Designing deterministic denominators for SGLD stabilizes large drifts.
problem Stabilizing large drifts in SGLD
method Using state-dependent envelopes and empirical quantiles for activation thresholds
result Proxy-quantile denominators are close to oracle-score behavior and improve deterministic taming choices
Proposes a new framework for optimizing utility with state-dependent benchmarks.
problem Various interpretations of benchmarks in utility functions.
method General framework of state-dependent utility optimization with stochastic benchmarks.
result Provides optimal solutions and addresses issues of well-definedness and feasibility.
Correct method found for drawing precise envelope of straight lines.
problem Widespread method fails to represent the precise shape of envelope.
method Recently discovered correct method for straight line families in the plane.
result Correct method precisely represents the envelope of straight lines.
Unique optimal strategy identified for state-dependent risk aversion.
problem Consistency of optimal portfolio choice for varying risk aversion.
method Analysis of state-dependent exponential utilities in arbitrage-free markets.
result Uniqueness of optimal strategy across any time horizon.
A Hawkes process with state-dependent factor models order flows in limit order books.
problem Modeling order flows in limit order books for better market prediction.
method A Hawkes process with a state-dependent factor for conditional intensity estimation.
result State-dependent formulations improve the fit of LOB models to financial data.
Study of SGD with state-dependent noise, improving escape from local minima.
problem Understanding and improving the dynamics of SGD in non-convex optimization.
method Formal study on SGD with state-dependent noise, proposing power-law dynamic with state-dependent diffusion.
result Power-law dynamic can escape from sharp minima exponentially faster than flat minima.
We study statistical aspects of state-dependent Hawkes processes, which are an extension of Hawkes processes where a self- and cross-exciting counting process and a state process are fully coupled, interacting with each other. The excitation kernel of the counting process depends on the state process that, reciprocally…
Study three discrete envelope types of polygon bisection lines.
problem Understanding different envelope types of polygon bisection lines.
method Examined three distinct notions of discrete envelopes.
result Connected three different notions of discrete envelopes.
Paper solves four problems of pseudo-circle envelopes in Minkowski plane.
problem Four problems of pseudo-circle envelopes in Minkowski plane.
method Solutions to four basic problems.
result Solved four problems of pseudo-circle envelopes in Minkowski plane.
Describes envelopes of Thurston metric on Teichmüller space.
problem Characterizing the shape and properties of envelopes in Teichmüller space.
method Using harmonic stretch lines and topological invariants, the shape and properties of envelopes are described.
result Envelopes are contractible and vary continuously with endpoints.
Improves regression efficiency by separating material and immaterial parts of responses.
problem Improving estimation efficiency in nonlinear multivariate regressions.
method Kernel envelope (KENV) estimator for nonparametric response envelopes in reproducing kernel Hilbert space.
result KENV achieves lower in-sample prediction risk than kernel ridge regression in non-trivial immaterial components.
Study circle families' envelopes and related curves.
problem Understanding relationships between circle families and special curves.
method Investigate envelopes of circle families and their connections to evolutes, pedals, evolutoids, and pedaloids.
result Characterized relationships between circle families and related curves.
Solves four problems related to circle families in the plane.
problem Four basic problems of circle families in the plane.
method Solves all four basic problems of circle families in the plane.
result All four basic problems are solved.
Study controlled contagion with state-dependent killing, proving a comparison principle.
problem Analyzing controlled McKean--Vlasov contagion with state-dependent killing.
method Proof of a comparison principle using Wasserstein smooth-gauge comparison and killing-jump absorption estimates.
result Established a comparison principle for the two-population killed-particle HJB.
New Lie group approach for envelope surface computation.
problem Efficient computation of envelope surfaces.
method Interpreting surfaces as curves in Lie group spaces, leveraging Lie group and algebra formalisms.
result Explicit rational parameterization of cone envelope surfaces and solution to trimming problem.
Solves four problems related to sphere families in 3D space.
problem Four basic problems of sphere families in Euclidean 3-space.
method Solves all four basic problems of sphere families in Euclidean 3-space.
result All four basic problems are solved.
The dynamical analysis of American options has motivated the development of robust versions of the classical Snell envelopes. The cost of superhedging an American option is characterized by the upper Snell envelope. The infimum of the arbitrage free prices is characterized by the lower Snell envelope. In this paper we …
This paper explores geometric insights into discrete R-congruences and their envelopes.
problem Understanding the ambiguity in discrete R-congruences and their envelopes.
method Analyzes discrete R-congruences that are enveloped by specific types of surfaces and maps.
result Discovers a 2-parameter family of discrete enveloping surfaces for discrete R-congruences.
Operating envelope is an important concept in industrial operations. Accurate identification for operating envelope can be extremely beneficial to stakeholders as it provides a set of operational parameters that optimizes some key performance indicators (KPI) such as product quality, operational safety, equipment effic…
Study on Laplacian determinant in isosceles triangles, finding equilateral triangle minimizes determinant.
problem Finding the minimum of the spectral determinant on isosceles triangles.
method Analyzing the determinant of the Laplacian on Euclidean isosceles triangle envelopes of fixed area.
result Equilateral triangle envelope minimizes the determinant of the Laplacian.
Theory integrates loss aversion into expected utility for monetary returns.
problem Modeling loss aversion in expected utility theory.
method Develops state-dependent linear utility functions incorporating loss aversion.
result Contracts from monopolists in insurance markets.
This work uses Lasry-Lions envelopes to solve nonconvex optimization problems.
problem Nonconvex and nonsmooth terms in optimization problems.
method Develops a homotopy approach using Lasry-Lions envelopes to approximate and solve the original problem.
result The method can solve composite minimization problems and is more effective than classical alternatives in certain domains.
We make a systematic study of (quasi-)plurisubharmonic envelopes on compact Kähler manifolds, as well as on domains of Cn, by using and extending an approximation process due to Berman [Ber13]. We show that the quasi-psh envelope of a viscosity super-solution is a pluripotential super-solution of a given co…
This paper improves credit risk analysis by incorporating state-dependent recovery rates into a factor model.
problem Accurate default forecasting in credit risk analysis.
method Extends a one-factor Gaussian copula model to include state-dependent recovery rates and a common factor.
result The proposed model outperforms other models in default prediction, especially during hectic periods.
Study efficient algorithms for nonconvex optimization with state-dependent Markov data.
problem Stochastic optimization with Markovian data and state-dependent transition kernels.
method Projection-based and projection-free algorithms for constrained nonconvex problems.
result The number of oracle calls to achieve an ε-stationary point is O(1/ε2.5). New geometric mechanism solves four envelope problems.
problem Four basic problems on envelopes created by hyperplane families.
method Simple geometric mechanism of intersections of perpendicular bisectors and normal lines.
result Solves all four basic problems on envelopes at once.
The paper defines and characterizes conditional nonlinear expectations.
problem Defining and characterizing conditional nonlinear expectations.
method Embedding in decision theory, using state-dependent preferences, and continuous utility representation.
result Consistent backward conditional projections are characterized by the Sure-Thing Principle.
New methods help escape strict saddle points in nonsmooth optimization.
problem Escaping strict saddle points in nonsmooth optimization.
method An inexact stochastically perturbed gradient method applied to the Moreau envelope.
result A variety of algorithms for nonsmooth optimization can efficiently escape strict saddle points of the Moreau envelope.
The paper proves boundedness of envelopes in complex manifolds.
problem Regularity of envelopes in complex manifolds.
method Analyzes bounded functions and their envelopes in the context of cohomology classes and Laplacians.
result The α-psh envelope P(f) is locally bounded with locally bounded Laplacian on the ample locus of {α}. We prove that the forgetful functor from groupoids to pregroupoids has a left adjoint, with the front adjunction injective. Thus we get an enveloping groupoid for any pregroupoid. We prove that the category of torsors is equivalent to that of pregroupoids. Hence we also get enveloping groupoids for torsors, and for pri…
We give a global description of envelopes of geodesic tangents of regular curves in (not necessarily convex) Riemannian surfaces. We prove that such an envelope is the union of the curve itself, its inflectional geodesics and its tangential caustics (formed by the conjugate points to those of the initial curve along th…
By using the support function on the xy-plane, we show the necessary and sufficient conditions for the existence of envelopes of horizontal lines in the 3D-Heisenberg group. A method to construct horizontal envelopes from the given ones is also derived, and we classify the solutions satisfying the construction.
We view conformal surfaces in the 4--sphere as quaternionic holomorphic curves in quaternionic projective space. By constructing enveloping and osculating curves, we obtain new holomorphic curves in quaternionic projective space and thus new conformal surfaces. Applying these constructions to Willmore surfaces, we show…
Smooth convergence to an enveloping cylinder proved for mean curvature flow of complete graphical hypersurfaces.
problem Proving smooth convergence of mean curvature flow to an enveloping cylinder.
method Analyzing mean curvature flow of complete graphical hypersurfaces over domains Ωt, proving convergence under certain circumstances. result Smooth convergence of Mt−hen+1 to the enveloping cylinder under specific conditions. We study the geometry of Outer Space CVn in regard of the asymmetric Lipschitz metric via envelopes, that is the set of all geodesics between two points. In the simplicial structure of CVn the envelopes are polytopes. We construct a piecewise unique geodesic between any two points in CVn by concatenating edges…
Defines a calculus for integrating Moreau envelopes in differentiable programming.
problem Lack of a mathematical framework for applying Moreau envelopes to deep networks and machine learning systems.
method Develops a compositional calculus adapted to Moreau envelopes and integrates it into differentiable programming.
result Integrates Moreau envelopes into differentiable programming, enabling new gradient back-propagation methods.
We consider smooth 1-parameter families of plane curves tangent to a semicubic parabola, when the curvature radius of their curves at the tangency point vanishes at the cusp point. We find the $\A$-normal form of these families, their envelopes and local patterns near the cusp. We obtain a new codimension 2 singularity…
Given any smooth plane curve α(s)representing a mirror that reflects light the usual way and any radiant light source at a point in the plane, the reflected light will produce a caustic envelope. For such an envelope, we show that there is an associated curve \b{eta}(s) and a family of circles C(s) that roll on \b{eta}…
A spacetime can be embedded in an enveloping space with all its extensions.
problem Existence and uniqueness of C0-maximal extensions in globally hyperbolic conformally flat spacetimes.
method Proving conformal embedding into an enveloping space containing all extensions.
result Existence and uniqueness of C0-maximal extensions proven.
Training certifiable neural networks enables one to obtain models with robustness guarantees against adversarial attacks. In this work, we introduce a framework to bound the adversary-free region in the neighborhood of the input data by a polyhedral envelope, which yields finer-grained certified robustness. We further …
The envelope of straight lines affine normal to a plane curve C is its affine evolute; the envelope of the affine lines tangent to C is the original curve, together with the entire affine tangent line at each inflexion of C. In this paper, we consider plane curves without inflexions. We use some techniques of singulari…
The paper extends a theorem to Lie-Rinehart algebras and provides new decompositions of universal enveloping algebras.
problem Understanding universal enveloping algebras of Lie-Rinehart algebras.
method Extending a theorem to left Hopf algebroids and applying it to universal enveloping algebras of Lie-Rinehart algebras.
result Provides a crossed product decomposition of universal enveloping algebras for curved and flat connections.
Distributed strategic learning has been getting attention in recent years. As systems become distributed finding Nash equilibria in a distributed fashion is becoming more important for various applications. In this paper, we develop a distributed strategic learning framework for seeking Nash equilibria under stochastic…
For a pair of points in a smooth closed convex planar curve γ, its mid-line is the line containing its mid-point and the intersection point of the corresponding pair of tangent lines. It is well known that the envelope of the mid-lines (EML) is formed by the union of three affine invariants sets: Affine Envelope Sy…
In this paper, we further study the forward-backward envelope first introduced in [28] and [30] for problems whose objective is the sum of a proper closed convex function and a twice continuously differentiable possibly nonconvex function with Lipschitz continuous gradient. We derive sufficient conditions on the origin…
Enhances LLM quantization with MDBF, improving perplexity and accuracy.
problem Limited performance of Double Binary Factorization in extreme quantization.
method Introduces Multi-envelope DBF, retaining sign matrices and replacing single envelope with rank-l envelope. result Improves perplexity and zero-shot accuracy over previous binary formats.
We shall use the classical Perron envelope method to show a general existence theorem to degenerate complex Monge-Ampère type equations on compact Kähler manifolds.
Paper presents a method for identifying isotope envelopes in MALDI-ToF data.
problem Deisotoping of isotopic peaks in MALDI-ToF molecular imaging data.
method Uses Mamdani-Assilan fuzzy system and spatial maps of molecular distribution to identify isotope envelopes.
result Proposed method detects overlapping envelopes and analyzes large data sets.