arXiv research

Study on spectral asymptotics in elasticity on smooth manifolds.

Study on elasticity with mixed boundary conditions, proving spectral asymptotics.

Paper finds a counter-example invalidating a spectral asymptotic algorithm.

Corrects errors in previous work on spectral asymptotics in elasticity.

Study on eigenvalue rate of geodesic balls in asymptotically hyperbolic Einstein manifolds.

In this note we consider a heat trace expansion on a manifold with wedge-like singularity. We show that there are two terms in the expansion that contain information about the presence of the singularity, namely the logarithmic term $ct^{-1/2}\log t$ and the half power term $bt^{-1/2}$. We also give a geometric express…

A widely applicable Bayesian information criterion (Watanabe, 2013) is applicable for both regular and singular models in the model selection problem. This criterion tends to overestimate the log marginal likelihood. We identify an overestimating term of a widely applicable Bayesian information criterion. Adjustment of…

Topological quantum field theories with gauge group $\textrm{SU}_2$ associate to each surface with marked points $Σ$ and each integer $r>0$ a vector space $V_r (Σ)$ and to each simple closed curve $γ$ in $Σ$ an Hermitian operator $T_r^γ$ acting on that space. We show that the matrix elements of the operators $T_r^γ$ ha…

The spectral asymptotics for linear elasticity with mixed boundary conditions are shown to be old results.

We consider the Laplacian in a domain squeezed between two parallel hypersurfaces in Euclidean spaces of any dimension, subject to Dirichlet boundary conditions on one of the hypersurfaces and Neumann boundary conditions on the other. We derive two-term asymptotics for eigenvalues in the limit when the distance between…

Improved Kuznecov remainder estimates for generic metrics.

We develop an efficient method to calibrate CDS spreads using asymptotic approximations.

In this paper we are interested in term structure models for pricing zero coupon bonds under rapidly oscillating stochastic volatility. We analyze solutions to the generalized Cox-Ingersoll-Ross two factors model describing clustering of interest rate volatilities. The main goal is to derive an asymptotic expansion of …

We present an expansion for portfolio optimization in the presence of small, instantaneous, quadratic transaction costs. Specifically, the magnitude of transaction costs has a coefficient that is of the order $ε$ small, which leads to the optimization problem having an asymptotically-singular Hamilton-Jacobi-Bellman eq…

We consider an elliptic self-adjoint first order differential operator L acting on pairs (2-columns) of complex-valued half-densities over a connected compact 3-dimensional manifold without boundary. The principal symbol of the operator L is assumed to be trace-free and the subprincipal symbol is assumed to be zero. Gi…

The paper deals with a formally self-adjoint first order linear differential operator acting on m-columns of complex-valued half-densities over an n-manifold without boundary. We study the distribution of eigenvalues in the elliptic setting and the propagator in the hyperbolic setting, deriving two-term asymptotic form…

We present a short analytic proof of the equality between the analytic and combinatorial torsion. We use the same approach as in the proof given by Burghelea, Friedlander and Kappeler, but avoid using the difficult Mayer-Vietoris type formula for the determinants of elliptic operators. Instead, we provide a direct way …

Derives ideal train/test split for ridge regression in large data limit.

Corrects errors in previous work on linear elasticity calculations.

In 2004, Carter, Elhamdadi and Saito defined a homology theory for set-theoretic Yang-Baxter operators(we will call it the "algebraic" version in this article). In 2012, Przytycki defined another homology theory for pre-Yang-Baxter operators which has a nice graphic visualization(we will call it the "graphic" version i…

We consider an elliptic self-adjoint first order differential operator acting on pairs (2-columns) of complex-valued half-densities over a connected compact 3-dimensional manifold without boundary. The principal symbol of our operator is assumed to be trace-free. We study the spectral function which is the sum of squar…

The Hartman-Watson distribution with density $f_r(t)$ is a probability distribution defined on $t \geq 0$ which appears in several problems of applied probability. The density of this distribution is expressed in terms of an integral $θ(r,t)$ which is difficult to evaluate numerically for small $t\to 0$. Using saddle p…

We study the geometric properties of the terms of the Goldman bracket between two free homotopy classes of oriented closed curves in a hyperbolic surface. We provide an obstruction for the equality of two terms in the Goldman bracket, namely if two terms in the Goldman bracket are equal to each other then for every hyp…

We consider the asymptotic behavior of the implied volatility in stochastic asset price models with atoms. In such models, the asset price distribution has a singular component at zero. Examples of models with atoms include the constant elasticity of variance model, jump-to-default models, and stochastic models describ…

The Weil-Petersson and Takhtajan-Zograf metrics on the Riemann moduli spaces of complex structures for an $n$-fold punctured oriented surface of genus $g,$ in the stable range $g+2n>2,$ are shown here to have complete asymptotic expansions in terms of Fenchel-Nielsen coordinates at the exceptional divisors of the Knuds…

Let $X\to B$ be a proper flat morphism between smooth quasi-projective varieties of relative dimension $n$, and $L\to X$ a line bundle which is ample on the fibers. We establish formulas for the first two terms in the Knudsen-Mumford expansion for $\det (π_* L^k)$ in terms of Deligne pairings of $L$ and the relative ca…

We consider an elliptic self-adjoint first order pseudodifferential operator acting on columns of m complex-valued half-densities over a connected compact n-dimensional manifold without boundary. The eigenvalues of the principal symbol are assumed to be simple but no assumptions are made on their sign, so the operator …

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two terms: (i) a stochastic term which is not affected by the delay, and (ii) a higher …

The paper analyzes SGD with Richardson-Romberg extrapolation for convex optimization problems.

Homology theories for associative algebraic structures are well established and have been studied for a long time. More recently, homology theories for self-distributive algebraic structures motivated by knot theory, such as quandles and their relatives, have been developed and investigated. In this paper, we study ass…

We compute two-term skein modules of framed oriented links in oriented 3-manifolds. They contain the self-writhe and total linking number invariants of framed oriented links in a universal way. The relations in a natural presentation of the skein module are interpreted as monodromies in the space of immersions from cir…

The paper examines VI for overparameterized BNNs, revealing a trade-off between likelihood and KL terms.

This paper has partially a novel and partially a survey character. We start with a short review of rack (two term) homology of self distributive algebraic structures (shelves) and their connections to knot theory. We concentrate on a sub-family of quandles satisfying the graphic axiom. For a large family of graphic qua…

In this paper, we construct a new homology theory for semi-groups satisfying the self distributivity axiom or the idempotency axiom. Next, we consider the geometric realization corresponding to the homology theory. We continue with the comparison of this homology theory with one term and two term (rack) homology theori…

The paper calculates how fast optimal investment strategies approach CRRA strategies in stochastic factor models.

Weighted Lie algebroids were recently introduced as Lie algebroids equipped with an additional compatible non-negative grading, and represent a wide generalisation of the notion of a VB -algebroid. There is a close relation between two term representations up to homotopy of Lie algebroids and VB - algebroids. In this p…

New method improves variable importance in random forests.

In this paper, we show a local Blaschke-Petkantschin formula for a Riemannian manifold. Namely, we compute the Jacobian determinant of the parametrization of $(n+1)$-tuples of the manifold by the center and the radius of their common circumscribed sphere as well as the $(n+1)$ directions characterizing the positions of…

Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes the error variance and error mean both into consideration. The adaptively adjus…

New geometric inequality for mass from immersed submanifolds.

We prove that the degenerate part of the distributive homology of a multispindle is determined by the normalized homology. In particular, when the multispindle is a quandle $Q$, the degenerate homology of $Q$ is completely determined by the quandle homology of $Q$. For this case (and generally for two term homology of …

We introduce a gauge-theoretic integer lift of the Rohlin invariant of a smooth 4-manifold X with the homology of $S^1 \times S^3$. The invariant has two terms; one is a count of solutions to the Seiberg-Witten equations on X, and the other is essentially the index of the Dirac operator on a non-compact manifold with e…

We propose an algorithmic framework for convex minimization problems of a composite function with two terms: a self-concordant function and a possibly nonsmooth regularization term. Our method is a new proximal Newton algorithm that features a local quadratic convergence rate. As a specific instance of our framework, w…

Real GDP growth rate in developed countries is found to be a sum of two terms. The first term is the reciprocal value of the duration of the period of mean income growth with work experience, Tcr. The current value of Tcr in the USA is 40 years. The second term is inherently related to population and defined by the rel…

The aim of this paper is to present a dual-term structure model of interest rate derivatives in order to solve the two hardest problems in financial modeling: the exact volatility calibration of the entire swaption matrix, and the calculation of bucket vegas for structured products. The model takes a series of long-ter…

We present a graph-based variational algorithm for classification of high-dimensional data, generalizing the binary diffuse interface model to the case of multiple classes. Motivated by total variation techniques, the method involves minimizing an energy functional made up of three terms. The first two terms promote a …

How can we enable machines to make sense of the world, and become better at learning? To approach this goal, I believe viewing intelligence in terms of many integral aspects, and also a universal two-term tradeoff between task performance and complexity, provides two feasible perspectives. In this thesis, I address sev…

Leibniz cohomology reveals connections on manifolds.