arXiv research

The nearest neighbor rule is proven consistent in a broad setting.

The paper studies curves in Finsler-like spaces and their properties.

A classical result in Riemannian geometry states that the absolutely continuous curves into a (finite-dimensional) Riemannian manifold form an infinite-dimensional manifold. In the present paper this construction and related results are generalised to absolutely continuous curves with values in a strong Riemannian mani…

Study absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.

New method proves absolute continuity of Wasserstein barycenters on manifolds with lower Ricci curvature bound.

Monotone aggregation of dependent random vectors has an absolutely continuous distribution under certain conditions.

We study the stability of several no-arbitrage conditions with respect to absolutely continuous, but not necessarily equivalent, changes of measure. We first consider models based on continuous semimartingales and show that no-arbitrage conditions weaker than NA and NFLVR are always stable. Then, in the context of gene…

The folk result in Kyle-Back models states that the value function of the insider remains unchanged when her admissible strategies are restricted to absolutely continuous ones. In this paper we show that, for a large class of pricing rules used in current literature, the value function of the insider can be finite when…

Develops Lefschetz theory for noncompact manifolds.

This paper examines limits of Riemannian 2-manifolds with bounded curvature.

Study shows spectrum properties for specific Hadamard manifolds.

Three themes of general topology: quotient spaces; absolute retracts; and inverse limits - are reapproached here in the setting of metrizable uniform spaces, with an eye to applications in geometric and algebraic topology. The results include: 1) If f: A -> Y is a uniformly continuous map, where X and Y are metric spac…

The intensity of a default time is obtained by assuming that the default indicator process has an absolutely continuous compensator. Here we drop the assumption of absolute continuity with respect to the Lebesgue measure and only assume that the compensator is absolutely continuous with respect to a general $σ$-finite …

In mathematical Finance calculating the Greeks by Malliavin weights has proved to be a numerically satisfactory procedure for finite-dimensional Itô-diffusions. The existence of Malliavin weights relies on absolute continuity of laws of the projected diffusion process and a sufficiently regular density. In this article…

There is a well-known correspondence between infinite trees and ultrametric spaces which can be interpreted as an equivalence of categories and comes from considering the end space of the tree. In this equivalence, uniformly continuous maps between the end spaces are translated to some classes of coarse maps (or even c…

In a recent joint work with V. Turaev (cf. math.DG/9810114) we defined a new concept of combinatorial torsion which we called absolute torsion. Compared with the classical Reidemeister torsion it has the advantage of having a well-defined sign. Also, the absolute torsion is defined for arbitrary orientable flat vector …

We construct Riemannian manifolds with singular continuous spectrum embedded in the absolutely continuous spectrum of the Laplacian. Our manifolds are asymptotically hyperbolic with sharp curvature bounds.

In this paper we prove the probabilistic continuous complexity conjecture. In continuous complexity theory, this states that the complexity of solving a continuous problem with probability approaching 1 converges (in this limit) to the complexity of solving the same problem in its worst case. We prove the conjecture ho…

Unique continuation property for measures in high dimensions.

Given a definable function f, enough differentiable, we study the continuity of the total curvature function t --> K(t), total curvature of the level {f=t}, and the total absolute curvature function t-->|K| (t), total absolute curvature of the level {f=t}. We show they admits at most finitely many discontinuities.

Paper studies geometric properties of nonlinear Lebesgue spaces.

Root's barrier is continuous and finite under certain conditions.

In this paper we investigate the relationship between a general existence of transport maps of optimal couplings with absolutely continuous first marginal and the property of the background measure called essentially non-branching introduced by Rajala-Sturm (Calc.Var.PDE 2014). In particular, it is shown that the quali…

New proof shows path-connectedness of actions on intervals and circles.

We discuss the pricing of defaultable assets in an incomplete information model where the default time is given by a first hitting time of an unobservable process. We show that in a fairly general Markov setting, the indicator function of the default has an absolutely continuous compensator. Given this compensator we t…

Solves a specific Dirichlet problem for Lagrangian mean curvature equations.

Neural networks approximate high-dimensional functions better than theory predicts.

The square root velocity function (SRVF), introduced by Srivastava et al, has proved to be an effective way to compare absolutely continuous curves in $R^N$ modulo reparametrization. Several computational papers have been published based on this method. In this paper, we carefully establish the theoretical foundations …

Anosov maps study with new Banach space and foliation method.

Two markets should be considered isomorphic if they are financially indistinguishable. We define a notion of isomorphism for financial markets in both discrete and continuous time. We then seek to identify the distinct isomorphism classes, that is to classify markets. We classify complete one-period markets. We define …

LALR adapts learning rate for faster convergence in regression and neural nets.

We prove that in metric measure spaces where the entropy functional is K-convex along every Wasserstein geodesic any optimal transport between two absolutely continuous measures with finite second moments lives on a non-branching set of geodesics. As a corollary we obtain that in these spaces there exists only one opti…

It is proved that solutions of the complex Monge-Ampère equation on compact Kähler manifolds with right hand side in $L^p, p>1$ are uniformly Hölder continuous under the assumption on non-negative orthogonal bisectional curvature.

Establishes a link between risk measures and uniform integrability in finance.

We consider flows, called $W^{\rm u}$ flows, whose orbits are the unstable manifolds of a codimension one Anosov flow. Under some regularity assumptions, we give a short proof of the strong mixing property of $W^{\rm u}$ flows and we show that $W^{\rm u}$ flows have purely absolutely continuous spectrum in the orthocom…

Enhances DIM to match learned representations to a specific distribution.

Paper optimizes portfolios for absolute return funds with constraints.

Characterizes nodal volumes of Gaussian fields on manifolds, extending previous work.

This paper extends Euclidean theorems to anisotropic settings for varifolds.

We show that the distance function under the Ricci flow is uniformly continuous in the time direction, assuming only the scalar curvature is bounded.

We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations $F(x, u, du, d^{2}u)=0$ defined on a finite-dimensional Riemannian manifold $M$. Finest results (with hypothesis that require the function $F$ to be degenerate ell…

It is well-known that the class of piecewise smooth curves together with a smooth Riemannian metric induces a metric space structure on a manifold. However, little is known about the minimal regularity needed to analyze curves and particularly to study length-minimizing curves where neither classical techniques such as…

Paper relaxes SGD privacy and generalization guarantees for non-smooth convex losses.

This paper develops GPCA for probability distributions using Otto-Wasserstein geometry.

The paper explores MAE as a loss function for DNN vector-to-vector regression, proving its advantages over MSE.

Paper improves classification rates for private data.

We prove existence and uniqueness of optimal maps on $RCD^*(K,N)$ spaces under the assumption that the starting measure is absolutely continuous. We also discuss how this result naturally leads to the notion of exponentiation.

Applying a theorem due to Belopol'ski and Birman, we show that the Laplace-Beltrami operator on 1-forms on ${\bf R}^n$ endowed with an asymptotically Euclidean metric has absolutely continuous spectrum equal to $[0, +\infty)$.