Related papers: Positive representations of complex distributions …
We explore the possibilities of importance sampling in the Monte Carlo pricing of a structured credit derivative referred to as Collateralized Debt Obligation (CDO). Modeling a CDO contract is challenging, since it depends on a pool of…
Let $K\to U(V)$ be a unitary representation of the compact Lie group $K$. Then there is a canonical moment mapping $\rho\colon V\to\mathfrak k^*$. We have the Koszul complex ${\mathcal K}(\rho,\mathcal C^\infty(V))$ of the component…
Marginalization -- summing a function over all assignments to a subset of its inputs -- is a fundamental computational problem with applications from probabilistic inference to formal verification. Despite its computational hardness in…
A global representation is a compatible collection of representations of the outer automorphism groups of the groups belonging to some collection of finite groups $\mathscr{U}$. Global representations assemble into an abelian category…
If G is a complex semisimple algebraic group, we characterize the normality and the smoothness of its simple linear compactifications, namely those equivariant GxG-compactifications which possess a unique closed orbit and which arise in a…
We construct Morse homology groups associated with any regular function on a smooth complex algebraic variety, allowing singular and non-compact critical loci. These groups are generated by critical points of a certain large pertubation of…
Perceptual manifolds arise when a neural population responds to an ensemble of sensory signals associated with different physical features (e.g., orientation, pose, scale, location, and intensity) of the same perceptual object. Object…
In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability…
A relation algebra is called measurable when its identity is the sum of measurable atoms, and an atom is called measurable if its square is the sum of functional elements. In this paper we show that atomic measurable relation algebras have…
The notion of meromorphic convexity is defined and studied on complex manifolds. Using this notion, in analogy with Stein manifolds, a new class of complex manifolds, called {\calligra M }-manifolds, is introduced. This is a class of…
We consider complex manifolds that admit actions by holomorphic transformations of classical simple real Lie groups and classify all such manifolds in a natural situation. Under our assumptions, which require the group at hand to be…
Exponential random graph models have attracted significant research attention over the past decades. These models are maximum-entropy ensembles under the constraints that the expected values of a set of graph observables are equal to given…
The rational representation theory of a reductive normal algebraic monoid (with one-dimensional center) forms a highest weight category, in the sense of Cline, Parshall, and Scott. This is a fundamental fact about the representation theory…
This article establishes a rigorous spectral framework for the mathematical analysis of SHAP values. We show that any predictive model defined on a discrete or multi-valued input space admits a generalized Fourier expansion with respect to…
We consider lifting of mod p representations to mod p^2 representations in the setting of representations of (i) finite groups; (ii) absolute Galois groups of abstract fields; and (iii) absolute Galois groups of local and global fields.
In M-open problems where no true model can be conceptualized, it is common to back off from modeling and merely seek good prediction. Even in M-complete problems, taking a predictive approach can be very useful. Stacking is a model…
In this paper we consider the problem of computing tail probabilities of the distribution of a random sum of positive random variables. We assume that the individual variables follow a reproducible natural exponential family (NEF)…
By considering appropriate finite covering spaces of closed non-orientable surfaces, we construct linear representations of their mapping class group which have finite index image in certain big arithmetic groups.
Phase-type (PH) distributions are a popular tool for the analysis of univariate risks in numerous actuarial applications. Their multivariate counterparts (MPH$^\ast$), however, have not seen such a proliferation, due to lack of explicit…
We introduce the notion of weighted Coxeter graph and associate to it a certain generalization of the standard geometric representation of a Coxeter group. We prove sufficient conditions for faithfulness and non-faithfulness of such a…