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.
We describe a nonparametric topic model for labeled data. The model uses a mixture of random measures (MRM) as a base distribution of the Dirichlet process (DP) of the HDP framework, so we call it the DP-MRM. To model labeled data, we define a DP distributed random measure for each label, and the resulting model genera…
Many engineering problems require identifying feasible domains under implicit constraints. One example is finding acceptable car body styling designs based on constraints like aesthetics and functionality. Current active-learning based methods learn feasible domains for bounded input spaces. However, we usually lack pr…
We construct an unbounded representative for the shriek class associated to the embeddings of spheres into Euclidean space. We equip this unbounded Kasparov cycle with a connection and compute the unbounded Kasparov product with the Dirac operator on Rn+1. We find that the resulting spectral triple for the…
We present a version of the equivariant gradient degree defined for equivariant gradient perturbations of an equivariant unbounded self-adjoint operator with purely discrete spectrum in Hilbert space. Two possible applications are discussed.
We construct a complete, embedded minimal surface in euclidean 3-space which has unbounded Gaussian curvature. It has infinite genus, infinitely many catenoidal type ends and one limit end.
We study ancient solutions of polynomial growth to both continuous-time and discrete-time heat equations on graphs with unbounded Laplacians. We generalize Colding and Minicozzi's theorem [CM19] on manifolds, and the result [Hua19] on graphs with normalized Laplacians to the setting of graphs with unbounded Laplacians:…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and mathematical finance, concerning degenerate diffusion processes. We show that th…
We factorize the Dirac operator on the Connes-Landi 4-sphere in unbounded KK-theory. We show that a family of Dirac operators along the orbits of the torus action defines an unbounded Kasparov module, while the Dirac operator on the principal orbit space -an open quadrant in the 2-sphere- defines a half-closed chain. W…
We produce solutions to the Kähler-Ricci flow emerging from complete initial metrics g0 which are C0 Hermitian limits of Kähler metrics. Of particular interest is when g0 is Kähler with unbounded curvature. We provide such solutions for a wide class of U(n)-invariant Kähler metrics g0 on n dimensional c…
A real valued function φ of one variable is called a metric transform if for every metric space (X,d) the composition dφ=φ∘d is also a metric on X. We give a complete characterization of the class of approximately nondecreasing, unbounded metric transforms φ such that the trans…
We consider the notion of dimension in four categories: the category of (unbounded) separable metric spaces and (metrically proper) Lipschitz maps, and the category of (unbounded) separable metric spaces and (metrically proper) uniform maps. A unified treatment is given to the large scale dimension and the small scale …
We establish the factorization of Dirac operators on Riemannian submersions of compact spinc manifolds in unbounded KK-theory. More precisely, we show that the Dirac operator on the total space of such a submersion is unitarily equivalent to the tensor sum of a family of Dirac operators with the Dirac operator on th…
We introduce the quasi-hyperbolicity constant of a metric space, a rough isometry invariant that measures how a metric space deviates from being Gromov hyperbolic. This number, for unbounded spaces, lies in the closed interval [1,2]. The quasi-hyperbolicity constant of an unbounded Gromov hyperbolic space is equal to…
Using the unbounded picture of analytical K-homology, we associate a well-defined K-homology class to an unbounded symmetric operator satisfying certain mild technical conditions. We also establish an ``addition formula'' for the Dirac operator on the circle and for the Dolbeault operator on closed surfaces. Two proofs…
The Einstein/Abelian-Yang-Mills Equations reduce in the stationary and axially symmetric case to a harmonic map with prescribed singularities $\p\colon\R^3\smΣ\to\H^{k+1}_\C$ into the (k+1)-dimensional complex hyperbolic space. In this paper, we prove the existence and uniqueness of harmonic maps with prescribed sing…
This memoir presents a systematic study of the utility maximization problem of an investor in a constrained and unbounded financial market. Building upon the work of Hu et al. (2005) [Ann. Appl. Probab., 15, 1691--1712] in a bounded framework, we extend our analysis to the more challenging unbounded case. Our methodolo…
It is shown that the compactly supported identity component of the diffeomorphism group of the 2-dimensional punctured torus Tp2 is an unbounded group. It follows that the fragmentation norm of Tp2 is unbounded.