient and necessary conditions for an open-loop Nash equilibrium control (ONEC) in a novel way.
We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to model two-alternative forced choice decisions, and, while simple formulae for ac…
We extend the classical Cox-Ross-Rubinstein binomial model in two ways. We first develop a binomial model with time-dependent parameters that equate all moments of the pricing tree increments with the corresponding moments of the increments of the limiting Itô price process. Second, we introduce a new trinomial model i…
We present a number of related comparison results, which allow to compare moment explosion times, moment generating functions and critical moments between rough and non-rough Heston models of stochastic volatility. All results are based on a comparison principle for certain non-linear Volterra integral equations. Our u…
The paper studies K-stability of spherical varieties and their degenerations.
problem Understanding K-stability and degenerations of polarized spherical varieties.
method Reduction to a variational problem on the moment polytope, convexity constraint, and solving the HMA equation.
result Determines strict semistability and polystable degenerations for Fano spherical varieties of rank two.
This expository article introduces the Kapustin-Witten equations to mathematicians. We discuss the connections between the Complex Yang-Mills equations and the Kapustin-Witten equations. In addition, we show the relation between the Kapustin-Witten equations, the moment map condition and the gradient Chern-Simons flow.…
Study local perturbations of vector bundles with polynomial curvature solutions.
problem Existence and stability of solutions to geometric PDEs under deformations.
method Geometric invariant theory, moment map framework, polystability conditions.
result Existence and uniqueness of solutions under local polystability conditions.
Framework generates causal probabilities from observational data.
problem Generating causal probabilities from observational data.
method Moment-matching graph-networks for causal inference.
result Automated sampling of latent space conditional probability distributions.
Let A be the space of irreducible connections (vector potentials) over a SU(n)-principal bundle on a three-dimensional manifold M. Let T be the fiber product of the tangent and cotangent bundles of A. We endow T with a symplectic structure Ωwhich is represented by a vortex formula. The corresponding Poisson bracket wil…
Let ρ:(D2)m→Im be the orbit map for the diagonal action of the torus Tm on the unit poly-disk (D2)m, Im=[0,1]m is the unit cube. Let C be a cubical subcomplex in Im. The moment-angle complex $\ma(C)$ is a Tm-invariant bigraded cellular decomposition of the subset ρ−1(C)⊂(D2)m wit…
We study an infinite-dimensional hyperkähler reduction introduced by Donaldson and associated with the constant scalar curvature equation on a Riemann surface. It is known that the corresponding moment map equations admit special solutions constructed from holomorphic quadratic differentials. Here we obtain a more gene…
We study equations on a principal bundle over a compact complex manifold coupling a connection on the bundle with a Kahler structure on the base. These equations generalize the conditions of constant scalar curvature for a Kahler metric and Hermite-Yang-Mills for a connection. We provide a moment map interpretation of …
Geometric approach to moment maps in complex geometry.
problem Constructing moment maps in complex geometry.
method Introducing universal families and equivariant differential forms.
result New geometric proofs and equations for moment maps.
The article explores surfaces and soliton equations using spinors.
problem Understanding surfaces in higher dimensions and their properties.
method Weierstrass representation and Davey-Stewartson II equation.
result Constructs new types of solutions with singularities to the Davey-Stewartson II equation.