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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.

168,657 papers · 148 categories

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97195292389 · May 202619922001200920172026
48 results for Bernstein bounds

We present a new PAC-Bayesian generalization bound. Standard bounds contain a $\sqrt{L_n \cdot \KL/n}$ complexity term which dominates unless LnL_n, the empirical error of the learning algorithm's randomized predictions, vanishes. We manage to replace LnL_n by a term which vanishes in many more situations, essentially …

2019-05-31abs ↗pdf ↗

Study introduces new Bernstein inequalities for dependent data in Hilbert spaces.

problem Learning from non-independent and non-identically distributed data.
method Data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert space.
result Achieved novel risk bounds for covariance operator estimation and operator learning.

Improved analysis of UCRL2 with empirical Bernstein inequality reduces exploration-exploitation regret.

problem Exploration-exploitation in communicating Markov Decision Processes.
method Analysis of UCRL2 with Empirical Bernstein inequalities (UCRL2B).
result Regret bound of O~(DΓSAT)\widetilde{O}(\sqrt{DΓS A T}) for UCRL2B.

The paper proves Calabi-Bernstein type results for minimal and maximal surfaces in 3D and 3D-L spacetime.

problem Characterizing minimal and maximal surfaces in 3D and 3D-L spacetime.
method Analyzing surfaces with specific properties and using geometric and functional methods.
result Calabi-Bernstein type results for critical points of a weighted area functional in R3\mathbb{R}^{3} and L3\mathbb{L}^{3}.

A weighted area estimate for entire graphs with bounded weighted mean curvature in Gauss space is given by a simple proof. Bernstein type theorems for self shrinkers (\cite {wa}) as well as for graphic λλ-hypersurfaces (\cite{ chwe2}) follow immediately as consequences.

2018-03-01abs ↗pdf ↗

The study proves that certain constant mean curvature surfaces in a specific cone are either spheres or horospheres.

problem Characterizing constant mean curvature surfaces in a three-dimensional light cone.
method Analyzing entire constant mean curvature graphs in the light cone Q+3\mathbb{Q}^3_+ under the condition of bounded Gaussian curvature.
result Entire constant mean curvature graphs in the light cone are either horospheres or spheres.

Study improves self-normalized bounds for vector-valued processes beyond sub-Gaussianity.

problem Limited understanding of self-normalized concentration for vector-valued processes outside sub-Gaussian frameworks.
method Developed concentration inequalities for self-normalized processes with light tails (e.g., Bennett, Bernstein bounds) for vector-valued data.
result Provided new insights and bounds for self-normalized processes with non-sub-Gaussian distributions.

This paper improves flow models to better handle perturbations in real-world data.

problem Flow models amplify initial errors in perturbed data, leading to poor generalization.
method Utilizes Bernstein-type polynomials to construct Normalizing Flows (NF) for higher robustness.
result Proposed NF framework provides theoretical upper bounds and practical advantages.

We give improved constants for data dependent and variance sensitive confidence bounds, called empirical Bernstein bounds, and extend these inequalities to hold uniformly over classes of functionswhose growth function is polynomial in the sample size n. The bounds lead us to consider sample variance penalization, a nov…

2009-07-21abs ↗pdf ↗

A new method for high-dimensional classification using Bernstein polynomials.

problem Computational difficulties in high-dimensional SVM hinge loss.
method Proposes Bernstein support vector machine (BernSVM) and two efficient algorithms.
result Achieves a prediction accuracy rate of slog(p)/n\sqrt{s\log(p)/n} with high probability.

We give tight concentration bounds for mixtures of martingales that are simultaneously uniform over (a) mixture distributions, in a PAC-Bayes sense; and (b) all finite times. These bounds are proved in terms of the martingale variance, extending classical Bernstein inequalities, and sharpening and simplifying prior wor…

2015-06-22abs ↗pdf ↗

Adaptive Bernstein copulas improve risk management by preventing overfitting and reducing simulation effort.

problem Overfitting and high simulation effort in estimating dependence models.
method Constructive approach to Bernstein copulas with an admissible discrete skeleton.
result Comparison of different copula approaches in risk management shows improved accuracy and efficiency.

The betting CI outperforms classical methods in constructing confidence intervals for bounded means.

problem Constructing nonasymptotic confidence intervals for bounded means.
method A betting-based approach to define and time-uniform variants of confidence intervals (CSs).
result The betting CI matches the fundamental limits, outperforming existing empirical Bernstein CIs.

The study proves planes are the only complete uniformly elliptic Weingarten multigraphs.

problem Proving planes are the only complete uniformly elliptic Weingarten multigraphs.
method Proving planes are the only complete multigraphs with quasiconformal Gauss map and bounded second fundamental form.
result Proves planes are the only complete uniformly elliptic Weingarten multigraphs.

Survey Bernstein-type theorems for graphical surfaces in Euclidean and Lorentz-Minkowski spaces.

problem Proving theorems for minimal and constant mean curvature graphs in Euclidean and Lorentz-Minkowski spaces.
method Explains several proofs and provides mean curvature estimates for graphs in Euclidean and Lorentz-Minkowski spaces.
result Bernstein-type theorems for constant mean curvature graphs in Euclidean 3-space and space-like graphs in Lorentz-Minkowski 3-space.

We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the data/distribution-dependent Efron-Stein (ES) estimate of its variance and they do not requ…

2019-09-04abs ↗pdf ↗

Study Bernstein-Gelfand-Gelfand complexes on Lipschitz domains, computing cohomology and applying to elasticity models.

problem Cohomology of BGG complexes on bounded Lipschitz domains.
method Computes cohomology of conformal deformation and Hessian complexes in Sobolev spaces, allowing multiple input complexes.
result Establishes conformal Korn inequality and proposes generalizations of continuum models with microstructures.

The study sharpens local Bernstein estimates for Laplace eigenfunctions on compact manifolds.

problem Understanding local growth properties of Laplace eigenfunctions on compact Riemannian manifolds.
method Refined Donnelly-Fefferman method based on L2L^{2}--Carleman estimates, combined with elliptic regularity and patching of local Carleman estimates.
result Almost sharp local LpL^{p}--Bernstein inequalities for p[1,]p\in[1,\infty].

New concentration inequality for U-statistics of Markov chains.

problem Proving a concentration inequality for U-statistics of order two in uniformly ergodic Markov chains.
method Inductive analysis using martingale techniques, uniform ergodicity, Nummelin splitting, and Bernstein's inequality.
result Recovery of convergence rate for U-statistics of independent random variables and canonical kernels, with improved results for dependent kernels.

We improve bounds for stochastic processes, especially those with heavy tails.

problem Bounding the concentration of sub-ψψ processes with heavy tails.
method Variational approach to concentration, focusing on sub-Gaussian and other tail conditions.
result First dimension-free self-normalized empirical Bernstein inequality.

The paper develops concentration inequalities for structured random data, extending beyond independent terms.

problem Developing concentration inequalities for structured weighted sums of random data, including tensors and matrix-valued data.
method The paper develops Hoeffding and Bernstein bounds for structured weighted sums under exchangeability, extending beyond the classical framework of independent terms.
result The paper develops a sharper concentration bound for combinatorial sums of matrix arrays.

We present Bernstein-Sato identities for scalar-, spinor- and differential form-valued distribution kernels on Euclidean space associated to conformal symmetry breaking operators. The associated Bernstein-Sato operators lead to partially new formulae for conformal symmetry breaking differential operators on functions, …

2017-11-05abs ↗pdf ↗

Article provides Bernstein gradient estimates for heat equations with potential terms.

problem Gradient estimates for heat equations with potential terms on weighted Riemannian manifolds.
method Derived Bernstein type gradient estimates for two systems of heat equations with linear, exponential, and combined potentials.
result Resolves part of the problem raised by Bhattacharyya et al. in \cite{SB-1}.

The paper solves Bernstein problems for specific submanifolds in high-dimensional spaces.

problem Bernstein problem for smooth maps to lower dimensions forming calibrated submanifolds.
method Established conditions for maps to be affine based on the slope's second elementary symmetric polynomial.
result Conditions ensuring maps are affine for coassociative and Cayley submanifolds in R7\mathbb{R}^7 and R8\mathbb{R}^8.

We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration inequality, proved using the same method. Together these constitute a finite-time versi…

2014-05-12abs ↗pdf ↗