Develops non-standard analysis for coherent risk estimation.
arXiv research
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New Einstein metric found on non-standard solvmanifold.
This paper addresses GE estimation in non-standard settings using various resampling methods.
Optimizes shapes on non-standard manifolds.
We show that the Kuratowski imbedding of a Riemannian manifold in L^\infty, exploited in Gromov's proof of the systolic inequality for essential manifolds, admits an approximation by a (1+C)-bi-Lipschitz (onto its image), finite-dimensional imbedding for every C>0. Our key tool is the first variation formula thought of…
Unified approach to non-standard classification tasks.
Study non-standard bi-orders on punctured torus bundles, matching standard ones in key subgroups.
The paper develops methods to identify stable associations across multiple studies.
New methods solve complex PDEs with mixed boundary conditions.
We accelerate Bayesian inference for neutrino physics experiments by 100-60x.
Information that is stored in an encrypted format is, by definition, usually not amenable to statistical analysis or machine learning methods. In this paper we present detailed analysis of coordinate and accelerated gradient descent algorithms which are capable of fitting least squares and penalised ridge regression mo…
grangersearch tests causal relationships in time series data.
We have one more look at the (homological) perturbation lemma and we point out some non-standard consequences, including the relevance to deformations.
In this paper we define a new convergence called "asymptotically conic convergence" in which a smooth family of Riemannian metrics on a fixed compact manifold degenerate to a metric with isolated conic singularity. Our results are: convergence of the spectrum of the geometric Laplacians and uniform convergence of the c…
The linear slice of quasi-Fuchsian once-punctured torus groups is defined by fixing the complex length of some simple closed curve to be a fixed positive real number. It is known that the linear slice is a union of disks, and it always has one standard component containing Fuchsian groups. Komori and Yamashita proved t…
Factor analysis has proven to be a relevant tool for extracting tissue time-activity curves (TACs) in dynamic PET images, since it allows for an unsupervised analysis of the data. Reliable and interpretable results are possible only if considered with respect to suitable noise statistics. However, the noise in reconstr…
Multilayer graphs are commonly used for representing different relations between entities and handling heterogeneous data processing tasks. Non-standard multilayer graph clustering methods are needed for assigning clusters to a common multilayer node set and for combining information from each layer. This paper present…
We study strict local martingales via h-transforms, a method which first appeared in Delbaen-Schachermayer. We show that strict local martingales arise whenever there is a consistent family of change of measures where the two measures are not equivalent to one another. Several old and new strict local martingales are i…
New geometric SDEs and discretizations on Riemannian manifolds with error bounds.
Study parabolicity of Riemann surfaces via Fenchel-Nielsen parameters.
Dan Reznik found, by computer experimentation, a number of conserved quantities associated with periodic billiard trajectories in ellipses. We prove some of his observations using a non-standard generating function for the billiard ball map. In this way, we also obtain some identities valid for all smooth convex billia…
Study of twistor spaces and minitwistor spaces for ALE gravitational instantons.
New proof of a unique 3-part partition in 8D space.
Paper proposes a novel method to improve matrix completion with median loss for large datasets.
Generalized differential geometry uses infinitesimals to solve singularities in differential equations.
We show that there are Montesinos knots with tangles whose character varieties contain arbitrarily many irreducible components of dimension for any . Moreover, these irreducible components can be chosen so that the trace of the meridian is non-constant.
The configuration manifold of a mechanical system consisting of two unconstrained rigid bodies in , , is a manifold with boundary (typically with singularities.) A complete description of the system requires boundary conditions that specify how orbits should be continued after collisions. A b…
Soft cells fill space without gaps, derived from minimal surfaces and deformed using edge bending.
A famous result of Bennequin states that for any braid representative of the unknot the Bennequin number is negative. We will extend this result to all n-trivial closed n-braids. This is a class of infinitely many knots closed under taking mirror images. Our proof relies on a non-standard parametrization of the Homfly …
New econometric results for financial duration models under varying tail behaviors.
We show that the members of a large class of unbalanced four-manifold trisections are standard, and we present a family of trisections that is likely to include non-standard trisections of the four-sphere. As an application, we prove a stable version of the Generalized Property R Conjecture for -component links with…
We study asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations of the log-price process. We distinguish three cases: subcritical (also called ergodic), critical and supercritical. In the subcritical case, asymptotic normality is proved for all the parameters, whi…
Unified error analysis for low-rank approximation improves data assimilation performance.
Unified formula for optimal portfolio under piecewise hyperbolic risk aversion.
New methods show quasinormal modes can be defined using various stationary Killing vectors.
Study optimizes portfolio liquidation strategies with complex market impacts.
In this technical paper, we present a new formulation of higher parallel transport in strict higher gauge theory required for the rigorous construction of Wilson lines and surfaces. Our approach is based on an original notion of Lie crossed module cocycle and cocycle 1- and 2-gauge transformation with a non standard do…
Twitter is recently being used during crises to communicate with officials and provide rescue and relief operation in real time. The geographical location information of the event, as well as users, are vitally important in such scenarios. The identification of geographic location is one of the challenging tasks as the…
The standard actions of finite groups on spheres S^d are linear actions, i.e. by finite subgroups of the orthogonal group O(d+1). We prove that, in each dimension d>5, there is a finite group G which admits a faithful, topological action on a sphere S^d but is not isomorphic to a subgroup of O(d+1). The situation remai…
Consider a Bayesian inference problem where a variable of interest does not take values in a Euclidean space. These "non-standard" data structures are in reality fairly common. They are frequently used in problems involving latent discrete factor models, networks, and domain specific problems such as sequence alignment…
CIR method preserves relation for case-control studies.
New framework for DNN training guarantees convergence to global minimum.
We construct, somewhat non-standard, Legendrian surgery diagrams for some Stein fillable contact structures on some plumbing trees of circle bundles over spheres. We then show how to put such a surgery diagram on the pages of an open book for with relatively low genus. Thus we produce open books with low genus p…
The paper solves the problem of fitting an ellipsoid to random points efficiently.
New depth function for partial orders helps compare machine learning algorithms.
Study calculates Mather β-function for ellipses and applies it to rigidity problems.
We study holonomy algebras generated by an algebraic element of the Clifford algebra, or equivalently, the holonomy algebras of certain spin connections in flat space. We provide series of examples in arbitrary dimensions and establish general properties of the holonomy algebras under some mild conditions on the genera…
Paper develops a fair pricing algorithm for dynamic settings with uncertain demand.