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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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118236354472 · Jun 202019922001200920172026
48 results for ABP estimate

Employing a notion of curvature for arbitrary closed sets we prove an ABP-type estimate for a class of singular submanifolds of arbitrary codimension and bounded mean curvature recently introduced by B. White. A weak-Harnack-type estimate is then derived using the ABP estimate. These results generalize analogous result…

2018-09-06abs ↗pdf ↗

Develop an ABP approach to Sobolev and Michael-Simon inequalities beyond Euclidean volume growth.

problem Developing an ABP approach to Sobolev and Michael-Simon inequalities under volume noncollapsing assumptions.
method Using a refinement of Brendle's contact-set argument to derive lower bounds for the volumes of geodesic balls.
result A Michael-Simon type inequality for immersed submanifolds with nonnegative sectional curvature and volume noncollapsing.

The study analyzes weighted manifolds with curvature bounds, proving eigenvalue estimates and inequalities.

problem Analyzing geometric properties of weighted manifolds under Ricci curvature bounds.
method Develops geometric analysis techniques on weighted Riemannian manifolds with lower 00-weighted Ricci curvature bounds.
result Proves eigenvalue estimates for Steklov and ABP inequalities on weighted manifolds.

Gradient estimate proved for Donaldson's equation on Kähler manifolds.

problem Proving gradient estimates for Donaldson's equation on compact Kähler manifolds.
method Using uniform upper bounds for trωχφtr_ωχ_\varphi and Alexandrov-Bakelman-Pucci (ABP) maximum principle.
result Gradient estimate for Donaldson's equation derived from uniform bounds.

ABPS improves RL training efficiency by sharing policies and evolving hyper-params.

problem Data inefficiency in training deep RL models for real-world applications.
method ABPS: adaptive behavior policy sharing; ABPS-PBT: hybridizing ABPS with PBT for evolving hyper-params.
result ABPS achieves superior performance and reduced variance compared to conventional hyper-parameter tuning.

Paper uses ABP method to prove logarithmic Sobolev inequalities on curved spaces.

problem Proving logarithmic Sobolev inequalities on manifolds with nonnegative curvature.
method Employing the ABP method developed by Brendle.
result Sharp L2L^2 and LpL^p logarithmic Sobolev inequalities established.

New method finds rare dense clusters in asymmetric binary perceptrons, resolving algorithmic hardness.

problem Resolving algorithmic hardness in asymmetric binary perceptrons.
method Fully lifted random duality theory (fl RDT) and large deviation upgrade (sfl LD RDT).
result Local entropy breaks down for constraint densities in (0.77, 0.78) interval, matching current solver limits.

New insights into binary perceptron reveal phase transitions and algorithmic thresholds.

problem Understanding the statistical-computational gap in binary perceptron models.
method Application of fully lifted random duality theory (fl RDT) to uncover structural changes.
result Numerical estimates of constraint density thresholds align with theoretical predictions.

Machine learning predicts phase behavior in active matter suspensions.

problem Predicting phase behavior in active matter systems using machine learning.
method Used deep learning techniques, including fully connected networks and graph neural networks, to predict motility-induced phase separation (MIPS) in ABP suspensions.
result Strong agreement between machine learning predictions and MIPS binodal from simulations, suggesting machine learning as an effective method for phase behavior determination.

On a Riemannian metric-measure space, we establish an Alexandrov-Bakelman-Pucci type measure estimate connecting Bakry-Émery Ricci curvature lower bound, modified Laplacian and the measure of certain special sets. We apply this estimate to prove Harnack inequalities for the modified Laplacian operator and fully non-lin…

2011-02-28abs ↗pdf ↗

New Sobolev inequality found for mean convex spacelike submanifolds in Minkowski space.

problem Finding a Sobolev inequality for mean convex spacelike submanifolds in Minkowski space.
method Applying the ABP estimate method to spacelike submanifolds in Rn,1\mathbb R^{n,1}.
result Obtained a Sobolev inequality without a mean curvature term for mean convex hypersurfaces.

The paper proves isoperimetric inequalities in manifolds with small negative Ricci curvature.

problem Proving isoperimetric inequalities in manifolds with small negative Ricci curvature.
method Expanding on the ABP method, the paper uses the elliptic Kato constant to control the non-negativity of the Ricci-tensor and applies techniques from Li-Tam and Kasue.
result Sharp isoperimetric inequalities in the limit are proven in the presence of small negative curvature.

We prove some old and new isoperimetric inequalities with the best constant using the ABP method applied to an appropriate linear Neumann problem. More precisely, we obtain a new family of sharp isoperimetric inequalities with weights (also called densities) in open convex cones of Rn\mathbb{R}^n. Our result applies to…

2013-04-05abs ↗pdf ↗

Gradient bounds and Liouville theorems for quasi-linear equations on manifolds with nonnegative Ricci curvature.

problem Establishing bounds and theorems for solutions to quasi-linear elliptic equations on compact manifolds with nonnegative Ricci curvature.
method Gradient bounds, Liouville-type theorems, local splitting theorem, Harnack-type inequality, ABP estimate.
result Gradient bounds and Liouville-type theorems for solutions to quasi-linear equations on compact manifolds with nonnegative Ricci curvature.

Log Sobolev and Michael Simon inequalities for tensor fields on curved manifolds.

problem Establishing inequalities for tensor fields on curved manifolds.
method Applying the ABP method to symmetric tensor fields on manifolds with nonnegative sectional curvature.
result Log Sobolev and Michael Simon inequalities for tensor fields.

New algorithm learns optimal policy with multi-step lookahead information.

problem Learning optimal policy in reinforcement learning with multi-step lookahead information is NP-hard.
method Adaptive batching policies that process lookahead in state-dependent chunks.
result Order-optimal regret bounds up to a constant factor of lookahead horizon.

The study proves inequalities on curved spaces without global curvature bounds.

problem Proving inequalities on manifolds with non-negative curvature outside compact sets.
method ABP method localized to regions of non-negative curvature, spectral properties of manifolds.
result Validated isoperimetric and Michael-Simon inequalities on manifolds with asymptotically non-negative curvature.

Logarithmic Sobolev inequality proven for non-compact self-shrinkers.

problem Establishing a logarithmic Sobolev inequality for non-compact self-shrinkers.
method Using Alexandrov-Bakelman-Pucci (ABP) method to prove the inequality for Euclidean space, then applying this method to non-compact self-shrinkers.
result Optimal logarithmic Sobolev inequality for complete, non-compact, properly embedded self-shrinkers.

In this article we construct a family of genus two Lefschetz fibrations fn:XθnS2f_{n}: X_{θ_n} \rightarrow \mathbb{S}^{2} with e(Xθn)=11e(X_{θ_n})=11, b2+(Xθn)=1b^{+}_{2}(X_{θ_n})=1, and c12(Xθn)=1c_1^{2}(X_{θ_n})=1 by applying a single lantern substitution to the twisted fiber sums of Matsumoto's genus two Lefschetz fibration over S2\mathbb{S}^2.…

2015-09-06abs ↗pdf ↗

Study potential computational gaps in symmetric binary perceptrons using fl-RDT.

problem Potential statistical-computational gaps in symmetric binary perceptrons.
method Parametric utilization of fully lifted random duality theory (fl-RDT).
result Observation of a computational gap SCG=αcαaSCG=α_c-α_a in SBP.

New estimators outperform maximum likelihood without hyper-parameter estimation.

problem Improving system identification performance without hyper-parameter estimation.
method Developed generalized Bayes and closed-form biased estimators using excess MSE.
result New estimators have comparable performance to empirical-Bayes-based regularized estimator.

New framework converts offline to online estimation using black-box offline estimators.

problem Convert offline estimation algorithms to online estimation algorithms.
method Oracle-Efficient Online Estimation (OEOE) framework.
result Achieves near-optimal online estimation error via black-box offline estimators.

New estimator reduces variance in discrete random variables.

problem Estimating gradients for discrete random variables with reduced variance.
method Sampling without replacement and Rao-Blackwellization.
result Our estimator is the most consistent gradient estimator across different entropy settings.

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.

We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…

2011-07-21abs ↗pdf ↗

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…

2007-07-24abs ↗pdf ↗

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able to efficiently estimate the variance of this estimator is very helpful to vario…

2019-06-05abs ↗pdf ↗

Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…

2009-10-27abs ↗pdf ↗

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.