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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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19385675 · Jun 202019922001200920172026
48 results for Anderson acceleration

Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations xt+1=G(xt)x_{t+1}=G(x_t), e.g., gradient descent can be viewed as iteratively applying the operation G(x)xαf(x)G(x) \triangleq x-α\nabla f(x). It is known that Anderson acceleration is quite efficient in practice and can be viewed…

2018-09-07abs ↗pdf ↗

Anderson acceleration is an old and simple method for accelerating the computation of a fixed point. However, as far as we know and quite surprisingly, it has never been applied to dynamic programming or reinforcement learning. In this paper, we explain briefly what Anderson acceleration is and how it can be applied to…

2018-09-25abs ↗pdf ↗

Improved convergence of fixed-point methods using windowed Anderson acceleration.

problem Improving convergence of fixed-point methods for symmetric operators.
method Windowed Anderson acceleration for symmetric fixed-point iterations.
result Windowed Anderson acceleration improves convergence over standard fixed-point methods.

We propose a novel method to accelerate Lloyd's algorithm for K-Means clustering. Unlike previous acceleration approaches that reduce computational cost per iterations or improve initialization, our approach is focused on reducing the number of iterations required for convergence. This is achieved by treating the assig…

2018-05-27abs ↗pdf ↗

Regularized nonlinear acceleration (RNA) estimates the minimum of a function by post-processing iterates from an algorithm such as the gradient method. It can be seen as a regularized version of Anderson acceleration, a classical acceleration scheme from numerical analysis. The new scheme provably improves the rate of …

2018-05-24abs ↗pdf ↗

A faster EM algorithm for unsupervised Gaussian mixture models.

problem Efficiently determining the number of components in Gaussian mixture models.
method Adaptive Anderson Acceleration (AA) for EM algorithm, with novel monotonicity control and covariance matrix preservation.
result Significantly faster convergence compared to non-accelerated EM, up to 60X in some cases.

Sharp heat kernel estimates on manifolds lead to solutions of the Parabolic Anderson model.

problem Well-posedness and intermittency of solutions to the Parabolic Anderson model on Riemannian manifolds.
method Sharp global heat kernel bounds and geodesic comparison geometry.
result Upper and lower moment bounds for solutions of the Parabolic Anderson model on general compact Riemannian manifolds.

Distributions of Monge type are a class of strongly regular bracket-generating distributions introduced by I. Anderson, Zh. Nie and P. Nurowski. Their symbol algebras prolong to simple graded Lie algebras, thus allowing one to associate a parabolic geometry to any given Monge distribution. This article is devoted to th…

2016-06-08abs ↗pdf ↗

Constructs differential models for twisted Spin^c-bordism and its dual, defining a new anomaly map.

problem Modeling and understanding twisted Spin^c-bordism and its dual.
method Geometric construction using bundle gerbes, gerbe modules, and eta-invariants.
result Definition of a twisted anomaly map from differential twisted K-theory to differential Anderson dual of twisted Spin^c-bordism.

We show that the stable commutator length vanishes for certain groups defined as infinite unions of smaller groups. The argument uses a group-theoretic analogue of the Mazur swindle, and goes back to the works of Anderson, Fisher, and Mather on homeomorphism groups.

2008-06-17abs ↗pdf ↗

Study well-posedness of SPDE on Riemannian manifolds with rough initial conditions.

problem Well-posedness of parabolic Anderson model on Riemannian manifolds with rough initial conditions.
method Construct intrinsic Gaussian noises, explore global geometry, use Feynman-Kac formula.
result Show well-posedness with non-positive curvature and conditions on αα.

This paper addresses the so-called conformal capacities in Rn\mathbb R^n, n3n\ge 3, through comparing three existing definitions (due to Betsakos, Colesanti-Cuoghi, Anderson-Vamananmurthy-Fuglede respectively) and studying their associated iso-capacitary inequalities with connection to half-diameter, mean-width, mean-c…

2013-09-14abs ↗pdf ↗

In this article, we extend Anderson's higher-dimensional Dehn filling construction to a large class of infinite-volume hyperbolic manifolds. This gives an infinite family of topologically distinct asymptotically hyperbolic Einstein manifolds with the same conformal infinity. The construction involves finding a sequence…

2005-02-23abs ↗pdf ↗

This paper presents a curvature-free version of the Log(2k-1) Theorem of Anderson, Canary, Culler & Shalen [ACCS96]. It generalizes a result by Hou [Hou01] and its proof is rather straightforward once we know the work by Lim [Lim08] on volume entropy for graphs. As a byproduct we obtain a curvature-free version of the …

2019-09-13abs ↗pdf ↗

We describe a proof of M.T. Anderson's result on the rigidity of complete stationary initial data for the Einstein vacuum equations in spacetime dimension 3 + 1, under an extra assumption on the norm of the stationary Killing vector field. The argument only involves basic comparison geometry along with some Bochner-Wei…

2014-02-04abs ↗pdf ↗

In this paper, we show that any ancient solution to the Ricci flow with the reduced volume whose asymptotic limit is sufficiently close to that of the Gaussian soliton is isometric to the Euclidean space for all time. This is a generalization of Anderson's result for Ricci-flat manifolds. As a corollary, a gap theorem …

2008-08-03abs ↗pdf ↗

We prove an inequality that must be satisfied by displacement of generators of free Fuchsian groups, which is the two-dimensional version of the log(2k1)\log (2k-1) Theorem for Kleinian groups due to Anderson-Canary-Culler-Shalen. As applications, we obtain quantitative results on the geometry of hyperbolic surfaces such as …

2017-06-27abs ↗pdf ↗

In financial time series there are periods in which the value increases or decreases monotonically. We call those periods elemental trends and study the probability distribution of their duration for the indices DJIA, NASDAQ and IPC. It is found that the trend duration distribution often differs from the one expected u…

2012-11-13abs ↗pdf ↗

The paper fits a seven-parameter GTS distribution to financial data.

problem Nonexistence of GTS probability density function makes MLE inadequate.
method Used fractional Fourier transform to circumvent MLE and provide good parameter estimation.
result The GTS distribution fits financial data significantly better than other models.

In this paper we give a necessary and sufficient condition in which a sequence of Kleinian punctured torus groups converges. This result tells us that every exotically convergent sequence of Kleinian punctured torus groups is obtained by the method due to Anderson and Canary. Thus we obtain a complete description of th…

2007-01-12abs ↗pdf ↗

We study the volume growth of hyperkaehler manifolds of type AA_{\infty} constructed by Anderson-Kronheimer-LeBrun and Goto. These are noncompact complete 4-dimensional hyperkaehler manifolds of infinite topological type. These manifolds have the same topology but the hyperkaehler metrics are depends on the choice of …

2010-06-29abs ↗pdf ↗

SafeML monitors ML systems for safety and security risks.

problem Ensuring safety and explainability of ML systems in safety-critical domains.
method Statistical difference measures of ECDF to detect distributional shifts.
result Approach can detect invalid application contexts of ML components.

We present examples of hyperbolizable 3-manifolds MM with the following property. Let CC(π1(M))CC(π_1(M)) denote the space of convex co-compact representations of π1(M)π_1(M). We show that for every K1K\geq 1 there exists a representation ρρ in CC(π1(M))ˉ\bar {CC(π_1(M))} so that every KK-quasiconformal deformation of ρρ lies in the…

2000-10-16abs ↗pdf ↗

Using a flow first introduced by J.P. Anderson, we obtain some existence theorems for harmonic maps from a noncompact complete Riemannian manifold into a complete Riemannian manifold. In particular, we prove as a corollary a recent result of Hardt and Wolf stating that any quasisymmetric map of the sphere that is suffi…

1996-09-21abs ↗pdf ↗

A susceptibility propagation that is constructed by combining a belief propagation and a linear response method is used for approximate computation for Markov random fields. Herein, we formulate a new, improved susceptibility propagation by using the concept of a diagonal matching method that is based on mean-field app…

2017-12-01abs ↗pdf ↗

We show how a suitably twisted Spin-cobordism spectrum connects to the question of existence of metrics of positive scalar curvature on closed, smooth manifolds by building on fundamental work of Gromov, Lawson, Rosenberg, Stolz and others. We then investigate this parametrised spectrum, compute its mod 2mod~2-cohomology …

2013-11-13abs ↗pdf ↗

Skeletal signatures were introduced in [J W Anderson and A Wootton, A Lower Bound for the Number of Group Actions on a Compact Riemann Surface, Algebr. Geom. Topol. 12 (2012) 19--35.] as a tool to describe the space of all signatures with which a group can act on a surface of genus σ2σ\geq 2. In the present paper we pr…

2013-10-01abs ↗pdf ↗