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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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4896143191 · Jun 202019922001200920172026
48 results for De Giorgi-Nash-Moser iteration

Develops new strategy for Hessian estimates in Lagrangian mean curvature equation.

problem Interior Hessian estimates for solutions with prescribed Lipschitz phases.
method Allard-type regularity theorem, geometric measure theory, geometry of Lagrangian graphs, De Giorgi-Nash-Moser iteration.
result Sharp interior Hessian estimates for solutions with critical and supercritical phases.

Alternative proof and extension of curvature estimates for minimal immersions.

problem Curvature estimates and Bernstein-type theorems for minimal immersions.
method Iteration method à la De Giorgi, ε-regularity theorem, Caccioppoli inequalities.
result Extension of Schoen--Simon--Yau and Schoen--Simon theorems to 6-dimensional stable minimal immersions.

We derive a Harnack inequality for positive solutions of the ff-heat equation and Gaussian upper and lower bounds for the ff-heat kernel on complete smooth metric measure spaces (M,g,efdv)(M, g, e^{-f}dv) with Bakry-Émery Ricci curvature bounded below. The lower bound is sharp. The main argument is the De Giorgi-Nash-Moser t…

2014-06-23abs ↗pdf ↗

We give a definition of higher dimensional iterated integrals based on integration over membranes. We prove basic properties of this definition and formulate a conjecture which extends Chen's de Rham Theorem for iterated integrals to the membrane case.

2012-03-16abs ↗pdf ↗

We construct a parallel transport on higher loop spaces of a manifold in term of a higher dimensional generalization of iterated path integrals. Under mild assumptions, we define a de Rham complex on higher loop spaces and we recover a known result of Hain of a de Rham structure on higher homotopy groups of a manifold.…

2012-06-25abs ↗pdf ↗

We extend the study of the de Rham operator with ideal boundary conditions from the case of isolated conic singularities, as analyzed by Cheeger, to the case of arbitrary stratified pseudomanifolds. We introduce a class of ideal boundary operators and the notion of mezzoperversity, which intermediates between the stand…

2013-07-20abs ↗pdf ↗

The original de Rham cohomology due to Souriau and the singular cohomology in diffeology are not isomorphic to each other in general. This manuscript introduces a singular de Rham complex endowed with an integration map into the singular cochain complex which gives the de Rham theorem for every diffeological space. It …

2019-02-28abs ↗pdf ↗

A new method corrects bias in high-dimensional ridge regression.

problem Inherent bias in ridge regression limits statistical efficiency and scalability.
method Iterative bias correction strategy for p<np < n and Ridge-Screening method for p>np > n.
result Valid inferences and asymptotic properties established for de-biased ridge estimators.

By using the De Giorgi iteration method we will give a new simple proof of the recent result of B.Kotschwar, O.Munteanu, J.Wang [KMW] and N.Sesum [S] on the local boundedness of the Riemmanian curvature tensor of solutions of Ricci flow in terms of its inital value on a given ball and a local uniform bound on the Ricci…

2017-04-07abs ↗pdf ↗

DE-SGD shows heavy-tailed behavior in decentralized settings.

problem Heavy-tailed behavior in decentralized SGD.
method Analyzes the emergence of heavy-tails in DE-SGD, considering both quadratic and twice continuously differentiable strongly convex loss functions.
result DE-SGD exhibits heavier tails than centralized SGD, and tail behavior depends on network parameters.

A gauged bi-differential calculus over an associative (and not necessarily commutative) algebra A is an N-graded left A-module with two covariant derivatives acting on it which, as a consequence of certain (e.g., nonlinear differential) equations, are flat and anticommute. As a consequence, there is an iterative constr…

1999-08-17abs ↗pdf ↗

New methods incorporate alpha signals into portfolio construction, improving performance.

problem Signal-blindness in existing portfolio construction methods.
method Introduces three methods: HRP-μ\mu, HRP-Σμ\Sigma\mu, and CRISP.
result CRISP at intermediate γ\gamma consistently outperforms other methods.

Dans les années 1940-1970, Alexandrov et l'"École de Leningrad" ont développé une théorie très riche des surfaces singulières. Il s'agit de surfaces topologiques, munie d'une métrique intrinsèque pour laquelle on peut définir une notion de courbure, qui est une mesure de Radon. Cette classe de surfaces a de bonnes prop…

2009-06-18abs ↗pdf ↗

A distributed bootstrap method for high-dimensional data reduces communication rounds efficiently.

problem Simultaneous inference on massive, high-dimensional data stored across many machines.
method Distributed bootstrap based on de-biased lasso with efficient cross-validation tuning.
result Theoretical lower bound on communication rounds τminτ_{\min} for statistical accuracy and efficiency.

We show that contact homology distinguishes infinitely many tight contact structures on any orientable, toroidal, irreducible 3-manifold. As a consequence of the contact homology computations, on a very large class of toroidal manifolds, all known examples of universally tight contact structures with nonvanishing torsi…

2004-11-25abs ↗pdf ↗

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in machine learning for massive data sets (big data). In particular, stochastic gradien…

2017-06-29abs ↗pdf ↗

Recursive KalmanNet generalizes well in noisy, out-of-distribution scenarios.

problem Generalization in noisy, out-of-distribution scenarios.
method Recurrent neural network guided by a Kalman filter.
result Recursive KalmanNet performs well in scenarios with different temporal dynamics from training data.

On every compact, orientable, irreducible 3-manifold V which is toroidal or has torus boundary components we construct a contact 1-form whose Reeb vector field R does not have any contractible periodic orbits and is tangent to the boundary. Moreover, if bdry V is nonempty, then the Reeb vector field R is transverse to …

2004-11-29abs ↗pdf ↗

Nous montrons que les équations du repère mobile des surfaces de Bonnet conduisent à une paire de Lax matricielle isomonodromique d'ordre deux pour la sixième équation de Painlevé. We show that the moving frame equations of Bonnet surfaces can be extrapolated to a second order, isomonodromic matrix Lax pair of the sixt…

2016-07-05abs ↗pdf ↗

New method learns disentangled signals without prior or model constraints.

problem Learning disentangled signals from data without prior or model constraints.
method Minimizes conditional KL divergence using a sequential algorithm to learn de-mixing flow models.
result Method learns self-sufficient signals that can reconstruct missing values.

We describe, in the general setting of closed cone fields, the set of causal functions which can be approximated by smooth Lyapunov. We derive several consequences on causality theory. Dans le contexte général des champs de cones fermés, on décrit l'ensemble des fonctions causales qui peuvent être approchées par des fo…

2017-11-10abs ↗pdf ↗

This paper presents practical methods for portfolio selection in investments.

problem Investment portfolio selection challenges.
method Mean-variance optimization, mean-semivariance model, genetic algorithms, transaction costs.
result More comprehensive risk and return analysis in portfolio selection.

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual characteristics of the risks involved and the dependence relationship among them. ----- Se analiza el principio de diversificación de riesgos y se demuestra que no siempre resulta mejor que no diversificar, pues…

2016-09-09abs ↗pdf ↗

The paper develops new methods to approximate ruin probabilities in a perturbed risk model.

problem Calculating exact ruin probabilities in a perturbed risk model is complex.
method Adapted Cramér-Lundberg model with Wiener process, four approximation methods.
result Four approximation methods provide high accuracy for ruin probabilities.

There are two de Rham complexes in diffeology. The original one is due to Souriau and the other one is the singular de Rham complex defined by a simplicial differential graded algebra. We compare the first de Rham cohomology groups of the two complexes within the Čech--de Rham spectral sequence by making use of the {\i…

2020-02-17abs ↗pdf ↗