The study examines higher-order modern portfolio theory with complex critical points and feasible portfolio variety.
problem Understanding the complex critical points and feasible portfolio variety in higher-order modern portfolio theory.
method Established genericity conditions for utility functions with higher-order cumulants, analyzed discriminant loci, and determined the dimension and degree of the feasible portfolio variety.
result The utility function has a constant number of complex critical points under genericity conditions, and the feasible portfolio variety has a determined dimension and degree.
A new method uses higher-order Langevin dynamics with critical damping for better generative modeling.
problem Improving generative models using Langevin dynamics with auxiliary variables.
method Introducing higher-order Langevin dynamics with critical damping, providing closed-form solutions.
result Improved generative models with better performance as measured by FID metric.
CoRMF uses RNNs to solve Ising models efficiently by ordering critical edges.
problem Solving Ising models efficiently and accurately.
method Criticality-ordered spin sequence and RNNs for mean-field factorization.
result Proves tighter error bounds than naive mean-field.
New conservation laws found for polyharmonic maps in critical dimension.
problem Existence of conservation laws for polyharmonic maps in critical dimension.
method Small perturbation of Uhlenbeck's gauge fixing matrix.
result Existence of conservation laws for elliptic systems of even order in critical dimension.
In this paper we study the energy function associated to fourth order equations of critical growth on smooth compact conformally flat manifolds of dimension greater or equal than 5.
A theorem connects integral of second-order derivatives to function rise.
problem Understanding the integral of second-order derivatives over regions.
method Proves integral proportional to function rise over specified regions.
result Integral of second-order derivatives equals rise in function value.
We investigate fourth order Paneitz equations of critical growth in the case of n-dimensional closed conformally flat manifolds, n≥5. Such equations arise from conformal geometry and are modelized on the Einstein case of the geometric equation describing the effects of conformal changes of metrics on the Q-cu…
TOLD++ improves convergence of diffusion models by critically damping the forward transition matrix.
problem Improving the convergence of Denoising Diffusion Probabilistic Models.
method Critically damping the Third-Order Langevin Dynamics (TOLD) forward transition matrix using eigen-analysis.
result TOLD++ converges faster than TOLD, verified on toy and real datasets.
The paper proves that Gaussian field critical points have finite moments.
problem Proving the finiteness of moments for Gaussian field critical points.
method General approach not specific to critical points, using Taylor polynomial non-degeneracy.
result The finiteness of moments of the number of critical points of Gaussian fields.
Paper explores weak solutions' regularity in critical dimensions without conservation law.
problem Regularity of weak solutions to higher order elliptic systems in critical dimensions.
method Elementary and unified treatment, without conservation law.
result Interior Hölder continuity for solutions in critical dimensions.
SGD's performance improves with critical batch size, minimizing SFO complexity.
problem Optimizing SGD's performance with batch size and learning rate.
method Analysis of SGD using constant and decaying learning rates, focusing on batch size effects.
result SGD with critical batch size minimizes SFO complexity.
This paper deals with the existence of solutions to a class of fourth order nonlinear elliptic equations. The technique used relies on critical points theory. The solutions appeared as critical points of a functional restricted to a suitable manifold.In the case of constant coefficients we obtain the existence of tree …
Classifies solutions to critical sixth order equations with a singularity.
problem Classifying entire positive singular solutions to critical sixth order equations.
method Integral sliding methods, qualitative analysis of ODEs, topological two-parameter shooting technique.
result Solutions are given by a singular radial factor times a periodic solution to a sixth order IVP with constant coefficients.
Given a solution u to a linear homogeneous second order elliptic equation with Lipschitz coefficients, we introduce techniques for giving improved estimates of the critical set $\Cr(u)\equiv \{x:|\nabla u|(x)=0\}$. The results are new even for harmonic functions on $\dR^n$. Given such a u, the standard {\it first o…
This work analyzes actor-critic methods for faster convergence.
problem Finite-time analysis and sample complexity of two-time-scale actor-critic methods.
method Non-asymptotic analysis under non-i.i.d. setting, proving convergence to first-order stationary point.
result Actor-critic method finds a first-order stationary point with ildeO(ε−2.5) sample complexity. Paper finds critical metrics with pinched curvature are geodesic balls.
problem Identifying critical metrics with specific curvature constraints.
method Proved isometry to geodesic balls in S^n and provided conditions for the gradient of the potential function.
result Critical metrics with pinched curvature are isometric to geodesic balls in S^n.
We present a simple order book mechanism that regulates an artificial financial market with self-organized criticality dynamics and fat tails of returns distribution. The model shows the role played by individual imitation in determining trading decisions, while fruitfully replicates typical aggregate market behavior a…
This paper studies the critical dynamics of random surfaces, focusing on area and genus evolution.
problem Understanding the time evolution of random surfaces and their genus.
method Analyzes the dynamics of area and genus using Cox-Ingersoll-Ross process and critical phenomena.
result The genus of surfaces evolves into two phases: planar surfaces and foamy surfaces.
For an even dimensional, compact, conformal manifold without boundary we construct a conformally invariant differential operator of order the dimension of the manifold. In the conformally flat case, this operator coincides with the critical {\sf GJMS} operator of Graham-Jenne-Mason-Sparling. We use the Wodzicki residue…
Investigates multifractal scaling in critical dynamics of random surfaces.
problem Analyzing multifractal scaling in critical dynamics of random surfaces.
method Examined multifractal scaling in various conformal field theories on random surfaces.
result Higher moments of time variations of the order parameter exhibit multifractal scaling.
New SGD algorithm finds critical points faster with second-order corrections.
problem Finding critical points in non-convex optimization efficiently.
method Uses Hessian-vector products to correct momentum bias in SGD.
result Finds ε-critical points in O(ε−3) time. We study the maximum mean discrepancy (MMD) in the context of critical transitions modelled by fast-slow stochastic dynamical systems. We establish a new link between the dynamical theory of critical transitions with the statistical aspects of the MMD. In particular, we show that a formal approximation of the MMD near …
We study the optimal placement problem of a stock trader who wishes to clear his/her inventory by a predetermined time horizon t, by using a limit order or a market order. For a diffusive market, we characterize the optimal limit order placement policy and analyze its behavior under different market conditions. In part…
Using a method developped in [1] and [2], we prove the existence of weak non trivial solutions to fourth order elliptic equations with singularities and with critical Sobolev growth.
Study on solutions to conformally invariant fourth order equations, classifying their properties.
problem Classify qualitative properties of solutions to conformally invariant fourth order equations.
method Analyze two cases: removable and non-removable singularities, using Pohozaev-type invariant.
result Non-existence of semi-singular solutions, classifying them as multiples of the Emden--Fowler solution.
Sharp lower bound found for integral varifolds' mean curvature.
problem Finding a sharp lower bound for the mean curvature integral of integral varifolds.
method Developed a new approach using integral varifolds and mean curvature.
result A sharp lower bound on the mean curvature integral with critical power for integral varifolds.
Using the method of Nehari manifold, we prove the existence of at least two distinct weak solutions to elliptic equation of four order with singulatities and with critical Sobolev growth.
New algorithm finds critical points in non-convex optimization with heavy-tailed gradients.
problem Non-convex stochastic optimization with heavy-tailed gradient estimates.
method Gradient clipping, momentum, and normalized gradient descent.
result High-probability convergence to critical points with best-known rates.
We develop a topology data analysis-based method to detect early signs for critical transitions in financial data. From the time-series of multiple stock prices, we build time-dependent correlation networks, which exhibit topological structures. We compute the persistent homology associated to these structures in order…
Rigidity for 4D Willmore submanifolds with boundary.
problem Understanding critical points of Willmore energy with boundary conditions.
method Proving a 4-Willmore equation and establishing curvature estimates.
result Four dimensional Willmore submanifolds with totally geodesic boundary are umbilic.
In this paper, we study some fourth order singular critical equations of Lichnerowicz type involving the Paneitz-Branson operator, and we prove existence and non existence results under given assumptions.
ZDPG learns model-free policies without critics, improving on PG.
problem Model-free policy learning in complex dynamic problems.
method Approximates policy-reward gradients via two-point stochastic evaluations of the Q-function.
result Restores true model-free policy learning without critics, with improved stability and efficiency.
Critical points of scale-invariant curvature energies in 4D are analytic.
problem Analyzing critical points of curvature energies in 4D manifolds.
method Applying Noether's theorem to identify conservation laws and lower order elliptic system of PDEs, then using integrability by compensation and interpolation theory.
result Critical points of scale-invariant curvature energies in 4D are analytic.
Considering that the Seiberg-Witten functional satisfies the Palais-Smale Condition, up to gauge equivalence, the Minimax Principle can be applied on the moduli space to prove the existence of critical points, which correspond to solutions of the second-order SW-equations, up to gauge equivalence.
We are going to use the Euler's vector fields in order to show that for real quasi-homogeneous singularities with isolated critical value, the Milnor's fibration in a "thin" hollowed tube involving the zero level and the fibration in the complement of "link" in sphere are equivalents, since they exist. Moreover, in ord…
Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only use values or gradients of the critic to update the policy parameter. In this pa…
Accelerated method finds critical points faster on manifolds.
problem Optimization on non-convex manifolds.
method Accelerated gradient methods on Riemannian manifolds.
result Find approximate first-order critical points faster than regular gradient descent.
Empirical study on trends reversion in financial markets.
problem Understanding when trends in financial markets revert.
method Polynomial regression and bootstrapping on 30 years of daily futures prices.
result Trends revert when they reach a critical level of statistical significance.
The paper studies the smoothness of critical points of variational integrals on Hessian spaces.
problem The study focuses on the regularity of critical points of variational integrals defined on Hessian spaces.
method The approach involves solving a fourth order nonlinear equation and analyzing the Hessian of the critical points.
result Smooth critical points with bounded Hessian are shown to be smooth provided their Hessian has small BMO.
In this paper, we present theorems specifying the critical values for series associated with debts arranged in the order of their duration.
We prove that a critical metric of the volume functional on a 4-dimensional compact manifold with boundary satisfying a second-order vanishing condition on the Weyl tensor must be isometric to a geodesic ball in a simply connected space form R4, H4 or S4. Moreover, we provide…
A new framework for measuring uncertainty in machine learning models.
problem Uncertainty measures for second-order distributions in machine learning models have theoretical flaws.
method Formal criteria and a general framework based on the Wasserstein distance.
result The Wasserstein distance-based measure satisfies all proposed criteria for meaningful uncertainty measures.
Study reveals structural differences in financial networks near and far from crises using balance theory.
problem Understanding the complex behavior of stocks and their collective behavior in financial crises.
method Investigates financial networks by triplet interaction in the framework of balance theory, focusing on higher-order interactions.
result Formation of an ordered structure in crisis networks makes them resistant to disorder, with a critical temperature measuring crisis strength.
We define functionals generalising the Seiberg-Witten functional on closed spinc manifolds, involving higher order derivatives of the curvature form and spinor field. We then consider their associated gradient flows and, using a gauge fixing technique, are able to prove short time existence for the flows. We then pr…
A new sampler tackles critical phenomena by leveraging scale invariance.
problem Scale invariance at criticality causes sampling difficulties in Monte Carlo simulations.
method RiGCS combines MLMC-HB with generative models to improve sampling efficiency.
result RiGCS achieves significantly higher effective sample size than existing methods.
We investigate existence and stability of rotationally symmetric critical immersions of variational problems of higher order which were considered by Nitsche.
Sample efficiency and scalability to a large number of agents are two important goals for multi-agent reinforcement learning systems. Recent works got us closer to those goals, addressing non-stationarity of the environment from a single agent's perspective by utilizing a deep net critic which depends on all observatio…
Motivated by applications in Optimization, Game Theory, and the training of Generative Adversarial Networks, the convergence properties of first order methods in min-max problems have received extensive study. It has been recognized that they may cycle, and there is no good understanding of their limit points when they…