Method calibrates basket options using rearranged samples from constituent processes.
arXiv research
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Pixle attacks images by rearranging pixels, bypassing neural networks.
Simplified and extended a method for rearranging infinite configurations of cubes.
This note proves a Gaussian version of a Pólya-Szegö conjecture using rearrangement techniques.
In this paper we show how, under surprisingly weak assumptions, one can split a planar curve into three arcs and rearrange them (matching tangent directions) to obtain a closed curve. We also generalize this construction to curves split into arcs and comment what can be achieved by rearranging arcs for a curve in h…
We developed OmicsMapNet approach to take advantage of existing deep leaning frameworks to analyze high-dimensional omics data as 2-dimensional images. The omics data of individual samples were first rearranged into 2D images in which molecular features related in functions, ontologies, or other relationships were orga…
Numerical challenges inherent in algorithms for computing worst Value-at-Risk in homogeneous portfolios are identified and solutions as well as words of warning concerning their implementation are provided. Furthermore, both conceptual and computational improvements to the Rearrangement Algorithm for approximating wors…
Paper develops polynomial approximations for complex probability densities.
The paper proves a Moser-Trudinger inequality on metric spaces with curvature-dimension conditions.
The paper extends geometric inequalities from Euclidean space to Riemannian manifolds.
Study fine Pólya-Szegő inequalities in metric spaces with applications.
This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space . In particular, we show that order closedness, -closedness and -closedness of a law-invariant convex set in $\mathc…
Paper compares solutions of Poisson equations on Riemannian manifolds with Robin boundary.
DNA rearrangement processes recombine gene segments that are organized on the chromosome in a variety of ways. The segments can overlap, interleave or one may be a subsegment of another. We use directed graphs to represent segment organizations on a given locus where contigs containing rearranged segments represent ver…
New framework for learning KR maps from data, ensuring stable generalization.
In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be most suitable to ensure nice dual representations of risk measures. Our main result asserts that every quasiconvex law-invariant functional on…
Study Hamiltonian diffeomorphisms on symplectic manifolds and properties of invariant convex functions.
We build a new probability measure on closed space and plane polygons. The key construction is a map, given by Knutson and Hausmann using the Hopf map on quaternions, from the complex Stiefel manifold of 2-frames in n-space to the space of closed n-gons in 3-space of total length 2. Our probability measure on polygon s…
The paper reviews advances in estimating and understanding optimal transport maps.
Machine learning models simulate molecular spectra and reactions in solvents.
Extends subspace detour method to Gromov-Wasserstein problem.
An affine rearrangement inequality is established which strengthens and implies the recently obtained affine Pólya--Szegö symmetrization principle for functions on . Several applications of this new inequality are derived. In particular, a sharp affine logarithmic Sobolev inequality is established which i…
Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the financial crisis, systemic risk levels might not have lowered, but even increased. It ha…
ADDA-KR uses KRnets for solving high-dimensional Fokker-Planck equations.
Optimal DP mechanisms for vector queries are found to be staircase distributions.
We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…
Autoregressive networks can achieve promising performance in many sequence modeling tasks with short-range dependence. However, when handling high-dimensional inputs and outputs, the huge amount of parameters in the network lead to expensive computational cost and low learning efficiency. The problem can be alleviated …
Sharp Sobolev inequality on circle proven with Lorentz invariance.
Link concordance equals homotopy for high-dimensional spheres.
The calculation of minimum energy paths for transitions such as atomic and/or spin re-arrangements is an important task in many contexts and can often be used to determine the mechanism and rate of transitions. An important challenge is to reduce the computational effort in such calculations, especially when ab initio …
This work extends VQR to non-linear cases and provides scalable solvers.
We study decreasing rearrangements of functions defined on (possibly non-smooth) metric measure spaces with Ricci curvature bounded below by and dimension bounded above by in a synthetic sense, the so called spaces. We first establish a Polya-Szego type inequality stating that the $W^{…
This note proves sharp affine Gagliardo-Nirenberg inequalities which are stronger than all known sharp Euclidean Gagliardo-Nirenberg inequalities and imply the affine Sobolev inequalities. The logarithmic version of affine Sobolev inequalities is verified. Moreover, An alternative proof of the affine Mo…
Point clouds provide a flexible and natural representation usable in countless applications such as robotics or self-driving cars. Recently, deep neural networks operating on raw point cloud data have shown promising results on supervised learning tasks such as object classification and semantic segmentation. While mas…
We prove that an embedded cobordism between manifolds with boundary can be split into a sequence of right product and left product cobordisms, if the codimension of the embedding is at least two. This is a topological counterpart of the algebraic splitting theorem for embedded cobordisms of the first author, A. Nemethi…
The paper characterizes risk measures with the Fatou property in function spaces.
We consider the effect of recovery rates on a pool of credit assets. We allow the recovery rate to depend on the defaults in a general way. Using the theory of large deviations, we study the structure of losses in a pool consisting of a continuum of types. We derive the corresponding rate function and show that it has …
The Kneser-Poulsen conjecture says that if a finite collection of balls in a Euclidean (spherical or hyperbolic) space is rearranged so that the distance between each pair of centers does not increase, then the volume of the union of these balls does not increase as well. We give new results about central sets of subse…
Many signals on Cartesian product graphs appear in the real world, such as digital images, sensor observation time series, and movie ratings on Netflix. These signals are "multi-dimensional" and have directional characteristics along each factor graph. However, the existing graph Fourier transform does not distinguish …
Minimum energy paths for transitions such as atomic and/or spin rearrangements in thermalized systems are the transition paths of largest statistical weight. Such paths are frequently calculated using the nudged elastic band method, where an initial path is iteratively shifted to the nearest minimum energy path. The co…
A new method optimizes diffusion models with recursive likelihood ratios.
We give a new proof of the rearrangement lemma that works for all dimensions and all heat coefficients in the study of modular geometry on noncommutative tori. The building blocks of the spectral functions are landed in a hypergeometric family knowns as Lauricella functions of type . We investigate the differential …
We study two systems of tangle equations that arise when modeling the action of the Integrase family of proteins on DNA. These two systems--direct and inverted repeats--correspond to two different possibilities for the initial DNA sequence. We present one new class of solutions to the tangle equations. In the case of i…
Sharp stability of Alexandrov's theorem for domains in the small-excess regime
Frank and Lieb gave a new, rearrangement-free, proof of the sharp Hardy-Littlewood-Sobolev inequalities by exploiting their conformal covariance. Using this they gave new proofs of sharp Sobolev inequalities for the embeddings . We show that their …
Motivated by a geometric problem, we introduce a new non-convex graph partitioning objective where the optimality criterion is given by the sum of the Dirichlet eigenvalues of the partition components. A relaxed formulation is identified and a novel rearrangement algorithm is proposed, which we show is strictly decreas…
Paper derives inequalities for eigenvalues of Witten-Laplacian under fixed volume constraint.
Generative adversarial nets (GANs) are widely used to learn the data sampling process and their performance may heavily depend on the loss functions, given a limited computational budget. This study revisits MMD-GAN that uses the maximum mean discrepancy (MMD) as the loss function for GAN and makes two contributions. F…