arXiv research

The Heights Theorem is extended to all Riemann surfaces with a first kind fundamental group.

Volume of unit balls defined by quadratic differentials is not proper and has integrable volume.

Optimizing option exercise policies based on variance optimal martingale measure can lead to unappealing results.

Quadratic-time algorithm computes stretch factors and foliations for pseudo-Anosov mapping classes.

The study characterizes infinite Riemann surfaces and their foliations using quadratic differentials.

A meromorphic quadratic differential on a punctured Riemann surface induces horizontal and vertical measured foliations with pole-singularities. In a neighborhood of a pole such a foliation comprises foliated strips and half-planes, and its leaf-space determines a metric graph. We introduce the notion of an asymptotic …

Using Vovk's outer measure, which corresponds to a minimal superhedging price, the existence of quadratic variation is shown for "typical price paths" in the space of càdlàg functions possessing a mild restriction on the jumps directed downwards. In particular, this result includes the existence of quadratic variation …

We describe the space of measured foliations induced on a compact Riemann surface by meromorphic quadratic differentials. We prove that any such foliation is realized by a unique such differential $q$ if we prescribe, in addition, the principal parts of $\sqrt q$ at the poles. This generalizes a theorem of Hubbard and …

A meromorphic quadratic differential with poles of order two, on a compact Riemann surface, induces a measured foliation on the surface, with a spiralling structure at any pole that is determined by the complex residue of the differential at the pole. We introduce the space of such measured foliations, and prove that f…

A natural generalization of interval exchange maps are linear involutions, first introduced by Danthony and Nogueira. Recurrent train tracks with a single switch which we call non-classical interval exchanges, form a subclass of linear involutions without flips. They are analogs of classical interval exchanges, and are…

Thurston's boundary to the universal Teichmüller space $T(\mathbb{D})$ is the space $PML_{bdd}(\mathbb{D})$ of projective bounded measured laminations of $\mathbb{D}$. A geodesic ray in $T(\mathbb{D})$ is of Teichmüller type if it shrinks vertical foliation of an integrable holomorphic quadratic differential. In a prio…

Paper tackles measure estimation in barycentric coding model.

In this paper we introduce flat grafting as a deformation of quadratic differentials on a surface of finite type that is analogous to the grafting map on hyperbolic surfaces. Flat grafting maps are generic in the strata structure and preserve parallel measured foliations. We use flat grafting to construct paths connect…

Critical graphs of quadratic differentials equidistribute in moduli space.

We discuss the class of "Quadratic Normal Volatility" models, which have drawn much attention in the financial industry due to their analytic tractability and flexibility. We characterize these models as the ones that can be obtained from stopped Brownian motion by a simple transformation and a change of measure that o…

For a non-uniform lattice in SL(2,R), we consider excursions in cusp neighborhoods of a random geodesic on the corresponding finite area hyperbolic surface or orbifold. We prove a strong law for a certain partial sum involving these excursions. This generalizes a theorem of Diamond and Vaaler for continued fractions. I…

Study on Teichmüller rays' asymptotic behavior and distances.

We consider random walks on the mapping class group that have finite first moment with respect to the word metric, whose support generates a non-elementary subgroup and contains a pseudo-Anosov map whose invariant Teichmuller geodesic is in the principal stratum of quadratic differentials. We show that a Teichmuller ge…

Motivated by electricity consumption metering, we extend existing nonnegative matrix factorization (NMF) algorithms to use linear measurements as observations, instead of matrix entries. The objective is to estimate multiple time series at a fine temporal scale from temporal aggregates measured on each individual serie…

Novel link classification connects quadratic forms and knot theory.

We consider a square-integrable semimartingale and investigate the convex order relations between its discrete, continuous and predictable quadratic variation. As the main results, we show that if the semimartingale has conditionally independent increments and symmetric jump measure, then its discrete realized variance…

The paper studies optimal transport in linear quadratic systems and derives interpolation inequalities.

Novel approximation hierarchy for sparse quadratic programs.

Study proves existence of equilibrium in incomplete economies with discontinuous volatility.

Study sharp convergence rates of empirical UOT for spatio-temporal point processes.

Paper introduces a new outer measure for continuous price paths with instant enforcement.

In this paper, we consider a supervised learning setting where side knowledge is provided about the labels of unlabeled examples. The side knowledge has the effect of reducing the hypothesis space, leading to tighter generalization bounds, and thus possibly better generalization. We consider several types of side knowl…

We consider the problem of high-dimensional classification between the two groups with unequal covariance matrices. Rather than estimating the full quadratic discriminant rule, we propose to perform simultaneous variable selection and linear dimension reduction on original data, with the subsequent application of quadr…

We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may be present in the feasible set, and the classical l1 approach may be unsuccessfu…

The paper studies how hyperbolic surfaces degenerate along harmonic map rays.

We apply a quadratic hedging scheme developed by Foellmer, Schweizer, and Sondermann to European contingent products whose underlying asset is modeled using a GARCH process and show that local risk-minimizing strategies with respect to the physical measure do exist, even though an associated minimal martingale measure …

RL solves discrete LQ control with Gaussian optimal policy.

Let Q be a connected component of a stratum in the space of quadratic differentials for a non-exceptional Riemann surface of finite type. We show that the probability measure on Q in the Lebesgue measure class which is invariant under the Teichmueller flow is obtained by Bowen's construction.

This study analyzes the quadratic Wasserstein metric's effects on inverse data matching.

Quadratic differentials on Riemann surfaces uniquely determine foliations.

This paper concerns integral varifolds of arbitrary dimension in an open subset of Euclidean space with its first variation given by either a Radon measure or a function in some Lebesgue space. Pointwise decay results for the quadratic tilt-excess are established for those varifolds. The results are optimal in terms of…

CWGD measures gradient diversity weighted by curvature, improving SGD convergence.

The boundary at infinity of a quasifuchsian hyperbolic manifold is equiped with a holomorphic quadratic differential. Its horizontal measured foliation $f$ can be interpreted as the natural analog of the measured bending lamination on the boundary of the convex core. This analogy leads to a number of questions. We prov…

Paper addresses quadratic feasibility problems and their sample complexity.

We construct an example of a uniquely ergodic measured foliation on a surface such that the associated translation flow on the orientation double cover is minimal but not uniquely ergodic. We then prove a geometric criterion for the horizontal foliation of a quadratic differential to be uniquely ergodic. The second the…

In this paper, we provide a representation theorem for dynamic capital allocation under It{ô}-L{é}vy model. We consider the representation of dynamic risk measures defined under Backward Stochastic Differential Equations (BSDE) with generators that grow quadratic-exponentially in the control variables. Dynamic capital …

In this article, we follow the study of quadratic backward SDEs with jumps,that is to say for which the generator has quadratic growth in the variables (z; u), started in our accompanying paper [15]. Relying on the existence and uniqueness result of [15], we define the corresponding g-expectations and study some of the…

The runtime for Kernel Partial Least Squares (KPLS) to compute the fit is quadratic in the number of examples. However, the necessity of obtaining sensitivity measures as degrees of freedom for model selection or confidence intervals for more detailed analysis requires cubic runtime, and thus constitutes a computationa…

This paper solves quadratic systems with sparse or generative priors.

Statistical inference and information processing of high-dimensional data often require efficient and accurate estimation of their second-order statistics. With rapidly changing data, limited processing power and storage at the acquisition devices, it is desirable to extract the covariance structure from a single pass …

This paper presents a novel one-factor stochastic volatility model where the instantaneous volatility of the asset log-return is a diffusion with a quadratic drift and a linear dispersion function. The instantaneous volatility mean reverts around a constant level, with a speed of mean reversion that is affine in the in…

New formulations for comparing metric measure spaces with arbitrary positive measures.

For semi-supervised techniques to be applied safely in practice we at least want methods to outperform their supervised counterparts. We study this question for classification using the well-known quadratic surrogate loss function. Using a projection of the supervised estimate onto a set of constraints imposed by the u…