Papers

Manuscripts under review and research projects in stochastic and computational geometry.

Numerical unit-region, mean out-degree, and Weibull simulation figure from Unit-Region Factorization for Empty-Region Proximity Graphs Manuscript
Under Review Elsevier · Discrete Applied Mathematics · Special Issue LAGOS 2025

Unit-Region Factorization for Empty-Region Proximity Graphs

A fixed-template empty-region rule assigns a Borel region \(S(p,q)\) to a candidate pair and retains the edge when that region contains no other site. The manuscript isolates the unit-volume constant \(a_K\) for similarity-copy regions and shows how the same scalar controls exact Poisson void probabilities, incident-edge length intensities, mean out-degree, and normalized incident-edge length laws.

stochastic geometryproximity graphsPalm theoryPoisson processes
Planar and three-dimensional stepping-stone diversion neighborhoods for three parameter values Manuscript
Under Review Elsevier · Computational Geometry

Geometry and Volume of Stepping-Stone Diversion Neighborhoods in Euclidean Spaces of Arbitrary Dimension

This manuscript develops a geometric, graph-theoretic, and probabilistic analysis of the stepping-stone graph in \(\mathbb{R}^d\) for every \(d\geq 2\). It derives a normalized one-dimensional volume integral, recovers the degenerate and Gabriel cases and the relative-neighborhood limit, proves strict region and volume monotonicity, establishes graph inclusions and connectivity, and validates a stable quadrature formula by rejection sampling.

convex geometryvolume constantsempty regionsnumerical quadrature
First-page preview of From Assigned to Chosen Academic Contexts: Longitudinal Traces of Student Engagement and Adaptation in First-Year University Mathematics Research draft
Research Draft Internal development · Sep 2026

From Assigned to Chosen Academic Contexts: Longitudinal Traces of Student Engagement and Adaptation in First-Year University Mathematics

An administrative-data study of \(n=6{,}627\) students that distinguishes academic context, experienced performance, formal help-seeking, later context selection, and subsequent outcomes. The analysis identifies five first-course states, examines later Calculus enrolment, and follows adaptation after failed first-course attempts while keeping the findings descriptive rather than causal.

student engagementacademic adaptationmathematics supporthigher education
First-page preview of Template Priors in Small CNNs: Learning Dynamics and the Measurement Dependence of Causal Usefulness Research paper
Under Review Transactions on Machine Learning Research (TMLR) · Double-blind review

Template Priors in Small CNNs: Learning Dynamics and the Measurement Dependence of Causal Usefulness

A controlled study of template initialization, retention, and release in small CNNs on two rendering tasks. Across staged experiments with \(n=400\) primary runs, \(n=200\) gradual-release runs, \(80\) final checkpoints, and \(2{,}000\) saved states, template initialization does not uniformly accelerate learning; releasing retention improves compositional accuracy relative to constant retention while reducing alignment; and the relative causal-usefulness difference changes with channel ranking and intervention size.

CNNsactivation patchingmechanistic interpretabilitytemplate priors
First-page preview of Bayesian Parameter Uncertainty in WTI Average Price Option Valuation Working paper
Working Paper Internal working draft · 2026

Bayesian Parameter Uncertainty in WTI Average Price Option Valuation

A working study of Bayesian parameter uncertainty in WTI average-price option valuation. It separates statistical learning under the physical measure from no-arbitrage valuation under the risk-neutral measure and propagates posterior uncertainty in volatility into arithmetic-average option prices. The empirical design combines \(213\) unique call and put contracts with \(11{,}179\) option-date observations spanning September 2026 to June 2029.

Bayesian inferenceWTI optionsparameter uncertaintycommodity derivatives
Preview of the S&P 500 trend-estimation comparison Software project
Software Project Reproducible empirical comparison

Guerrero Penalized Trend Estimation

Empirical comparison of train-validation smoothness selection for penalized trends (\widehat{t}(\lambda)) against time-weighted validation and benchmark methods on S&P 500 log prices. The design uses a strict temporal train/validation/test protocol and separates Guerrero smoothness from realized roughness diagnostics.

time seriestrend estimationGuerrero smoothingS&P 500