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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.

168,694 papers · 148 categories

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316192122 · May 202619922001200920172026
48 results for Epigraphical Projection

Efficient algorithms solve large-scale DRSVM problems.

problem Optimizing support vector machines under worst-case distribution uncertainty.
method Epigraphical projection-based incremental algorithms.
result Incremental algorithms solve DRSVM problems up to 1000x faster than state-of-the-art methods.

The MEM method uses data-driven priors for linear inverse problems, proving convergence and estimating differences.

problem Linear inverse problems with approximate priors.
method Maximum Entropy on the Mean (MEM) method with data-driven priors.
result Empirical mean convergence and estimates for prior differences based on epigraphical distance.

This paper concerns rigidity results to Serrin's overdetermined problem in an epigraph {Δu+f(u)=0,   in Ω={(x,xn):xn>φ(x)},u>0,   in Ω,u=0,   on Ω,u=const.onΩ.. \{\begin{aligned} &Δu+ f(u)=0,\ \ \ {in}\ Ω=\{(x^\prime,x_n): x_n>\varphi (x^\prime)\},\\ &u>0,\ \ \ {in}\ Ω,\\ &u=0,\ \ \ {on}\ \partialΩ,\\ &|\nabla u|=const. {on} \partialΩ. \end{aligned}. We prove that up to isometry the ep…

2015-02-16abs ↗pdf ↗

We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of O~(n7T1/2)\tilde{\mathcal{O}}(n^{7}T^{-1/2}) after TT queries for a convex bounded function f:RnRf:{\mathbb R}^n\to{\mathbb R}. The method is based on a random walk (the \emph{Ball Walk}) on the epigraph of the function. Th…

2014-02-11abs ↗pdf ↗

For all N9N \geq 9, we find smooth entire epigraphs in RN\R^N, namely smooth domains of the form Ω:={xRN / xN>F(x1,,xN1)}Ω: = \{x\in \R^N\ / \ x_N > F (x_1,\ldots, x_{N-1})\}, which are not half-spaces and in which a problem of the form Δu+f(u)=0Δu + f(u) = 0 in ΩΩ has a positive, bounded solution with 0 Dirichlet boundary data and constant Neum…

2013-10-16abs ↗pdf ↗

MARCD uses generative scenarios to improve portfolio decisions during regime shifts.

problem Improving portfolio decisions under regime shifts and drawdowns.
method MARCD employs a Gaussian HMM for regime inference, a diffusion generator for scenario production, and a CVaR allocator with tail-weighted and crisis-aware components.
result MARCD reduces maximum drawdowns by 34% compared to baseline methods over 2020-2025.

Paper develops compact formulations for optimization problems with rank-one convex functions and indicator variables.

problem Optimization problems involving rank-one convex functions with support constraints.
method Perspective reformulation techniques to exploit conic structure and establish convex hull results.
result Systematic perspective formulations for convex hull descriptions of sets with nonlinear separable or non-separable objective functions and combinatorial constraints.

In this paper, we study the efficiency of a {\bf R}estarted {\bf S}ub{\bf G}radient (RSG) method that periodically restarts the standard subgradient method (SG). We show that, when applied to a broad class of convex optimization problems, RSG method can find an εε-optimal solution with a lower complexity than the SG m…

2015-12-09abs ↗pdf ↗

The paper defines projective structures for Lie bialgebras and Poisson-Lie groups.

problem Defining projective analogues of Lie bialgebras and Poisson-Lie groups.
method Introducing projective tensor products and adapting classical notions to these structures.
result Every quasi-triangular projective r-matrix gives rise to a projective Banach Lie bialgebra.

The study classifies holomorphic projective connections on complex threefolds.

problem Characterizing holomorphic projective connections on complex threefolds.
method Analyzing properties of holomorphic projective connections on complex projective threefolds.
result Holomorphic projective connections on complex threefolds are either flat or translation invariant on abelian threefolds.

This paper proposes a method to select project schedules with the lowest risk.

problem Selecting schedules that meet project deadlines while minimizing risk.
method Integrating aleatory uncertainty into project scheduling to quantify and compare risks.
result Proposes a method to select schedules with the lowest risk.

The authors give a complete classification of projective threefolds admitting a holomorphic normal projective connection. Moreover, they prove a general structure theorem on complex projective manifolds admitting a holomorphic normal projective connection, saying in particular, that any such manifold is either the proj…

2002-10-08abs ↗pdf ↗

In the asymmetric setting, Hilbert's fourth problem asks to construct and study all (non-reversible) projective Finsler metrics: Finsler metrics defined on open, convex subsets of real projective nn-space for which geodesics lie on projective lines. While asymmetric norms and Funk metrics provide many examples of esse…

2013-01-11abs ↗pdf ↗

Study projective KLT varieties with projectively flat cotangent sheaves.

problem Uniformisation problems on projective varieties with klt singularities.
method Generalising Jahnke-Radloff's work, study torus quotients and varieties with semistable cotangent sheaves and extremal Chern classes.
result Torus quotients are the only klt varieties with semistable cotangent sheaves and extremal Chern classes.

In this paper, we introduce the weighted projective Ricci curvature as an extension of projective Ricci curvature introduced by Z. Shen. We characterize the class of Randers metrics of weighted projective Ricci flat curvature. We find the necessary and sufficient condition under which a Kropina metric has weighted proj…

2019-08-26abs ↗pdf ↗

Projective manifolds with specific bundles are isomorphic to simpler spaces.

problem Characterizing projective manifolds with tangent bundles containing strictly nef subsheaves.
method Analyzing the structure of the tangent bundle and using properties of strictly nef subsheaves.
result Projective manifolds with the described bundles are isomorphic to projective bundles over hyperbolic manifolds or projective spaces.

An axis of a link projection is a closed curve which lies symmetrically on each region of the link projection. In this paper we define axis systems of link projections and characterize axis systems of the standard projections of twist knots.

2016-12-11abs ↗pdf ↗

The paper studies new curvature properties in Finsler geometry.

problem Properties of projectively equivalent Finsler metrics and their curvature structures.
method Introducing new characterizations of quadratic curvature properties in Finsler manifolds.
result Novel insights into curvature behavior under generalized projective sprays.

A projective link is a smooth closed 1-submanifold of the real projective space of dimension three. A projective link is said to be affine if it is isotopic to a link, which does not intersect some projective plane. The main result: a projective link is affine if and only if the fundamental group of its complement cont…

2019-01-23abs ↗pdf ↗

We present an algorithm for converting an indoor spherical panorama into a photograph with a simulated overhead view. The resulting image will have an extremely wide field of view covering up to 4π steradians of the spherical panorama. We argue that our method complements the stereographic projection commonly used in t…

2012-06-10abs ↗pdf ↗

Characterizes projective special complex manifolds using c-projective structures.

problem Characterizing projective special complex manifolds.
method Defining S1S^1-bundles and constructing conical special complex manifolds.
result Intrinsic characterization of projective special complex manifolds.

This paper surveys various methods for dimensionality reduction and nearest neighbor search.

problem Efficiently reducing high-dimensional data to lower dimensions while preserving essential information.
method Linear and nonlinear random projections, including sparse random projections, random Fourier Features, and Random Kitchen Sinks.
result Various methods for dimensionality reduction and nearest neighbor search are explained and compared.

Paper studies binary random projections with controllable sparsity patterns for computational and accuracy advantages.

problem Improving computational efficiency and accuracy in random projections.
method Proposes two sparse binary projection models with controllable sparsity patterns.
result Significant computational advantages and improved accuracies in empirical evaluations.

Two projective structures on Riemann surfaces are described and shown not to be identical.

problem Characterizing and distinguishing projective structures on Riemann surfaces.
method Construction and analysis of projective structures pup_u and php_h using the period map and moduli space.
result The Hodge projective structure php_h is not the same as the uniformization projective structure pup_u.

A new method prioritizes project risks using Monte Carlo Simulation.

problem Determining the relative importance of project risks.
method Monte Carlo Simulation (MCS) for quantitative prioritization.
result Differentiates critical risks based on their impact on project duration and cost.

The article constructs strong Carrollian geometries at infinity for Ricci flat Einstein manifolds.

problem Understanding projective and Carrollian geometries at infinity for Ricci flat Einstein manifolds.
method Developed a new type of Cartan geometry based on non-effective homogeneous models for projective geometry.
result Carrollian geometries are determined by the projective compactification data of Ricci flat Einstein manifolds.