Related papers: On Geometrically Convex Risk Measures

The structural properties of graphs are usually characterized in terms of invariants, which are functions of graphs that do not depend on the labeling of the nodes. In this paper we study convex graph invariants, which are graph invariants…

We propose a new class of convex penalty functions, called \emph{variational Gram functions} (VGFs), that can promote pairwise relations, such as orthogonality, among a set of vectors in a vector space. These functions can serve as…

The curvature measures of a set $X$ with singularities are measures concentrated on the normal bundle of $X$, which describe the local geometry of the set $X$. For given finitely many convex bodies or, more generally, sets with positive…

When estimating the risk of a P&L from historical data or Monte Carlo simulation, the robustness of the estimate is important. We argue here that Hampel's classical notion of qualitative robustness is not suitable for risk measurement and…

Convex optimization is a vibrant and successful area due to the existence of a variety of efficient algorithms that leverage the rich structure provided by convexity. Convexity of a smooth set or a function in a Euclidean space is defined…

In this short note, we study the properties of the weighted Frechet mean as a convex combination operator on an arbitrary metric space, (Y,d). We show that this binary operator is commutative, non-associative, idempotent, invariant to…

We consider a generic class of log-concave, possibly random, (Gibbs) measures. We prove the concentration of an infinite family of order parameters called multioverlaps. Because they completely parametrise the quenched Gibbs measure of the…

In this note, we derive explicit formulae for the curvature of a convex sum of Riemannian metrics, \(g_t = (1-t)g_0 + t g_1\). We study whether such a deformation can increase the \emph{average} of the Riemann curvature component…

Sumset estimates, which provide bounds on the cardinality of sumsets of finite sets in a group, form an essential part of the toolkit of additive combinatorics. In recent years, probabilistic or entropic analogs of many of these…

In this paper we associate with an infinite family of real extended functions defined on a locally convex space, a sum, called robust sum, which is always well-defined. We also associate with that family of functions a dual pair of problems…

This article characterizes conjugates and subdifferentials of convex integral functionals over linear spaces of cadlag stochastic processes. The approach is based on new measurability results on the Skorokhod space and new interchange rules…

This paper explores the calculus of dual-valued functions and investigates the gamma function, beta function and generalized hypergeometric functions by incorporating dual numbers as parameters and variables. We examine its fundamental…

We investigate regularity properties of generalized conjugate functions induced by a general coupling function and the associated generalized proximal mapping. Our main results provide verifiable conditions ensuring local single-valuedness,…

The Convex Gaussian Min-Max Theorem (CGMT) has emerged as a prominent theoretical tool for analyzing the precise stochastic behavior of various statistical estimators in the so-called high dimensional proportional regime, where the sample…

In this paper, we introduce new properties of the relative interior calculus for nearly convex sets, functions, and set-valued mappings. These properties are important for the development of duality theory in optimization. Then we…

This paper consists of two halves. In the first half of the paper, we consider real-valued functions $f$ whose domain is the vertex set of a graph $G$ and that are Lipschitz with respect to the graph distance. By placing a uniform…

We consider a group consisting of N business units. We suppose there are regulatory constraints for each unit, more precisely, the net worth of each business unit is required to belong to a set of acceptable risks, assumed to be a convex…

A class of real functions, which is the generalization of a family of convex functions, is introduced; in this connection, we have defined $X$-convex, strictly $X$-convex, quasi-$X$-convex, strictly quasi-$X$-convex, and semi-strictly…

This paper investigates the generalized convexity properties of the Lambert $W$ function, defined as the solution to $W(z)e^{W(z)}=z$. Focusing on $H_{p,q}$-convexity and concavity with respect to H\"older means, we derive necessary and…

We prove new concentration estimates for random variables that are functionals of a Poisson measure defined on a general measure space. Our results are specifically adapted to geometric applications, and are based on a pervasive use of a…