arXiv research

The paper establishes conditions for strict power concavity in convolutions.

Strict concavity proven for growth indicator function of certain groups.

This study proves new financial market theorems breaking standard risk definitions.

For $φ$ a metric on the anticanonical bundle, $-K_X$, of a Fano manifold $X$ we consider the volume of $X$ $\int_X e^{-φ}.$ We prove that the logarithm of the volume is concave along continuous geodesics in the space of positively curved metrics on $-K_X$ and that the concavity is strict unless the geodesic comes f…

We propose a novel and flexible rank-breaking-then-composite-marginal-likelihood (RBCML) framework for learning random utility models (RUMs), which include the Plackett-Luce model. We characterize conditions for the objective function of RBCML to be strictly log-concave by proving that strict log-concavity is preserved…

Improves SGM convergence bounds in W2-distance without strict assumptions.

Gradient Descent Ascent converges to von-Neumann solution in hidden zero-sum games.

Refines d'Alembertian for signed Lorentz distance functions in metric measure spacetimes.

Gradient descent-ascent converges to strict local minmax equilibria with a finite timescale separation.

The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps (1979). In the context of optimal portfolio selection with expected utility preferences this question has been a focus of considerable attention over the last twenty years. We…

We study homologically maximizing timelike geodesics in conformally flat tori. A causal geodesic $γ$ in such a torus is said to be homologically maximizing if one (hence every) lift of $γ$ to the universal cover is arclength maximizing. First we prove a compactness result for homologically maximizing timelike geodesics…

New algorithms solve nonconvex-nonconcave minimax optimization problems.

For $φ$ a metric on the anticanonical bundle, $-K_X$, of a Fano manifold $X$ we consider the volume of $X$ $\int_X e^{-φ}.$ We prove that the logarithm of the volume is concave along bounded geodesics in the space of positively curved metrics on $-K_X$ and that the concavity is strict unless the geodesic comes from…

Despite remarkable empirical success, the training dynamics of generative adversarial networks (GAN), which involves solving a minimax game using stochastic gradients, is still poorly understood. In this work, we analyze last-iterate convergence of simultaneous gradient descent (simGD) and its variants under the assump…

We treat utility maximization from terminal wealth for an agent with utility function $U:\mathbb{R}\to\mathbb{R}$ who dynamically invests in a continuous-time financial market and receives a possibly unbounded random endowment. We prove the existence of an optimal investment without introducing the associated dual prob…

New method accelerates convergence for entropy-regularized reinforcement learning problems.

Owing to their connection with generative adversarial networks (GANs), saddle-point problems have recently attracted considerable interest in machine learning and beyond. By necessity, most theoretical guarantees revolve around convex-concave (or even linear) problems; however, making theoretical inroads towards effici…

The paper studies strict equivalence in multi-virtual linkoids with new invariants.

Study strict stability of cones with isolated singularities.

We introduce a more restrictive version of the strict $CD(K,\infty)$ -condition, the so-called very strict $CD(K,\infty)$ -condition, and show the existence of optimal maps in very strict $CD(K,\infty)$ -spaces despite the possible lack of uniqueness of optimal plans.

Minimal graph level sets are concave if boundary is concave.

We consider the problem of minimizing the relative perimeter under a volume constraint in an unbounded convex body $C\subset \mathbb{R}^{n+1}$, without assuming any further regularity on the boundary of $C$. Motivated by an example of an unbounded convex body with null isoperimetric profile, we introduce the concept of…

Maps Lie 2-groups to Weil algebras, showing cohomology isomorphisms.

Proves integrability of strict Lie 2-algebras using cohomological methods.

We study strict local martingales via h-transforms, a method which first appeared in Delbaen-Schachermayer. We show that strict local martingales arise whenever there is a consistent family of change of measures where the two measures are not equivalent to one another. Several old and new strict local martingales are i…

Proves log-concavity of cluster algebra coefficients for type $A_n$.

Study improves sampling from non-log-concave distributions using Fisher information.

In an earlier work, we constructed the almost strict Morse $n$-category $\mathcal X$ which extends Cohen $\&$ Jones $\&$ Segal's flow category. In this article, we define two other almost strict $n$-categories $\mathcal V$ and $\mathcal W$ where $\mathcal V$ is based on homomorphisms between real vector spaces and $\ma…

Established concavity principle for curved spaces.

Establishes log-concavity estimates for convex domains' first Dirichlet eigenfunctions.

Study complex hyperbolic lattices and their relation to strict hyperbolization.

New saddle network architectures preserve convex-concave geometry in optimization problems.

Heat flow fails to preserve concavity in curved spaces.

We present a simple connection between differential Harnack inequalities for hypersurface flows and natural concavity properties of their time-of-arrival functions. We prove these concavity properties directly for a large class of flows by applying a concavity maximum principle argument to the corresponding level set f…

Investigates concavity of spacetimes, showing conditions for local concavity.

We define a class of L-convex-concave subsets of $\Bbb{R}P^n$, where L is a projective subspace of dimension l in $\Bbb{R}P^n$. These are sets whose sections by any (l+1)-dimensional space L' containing L are convex and concavely depend on L'. We introduce an L-duality for these sets, and prove that the L-dual to an L-…

Geodesic concavity and hypersymplectic structures in $G2$-structures space.

In this article, we study the relationship between the weak limit of a sequence of integral currents in a metric space and the possible Hausdorff limit of the sequence of supports. Due to cancellation, the weak limit is in general supported in a strict subset of the Hausdorff limit. We exhibit sufficient conditions in …

Gradient methods converge exponentially in concave network games.

This study examines how earnings announcements affect option volatility and pricing.

Log-concavity of eigenfunctions on curved surfaces is proven, leading to fundamental gap estimates.

Improved sampling guarantees for weakly log-concave distributions.

We explain a general construction through which concave elliptic operators on complex manifolds give rise to concave functions on cohomology. In particular, this leads to generalized versions of the Khovanskii-Teissier inequalities.

Establishes a concavity property for positive Hessian quotient operators.

In this paper, we initiate the study of a parametrised version of Rieffel's strict deformation quantization. We apply it to give a classification of noncommutative principal torus bundles, in terms of parametrised strict deformation quantization of ordinary principal torus bundles. The paper also contains a putative de…

Unified routing and arbitrage with concave continuation.

The study proves non-existence of concave functions on specific metric spaces.

We introduce a geometrically transparent strict saddle property for nonsmooth functions. This property guarantees that simple proximal algorithms on weakly convex problems converge only to local minimizers, when randomly initialized. We argue that the strict saddle property may be a realistic assumption in applications…