arXiv research

This note removes technical assumptions and characterizes relatively dominated representations.

Anosov representations give a higher-rank analogue of convex cocompactness in a rank-one Lie group which shares many of its good geometric and dynamical properties; geometric finiteness in rank one may be seen as a controlled weakening of convex cocompactness to allow for isolated failures of hyperbolicity. We introduc…

New method finds Fuchsian representations dominating others in surface group representations.

Develops theory of Anosov representations for Fuchsian groups, showing stability and analytical properties.

The paper defines almost strict domination for representations and connects it to anti-de Sitter 3-manifolds.

Proposes new rule for ranking investment prospects over long horizons.

Study domination between non-Fuchsian surface group representations and anti-de Sitter geometry.

This study finds a special class of representations that dominate others in a complex hyperbolic group.

Dominant representations found via Fock-Goncharov coordinates.

We prove that a representation from the fundamental group of a closed surface of negative Euler characteristic with values in the isometry group of a Riemannian manifold of sectional curvature bounded by -1 can be dominated by a Fuchsian representation. Moreover, we prove that the domination can be made strict, unless …

The study shows how energy density of harmonic maps dominates in $n$-Fuchsian fibers, leading to unique minimal surfaces.

New representation theory for surface groups to SO0(2,3).

Study max- and min-stability under first-order stochastic dominance, finding new functional characterizations.

We prove that any nonabelian, non-Fuchsian representation of a surface group into PSL(2,R) is the holonomy of a folded hyperbolic structure on the surface. Using similar ideas, we establish that any non-Fuchsian representation rho of a surface group into PSL(2,R) is strictly dominated by some Fuchsian representation j,…

American options can be equivalent to European options under certain conditions.

New method assesses multivariate stochastic dominance using Optimal Transport.

We generalize a well-known existence and uniqueness result for equivariant harmonic maps due to Corlette, Donaldson, and Labourie to a non-compact infinite energy setting and analyze the asymptotic behaviour of the harmonic maps. When the relevant representation is Fuchsian and has hyperbolic monodromy, our constructio…

Develops theory of relatively Anosov representations using flow examples.

In a previous paper by Deroin-Tholozan, the authors construct a map $\mathbfΨ_ρ$ from the Teichmüller space of $S$ to itself and prove that, when $M$ has sectional curvature $\leq -1$, the image of $\mathbfΨ_ρ$ lies (almost always) in the domain $\mathrm{Dom}(ρ)$ of Fuchsian representations stricly dominating $ρ$. Here…

We employ random geometric digraphs to construct semi-parametric classifiers. These data-random digraphs are from parametrized random digraph families called proximity catch digraphs (PCDs). A related geometric digraph family, class cover catch digraph (CCCD), has been used to solve the class cover problem by using its…

We analyze total, asymmetric and frequency connectedness between oil and forex markets using high-frequency, intra-day data over the period 2007 -- 2017. By employing variance decompositions and their spectral representation in combination with realized semivariances to account for asymmetric and frequency connectednes…

Theory of relatively Anosov representations using flow methods.

We consider the question of efficient estimation in the tails of Gaussian copulas. Our special focus is estimating expectations over multi-dimensional constrained sets that have a small implied measure under the Gaussian copula. We propose three estimators, all of which rely on a simple idea: identify certain \emph{dom…

We show that many Lorentzian manifolds of dimension >2 do not admit a spacelike codimension-one foliation, and that almost every manifold of dimension >2 which admits a Lorentzian metric at all admits one which satisfies the dominant energy condition and the timelike convergence condition. These two seemingly unrelated…

Theory of smooth relative connections on quiver bundles developed.

We derive properties of the cdf of random variables defined as saddle-type points of real valued continuous stochastic processes. This facilitates the derivation of the first-order asymptotic properties of tests for stochastic spanning given some stochastic dominance relation. We define the concept of Markowitz stochas…

Defines new representations for hyperbolic groups, unifying existing definitions.

Characterizes causal structure dominance for latent variables.

For a closed manifold equipped with a Riemannian metric, a triangulation, a representation of its fundamental group on an Hilbert module of finite type (over of finite von Neumann algebra), and a Hermitian structure on the flat bundle associated to the representation, one defines a numerical invariant, the relative tor…

A financial market is called "diverse" if no single stock is ever allowed to dominate the entire market in terms of relative capitalization. In the context of the standard Ito-process model initiated by Samuelson (1965) we formulate this property (and the allied, successively weaker notions of "weak diversity" and "asy…

Logistic regression is a widely used method in several fields. When applying logistic regression to imbalanced data, for which majority classes dominate over minority classes, all class labels are estimated as `majority class.' In this article, we use an F-measure optimization method to improve the performance of logis…

Investigates the effects of nondominated sets of probability measures in robust models of finance.

GraphHull models networks with clear multi-scale explanations of community structure.

New regularization method reduces support of empirical risk minimization solutions.

The positive mass theorem is one of the fundamental results in general relativity. It states that, assuming the dominant energy condition, the total mass of an asymptotically flat spacetime is non-negative. The Penrose inequality provides a lower bound on mass by the area of the black hole and is closely related to the…

In a system containing a large number of interacting stochastic processes, there will typically be many non-zero correlation coefficients. This makes it difficult to either visualize the system's inter-dependencies, or identify its dominant elements. Such a situation arises in Foreign Exchange (FX) which is the world's…

We establish several new stylised facts concerning the intra-day seasonalities of stock dynamics. Beyond the well known U-shaped pattern of the volatility, we find that the average correlation between stocks increases throughout the day, leading to a smaller relative dispersion between stocks. Somewhat paradoxically, t…

A new method, REC, compresses images by encoding their latent representations efficiently.

Framework for real-time win probability and player ability in sports.

Develops asymptotic theory for deep Cox models to enable valid inference.

Paper tackles long-tailed labels in classification problems.

Study proves positivity of quasi-local masses in general relativity using spinors.

This paper shows how to approximate CAT(-1) representations by Fuchsian ones.

We consider filtration consistent nonlinear expectations in probability spaces satisfying only the usual conditions and separability. Under a domination assumption, we demonstrate that these nonlinear expectations can be expressed as the solutions to Backward Stochastic Differential Equations with Lipschitz continuous …

In the practice of point prediction, it is desirable that forecasters receive a directive in the form of a statistical functional, such as the mean or a quantile of the predictive distribution. When evaluating and comparing competing forecasts, it is then critical that the scoring function used for these purposes be co…

We develop a statistical framework to benchmark and select large language models based on their risks.

New insights into Anosov representations of hyperbolic groups.

Many real-world decision problems are characterized by multiple conflicting objectives which must be balanced based on their relative importance. In the dynamic weights setting the relative importance changes over time and specialized algorithms that deal with such change, such as a tabular Reinforcement Learning (RL) …