Related papers: Risk Forms: Representation, Disintegration, and Ap…
Second-order structured deformations of continua provide an extension of the multiscale geometry of first-order structured deformations by taking into account the effects of submacroscopic bending and curving. We derive here an integral…
We discuss the main features of quantum integrable models taking the classes of universality of the Ising model and the repulsive Lieb-Liniger model as paradigmatic examples. We address the breaking of integrability by means of two…
The sign problem is a notorious problem, which occurs in Monte Carlo simulations of a system with the partition function whose integrand is not real positive. The basic idea of the factorization method applied on such a system is to control…
We analyze operational risk in terms of a spin glass model. Several regimes are investigated, as a functions of the parameters that characterize the dynamics. The system is found to be robust against variations of these parameters. We…
In this paper, we consider a situation where a decision maker's (DM's) risk preference can be described by a spectral risk measure (SRM) but there is not a single SRM which can be used to represent the DM's preferences consistently.…
We develop a form factor approach to the study of dynamical correlation functions of quantum integrable models in the critical regime. As an example, we consider the quantum non-linear Schr\"odinger model. We derive long-distance/long-time…
The "marginal" distributions for measurable coordinate and spin projection is introduced. Then, the analog of the Pauli equation for spin-1/2 particle is obtained for such probability distributions instead of the usual wave functions. That…
This paper describes an algorithm for the compilation of a two (or more) level orthographic or phonological rule notation into finite state transducers. The notation is an alternative to the standard one deriving from Koskenniemi's work: it…
Recent experiments and simulations have shown that two-dimensional systems can form tetratic phases with four-fold rotational symmetry, even if they are composed of particles with only two-fold symmetry. To understand this effect, we…
The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…
We establish strong duality relations for functional two-step compositional risk-constrained learning problems with multiple nonconvex loss functions and/or learning constraints, regardless of nonconvexity and under a minimal set of…
We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the…
We consider bilevel linear problems, where some parameters are stochastic, and the leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome can be modeled by a random…
Based on recent developments in the theory of fractional Sobolev spaces, an interesting new class of nonlocal variational problems has emerged in the literature. These problems, which are the focus of this work, involve integral functionals…
We propose a general approach for supervised learning with structured output spaces, such as combinatorial and polyhedral sets, that is based on minimizing estimated conditional risk functions. Given a loss function defined over pairs of…
We propose a definition of diversification as a binary relationship between financial portfolios. According to it, a convex linear combination of several risk positions with some weights is considered to be less risky than the probabilistic…
Stone-type dualities provide a powerful mathematical framework for studying properties of logical systems. They have recently been fruitfully explored in understanding minimisation of various types of automata. In Bezhanishvili et al.…
In the propositional setting, the marginal problem is to find a (maximum-entropy) distribution that has some given marginals. We study this problem in a relational setting and make the following contributions. First, we compare two…
Shortfall systemic (multivariate) risk measures $\rho$ defined through an $N$-dimensional multivariate utility function $U$ and random allocations can be represented as classical (one dimensional) shortfall risk measures associated to an…
A fundamental problem in risk management is the robust aggregation of different sources of risk in a situation where little or no data are available to infer information about their dependencies. A popular approach to solving this problem…