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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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24487296 · May 202619922001200920172026
48 results for non-negative Doléans-Dade exponentials

Let CC be a smooth projective curve of genus 22. Following a method by O' Grady, we construct a semismall desingularization M~DolG\tilde{\mathcal{M}}_{Dol}^G of the moduli space MDolG\mathcal{M}_{Dol}^G of semistable GG-Higgs bundles of degree 0 for G=GL(2,C),SL(2,C)G=GL(2,\mathbb{C}), SL(2,\mathbb{C}). By the decomposition theorem by Be…

2018-05-14abs ↗pdf ↗

A theoretical framework for non-negative matrix factorization based on generalized dual Kullback-Leibler divergence, which includes members of the exponential family of models, is proposed. A family of algorithms is developed using this framework and its convergence proven using the Expectation-Maximization algorithm. …

2019-05-16abs ↗pdf ↗

We offer mathematical tractability and new insights for a framework of exponential utility with non-negative consumption, a constraint often omitted in the literature giving rise to economically unviable solutions. Specifically, using the Kuhn-Tucker theorem and the notion of aggregate state price density (Malamud and …

2011-06-15abs ↗pdf ↗

New gradient flows for non-negative and probability measures combining optimal transport and interaction forces.

problem Optimizing non-negative and probability measures using interaction forces and optimal transport.
method Interaction-Force Transport (IFT) gradient flows and their spherical variant, developed via infimal convolution of Wasserstein and spherical MMD tensors, with a particle-based optimization algorithm.
result The spherical IFT gradient flow provides global exponential convergence guarantees for both MMD and KL energy.

A common challenge in estimating parameters of probability density functions is the intractability of the normalizing constant. While in such cases maximum likelihood estimation may be implemented using numerical integration, the approach becomes computationally intensive. The score matching method of Hyvärinen [2005] …

2018-12-26abs ↗pdf ↗

Establishes exponential contraction in Wasserstein distance on manifolds and flows.

problem Analyzing contraction rates in Wasserstein distance on manifolds and their evolution.
method Explicit estimates and extension to evolving manifolds under geometric flow.
result Gradient estimates with exponential contraction rate under weak curvature conditions.

A new model BGAR(1) improves temporal NMF for time series data.

problem Temporal NMF models lack a well-defined stationary distribution.
method Introduced a new Gamma Markov chain model BGAR(1) to overcome the limitation of previous models.
result BGAR(1) model has a well-defined stationary distribution.

Study computes invariants on six-dimensional solvmanifolds, providing symplectic structure obstructions.

problem Computing invariants on six-dimensional solvmanifolds.
method Computed almost-complex and almost-Hermitian invariants on families of solvmanifolds.
result Provides obstructions to symplectic structures on compact almost-complex manifolds.

Study Hilbert's projective metric for bounded growth functions leading to Sinkhorn's algorithm convergence.

problem Optimal transport in unbounded settings with heavy-tailed distributions.
method Hilbert's projective metric for integrable functions of bounded growth, kernel integral operators as contractions.
result Exponential convergence of Sinkhorn's algorithm for light-tailed marginal distributions.

Study on MMV in jump-diffusion models resolves MV's non-monotonicity issues.

problem Non-monotonicity and free cash flow stream problems in MV preferences.
method Explicit solution for MMV preferences in jump-diffusion models, proving non-negative potential measures.
result MMV resolves MV's non-monotonicity and free cash flow stream issues.

In this paper we study a generalization of the Kahler-Ricci flow, in which the Ricci form is twisted by a closed, non-negative (1,1)-form. We show that when a twisted Kahler-Einstein metric exists, then this twisted flow converges exponentially. This generalizes a result of Perelman on the convergence of the Kahler-Ric…

2012-07-23abs ↗pdf ↗

The study proves inequalities and curvature properties for Markov chains.

problem Isoperimetric and concentration inequalities for Markov chains.
method Laplacian separation principle for eikonal equation; modified log-Sobolev constant; Ollivier curvature.
result Affirmative answers to open questions and new inequalities.

In this paper we study the problem of stopping a Brownian bridge XX in order to maximise the expected value of an exponential gain function. In particular, we solve the stopping problem sup0τ1E[eXτ]\sup_{0\le τ\le 1}\mathsf{E}[\mathrm{e}^{X_τ}] which was posed by Ernst and Shepp in their paper [Commun. Stoch. Anal., 9 (3), 20…

2019-03-29abs ↗pdf ↗

In this paper we examine the Riemannian geometry of the group of contactomorphisms of a compact contact manifold. We compute the sectional curvature of Dθ(M)\mathcal{D}_θ(M) in the sections containing the Reeb field and show that it is non-negative. We also solve explicitly the Jacobi equation along the geodesic correspon…

2015-01-09abs ↗pdf ↗

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

Study Ricci flows on manifolds, proving they behave like self-similar solutions and confirming a conjecture.

problem Understanding the behavior of Ricci flows on higher-dimensional manifolds.
method Analyzing nn-dimensional Ricci flows with non-negative Ricci curvature, starting at metric cones.
result Ricci flows behave like self-similar solutions up to an exponential error in time.

Here we investigate some geometric properties of the contactomorphism group Dθ(M)\mathcal{D}_θ(M) of a compact contact manifold with the L2L^2 metric on the stream functions. Viewing this group as a generalization to the D(S1)\mathcal{D}(S^1), the diffeomorphism group of the circle, we show that its sectional curvature is al…

2015-06-26abs ↗pdf ↗

In this paper, we study gradient Ricci expanding solitons (X,g)(X,g) satisfying Rc=cg+D2f, Rc=cg+D^2f, where RcRc is the Ricci curvature, c<0c<0 is a constant, and D2fD^2f is the Hessian of the potential function ff on XX. We show that for a gradient expanding soliton (X,g)(X,g) with non-negative Ricci curvature, the scalar curva…

2005-08-19abs ↗pdf ↗

Sharp inequality in spaces with non-negative Ricci curvature.

problem Proving a sharp isoperimetric inequality in metric measure spaces.
method Using volume entropy in non-compact metric measure spaces with non-negative synthetic Ricci curvature.
result Proved a sharp dimension-free isoperimetric inequality.

Non-negative curvature affects Markov chains' mixing and expansion properties.

problem Understanding the behavior of Markov chains with non-negative curvature.
method Analyzing conductance, displacement, and cutoff phenomenon in sparse Markov chains.
result Non-negatively curved Markov chains exhibit specific, non-standard behavior in terms of mixing and expansion.

We consider the problem of estimating the parameters of a dd-dimensional rectified Gaussian distribution from i.i.d. samples. A rectified Gaussian distribution is defined by passing a standard Gaussian distribution through a one-layer ReLU neural network. We give a simple algorithm to estimate the parameters (i.e., th…

2019-09-04abs ↗pdf ↗

In this paper we study non-negatively curved and rationally elliptic GKM4_4 manifolds and orbifolds. We show that their rational cohomology rings are isomorphic to the rational cohomology of certain model orbifolds. These models are quotients of isometric actions of finite groups on non-negatively curved torus orbifol…

2018-02-16abs ↗pdf ↗

Sharp inequality for submanifolds in manifolds with non-negative Ricci curvature.

problem Establishing a Fenchel-Willmore inequality for submanifolds in manifolds with non-negative Ricci curvature.
method Analyzing submanifolds in manifolds with non-negative intermediate Ricci curvature and Euclidean volume growth.
result Sharp Fenchel-Willmore inequality for submanifolds in manifolds with non-negative intermediate Ricci curvature.

The paper proves conjectures and classifies metrics on 3D manifolds.

problem Proving conjectures and classifying metrics on 3D manifolds with specific curvature conditions.
method Analytical proofs and classification theorems.
result Critical metrics on 3D manifolds are isometric to geodesic balls in space forms.

Survey on rigidity and almost rigidity of Green functions in non-negative Ricci curvature spaces.

problem Rigidity and almost rigidity of Green functions in non-negative Ricci curvature spaces.
method Survey and observation on Cheeger-Yau inequality on RCD spaces.
result Observations on the Cheeger-Yau inequality and its applications.

We prove that if a closed, smooth, simply-connected 4-manifold with a circle action admits an almost non-negatively curved sequence of invariant Riemannian metrics, then it also admits a non-negatively curved Riemannian metric invariant with respect to the same action. The same is shown for torus actions of higher rank…

2019-07-15abs ↗pdf ↗

Upper bounds on Laplacian eigenvalues on manifolds with non-negative curvature.

problem Bounding Laplacian eigenvalues on manifolds with non-negative scalar curvature.
method Investigation of invariant spectrum on compact Riemannian manifolds with large isometry groups.
result Upper bounds for eigenvalues of the invariant spectrum assuming non-negative scalar curvature.

In this paper, we construct a set of new functionals of Ricci curvature on any Kaehler manifolds which are invariant under holomorphic transfermations in Kaehler Einstein manifolds and essentially decreasing under the Kaehler Ricci flow. Moreover, if the initial metric has non-negative bisectional curvature, using Tian…

2000-10-02abs ↗pdf ↗

Paper proves edge-connectivity equals minimum degree for graphs with non-negative curvature.

problem Edge-connectivity vs. minimum degree in graphs with non-negative curvature.
method Analyzes finite connected graphs with non-negative Lin-Lu-Yau curvature.
result Edge-connectivity equals minimum degree for graphs with non-negative curvature.

Non-negative L1L_1-approximating polynomials for Gaussian distributions are proven for certain classes of sets.

problem Existence of non-negative L1L_1-approximating polynomials for Gaussian distributions.
method Proving the existence of degree-kk non-negative polynomials that approximate indicator functions of sets with Gaussian surface area in L1L_1-norm.
result Proves the existence of non-negative L1L_1-approximating polynomials for certain classes of sets with Gaussian surface area.