Paper proposes robust risk measures for non-negative risks with partial information.
problem Tackles robustness of distortion risk measures under distributional uncertainty.
method Introduces new uncertainty sets and derives closed-form expressions for risk maximization.
result Derives closed-form expressions for risk maximization over uncertainty sets.
Paper proposes a new method to evaluate joint risk under uncertainty.
problem Evaluating joint risk of multiple insurance risks under dependence uncertainty.
method Axiomatic approach to scalar and vector-valued distortion joint risk measures.
result Established a new scalar distortion joint risk measure with positive homogeneity.
From only positive (P) and unlabeled (U) data, a binary classifier could be trained with PU learning, in which the state of the art is unbiased PU learning. However, if its model is very flexible, empirical risks on training data will go negative, and we will suffer from serious overfitting. In this paper, we propose a…
The paper analyzes fairness of compensation-based risk-sharing schemes for fund payouts.
problem Fair allocation of payouts in an endowment contingency fund.
method Analyzes two types of administrators and general non-negative loss distributions.
result General conditions for actuarial fairness are provided.
A new portfolio method uses NMF for risk budgeting, outperforming classical methods.
problem Portfolio diversification and risk management in crypto and traditional assets.
method Risk factor budgeting using convex Non-negative Matrix Factorization (NMF).
result Our method outperforms classical portfolio allocations in diversification and risk profile.
New financial model revises risk measure under NA condition.
problem Revising classical financial mathematics with coherent risk measure on L0. method Developed a new version of the fundamental theorem of asset pricing and provided dual representations.
result Set of risk-hedging prices is closed under NA condition.
In this paper, we study a risk process modeled by a Brownian motion with drift (the diffusion approximation model). The insurance entity can purchase reinsurance to lower its risk and receive cash injections at discrete times to avoid ruin. Proportional reinsurance and excess-of-loss reinsurance are considered. The obj…
A new diversification measure DQ derived from risk measures addresses limitations of existing indices.
problem Limitations of existing diversification indices in capturing tail heaviness and common shocks.
method DQs are defined based on a parametric family of risk measures, satisfying six axioms of diversification.
result DQs can properly capture tail heaviness and common shocks, improving portfolio selection.
Given a collection of data points, non-negative matrix factorization (NMF) suggests to express them as convex combinations of a small set of `archetypes' with non-negative entries. This decomposition is unique only if the true archetypes are non-negative and sufficiently sparse (or the weights are sufficiently sparse),…
This paper calculates worst-case target semi-variances for uncertain losses.
problem Managing risk when loss distribution is uncertain and only partial information is known.
method Derives worst-case target semi-variances for symmetric or non-negative losses under uncertainty sets representing investor's undesirable scenarios.
result Closed-form expressions for worst-case target semi-variances are derived.
DeepMP improves non-negative sparse recovery performance.
problem Recovering non-negative sparse signals with high coherence.
method Reformulated non-negative matching pursuit as a deep neural network.
result DeepMP yields significant improvement in exact recovery performance.
We study the asymptotic behavior of the difference ΔραX,Y:=ρα(X+Y)−ρα(X) as α→1, where ρα is a risk measure equipped with a confidence level parameter 0<α<1, and where X and Y are non-negative random variables whose tail probability functions are regularly varying. The case where …
Solves super-hedging for financial models with uncertain prices.
problem Super-hedging European or Asian options in discrete-time models with uncertain prices.
method Numerical procedure under AIP condition to compute infimum price.
result Solves super-hedging problem under weak no-arbitrage condition.
Paper improves privacy-preserving optimization rates for convex functions.
problem Differentially private stochastic convex optimization.
method Algorithmic improvements for convex and strongly convex functions under TNC and non-negative loss.
result Excess population risk bounds for DP-SCO are faster than previous results.
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.
SCoRE provides risk control for selective prediction models.
problem Enforcing strict error control in selective prediction models.
method SCoRE framework based on conformal inference and hypothesis testing.
result SCoRE offers binary trust decisions with finite-sample error control.
Formal manifolds with non-negative Ricci curvature have formal covers.
problem Formality of manifolds with non-negative Ricci curvature.
method Study of universal covers and formal properties.
result Closed non-orientable manifolds with non-negative Ricci curvature are formal.
In this paper we study non-negatively curved and rationally elliptic GKM4 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…
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.
Study Kähler metrics on complex tori with almost non-negative scalar curvature.
problem Stability of Kähler metrics on complex tori.
method Proved convergence of non-collapsing subsequence of Kähler metrics to flat torus.
result Kähler metrics with almost non-negative scalar curvature on complex tori converge to flat torus.
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 study examines symmetries in spaces with positive or non-negative curvature.
problem Understanding symmetries in spaces with curvature constraints.
method Survey of existing results for Riemannian manifolds with specified curvature properties and symmetries.
result Results on symmetries in spaces with curvature bounds.
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.
Proposes new rule for ranking investment prospects over long horizons.
problem Ranking investment prospects over long horizons considering bounded risk aversion.
method Introduces asymptotic fractional-order stochastic dominance with bounded relative risk aversion.
result Establishes equivalent conditions for the new rule under lognormal returns without mean non-negativity constraint.
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 study spaces and moduli spaces of Riemannian metrics with non-negative Ricci or non-negative sectional curvature on closed and open manifolds. We construct, in particular, the first classes of manifolds for which these moduli spaces have non-trivial rational homotopy, homology and cohomology groups. We also show tha…
Study on rigidity with non-negative intermediate curvature on low-dimensional manifolds.
problem Extending non-existence theorem of positive scalar curvature to product manifolds.
method Introduced intermediate curvature and studied rigidity conditions.
result Rigidity when intermediate curvature is non-negative in low dimensions.
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…
We introduce and demonstrate the variational autoencoder (VAE) for probabilistic non-negative matrix factorisation (PAE-NMF). We design a network which can perform non-negative matrix factorisation (NMF) and add in aspects of a VAE to make the coefficients of the latent space probabilistic. By restricting the weights i…
Lower bound on minimum vertex degree for non-negative Lin-Lu-Yau curvature on graphs.
problem Determining the minimum vertex degree for non-negative Lin-Lu-Yau curvature.
method Investigation of Ollivier-Ricci curvature and Lin-Lu-Yau modification on locally finite graphs.
result Lower bound on minimum vertex degree ensuring non-negative Lin-Lu-Yau curvature.
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.
Optimal diameter estimates for 3D spaces with non-negative Ricci curvature.
problem Estimating the diameter of 3D spaces with non-negative Ricci curvature.
method Proving positive scalar curvature passes to Ricci limit spaces of non-negative curvature.
result Optimal Bonnet-Myers upper bound for 3D spaces.
New Bochner technique for foliations with non-negative Ricci curvature.
problem Analyzing foliations with non-negative transverse Ricci curvature.
method Generalizing Bochner technique to foliations with non-negative transverse Ricci curvature.
result Obtained a new vanishing theorem for basic cohomology.
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.
nUDEs use neural networks to model biology without negative values.
problem Unrealistic negative values in hybrid models of biology.
method Developed non-negative UDEs (nUDEs) with regularization techniques.
result nUDEs provide realistic solutions for biological models.
Non-negative L1-approximating polynomials for Gaussian distributions are proven for certain classes of sets.
problem Existence of non-negative L1-approximating polynomials for Gaussian distributions. method Proving the existence of degree-k non-negative polynomials that approximate indicator functions of sets with Gaussian surface area in L1-norm. result Proves the existence of non-negative L1-approximating polynomials for certain classes of sets with Gaussian surface area. NCL improves interpretability of deep features by enforcing non-negativity.
problem Lack of interpretability in deep representations.
method Non-negative Contrastive Learning (NCL) using non-negativity constraints.
result NCL outperforms standard contrastive learning in feature disentanglement and selection.
Compact Kähler orbifolds with non-negative Ricci curvature are simply connected.
problem Understanding the topology of Kähler orbifolds with non-negative Ricci curvature.
method Proved orbifold versions of Kobayashi's theorem.
result Compact Kähler orbifolds with non-negative Ricci curvature are simply connected under certain conditions.
Vanishing theorem on CR manifolds with non-negative curvature.
problem Vanishing theorem for Betti numbers on CR manifolds.
method Application of Bochner technique to CR manifolds with non-negative curvature.
result Proof of vanishing theorem for Betti numbers.
Study on Kähler manifolds with non-negative mixed curvature, proving splitting and structure theorems.
problem Investigating properties of Kähler manifolds with specific curvature conditions.
method Conformal perturbation method.
result Established structure and splitting theorems for Kähler manifolds with non-negative mixed curvature.
Paper generalizes bipolar theorems for non-negative random variables.
problem Problems with existing bipolar theorems under stronger assumptions.
method Generalizes existing theorems in a robust probabilistic framework.
result Provides necessary and sufficient conditions for bipolar representation.
Sharp isoperimetric inequality for Finsler manifolds with non-negative Ricci curvature.
problem Proving an isoperimetric inequality for Finsler manifolds with specific curvature properties.
method Analyzing measured Finsler manifolds with non-negative Ricci curvature and Euclidean volume growth.
result Sharp isoperimetric inequality and rigidity results for the inequality.
In contrast to the standard classification paradigm where the true class is given to each training pattern, complementary-label learning only uses training patterns each equipped with a complementary label, which only specifies one of the classes that the pattern does not belong to. The goal of this paper is to derive …
In this article, a six-parameter family of highly connected 7-manifolds which admit an SO(3)-invariant metric of non-negative sectional curvature is constructed and the Eells-Kuiper invariant of each is computed. In particular, it follows that all exotic spheres in dimension 7 admit an SO(3)-invariant metric of non-neg…
New rigidity theorems for spin fill-ins with non-negative scalar curvature.
problem Mean curvature rigidity for spin fill-ins with non-negative scalar curvature.
method Two spinorial techniques: extending boundary spinors and comparison using index theory.
result New Witten-type integral inequality for the mass of asymptotically Schwarzschild manifolds.
The paper estimates Betti numbers for graphs with specific curvatures, proving bounds and characterizing rigidity.
problem Estimating Betti numbers for graphs with non-negative curvatures.
method Establishing Betti number estimates for graphs with non-negative Ollivier and Bakry-Émery curvatures.
result Upper bounds on the first Betti number for graphs with non-negative curvatures, with characterizations of rigidity.
New metrics with non-negative scalar curvature are always Ricci-flat on certain surgeries.
problem Understanding metrics with non-negative scalar curvature on surgeries of manifolds.
method Analyzing spin surgeries and their impact on metrics with non-negative scalar curvature.
result Complete metrics with non-negative scalar curvature are Ricci-flat on certain surgeries.