New test detects sparse alternatives in Gaussian random fields.
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
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Study on maximum principles for nonlinear equations on Riemannian manifolds.
In this work we consider viscosity solutions to second order partial differential equations on Riemannian manifolds. We prove maximum principles for solutions to Dirichlet problem on a compact Riemannian manifold with boundary. Using a different method, we generalize maximum principles of Omori and Yau to a viscosity v…
Study proves spacelike self-shrinkers are hyperplanes under certain conditions.
We prove weak and strong maximum principles, including a Hopf lemma, for smooth subsolutions to equations defined by linear, second-order, partial differential operators whose principal symbols vanish along a portion of the domain boundary. The boundary regularity property of the smooth subsolutions along this boundary…
New Lagrangian approach for optimal control of second-order systems.
We introduce the new notion of Bianchi-convex sets, a generalization of convex sets of algebraic curvature tensors inspired by the second Bianchi identity. It turns out that Hamilton's maximum principle for the Ricci flow can be generalized for Bianchi-convex sets.
Study proves Maximum Principles for unbounded Riemannian domains.
We consider geometric flow equations for contracting and expanding normal velocities, including powers of the Gauss curvature, of the mean curvature, and of the norm of the second fundamental form, and ask whether - after appropriate rescaling - closed strictly convex surfaces converge to spheres. To prove this, many a…
The Laplace approximation calls for the computation of second derivatives at the likelihood maximum. When the maximum is found by the EM-algorithm, there is a convenient way to compute these derivatives. The likelihood gradient can be obtained from the EM-auxiliary, while the Hessian can be obtained from this gradient …
Study of complete space-like self-expanders in Minkovski space.
In this paper we mainly study the type II singularities of the mean curvature flow from a symplectic surface or from an almost calibrated Lagrangian surface in a K ähler-Einstein surface. We show the relation between the maximum of the Kähler angle and the maximum of on the limit flow.
A learning algorithm achieves logarithmic regret in a market making model.
We derive a parabolic version of Omori-Yau maximum principle for a proper mean curvature flow when the ambient space has lower bound on -sectional curvature. We apply this to show that the image of Gauss map is preserved under a proper mean curvature flow in euclidean spaces with uniform bounded second fundamenta…
The paper finds the maximum scalar curvature for 3D minimal hypersurfaces in hyperbolic 4-space.
Maximum likelihood estimator performance in logistic regression analyzed.
New bound on Jones polynomial for specific positive links.
Using a maximum principle for self-shrinkers of the mean curvature flow, we give new proofs of a rigidity theorem for rotationally symmetric compact self-shrinkers and a result about the asymptotic behavior of self-shrinkers. This comparison argument also implies a linear bound for the second fundamental form of self-s…
A method for inferring motility models and heterogeneity from particle trajectories.
We generalize A. Borbély's condition for the conclusion of the Omori-Yau maximum principle for the Laplace operator on a complete Riemannian manifold to a second-order linear semi-elliptic operator with bounded coefficients and no zeroth order term. Also, we consider a new sufficient condition for the existence of …
Graphs with maximum degree Δ have at most O(1) equiangular lines for λ < 3/sqrt(2).
A boosting method improves nonparametric density estimation without smoothing assumptions.
We propose the Legendrian web in a contact three manifold as a second order generalization of the planar web. An Abelian relation for a Legendrian web is analogously defined as an additive equation among the first integrals of its foliations. For a class of Legendrian -webs defined by simple second order ODE's, w…
The paper presents a method to estimate joint interventional distributions from marginal interventional data.
We generalize the Omori-Yau almost maximum principle of the Laplace-Beltrami operator on a complete Riemannian manifold to a second-order linear semi-elliptic operator with bounded coefficients and no zeroth order term. Using this result, we prove some Liouville-type theorems for a real-valued function …
The study describes the structure of surfaces with constant mean curvature in 3-manifolds.
Statistical uncertainty of different filtration techniques for market network analysis is studied. Two measures of statistical uncertainty are discussed. One is based on conditional risk for multiple decision statistical procedures and another one is based on average fraction of errors. It is shown that for some import…
Paper examines risk measure expansions under FGM dependence, improving accuracy at extreme levels.
New bounds on Khovanov homology for positive links families.
Study proves estimate for Hessian quotient equations on 2D Riemannian manifolds.
We use a simple agent based model of value investors in financial markets to test three credit regulation policies. The first is the unregulated case, which only imposes limits on maximum leverage. The second is Basle II and the third is a hypothetical alternative in which banks perfectly hedge all of their leverage-in…
We study some basic problems of translating solitons: the volume growth, generalized maximum principle, Gauss maps and certain functions related to the Gauss maps, finally we carry out point-wise estimates and integral estimates for the squared norm of the second fundamental form. Those estimates give rigidity theorems…
New estimators improve efficiency in two-phase designs with coarsened data.
New method calibrates reference distributions for bounded support.
It is our purpose to study complete self-shrinkers in Euclidean space. By introducing a generalized maximum principle for -operator, we give estimates on supremum and infimum of the squared norm of the second fundamental form of self-shrinkers without assumption on \emph{polynomial volume growth}, which is…
This paper is a continuation of the second author's previous work. We investigate the isoperimetric problem in the 2-dimensional Finsler space form with by using the Holmes-Thompson area and prove that the circle centered the origin achieves the local maximum area of the isoperimetric problem.
SNEPPPs use squared neural networks to efficiently model Poisson point processes.
Maximum likelihood (ML) estimation using Newton's method in nonlinear state space models (SSMs) is a challenging problem due to the analytical intractability of the log-likelihood and its gradient and Hessian. We estimate the gradient and Hessian using Fisher's identity in combination with a smoothing algorithm. We exp…
We consider two connected aspects of maximum likelihood estimation of the parameter for high-dimensional discrete graphical models: the existence of the maximum likelihood estimate (mle) and its computation. When the data is sparse, there are many zeros in the contingency table and the maximum likelihood estimate of th…
In this paper we extend to non-compact Riemannian manifolds with boundary the use of two important tools in the geometric analysis of compact spaces, namely, the weak maximum principle for subharmonic functions and the integration by parts. The first one is a new form of the classical Ahlfors maximum principle whereas …
The paper introduces a new intrinsic reward method for exploration in reinforcement learning.
In this paper, we propose a novel maximum causal Tsallis entropy (MCTE) framework for imitation learning which can efficiently learn a sparse multi-modal policy distribution from demonstrations. We provide the full mathematical analysis of the proposed framework. First, the optimal solution of an MCTE problem is shown …
A new optimizer d-AmsGrad improves deep learning for robot learning in non-stationary problems.
Paper proves Liouville-type theorems for minimal graphs with capillary boundary.
The paper proves gap results for self-shrinkers in -mean curvature flow.
In Neri and Schneider (2012) we presented a method to recover the Maximum Entropy Density (MED) inferred from prices of call and digital options on a set of n strikes. To find the MED we need to numerically invert a one-dimensional function for n values and a Newton-Raphson method is suggested. In this note we revisit …
We consider flows with normal velocities equal to powers strictly larger than one of the Gauss curvature. Under such flows closed strictly convex surfaces converge to points. In his work on the square of the norm of the second fundamental form, Schnürer proposes criteria for selecting quantities that are suitable for p…
New RL approach uses future state and action visitation measures for better exploration.