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Here, we present a subcategory pEff of Hyland's Effective Topos Eff which can be considered a predicative variant of Eff itself. The construction of pEff is motivated by the desire of providing a "predicative" categorical universe of…
A pricing principle is introduced for non-attainable $q$-exponential bounded contingent claims in an incomplete Brownian motion market setting. The buyer evaluates the contingent claim under the ``distorted Radon-Nikodym derivative'' and…
Preorder polytopes, defined from preorders on finite sets, are introduced and studied from a lattice point enumeration point of view. They naturally generalize arbor polytopes, recently introduced and studied by the second named author.…
The paper begins with a novel variational formulation of Duffing equation using the extended framework of Hamilton's principle (EHP). This formulation properly accounts for initial conditions, and it recovers all the governing differential…
Augmented variational principles are introduced in order to provide a definition of relative conservation laws. As it is physically reasonable, relative conservation laws define in turn relative conserved quantities which measure, for…
We introduce a novel hybrid algorithm to simulate the real-time evolution of quantum systems using parameterized quantum circuits. The method, named "projected - Variational Quantum Dynamics" (p-VQD) realizes an iterative, global projection…
In \cite{WWY}, the authors provided an implicit variational principle for the contact Hamilton's equations \begin{align*} \left\{ \begin{array}{l} \dot{x}=\frac{\partial H}{\partial p}(x,u,p),\\ \dot{p}=-\frac{\partial H}{\partial…
A vector variational principle is proved.
A large part of the literature on learning disentangled representations focuses on variational autoencoders (VAE). Recent developments demonstrate that disentanglement cannot be obtained in a fully unsupervised setting without inductive…
Wald's entropy formula allows one to find the entropy of black holes' event horizon within any diffeomorphism invariant theory of gravity. When applied to general relativity, the formula yields the Bekenstein-Hawking result but, for any…
We derive a new variational formula for the R\'enyi family of divergences, $R_\alpha(Q\|P)$, between probability measures $Q$ and $P$. Our result generalizes the classical Donsker-Varadhan variational formula for the Kullback-Leibler…
This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…
Variational autoencoders (VAE) are a powerful and widely-used class of models to learn complex data distributions in an unsupervised fashion. One important limitation of VAEs is the prior assumption that latent sample representations are…
We obtain a decomposition of the call option price for a very general stochastic volatility diffusion model extending the decomposition obtained by E. Al\`os in [2] for the Heston model. We realize that a new term arises when the stock…
Pre-$H$-fields are ordered valued differential fields satisfying some basic axioms coming from transseries and Hardy fields. We study pre-$H$-fields that are differential-Hensel-Liouville closed, that is, differential-henselian, real…
This paper constructs a new local to global principle for expected values over free $\mathbb{Z}$-modules of finite rank. In our strategy we use the same philosophy as Ekedhal's Sieve for densities, later extended and improved by Poonen and…
The ad-hoc imposition of normal ordering on the Lagrangian, energy-momentum tensor and currents is a standard tool in quantum field theory (QFT) to eliminate infinite vacuum expectation values (v.e.v.) However, for fermionic expressions…
We establish an implicit variational principle for the equations of the contact flow generated by the Hamiltonian $H(x,u,p)$ with respect to the contact 1-form $\alpha=du-pdx$ under Tonelli and Osgood growth assumptions. It is the first…
We consider component-wise equivariant estimation of order restricted location/scale parameters of a general bivariate distribution under quite general conditions on underlying distributions and the loss function. This paper unifies various…
We give a simple proof of the well known fact that the approximate eigenvalues provided by the Rayleigh-Ritz variational method are increasingly accurate upper bounds to the exact ones. To this end, we resort to the variational principle,…