Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

12233546 · Jun 202019922001200920172026
48 results for Fenchel dual

Dual optimization connects ERM-fDR to normalization function.

problem Empirical risk minimization with f-divergence regularization.
method Dual formulation, Legendre-Fenchel transform, implicit function theorem, nonlinear ODE.
result Computational method to calculate normalization function efficiently.

We discuss bases of the space of holomorphic quadratic differentials that are dual to the differentials of Fenchel-Nielsen coordinates and hence appear naturally when considering functions on the set of hyperbolic metrics which are invariant under pull-back by diffeomorphisms, such as eigenvalues of the Laplacian. The …

2018-06-12abs ↗pdf ↗

New dual formulation reduces generalization error for ERM-fDR.

problem Generalization error in constrained optimization problems.
method Introduces a dual formulation of ERM-fDR using Legendre-Fenchel transform and implicit function theorem.
result Explicit characterizations of generalization error for algorithms under mild conditions.

DCCNNs reduce computational overhead and ambiguity in convolutional neural networks.

problem Reducing computational overhead and ambiguity in convolutional neural networks.
method Introducing a primal learning problem and constructing a dual convex training program, using Fenchel conjugates and Karush-Kuhn-Tucker conditions.
result Eliminates ambiguity and reduces computational overhead in constructing a large kernel matrix.

We explain that spectral networks are a unifying framework that incorporates both shear (Fock-Goncharov) and length-twist (Fenchel-Nielsen) coordinate systems on moduli spaces of flat SL(2,C) connections, in the following sense. Given a spectral network W on a punctured Riemann surface C, we explain the process of "abe…

2013-12-10abs ↗pdf ↗

Safe screening rules reduce computation time in logistic regression with 02\ell_0-\ell_2 regularization.

problem Efficiently solving logistic regression with many features and regularization.
method Screening rules based on Fenchel dual lower bounds of strong conic relaxations.
result A high percentage of features can be safely removed before solving, leading to substantial speed-up.

Proves Hodge-Riemann relations for mixed valuations and strengthens geometric inequalities.

problem Geometric inequalities and mixed Hodge-Riemann relations for translation-invariant valuations.
method Proves mixed Hodge-Riemann relations for various convex bodies and their mixed volumes.
result Strengthened geometric inequalities for lower dimensional convex bodies.

Unified Kantorovich duality for multimarginal optimal transport on Polish spaces.

problem Optimal transport of multiple probability distributions.
method Unified Kantorovich duality theory for multimarginal optimal transport on general Polish product spaces.
result Unified duality theory for multimarginal optimal transport, extending classical two-marginal conjugacy.

The paper defines Fenchel conjugate and biconjugate on Hadamard manifolds.

problem Defining Fenchel conjugate and biconjugate on curved spaces.
method Introduced a new definition of Fenchel conjugate and biconjugate on Hadamard manifolds based on the tangent bundle.
result Developed a Fenchel-Moreau Theorem for geodesically convex functions on Hadamard manifolds.

We consider the first non-zero eigenvalue λ1λ_1 of the Laplacian on hyperbolic surfaces for which one disconnecting collar degenerates and prove that 8πlog(λ1)8π\nabla\log(λ_1) essentially agrees with the dual of the differential of the degenerating Fenchel-Nielsen length coordinate. As a consequence, we can improve previous …

2017-01-30abs ↗pdf ↗

We investigate the rigidity of hyperbolic cone metrics on 33-manifolds which are isometric gluing of ideal and hyper-ideal tetrahedra in hyperbolic spaces. These metrics will be called ideal and hyper-ideal hyperbolic polyhedral metrics. It is shown that a hyper-ideal hyperbolic polyhedral metric is determined up to i…

2014-04-22abs ↗pdf ↗

Dual training method for EBMs with overparametrized neural networks.

problem Training EBMs with non-convex energies is challenging.
method Derive variational principles and dual GDA algorithm for feature-learning regime.
result Dual GDA algorithm performs best with similar time scales for features and particles.

Algorithm optimizes constrained reinforcement learning with dual variables.

problem Minimizing convex functional subject to convex constraint in large state spaces.
method VPDPO algorithm using Lagrangian and Fenchel duality.
result Achieves sublinear regret and constraint violation, globally optimal policy.

This paper analyzes M-estimators under infinite-variance noise in high dimensions.

problem High-dimensional M-estimation with infinite-variance noise.
method Study of the Fenchel conjugate domain and its impact on risk.
result Exact risk of M-estimators under infinite-variance noise is derived.

Paper connects Fenchel-Willmore and Sobolev inequalities for submanifolds in curved spaces.

problem Developing inequalities for submanifolds in curved spaces.
method Connecting Fenchel-Willmore and logarithmic Sobolev inequalities for mean-convex submanifolds.
result Established extensions of Fenchel-Willmore inequality and derived new Sobolev-type inequalities.

Various Alexandrov-Fenchel type inequalities have appeared and played important roles in convex geometry, matrix theory and complex algebraic geometry. It has been noticed for some time that they share some striking analogies and have intimate relationships. The purpose of this article is to shed new light on this by c…

2017-10-02abs ↗pdf ↗

Abstract: Poisson bracket on shear coordinates relates to Fenchel-Nielsen bracket on gluing parameters.

problem Relationship between Fenchel-Nielsen coordinates and shear coordinates on Riemann surfaces.
method Explicitly showed the Poisson bracket on shear coordinates induces the Fenchel-Nielsen bracket on gluing parameters.
result Poisson bracket on shear coordinates relates to Fenchel-Nielsen bracket on gluing parameters.

Sharp inequality for submanifolds in manifolds with non-negative Ricci curvature.

problem Establishing a Fenchel-Willmore inequality for submanifolds in manifolds with non-negative Ricci curvature.
method Analyzing submanifolds in manifolds with non-negative intermediate Ricci curvature and Euclidean volume growth.
result Sharp Fenchel-Willmore inequality for submanifolds in manifolds with non-negative intermediate Ricci curvature.

Given a real-valued function defined on the Heisenberg group, we provide a definition of abstract convexity and Fenchel transform that takes into account the sub-Riemannian structure of the group. In our main result, we prove that, likewise the Euclidean case, a convex function can be characterized via its iterated Fen…

2008-12-15abs ↗pdf ↗

SRL embeds combinatorial optimization into RL for better decision-making.

problem Challenges of standard RL in complex, structured decision-making problems.
method Structured Reinforcement Learning (SRL) with combinatorial optimization layers in actor neural network.
result SRL outperforms unstructured RL and imitation learning by up to 92% on dynamic problems.

Paper extends capillary convex body results to anisotropic setting with Alexandrov-Fenchel inequalities.

problem Extending capillary convex body results to anisotropic setting.
method Developed theory for anisotropic capillary convex bodies in half-space and established Alexandrov-Fenchel inequality for mixed volumes.
result Established a general Alexandrov-Fenchel inequality for mixed volumes of anisotropic capillary convex bodies, weakening and extending previous results.

This paper concerns the recursive utility maximization problem. We assume that the coefficients of the wealth equation and the recursive utility are concave. Then some interesting and important cases with nonlinear and nonsmooth coefficients satisfy our assumption. After given an equivalent backward formulation of our …

2016-07-04abs ↗pdf ↗

Paper proves a generalized Alexandrov-Fenchel inequality for convex hypersurfaces with capillary boundary.

problem Proving a generalized Alexandrov-Fenchel inequality for convex hypersurfaces with capillary boundary.
method Using a locally constrained nonlinear curvature flow to preserve the nn-th quermassintegral and decrease the kk-th quermassintegral.
result Obtained the Alexandrov-Fenchel inequality for convex hypersurfaces with capillary boundary in Bn+1\mathbb{B}^{n+1}.

The paper computes Fenchel-Nielsen coordinates for fixed points of cyclic actions on Teichmüller space.

problem Computing Fenchel-Nielsen coordinates for cyclic actions on Teichmüller space.
method Developed algorithms to describe Fenchel-Nielsen coordinates of fixed points of cyclic subgroups of Mod(S_g) on Teich(S_g).
result Computed Fenchel-Nielsen coordinates for cyclic subgroups of orders 10, 8, and 4 in Mod(S_2).

Topological proof of Weil-Petersson symplectic form using Fenchel-Nielsen coordinates.

problem Proving Wolpert's formula for the Weil-Petersson symplectic form.
method Introducing a cell decomposition and groupoid cocycle on a surface to represent points in Teichmüller space.
result Topological proof of Wolpert's formula for the Weil-Petersson symplectic form.

Paper solves inequalities for capillary hypersurfaces in half-spaces.

problem Finding inequalities for convex capillary hypersurfaces in half-spaces.
method Introduced quermassintegrals and constructed a new locally constrained curvature flow to prove convergence to spherical caps.
result Obtained Alexandrov-Fenchel inequalities for convex capillary hypersurfaces.

We develop Fenchel-Nielsen coordinates for representations of surface groups into Sp(2n,R) with maximal Toledo invariant. Analogous to classical Fenchel-Nielsen coordinates on the Teichmüller space they consist of a parametrization of representations of the fundamental group of a pair of pants and a careful investigati…

2012-04-03abs ↗pdf ↗

New inequalities for convex hypersurfaces in various spaces.

problem Deriving inequalities for hypersurfaces under convex weight.
method Sharp weighted Alexandrov-Fenchel and Minkowski inequalities for smooth, closed hypersurfaces in Euclidean, spherical, and hyperbolic spaces.
result Incorporates convex, non-decreasing positive functions as weights, yielding a broad family of geometric inequalities.

The article proves inequalities for capillary hypersurfaces in hyperbolic space.

problem Proving inequalities for capillary hypersurfaces in hyperbolic space.
method Constructing a new locally constrained inverse curvature flow.
result Obtained Alexandrov-Fenchel inequalities for convex capillary hypersurfaces in hyperbolic space.

Study of star-shaped hypersurfaces with capillary boundary using constrained mean curvature flow.

problem Understanding the evolution of hypersurfaces with capillary boundaries.
method Locally constrained mean curvature flow for star-shaped hypersurfaces in the half-space.
result Established new Alexandrov-Fenchel inequalities for convex hypersurfaces with capillary boundary.

Study geodesic flow on symmetric surfaces to determine parabolic type.

problem Determine conditions for a Riemann surface to be of parabolic type.
method Analyze Fenchel-Nielsen coordinates and covering group properties.
result Conditions for a surface to be parabolic are equivalent to specific properties of its Fenchel-Nielsen coordinates.