arXiv research

The paper examines clearing payments in financial networks to prevent cascaded defaults.

A new accelerated method with simpler momentum update rules.

We prove the Proportionality Principle for the Lipschitz simplicial volume without any restriction on curvature. Our argument is based on the construction of a suitable \emph{pseudostraightening} for simplices.

Proves representability of complex semigroup systems.

We establish the proportionality principle between the Riemannian volume and locally finite simplicial volume for Q-rank 1 locally symmetric spaces covered by products of hyperbolic spaces, giving the first examples for manifolds whose cusp groups are not necessarily amenable. Also, we give a simple direct proof of the…

We show that a conjectural extension of a fixed point formula in Arakelov geometry implies results about a tautological subring in the arithmetic Chow ring of bases of abelian schemes. Among the results are an Arakelov version of the Hirzebruch proportionality principle and a formula for a critical power of $\hat c_1$ …

We study the Lipschitz simplicial volume, which is a metric version of the simplicial volume. We introduce the piecewise straightening procedure for singular chains, which allows us to generalize the proportionality principle and the product inequality to the case of complete Riemannian manifolds of finite volume with …

This article continues a line of research aimed at solving an important problem of T. Kobayashi of the existence of compact Clifford-Klein forms of reductive homogeneous spaces. We contribute to this topic by showing that almost all symmetric spaces and 3-symmetric spaces do not admit solvable compact CliffordfKlein fo…

This paper is a review on recently found connection between geodesically equivalent metrics and integrable geodesic flows. Suppose two different metrics on one manifold have the same geodesics. We show that then the geodesic flows of these metrics admit sufficiently many integrals (of a special form) in involution and …

We extend the fair machine learning literature by considering the problem of proportional centroid clustering in a metric context. For clustering $n$ points with $k$ centers, we define fairness as proportionality to mean that any $n/k$ points are entitled to form their own cluster if there is another center that is clo…

This report works out the details of a closed-form, fully Bayesian, multiclass, openset, generative pattern classifier using multivariate Gaussian likelihoods, with conjugate priors. The generative model has a common within-class covariance, which is proportional to the between-class covariance in the conjugate prior. …

Let X be a topological space, and let C(X) be the complex of singular cochains on X with real coefficients. We denote by Cc(X) the subcomplex given by continuous cochains, i.e. by such cochains whose restriction to the space of simplices (endowed with the compact-open topology) defines a continuous real function. We pr…

We consider the question raised by Enciso and Peralta-Salas in [4] (see arXiv:1402.6825): What nonconstant functions $f$ can occur as the proportionality factor for a Beltrami field $\mathbf{u}$ on an open subset $U \subset \mathbb{R}^3$? We also consider the related question: For any such $f$, how large is the space o…

On a Kahler manifold there is a clear connection between the complex geometry and underlying Riemannian geometry. In some ways, this can be used to characterize the Kahler condition. While such a link is not so obvious in the non-Kahler setting, one can seek to understand extensions of these characterizations to genera…

Bounding characteristic numbers of Riemannian manifolds via volume.

Neural autoregressive models are explicit density estimators that achieve state-of-the-art likelihoods for generative modeling. The D-dimensional data distribution is factorized into an autoregressive product of one-dimensional conditional distributions according to the chain rule. Data completion is a more involved ta…

A new filter design improves system identification accuracy.

We establish in this note some Cauchy-Schwarz-type inequalities on compact Kähler manifolds, which generalize the classical Khovanskii-Teissier inequalities to higher-dimensional cases. Our proof is to make full use of the mixed Hodge-Riemann bilinear relations due to Dinh and Nguy$\hat{\text{e}}$n. A proportionality p…

New framework for fair online allocation in continuous time with deadlines.

Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades $N$, the traded volume $V$, the asset price $P$, the squared volatility $σ^2$, the bid…

Fisher's linear discriminant analysis (FLDA) is an important dimension reduction method in statistical pattern recognition. It has been shown that FLDA is asymptotically Bayes optimal under the homoscedastic Gaussian assumption. However, this classical result has the following two major limitations: 1) it holds only fo…

We obtain a combinatorial formula for the Miller-Morita-Mumford classes for the mapping class group of punctured surfaces and prove Witten's conjecture that they are proportional to the dual to the Witten cycles. The proportionality constant is shown to be exactly as conjectured by Arbarello and Cornalba [J. Alg. Geom.…

Score matching offers efficient estimation for certain distributions.

Let $M$ be the interior of a connected, oriented, compact manifold $V$ of dimension at least 2. If each path component of $\partial V$ has amenable fundamental group, then we prove that the simplicial volume of $M$ is equal to the relative simplicial volume of $V$ and also to the geometric (Lipschitz) simplicial volume…

Upper bounds on area for surfaces with constant mean curvature in hyperbolic 3-manifolds.

We present a confidence-based single-layer feed-forward learning algorithm SPIRAL (Spike Regularized Adaptive Learning) relying on an encoding of activation spikes. We adaptively update a weight vector relying on confidence estimates and activation offsets relative to previous activity. We regularize updates proportion…

We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method can be used to approximate any posterior distribution, provided that it is given i…

Integral foliated simplicial volume is a version of simplicial volume combining the rigidity of integral coefficients with the flexibility of measure spaces. In this article, using the language of measure equivalence of groups we prove a proportionality principle for integral foliated simplicial volume for aspherical m…

Geodesically equivalent Finsler metrics share invariant volume forms and first integrals.

A mean-reverting financial instrument is optimally traded by buying it when it is sufficiently below the estimated `mean level' and selling it when it is above. In the presence of linear transaction costs, a large amount of value is paid away crossing bid-offers unless one devises a `buffer' through which the price mus…

We establish a Penrose-like inequality for general (not necessarily time-symmetric) initial data sets of the Einstein-Maxwell equations, which satisfy the dominant energy condition. More precisely, it is shown that the ADM energy is bounded below by an expression which is proportional to the sum of the square root of t…

How many samples are sufficient to guarantee that the eigenvectors and eigenvalues of the sample covariance matrix are close to those of the actual covariance matrix? For a wide family of distributions, including distributions with finite second moment and distributions supported in a centered Euclidean ball, we prove …

We study a metric version of the simplicial volume on Riemannian manifolds, the Lipschitz simplicial volume, with applications to degree theorems in mind. We establish a proportionality principle and a product inequality from which we derive an extension of Gromov's volume comparison theorem to products of negatively c…

Financial asset markets are sociotechnical systems whose constituent agents are subject to evolutionary pressure as unprofitable agents exit the marketplace and more profitable agents continue to trade assets. Using a population of evolving zero-intelligence agents and a frequent batch auction price-discovery mechanism…

In this article, we introduce a new mode for training Generative Adversarial Networks (GANs). Rather than minimizing the distance of evidence distribution $\tilde{p}(x)$ and the generative distribution $q(x)$, we minimize the distance of $\tilde{p}(x_r)q(x_f)$ and $\tilde{p}(x_f)q(x_r)$. This adversarial pattern can be…

In natural language processing, a lot of the tasks are successfully solved with recurrent neural networks, but such models have a huge number of parameters. The majority of these parameters are often concentrated in the embedding layer, which size grows proportionally to the vocabulary length. We propose a Bayesian spa…

Game theory model shows optimal investment strategy for wealth growth.

Researchers found the maximum number of holes in polyominoes grows proportionally to the dimension.

Measure homology is a variation of singular homology designed by Thurston in his discussion of simplicial volume. Zastrow and Hansen showed independently that singular homology (with real coefficients) and measure homology coincide algebraically on the category of CW-complexes. It is the aim of this paper to prove that…

We study the probability distribution of stock returns at mesoscopic time lags (return horizons) ranging from about an hour to about a month. While at shorter microscopic time lags the distribution has power-law tails, for mesoscopic times the bulk of the distribution (more than 99% of the probability) follows an expon…

New derivation shows how a three-factor learning rule is derived from Oja's rule.

DeepCTRL integrates rules into deep learning models, allowing flexible control at inference.

New methods prune unpromising rules from KGs, improving scalability and runtime.

New method estimates spin system mutual information using neural networks.

In this study, we give the relationships between the conical curvatures of ruled surfaces drawn by the unit vectors of the ruling, central normal and central tangent of a regular ruled surface in the Euclidean -space. We obtain the differential equations characterizing slant ruled surfaces and if the reference ruled su…

Study optimal growth strategies in a continuous-time asset market.

New framework learns interpretable rule ensembles without sacrificing accuracy.

Completes the proof of curvature tensor existence for Jacobi operators.