We prove that tangent cones to 2-dimensional calibrated cycles are unique. Using this result we prove a rate of convergence for the mass of the blow-up of a calibrated integral 2-cycle towards the limiting density. With the same techniques, we can also prove such a rate for J-holomorphic maps between almost complex man…
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The uniqueness of company size distribution function from tent-shaped growth rate distributionphysics.soc-ph
We report the proof that the extension of Gibrat's law in the middle scale region is unique and the probability distribution function (pdf) is also uniquely derived from the extended Gibrat's law and the law of detailed balance. In the proof, two approximations are employed. The pdf of growth rate is described as tent-…
Unique continuation result for expanding Ricci solitons.
problem Unique continuation of expanding Ricci solitons.
method Optimal relative integral convergence rate, relative entropy.
result Well-defined relative entropy for expanding solitons.
We report the proof that the expression of extended Gibrat's law is unique and the probability distribution function (pdf) is also uniquely derived from the law of detailed balance and the extended Gibrat's law. In the proof, two approximations are employed that the pdf of growth rate is described as tent-shaped expone…
We study the semilinear partial differential equation (PDE) associated with the non-linear BSDE characterizing buyer's and seller's XVA in a framework that allows for asymmetries in funding, repo and collateral rates, as well as for early contract termination due to counterparty credit risk. We show the existence of a …
Proposes new listwise learning-to-rank models to address rating ties and document relevance.
problem Rating ties and document relevance in existing listwise learning-to-rank models.
method Models ranking as selecting documents from a candidate set based on unique rating levels. Uses a new loss function and adapted RNN model for refining prediction scores.
result Models notably outperform state-of-the-art learning-to-rank models on four public datasets.
Active learning can't improve over passive in certain settings.
problem Active learning vs. passive learning in nonparametric settings.
method Analyzing margin conditions and their effects on active learning performance.
result Nuances in margin conditions determine whether active learning can outperform passive learning.
Proves convergence of mean curvature flow on cylinders with unique continuation.
problem Understanding the convergence and uniqueness of mean curvature flow on cylindrical surfaces.
method Proves convergence and provides unique continuation results for mean curvature flow on cylinders.
result Proves that rescaled mean curvature flow on cylinders converging super-exponentially must coincide with the cylinder itself.
The paper tackles robust control for insurance contracts under uncertain transition rates.
problem Maximizing utility in insurance contracts with uncertain transition rates.
method Novel robust utility maximization problem under bounded cumulative transition rate uncertainty, using worst-case scenario analysis.
result Existence and uniqueness of worst-case and best-case reserves for insurance contracts.
Clarifies interest rate cap rules for loans with unconventional cash flows.
problem Ambiguity in applying interest rate caps to loans with non-conventional internal rate of return (IRR).
method Clarified conventional IRR definition, axiomatized, and extended to all loans.
result Unique extension of interest rate cap rule for all loans, based on net present value test.
We develop an axiomatic theory of balance functions (future value functions) in the theory of interest that is derived from financial considerations and which applies to general regulated payment streams, including continuous payment streams. Balance functions exist and are unique up to an initial choice of deposit and…
Improved convergence rates for saddle-point optimization algorithms.
problem Understanding last-iterate convergence rates for saddle-point optimization algorithms in constrained settings.
method Expanding the understanding of last-iterate convergence for Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative Weights Update (OMWU) in the constrained setting.
result Linear last-iterate convergence achieved with a universal constant learning rate for OMWU in bilinear games over the simplex.
Study proves Łojasiewicz inequalities for self-shrinkers, aiding in their uniqueness.
problem Proving uniqueness of self-shrinkers in codimension.
method Analyzes product of round shrinking spheres, proving Łojasiewicz inequalities.
result Explicit Łojasiewicz inequalities near self-shrinkers, leading to convergence rates.
Study on heat equation and eigenfunctions on RCD spaces, proving unique continuation.
problem Unique continuation for caloric functions and eigenfunctions on RCD spaces.
method Establish weak unique continuation theorem for caloric functions and eigenfunctions on compact RCD(K,2) spaces.
result Existence of non-trivial eigenfunctions and caloric solutions vanishing up to infinite order at one point.
Study shows uniform decay rate for singular mean curvature flows.
problem Understanding singularities in mean curvature flows.
method Rescaled flow analysis near compact singularities.
result Uniform decay order bound for the rescaled flow.
Study proves uniqueness of asymptotic limits for specific manifolds.
problem Proving uniqueness of asymptotic limits for Ricci-flat manifolds with linear volume growth.
method Established using natural curvature and cross section assumptions.
result Uniqueness and exponential convergence rate for complete noncollapsed Ricci-flat manifolds with linear volume growth.
We study conditions for existence, uniqueness and invariance of the comprehensive nonlinear valuation equations first introduced in Pallavicini et al (2011). These equations take the form of semilinear PDEs and Forward-Backward Stochastic Differential Equations (FBSDEs). After summarizing the cash flows definitions all…
The paper studies harmonic map heat flow stability and decay rates.
problem Analyzing stability and decay rates of harmonic map heat flow solutions.
method Use of homogeneous Besov space for small initial data and self-similar decay assumption.
result Decay rates for solutions of the harmonic map flow of the form and self-similar decay under stronger initial conditions.
Uniqueness of asymptotic limits for Ricci-flat manifolds with linear volume growth is proven.
problem Proving uniqueness of asymptotic limits for noncollapsed Ricci flat manifolds with linear volume growth.
method Relating uniqueness to the existence of a harmonic function asymptotic to a Busemann function, proving uniqueness via a monotone quantity.
result Proves uniqueness of the asymptotic limit and establishes a polynomial convergence rate.
Unique soliton found on resolved cones.
problem Existence of Kähler-Ricci solitons on Calabi-Yau cones.
method Equivariant crepant resolutions and steady gradient Kähler-Ricci solitons.
result Unique complete steady gradient Kähler-Ricci soliton found.
This is the first part in a two-part series on complete Calabi-Yau manifolds asymptotic to Riemannian cones at infinity. We begin by proving general existence and uniqueness results. The uniqueness part relaxes the decay condition needed in earlier work to , relying on some new ideas about harm…
Study shows unique tangent cones for area-minimizing currents at boundary points.
problem Uniqueness of tangent cones for area-minimizing currents with arbitrary multiplicity.
method Analysis of area minimizing currents in submanifolds with arbitrary boundary multiplicity.
result Tangent cones are unique at density boundary points.
Arbitrage-Free XVAq-fin.PR
We develop a framework for computing the total valuation adjustment (XVA) of a European claim accounting for funding costs, counterparty credit risk, and collateralization. Based on no-arbitrage arguments, we derive backward stochastic differential equations (BSDEs) associated with the replicating portfolios of long an…
In this article, we consider the geodesic flow on a compact rank Riemannian manifold without focal points, whose universal cover is denoted by . On the ideal boundary of , we show the existence and uniqueness of the Busemann density, which is realized via the Patterson-Sullivan measure. Based …
New Calabi-Yau metrics converge polynomially to Calabi model space.
problem Finding complete Calabi-Yau metrics with polynomial convergence rate.
method Defined new metrics on Calabi-Yau complements with ample normal bundles.
result Uniqueness of these metrics within a cohomology class.
Deep neural features identify unique vehicles from dash-cam feeds.
problem Identifying unique vehicles in dash-cam feeds for self-driving cars.
method Used pretrained YOLO network feature maps to create deep integrated feature signatures (DIFS) for 700 images of 35 vehicles and 340 images of 17 vehicles.
result Correctly identified unique vehicles at 96.7% for high resolution data and 86.8% for lower resolution data.
This paper explores the problem of learning transforms for image compression via autoencoders. Usually, the rate-distortion performances of image compression are tuned by varying the quantization step size. In the case of autoen-coders, this in principle would require learning one transform per rate-distortion point at…
Paper analyzes TD() convergence rates for arbitrary features.
problem Convergence rates for linear TD() under arbitrary features.
method Developed a novel stochastic approximation result for arbitrary features.
result Established convergence rates for linear TD() without linearly independent features assumption.
The rectified flow method is analyzed for its statistical properties.
problem Theoretical support for rectified flow methods is lacking.
method Empirical analysis of rectified flow's statistical properties using regression and density estimation.
result Convergence rates for rectified flow estimators are faster than for nonparametric regression and density estimation.
A new deep model generates molecules by fragments, improving validity and uniqueness.
problem Generating valid and unique molecules using deep learning.
method Develops a language model for molecular fragments, using frequency-based masking.
result Significantly outperforms other language model-based competitors in molecule generation.
Study shows non-uniqueness of Brakke flow near flat singular points.
problem Exploring instability of minimal surfaces at flat singular points.
method Analyzes the behavior of stationary varifolds and their blow-ups.
result Proves existence of non-constant Brakke flow near flat singular points.
Paper confirms Thom's conjecture for nonlinear evolutions on manifolds.
problem Thom's gradient conjecture for nonlinear evolution equations.
method Extending and settling the conjecture in infinite dimensional problems using Łojasiewicz, L. Simon, and Kurdyka-Mostowski-Parusinski's foundational works.
result Uniqueness of the limiting direction and characterization of convergence rates for both classical and infinite dimensional settings.
We prove that constant scalar curvature Kähler metric "adjacent" to a fixed Kähler class is unique up to isomorphism. This extends the uniqueness theorem of Donaldson and Chen-Tian, and formally fits into the infinite dimensional G.I.T picture described by Donaldson. We prove that the Calabi flow near a cscK metric exi…
Rates of Convergence of Generalised Variational Inference Posteriors under Prior Misspecificationmath.ST
Study improves convergence rates for GVI under prior misspecification.
problem Improving convergence rates for GVI under prior misspecification.
method Proves rates of convergence and robustness to prior misspecification in GVI framework.
result Establishes sufficient conditions for existence and uniqueness of GVI posteriors.
Study optimizes funding rates for cryptocurrency perpetual futures to maintain price alignment.
problem Maintaining alignment between perpetual future prices and target values in cryptocurrency markets.
method Developed replicating portfolios and path-dependent funding rates using path-dependent infinite-horizon BSDEs and arbitrage pricing theory.
result Appropriate funding rate design can keep perpetual future prices aligned with target values.
We show existence and uniqueness of very weak solutions of the Cauchy problem for the porous medium equation on Cartan-Hadamard manifolds satisfying suitable lower bounds on Ricci curvature, with initial data that can grow at infinity at a prescribed rate, that depends crucially on the curvature bounds. The curvature c…
This paper is a short summary of our recent work on the medians and means of probability measures in Riemannian manifolds. Firstly, the existence and uniqueness results of local medians are given. In order to compute medians in practical cases, we propose a subgradient algorithm and prove its convergence. After that, F…
In this paper, we continue our study on a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in [6]. We derive a necessary and sufficient condition for equilibrium controls via a flow of forward--backward stochastic differential equations. When the state is one dimensional…
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.
The article calculates the -convergence rate for Ricci flows with closed and smooth tangent flows.
problem Analyzing the convergence rate of Ricci flows with specific tangent flows.
method Calculating the -convergence rate for Ricci flows with closed and smooth tangent flows.
result A Ricci flow with closed and smooth tangent flow is close to its tangent flow in the -sense.
Paper proves unique tangent flow at infinity for entropy-limited curve shortening.
problem Proving uniqueness of tangent flows for finite-entropy curve shortening.
method Rescaled backward convergence to a line, entropy analysis, and geometric properties.
result Ancient smooth curve shortening flow has a unique tangent flow at infinity.
Study how transaction costs impact stock returns and holdings in equilibrium.
problem Impact of quadratic transaction costs on equilibrium stock returns and holdings.
method Developed a continuous-time risk-sharing model with FBSDEs to characterize equilibrium stock holdings and trading rates.
result Equilibrium stock holdings and trading rates are uniquely determined by FBSDEs, and equilibrium return by a system of coupled FBSDEs.
New SDE model from machine learning optimization with unique stationary distribution.
problem Stationary distribution of machine learning optimization models.
method Proved ergodicity and unique stationary distribution of power-law dynamic SDE.
result Power-law dynamic has a unique stationary distribution and is ergodic.
Investigates RI strategies for life insurers with LRD mortality rates.
problem Effect of long-range dependent mortality rates on RI strategies.
method Volterra mortality model, compound Poisson process, open-loop equilibrium mean-variance criterion.
result Explicit equilibrium RI controls derived and uniqueness studied.
This paper develops a spectral theory of Markovian asset pricing models where the underlying economic uncertainty follows a continuous-time Markov process X with a general state space (Borel right process (BRP)) and the stochastic discount factor (SDF) is a positive semimartingale multiplicative functional of X. A key …
New algorithm ranks players from partial comparisons with optimal rate.
problem Ranking players from partial pairwise comparisons.
method Divide-and-conquer approach, local MLE within groups.
result Optimal ranking algorithm with minimax rate.
Model for corporate bond pricing with credit rating migration, solving a double free boundary problem.
problem Corporate bond pricing with credit rating migration risks.
method Established a pricing model as a double free boundary problem, proving existence, uniqueness, and regularity of the solution.
result Two free boundaries are shown to be smooth and converge to a traveling wave solution as time goes to infinity.
Labor productivity in developed countries is analyzed and modeled. Modeling is based on our previous finding that the rate of labor force participation is a unique function of GDP per capita. Therefore, labor productivity is fully determined by the rate of economic growth, and thus, is a secondary economic variable. In…