arXiv research

Investigates set-valued risk measures for processes and vectors, proving equivalence and providing new dual representations.

MuZero visualizes its internal representations to stabilize planning.

Conditions, related to Kulkarni's equivalence problem are considered for indefinite Riemannian and Kaehlerian manifolds. Corresponding theorems are obtained for the values of the Ricci tensor on isotropic vectors as well as for the values of the curvature tensor on degenerate holomorphic 2-planes.

A new RL approach learns near-equivalent actions for healthcare decisions.

The future value of a security is described as a random variable. Distribution of this random variable is the formal image of risk uncertainty. On the other side, any present value is defined as a value equivalent to the given future value. This equivalence relationship is a subjective. Thus follows, that present value…

Learning a generative model is a key component of model-based reinforcement learning. Though learning a good model in the tabular setting is a simple task, learning a useful model in the approximate setting is challenging. In this context, an important question is the loss function used for model learning as varying th…

This work analyzes self-attention matrices using random matrix theory.

Equivalent characterizations of multiportfolio time consistency are deduced for closed convex and coherent set-valued risk measures on $L^p(Ω,\mathcal F, P; R^d)$ with image space in the power set of $L^p(Ω,\mathcal F_t,P;R^d)$. In the convex case, multiportfolio time consistency is equivalent to a cocycle condition on…

Investigates a new measure PELVE_n for risk assessment.

Introduces valuative stability for polarised varieties, equivalent to K-stability.

Algorithm finds a simplified model for reinforcement learning under agent limitations.

We define $A_k$-moves for embeddings of a finite graph into the 3-sphere for each natural number $k$. Let $A_k$-equivalence denote an equivalence relation generated by $A_k$-moves and ambient isotopy. $A_k$-equivalence implies $A_{k-1}$-equivalence. Let ${\cal F}$ be an $A_{k-1}$-equivalence class of the embeddings of …

Paper proves equivalence of derivatives for maps between Carnot groups.

Q-learning adapted to find near-equivalent treatment strategies.

We apply E. Cartan's method of equivalence to classify 7-dimensional, 2-nondegenerate CR manifolds $M$ up to local CR equivalence in the case that the cubic form of $M$ satisfies a certain symmetry property with respect to the Levi form of $M$. The solution to the equivalence problem is given by a parallelism on a prin…

Equivalence relations can be defined on Gauss phrases using combinatorial moves. In this paper we consider two closely related equivalence relations on Gauss phrases, homotopy and open homotopy. In particular, in each case, we define a new invariant and determine the values that it can attain.

Two Kaehler metrics on one complex manifold are said to be c-projectively equivalent if their J-planar curves, i.e., curves defined by the property that their acceleration is complex proportional to their velocity, coincide. The degree of mobility of a Kaehler metric is the dimension of the space of metrics that are c-…

The following numerical control over the topological equivalence is proved: two complex polynomials in $n\not= 3$ variables and with isolated singularities are topologically equivalent if one deforms into the other by a continuous family of polynomial functions $f_s \colon \mathbb{C}^n \to \mathbb{C}$ with isolated sin…

We give a global version of Le-Ramanujam mu-constant theorem for polynomials. Let f_t, (t in [0,1]), be a family of polynomials of n complex variables with isolated singularities, whose coefficients are polynomials in t. We consider the case where some numerical invariants are constant (the affine Milnor number, the Mi…

The paper classifies pretzel links with 2 components and gives conditions for those with 3 or more.

We introduce the concept of `claspers,' which are surfaces in 3-manifolds with some additional structure on which surgery operations can be performed. Using claspers we define for each positive integer k an equivalence relation on links called `C_k-equivalence,' which is generated by surgery operations of a certain kin…

Deep learning solves dynamic programming with recursive utility.

For incomplete preference relations that are represented by multiple priors and/or multiple -- possibly multivariate -- utility functions, we define a certainty equivalent as well as the utility buy and sell prices and indifference price bounds as set-valued functions of the claim. Furthermore, we motivate and introduc…

Pion optimizes LLMs by preserving weight matrix singular values.

Paper discusses directional differentiability of interval-valued functions on Riemannian manifolds.

Equivalences between conformal foliations on Euclidean $3$-space, Hermitian structures on Euclidean $4$-space, shear-free ray congruences on Minkowski $4$-space, and holomorphic foliations on complex $4$-space are explained geometrically and twistorially; these are used to show that 1) any real-analytic complex-valued …

For any link and for any modulus $m$ we introduce an equivalence relation on the set of non-trivial m-colorings of the link (an m-coloring has values in Z/mZ). Given a diagram of the link, the equivalence class of a non-trivial m-coloring is formed by each assignment of colors to the arcs of the diagram that is obtaine…

New versions of the set-valued average value at risk for multivariate risks are introduced by generalizing the well-known certainty equivalent representation to the set-valued case. The first "regulator" version is independent from any market model whereas the second version, called the market extension, takes trading …

Minimal surfaces' area bounds proven equivalent, extending known results.

We discuss the ribbon-move for 2-knots, which is a local move. Let $K$ and $K'$ be 2-knots. Then we have: Suppose that $K$ and $K'$ are ribbon-move equivalent. (1) Let ${\mathrm {Tor}} H_1(\widetilde X_K; {\Z})$ (resp. ${\mathrm {Tor}} H_1(\widetilde X_{K'}; {\Z})$) be the $\Z$-torsion submodule of the Alexander module…

In the present paper, we define an invariant of free links valued in a free product of some copies of $\mathbb{Z}_{2}$. In \cite{Ma2} the second named author constructed a connection between classical braid group and group presentation generated by elements corresponding to horizontal trisecants. This approach does not…

Unimodular classification of symmetric matrix map-germs.

We study an equivalence of (i) deterministic pathwise statements appearing in the online learning literature (termed \emph{regret bounds}), (ii) high-probability tail bounds for the supremum of a collection of martingales (of a specific form arising from uniform laws of large numbers for martingales), and (iii) in-expe…

CEFOL uses deep learning for dynamic programming with recursive utility.

The paper concerns primal and dual representations as well as time consistency of set-valued dynamic risk measures. Set-valued risk measures appear naturally when markets with transaction costs are considered and capital requirements can be made in a basket of currencies or assets. Time consistency of scalar risk measu…

This thesis introduces the notion of "relative gerbes" for smooth maps of manifolds, and discusses their differential geometry. The equivalence classes of relative gerbes are classified by the relative integral cohomology in degree three. Furthermore, by using the concept of relative gerbes, the pre-quantization of Lie…

Trajectories of light rays in a static spacetime are described by unparametrised geodesics of the Riemannian optical metric associated with the Lorentzian spacetime metric. We investigate the uniqueness of this structure and demonstrate that two different observers, moving relative to one another, who both see the univ…

Study risk-sensitive reinforcement learning with optimized certainty equivalents.

We prove some value of the harmonic volume for the Klein quartic $C$ is nonzero modulo ${1/2}\{mathbb Z}$, using special values of the generalized hypergeometric function ${}_3F_2$. This result tells us the algebraic cycle $C-C^-$ is not algebraically equivalent to zero in the Jacobian variety $J(C)$.

Two pseudo-Riemannian metrics are called projectively equivalent if their unparametrized geodesics coincide. The degree of mobility of a metric is the dimension of the space of metrics that are projectively equivalent to it. We give a complete list of possible values for the degree of mobility of Riemannian and Lorentz…

This paper optimizes MDP policies for efficient state aggregation.

The article examines in some detail the convergence rate and mean-square-error performance of momentum stochastic gradient methods in the constant step-size and slow adaptation regime. The results establish that momentum methods are equivalent to the standard stochastic gradient method with a re-scaled (larger) step-si…

A nice differential-geometric framework for (non-abelian) higher gauge theory is provided by principal 2-bundles, i.e. categorified principal bundles. Their total spaces are Lie groupoids, local trivializations are kinds of Morita equivalences, and connections are Lie-2-algebra-valued 1-forms. In this article, we const…

Generalizes van Est map to geometric stacks and homotopy theory.

In this analytical study we derive the optimal unbiased value estimator (MVU) and compare its statistical risk to three well known value estimators: Temporal Difference learning (TD), Monte Carlo estimation (MC) and Least-Squares Temporal Difference Learning (LSTD). We demonstrate that LSTD is equivalent to the MVU if …

We study a non-concave optimization problem in which a financial company maximizes the expected utility of the surplus under a risk-based regulatory constraint. For this problem, we consider four different prevalent risk constraints (Expected Shortfall, Expected Discounted Shortfall, Value-at-Risk, and Average Value-at…

The paper extends log-Sobolev inequalities to matrix-valued settings using combinatorial methods.

Let K and K' be 2-knots. Suppose that K and K' are ribbon-move equivalent. Then the Farber-Levine pairing for K is equivalent to that for K' and the (Z-)torsion part of the first Alexander module of $K$ is isomorphic to that of K' as Z[Z] modules. Let K be a 2-knot which is ribbon-move equivalent to the trivial knot. T…