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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.

168,657 papers · 148 categories

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223446669892 · Jun 202019922001200920172026
48 results for CSE problems

We introduce CSE for MLSF games and devise online learning algorithms for achieving no-external Stackelberg-regret.

problem Learning equilibrium in leader-follower games with noisy bandit feedback.
method Proposed Correlated Stackelberg Equilibrium (CSE) and online learning algorithms balancing exploration and exploitation.
result Achieves no-external Stackelberg-regret, converging to approximate CSE.

CSE-FSL reduces communication and storage costs in federated learning.

problem High communication and storage costs in federated learning.
method CSE-FSL uses an auxiliary network to locally update client models and sends only selected epochs' smashed data.
result Significant communication reduction with state-of-the-art convergence and model accuracy.

This paper proposes a method for solving optimization problems in which the decision-maker cannot evaluate the objective function, but rather can only express a preference such as "this is better than that" between two candidate decision vectors. The algorithm described in this paper aims at reaching the global optimiz…

2019-09-28abs ↗pdf ↗

The non-stationary nature of electroencephalography (EEG) signals makes an EEG-based brain-computer interface (BCI) a dynamic system, thus improving its performance is a challenging task. In addition, it is well-known that due to non-stationarity based covariate shifts, the input data distributions of EEG-based BCI sys…

2018-05-02abs ↗pdf ↗

We survey the status of some decision problems for 3-manifolds and their fundamental groups. This includes the classical decision problems for finitely presented groups (Word Problem, Conjugacy Problem, Isomorphism Problem), and also the Homeomorphism Problem for 3-manifolds and the Membership Problem for 3-manifold gr…

2014-05-24abs ↗pdf ↗

Optimal transport reformulates multiple quantile hedging problem.

problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.

This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems which yield to the eigenvalue and generalized eigenvalue problems. We also prov…

2019-03-25abs ↗pdf ↗

This paper solves the Christoffel problem in hyperbolic space and its equivalent on spheres.

problem Prescribing curvatures for convex hypersurfaces in hyperbolic space.
method Proving a full rank theorem to establish the existence of solutions.
result Existence of solutions to the Christoffel problem and its equivalent Nirenberg-Kazdan-Warner problem on spheres.

In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we anal…

2016-09-18abs ↗pdf ↗

Study proves only origin-centered spheres solve certain curvature problems.

problem Proving uniqueness of solutions to curvature problems.
method Using the Heintze-Karcher inequality, the study proves the uniqueness of smooth, strictly convex solutions to a class of Minkowski type problems.
result Only origin-centered spheres solve isotropic and LpL_p-Gaussian-Minkowski problems.

MathChat uses LLM agents to solve challenging math problems through conversational problem-solving.

problem Solving math problems expressed in natural language.
method MathChat is a conversational framework combining an LLM agent and a user proxy agent for collaborative problem-solving.
result MathChat improves tool-using prompting methods by 6% on difficult math problems.

The paper solves a generalized Christoffel-Minkowski problem using a curvature flow.

problem Solving the (p,q)-Christoffel-Minkowski problem.
method Investigating the problem via an expanding curvature flow.
result Existence and uniqueness of smooth solutions to the (p,q)-Christoffel-Minkowski problem.

A new method solves complex control problems with random coefficients.

problem Solving LQ McKean-Vlasov control problems with random coefficients.
method Decomposes the problem into two decoupled stochastic optimal control problems.
result The sum of optimal controls of auxiliary problems equals the original problem's optimal control.

This is a survey of some problems in geometric group theory which I find interesting. The problems are from different areas of group theory. Each section is devoted to problems in one area. It contains an introduction where I give some necessary definitions and motivations, problems and some discussions of them. For ea…

2007-04-22abs ↗pdf ↗

We present updates to the problems on Hirzebruch's 1954 problem list focussing on open problems, and on those where substantial progress has been made in recent years. We discuss some purely topological problems, as well as geometric problems about (almost) complex structures, both algebraic and non-algebraic, about co…

2013-05-20abs ↗pdf ↗

We present 27 problems encountered in automating the translation of movie/TV show subtitles. We categorize each problem in one of the three categories viz. problems directly related to textual translation, problems related to subtitle creation guidelines, and problems due to adaptability of machine translation (MT) eng…

2019-09-04abs ↗pdf ↗

Ranking problems, also known as preference learning problems, define a widely spread class of statistical learning problems with many applications, including fraud detection, document ranking, medicine, credit risk screening, image ranking or media memorability. In this article, we systematically review different types…

2019-09-06abs ↗pdf ↗

This paper solves the dual Minkowski problem for q-torsional rigidity.

problem The dual Minkowski problem for q-torsional rigidity.
method Introduced the p-th dual q-torsional measure and solved the p-th dual Minkowski problem for q-torsional rigidity using a Gauss curvature flow.
result Existence of smooth even and non-even solutions to the p-th dual Minkowski problem for q-torsional rigidity.

Study on geometric variational problems for existence, regularity, and uniqueness of solutions.

problem Geometric variational problems, focusing on existence, regularity, and uniqueness of solutions.
method Formulated in Federer and Fleming's theory of currents, discussed the existence theory, and presented core ideas of the (interior) regularity theory for area-minimizing currents and optimal transport paths. Two original results on generic uniqueness of solutions were presented.
result Generic uniqueness of solutions for both Plateau's problem and optimal branched transport problem.

Solves a discrete logarithmic Minkowski problem for electrostatic p-capacity.

problem Characterize measures generated by electrostatic p-capacity.
method Solves the discrete logarithmic Minkowski problem for 1 < p < n.
result Solves the discrete logarithmic Minkowski problem for measures in general position.

Study on biharmonic Steklov problems with Neumann boundary conditions and eigenvalue estimates.

problem Biharmonic Steklov problems with Neumann boundary conditions.
method Introduced a biharmonic Steklov problem and proved its well-posedness. Established eigenvalue estimates using Kuttler-Sigillito inequalities.
result Eigenvalue estimates for the biharmonic Steklov problem with Neumann boundary conditions.

Machine learning reduces combinatorial optimization problem dimensions.

problem Reducing the complexity of large combinatorial optimization problems.
method Generalization of a machine learning model for problem reduction on TSP.
result Machine learning can predict which variables are not part of an optimal solution.

Study anisotropic flows solving Orlicz-Minkowski problems, proving existence and new results.

problem Anisotropic non-homogeneous Gauss curvature flows and Orlicz-Minkowski problems.
method Long-time existence and behavior analysis, parabolic approximation method, curvature flow.
result Existence and new results for Orlicz-Minkowski problems, including LpL_p versions.

In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift ambiguity for one-dimensional diffusion processes. Analogously to the case of ordinary o…

2011-10-18abs ↗pdf ↗

MCGDiff uses SGM to guide SMC for solving ill-posed linear inverse problems.

problem Solving ill-posed linear inverse problems in Bayesian settings.
method Exploiting SGM structure, defining a sequence of intermediate problems, and using SMC methods.
result MCGDiff outperforms competing methods in Bayesian ill-posed inverse problems.

Paper proves smoothness of solutions to a complex geometric problem.

problem Smoothness of solutions to the degenerate LpL_p Dual Minkowski problem.
method Inspired by Guan and Li's approach for the Aleksandrov problem, the authors derive C1,1C^{1,1} estimates.
result Proves solutions are C1,1C^{1,1} regular.