6 papers
Unlocking Geodesic Gromov-Wasserstein Distances for 3D Modeling
Krzysztof Marcin Choromanski, Derek Long, Ananya Parashar +1
\textit{Gromov-Wasserstein Distances} (GWDs) provide quantitative ways of comparing probabilistic distributions defined on different metric spaces by applying techniques from the o…
Near-Linear Time Generalized Sinkhorn Algorithms for Bounded Genus Graphs
Krzysztof Choromanski, Derek Long, Ananya Parashar +1
We present GenusSink, a new class of approximate generalized Sinkhorn algorithms with shortest-path-distance costs for bounded genus (e.g. planar) graphs, providing near-linear tim…
Portfolio Choice with Competing Precautionary and Accumulation Goals
Steven Campbell, Agostino Capponi, Ananya Parashar
We study optimal portfolio choice for a household managing two goals at once. A random-deadline precautionary goal, such as a medical emergency, must be paid in full whenever it ar…
Manifold Random Features
Ananya Parashar, Derek Long, Dwaipayan Saha +1
We present a new paradigm for creating random features to approximate bi-variate functions (in particular, kernels) defined on general manifolds. This new mechanism of Manifold Ran…
Mean Field Games for Optimal Investment Under Relative Performance Criteria
Ananya Parashar
In this paper, we study the portfolio optimization problem formulated by Lacker and Soret. They formulate a finite time horizon model that allows agents to be competitive, measurin…
Prophet Inequalities for Subadditive Combinatorial Auctions
Dwaipayan Saha, Ananya Parashar
In this paper, we survey literature on prophet inequalities for subadditive combinatorial auctions. We give an overview of the previous best prophet inequality as…