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.
In this paper we use Bernstein and Chebyshev polynomials to approximate the price of some basket options under a bivariate Black-Scholes model. The method consists in expanding the price of a univariate related contract after conditioning on the remaining underlying assets and calculating the mixed exponential-power mo…
In this note, we prove that smooth self-shrinkers in $\Real^{n+1}$, that are entire graphs, are hyperplanes. Previously Ecker and Huisken showed that smooth self-shrinkers, that are entire graphs and have at most polynomial growth, are hyperplanes. The point of this note is that no growth assumption at infinity is need…
We utilize copulas to constitute a unified framework for constructing and optimizing variational proposals in hierarchical Bayesian models. For models with continuous and non-Gaussian hidden variables, we propose a semiparametric and automated variational Gaussian copula approach, in which the parametric Gaussian copul…
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…
In this paper we study nonconvex penalization using Bernstein functions. Since the Bernstein function is concave and nonsmooth at the origin, it can induce a class of nonconvex functions for high-dimensional sparse estimation problems. We derive a threshold function based on the Bernstein penalty and give its mathemati…
Real world experiments are expensive, and thus it is important to reach a target in minimum number of experiments. Experimental processes often involve control variables that changes over time. Such problems can be formulated as a functional optimisation problem. We develop a novel Bayesian optimisation framework for s…
In this paper we study nonconvex penalization using Bernstein functions whose first-order derivatives are completely monotone. The Bernstein function can induce a class of nonconvex penalty functions for high-dimensional sparse estimation problems. We derive a thresholding function based on the Bernstein penalty and di…
Analytic networks with bounded coefficients can't outperform polynomial approximations.
problem Approximation limits of neural networks with analytic activation functions under coefficient constraints.
method Deterministic analysis using comparison argument and Bernstein-type estimates.
result Networks with analytic activation functions and controlled coefficients cannot outperform classical polynomial approximation rates on non-analytic targets.
In this paper, we prove some Bernstein type results for n-dimensional minimal Lagrangian graphs in quaternion Euclidean space Hn≅R4n. In particular, we also get a new Bernstein Theorem for special Lagrangian graphs in Cn
We will prove that \emph{there are no stable complete hypersurfaces of R4 with zero scalar curvature, polynomial volume growth and such that H3(−K)≥c>0 everywhere, for some constant c>0}, where K denotes the Gauss-Kronecker curvature and H denotes the mean curvature of the immersion. …
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, …
For entire spacelike stationary 2-dimensional graphs in Minkowski spaces, we establish Bernstein type theorems under specific boundedness assumptions either on the W-function or on the total (Gaussian) curvature. These conclusions imply the classical Bernstein theorem for minimal surfaces in 3-dimensional Euclidean spa…
In this paper, we study the properties of potential function of the translating soliton M in Rn+1 and the volume growth of the intersection of Euclidean balls with M. We give a condition to obtain the Bernstein theorem for the translating solitons. We also give an outline of a simple proof of the Bernstein the…
We obtain a Bernstein theorem for special Lagrangian graphs in n-dimensional complex space for arbitrary n only assuming bounded slope, but no quantitative restriction.
We establish Bernstein Theorems for Lagrangian graphs which are Hamiltonian minimal or have conformal Maslov form. Some known results of minimal (Lagrangian) submanifolds are generalized.
In this note, we propose Bernstein's problem and De Giorgi's conjecture for spatially inhomogeneous equations, as well as De Giorgi's conjecture for system of reaction-diffusion equations.