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arXiv research
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.
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The paper addresses monotonicity in machine learning models for fairness and accountability.
Improved analysis of extragradient methods for structured VIPs.
Derives new monotone quantities for p-harmonic functions on asymptotically flat 3-manifolds.
We study the mean curvature flow with given non-smooth transport term and forcing term, in suitable Sobolev spaces. We prove the global existence of the weak solutions for the mean curvature flow with the terms, by using the modified Allen-Cahn equation that holds useful properties such as the monotonicity formula.
The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space, (2) the attainment of the supremum in the dual representation by order-continuous…
We study the phase field method for the volume preserving mean curvature flow. Given an initial hypersurface we proved the existence of the weak solution for the volume preserving mean curvature flow via the reaction diffusion equation with a nonlocal term. We also show the monotonicity formula and the density up…
Unified view of monotonicity formulas for inverse mean curvature flow and -capacitary potentials.
Characterizes preferences for decision-making under uncertainty using a leader-follower game model.
A large class of variational equations for geometric objects is studied. The results imply conformal monotonicity and Liouville theorems for steady, polytropic, ideal flow, and the regularity of weak solutions to generalized Yang-Mills and Born-Infeld systems.
Paper establishes NE existence and efficient algorithms for weakly monotone GMFGs.
New algorithms avoid non-monotonic risk curves in statistical learning.
Improved algorithms for convex-concave min-max optimization and monotone variational inequalities.
We give a new proof of Brakke's partial regularity theorem up to C^{1,ς} for weak varifold solutions of mean curvature flow by utilizing parabolic monotonicity formula, parabolic Lipschitz approximation and blow-up technique. The new proof extends to a general flow whose velocity is the sum of the mean curvature and an…
New method improves submodular maximization for machine learning applications.
The paper extends the avoidance principle for mean curvature flows, proving new intersection dimension monotonicity results.
The paper establishes general results in Lorentzian optimal transport theory.
We define a homomorphism from (a certain extension of) the fundamental group of the Hamiltonian automorphism group of a symplectic manifold to the group of invertibles in its quantum cohomology ring. The manifold must satify a technical condition similar to weak monotonicity. This revised version has been entirely rewr…
The paper examines the unexpected losses and risk ratios for co-monotonic alternatives in large portfolios.
The study establishes stability in WMOT, crucial for finance with imprecise data.
Develops weak formulation for spacelike flows in pseudo-Euclidean space.
Perelman has discovered two integral quantities, the shrinker entropy $\cW$ and the (backward) reduced volume, that are monotone under the Ricci flow $\pa g_{ij}/\pa t=-2R_{ij}$ and constant on shrinking solitons. Tweaking some signs, we find similar formulae corresponding to the expanding case. The {\it expanding entr…
By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry LaborderePenkner,GalichonHenry-LabordereTouzi}. In this paper, we extend the one-dimensional Brenier's theorem to the present…
New method proves heat flow of harmonic maps into CAT(0) spaces.
Evolving smooth, compact hypersurfaces in R^{n+1} with normal speed equal to a positive power k of the mean curvature improves a certain 'isoperimetric difference' for k >= n-1. As singularities may develop before the volume goes to zero, we develop a weak level-set formulation for such flows and show that the above mo…
Study proves existence of non-trivial harmonic map flows to hemispheres.
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…
This work studies nonnegativity-preserving kernels for stochastic equations and their applications.
We study the problem of sampling a bandlimited graph signal in the presence of noise, where the objective is to select a node subset of prescribed cardinality that minimizes the signal reconstruction mean squared error (MSE). To that end, we formulate the task at hand as the minimization of MSE subject to binary constr…
Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans converges weakly to a transport plan , then is also optimal (between its marginals). Alfonsi, Corbetta and Jourdain asked whether the same property is true for th…
In the last few years, many different performance measures have been introduced to overcome the weakness of the most natural metric, the Accuracy. Among them, Matthews Correlation Coefficient has recently gained popularity among researchers not only in machine learning but also in several application fields such as bio…
The study connects Kato bounds to finite-dimensional RCD spaces.
In this article, we prove the Riemannian Penrose inequality for asymptotically flat manifolds with non-compact boundary whose asymptotic region is modelled on a half-space. Such spaces were initially considered by Almaraz, Barbosa and de Lima in 2014. In order to prove the inequality, we develop a new approximation sch…
Study on stability of optimal transport problems for probability measures.
Two new algorithms solve privacy-constrained SVI and SSP problems.
Study on minimal surfaces with constraints on index and branching order.
For any -dimensional compact spin Riemannian manifold with a given spin structure and a spinor bundle , and any compact Riemannian manifold , we show an -regularity theorem for weakly Dirac-harmonic maps . As a consequence, any weakly Dirac-harmonic map is proven to be smooth when n = 2. A weak converg…
We study the following quasilinear elliptic system for all \begin{equation*} \label{} -div(Φ'(|\nabla u_i|^2) \nabla u_i) = H_i(u) \quad \text{in} \ \ \mathbb{R}^n \end{equation*} where and the nonlinearity is a gen…
Currency volatility shocks predict lower excess returns, and buying weak transmitters outperforms selling strong ones.
Probit Monotone BART estimates binary outcomes using monotonic functions.
Monotone neural networks can approximate and interpolate functions efficiently.
Improves k-NN for monotonic data with robustness against noise.
We consider the relation between simplicial volume and two of its variants: the stable integral simplicial volume and the integral foliated simplicial volume. The definition of the latter depends on a choice of a measure preserving action of the fundamental group on a probability space. We show that integral foliated s…
We give conditions on a general stress-energy tensor T_{αβ} in a spherically symmetric black hole spacetime which are sufficient to guarantee that the black hole will contain a (spherically symmetric) marginally trapped tube which is eventually achronal, connected, and asymptotic to the event horizon. Price law decay p…
Study examines explainable machine learning for monotonic models, finding Integrated gradients better for strong monotonicity.
Spectral Clustering as a relaxation of the normalized/ratio cut has become one of the standard graph-based clustering methods. Existing methods for the computation of multiple clusters, corresponding to a balanced -cut of the graph, are either based on greedy techniques or heuristics which have weak connection to th…
Proposes new method for calibrating treatment effect predictors.
Formula proves monotonicity for anisotropic minimal hypersurfaces.