arXiv research

Optimal insurance minimizes ruin probability with non-decreasing functions.

New inequalities for convex hypersurfaces in various spaces.

Numerical observations on martingale couplings are confirmed under certain conditions.

It is a well-known fact that on a bounded spectral interval the Dirac spectrum can be described locally by a non-decreasing sequence of continuous functions of the Riemannian metric. In the present article we extend this result to a global version. We think of the spectrum of a Dirac operator as a function from the int…

We define an explicit quasi-local mass functional which is non-decreasing along all foliations (satisfying a convexity assumption) of null cones. We use this new functional to prove the null Penrose conjecture under fairly generic conditions.

Let $M$ be a complete Riemannian manifold possessing a strictly convex Lipschitz continuous exhaustion function. We show that the isoperimetric profile of $M$ is a continuous and non-decreasing function. Particular cases are Hadamard manifolds and complete non-compact manifolds with strictly positive sectional curvatur…

The paper tackles rested bandits with non-decreasing and concave rewards, deriving lower bounds and an efficient algorithm.

Let $(X,ω)$ be a compact Kähler manifold of dimension $n$ and fix $1\leq m\leq n$. We prove that the total mass of the complex Hessian measure of $ω$-$m$-subharmonic functions is non-decreasing with respect to the singularity type. We then solve complex Hessian equations with prescribed singularity, and prove a Hodge i…

We consider an arbitrage-free, discrete time and frictionless market. We prove that an investor maximising the expected utility of her terminal wealth can always find an optimal investment strategy provided that her dissatisfaction of infinite losses is infinite and her utility function is non-decreasing, continuous an…

We develop a new approach to the existence of time functions on Lorentzian manifolds, based on Conley's work regarding Lyapunov functions for dynamical systems. We recover Hawking's result that a stably causal admits a time function through a more general result giving the existence of a continuous function that is non…

We show that every non-decreasing function $f\colon \mathbb N\to \mathbb N$ bounded from above by $a^n$ for some $a\ge 1$ can be realized (up to a natural equivalence) as the conjugacy growth function of a finitely generated group. We also construct a finitely generated group $G$ and a subgroup $H\le G$ of index 2 such…

We study the restless bandit associated with an extremely simple scalar Kalman filter model in discrete time. Under certain assumptions, we prove that the problem is indexable in the sense that the Whittle index is a non-decreasing function of the relevant belief state. In spite of the long history of this problem, thi…

In this note, we study Liouville type theorem for conformal Gaussian curvature equation (also called the mean field equation) $-Δu=K(x)e^u, in R^2$ where $K(x)$ is a smooth function on $R^2$. When $K(x)=K(x_1)$ is a sign-changing smooth function in the real line $R$, we have a non-existence result for the finite to…

We describe a novel family of models of multi- layer feedforward neural networks in which the activation functions are encoded via penalties in the training problem. Our approach is based on representing a non-decreasing activation function as the argmin of an appropriate convex optimiza- tion problem. The new framewor…

We assume that an agent's rate of consumption is {\it ratcheted}; that is, it forms a non-decreasing process. Given the rate of consumption, we act as financial advisers and find the optimal investment strategy for the agent who wishes to minimize his probability of ruin.

In this paper we obtain a splitting theorem for the symmetric diffusion operator $Δ_φ=Δ-\left<\nablaφ,\nabla \right>$ and a non-constant $C^3$ function $f$ in a complete Riemannian manifold $M$, under the assumptions that the Ricci curvature associated with $Δ_φ$ satisfies ${\rm Ric}_φ(\nabla f,\nabla f)\ge 0$, that $|…

We propose a global invariant $σ_c$ for contact manifolds which admit a strictly pseudoconvex CR structure, analogous to the Yamabe invariant $σ$. We prove that this invariant is non-decreasing under handle attaching and under connected sum. We then give a lower bound on $σ_c$ in a particular case.

In this paper, we study the relation of the monotonicity of Hawking Mass and geometric flow problems. We show that along the Hamilton-DeTurck flow with bounded curvature coupled with the modified mean curvature flow, the Hawking mass of the hypersphere with a sufficiently large radius in Schwarzschild spaces is monoton…

Study shows infoGAN's generalization error bound for two-layer networks.

An elementary proof shows submodular functions can be represented as measure suprema.

A new convex loss function optimizes set predictions with balanced size and coverage.

Assuming that agents' preferences satisfy first-order stochastic dominance, we show how the Expected Utility paradigm can rationalize all optimal investment choices: the optimal investment strategy in any behavioral law-invariant (state-independent) setting corresponds to the optimum for an expected utility maximizer w…

A key problem in reinforcement learning for control with general function approximators (such as deep neural networks and other nonlinear functions) is that, for many algorithms employed in practice, updates to the policy or $Q$-function may fail to improve performance---or worse, actually cause the policy performance …

We define an invariant of contact structures in dimension three from Heegaard Floer homology. This invariant takes values in the set $\mathbb{Z}_{\geq0}\cup\{\infty\}$. It is zero for overtwisted contact structures, $\infty$ for Stein fillable contact structures, non-decreasing under Legendrian surgery, and computable …

We consider a class of sparsity-inducing regularization terms based on submodular functions. While previous work has focused on non-decreasing functions, we explore symmetric submodular functions and their \lova extensions. We show that the Lovasz extension may be seen as the convex envelope of a function that depends …

We establish interior Lipschitz regularity for continuous viscosity solutions of fully nonlinear, conformally invariant, degenerate elliptic equations. As a by-product of our method, we also prove a weak form of the strong comparison principle, which we refer to as the principle of propagation of touching points, for o…

Study on identifying AMP chain graph models under known and unknown component decompositions.

In this paper, we use the distance comparison principle, first been developed by G. Huisken, to study the spatial curve shortening flow. We have got the result that if the initial curve is the helix, then the local minimum of the ratio of the extrinsic and intrinsic distance is non-decreasing. And we have proved a Gray…

Neural sorting network improves sorting accuracy for complex inputs.

We introduce a new entropy functional for nonnegative solutions of the heat equation on a manifold with time-dependent Riemannian metric. Under certain integral assumptions, we show that this entropy is non-decreasing, and moreover convex if the metric evolves under super Ricci flow (which includes Ricci flow and fixed…

Paper analyzes convergence rates for multi-agent learning in games.

We propose a new optimization method for training feed-forward neural networks. By rewriting the activation function as an equivalent proximal operator, we approximate a feed-forward neural network by adding the proximal operators to the objective function as penalties, hence we call the lifted proximal operator machin…

Brenier isotonic regression extends multi-output isotonic regression using optimal transport.

We study the asymptotic growth of the eigenvalues of the Laplace-Beltrami operator on singular Riemannian manifolds, where all geometrical invariants appearing in classical spectral asymptotics are unbounded, and the total volume can be infinite. Under suitable assumptions on the curvature blow-up, we show how the sing…

In this paper we study the existence of solutions for a class of non-linear differential equation on compact Riemannian manifolds. We establish a lower and upper solutions' method to show the existence of a smooth positive solution for the equation (EQ1) \begin{equation} \label{E4} Δu \ + \ a(x)u \ = \ f(x)F(u) \ + \ h…

In this paper, we investigate the minimality of the map $\frac{x}{\|x\|}$ from the euclidean unit ball $\mathbf{B}^n$ to its boundary $\mathbb{S}^{n-1}$ for weighted energy functionals of the type $E\_{p,f}= \int\_{\mathbf{B}^n}f(r)\|\nabla u\|^p dx$, where $f$ is a non-negative function. We prove that in each of the t…

The first algorithm for sampling the space of thick equilateral knots, as a function of thickness, will be described. This algorithm is based on previous algorithms of applying random reflections. To prove the existence of the algorithm, we describe a method for turning any knot into the regular planar polygon using on…

Convex neural networks enforce convex constraints on weights and activations, improving generalization.

Given a positive lower semi-continuous density $f$ on $\mathbb{R}^2$ the weighted volume $V_f:=f\mathscr{L}^2$ is defined on the $\mathscr{L}^2$-measurable sets in $\mathbb{R}^2$. The $f$-weighted perimeter of a set of finite perimeter $E$ in $\mathbb{R}^2$ is written $P_f(E)$. We study minimisers for the weighted isop…

We consider the online version of the isotonic regression problem. Given a set of linearly ordered points (e.g., on the real line), the learner must predict labels sequentially at adversarially chosen positions and is evaluated by her total squared loss compared against the best isotonic (non-decreasing) function in hi…

Bartnik mass is positive and non-decreasing for black holes

Suppose $G$ is a compact Lie group, $H$ is a closed subgroup of $G$, and the homogeneous space $G/H$ is connected. The paper investigates the Ricci flow on a manifold $M$ diffeomorphic to $[0,1]\times G/H$. First, we prove a short-time existence and uniqueness theorem for a $G$-invariant solution $g(t)$ satisfying the …

Choose any oriented link type X and closed braid representatives X[+], X[-] of X, where X[-] has minimal braid index among all closed braid representatives of X. The main result of this paper is a `Markov theorem without stabilization'. It asserts that there is a complexity function and a finite set of `templates' such…

We study a simple problem that arises from the study of Lorentz surfaces and Anosov flows. For a non decreasing map of degree one $h:\mathbb{S}^1\to \mathbb{S}^1$, we are interested in groups of circle diffeomorphisms that act on the complement of the graph of $h$ in $\mathbb{S}^1\times \mathbb{S}^1$ by preserving a vo…

The Cheeger constant increases under Ricci flow on spheres.

It is conjectured that the full (spacetime) Bartnik mass of a surface $Σ$ is realised as the ADM mass of some stationary asymptotically flat manifold with boundary data prescribed by $Σ$. Assuming this holds true for a 1-parameter family of surfaces $Σ_t$ evolving in an initial data set {with the dominant energy condit…

This paper studies convergence properties of multivariate distributions constructed by endowing empirical margins with a copula. This setting includes Latin Hypercube Sampling with dependence, also known as the Iman--Conover method. The primary question addressed here is the convergence of the component sum, which is r…

Paper proves a generalized Alexandrov-Fenchel inequality for convex hypersurfaces with capillary boundary.