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.

168,695 papers · 148 categories

Trend · papers per month

82164246328 · May 202619922001200920172026
48 results for Finite Sum

We prove for any positive integer nn there exist boundary-sum irreducible Zn{\mathbb Z}_n-corks with Stein structure. Here `boundary-sum irreducible' means the manifold is indecomposable with respect to boundary-sum. We also verify that some of the finite order corks admit hyperbolic boundary by HIKMOT.

2017-10-19abs ↗pdf ↗

New methods optimize sums of bivariate functions on finite domains.

problem Optimizing functions with multiple arguments that are sums of bivariate functions.
method Measure-valued extensions, 2\ell^2-approximation, entropy-regularization, linear programming, coordinate ascent.
result Tractable problem formulations solvable with various methods.

Smooth finite-sum optimization has been widely studied in both convex and nonconvex settings. However, existing lower bounds for finite-sum optimization are mostly limited to the setting where each component function is (strongly) convex, while the lower bounds for nonconvex finite-sum optimization remain largely unsol…

2019-01-31abs ↗pdf ↗

New lower bounds for gradient methods in strongly convex finite-sum optimization.

problem Developing tight lower bounds for randomized gradient methods in finite-sum optimization.
method Deriving tight lower complexity bounds for SAG, SAGA, SVRG, SARAH, and related methods.
result Tight matches between lower bounds and upper bounds for various methods under specific conditions.

Paper establishes lower bounds for finite-sum optimization problems using novel construction methods.

problem Lower complexity bounds for finite-sum optimization problems with various component functions.
method Developed novel approach to construct hard instances and analyzed PIFO algorithms.
result Established lower complexity bounds for convex-concave and nonconvex-strongly-concave objectives.

New method reduces complexity of minimizing convex finite sums without needing individual function indices.

problem Minimizing convex finite sums efficiently without knowing which function is being addressed.
method Exploits finite noise structure to derive upper bounds and proposes a novel SVRG adaptation.
result Achieves optimal complexity bounds of O(n^2) and matches existing lower bounds.

We describe a novel optimization method for finite sums (such as empirical risk minimization problems) building on the recently introduced SAGA method. Our method achieves an accelerated convergence rate on strongly convex smooth problems. Our method has only one parameter (a step size), and is radically simpler than o…

2016-02-08abs ↗pdf ↗

Lower bounds for higher-order methods in non-convex optimization.

problem Proving lower bounds for higher-order methods in smooth non-convex finite-sum optimization.
method Analyzing deterministic and randomized algorithms, proposing a new smoothness assumption.
result Proves optimal lower bounds for simulating pth-order regularized methods on the whole function.

Study on convergence of Langevin dynamics for zero-sum games in probability distributions.

problem Analyzing convergence of Langevin dynamics for zero-sum games in probability distributions.
method Proved exponential and biased convergence guarantees for mean-field and finite-particle min-max Langevin dynamics.
result Explicit iteration complexity for finite-particle algorithms to approximate equilibrium distributions.

Study on Nesterov's method in stochastic settings, revealing divergence under certain conditions.

problem Understanding Nesterov's method in stochastic settings, especially finite-sum.
method Analysis of Nesterov's accelerated gradient method in stochastic and finite-sum settings.
result Nesterov's method may diverge in finite-sum settings without additional conditions.

DESTRESS optimizes decentralized nonconvex optimization with optimal IFO complexity and efficient communication.

problem Decentralized nonconvex finite-sum optimization in multi-agent systems.
method DESTRESS uses stochastic recursive gradient updates, gradient tracking, and careful hyper-parameter choices to achieve optimal IFO complexity with efficient communication.
result DESTRESS matches the optimal IFO complexity of centralized algorithms while maintaining communication efficiency.

Paper proposes a faster SPIDER-EM variant for large-scale nonconvex optimization.

problem High computational cost of EM algorithm in large-scale learning.
method Extension of SPIDER-EM for nonconvex finite-sum optimization problems.
result Achieves state-of-the-art complexity bounds and linear convergence under certain conditions.

A new method, Residual-Permuted Sums, improves confidence region construction for linear regression models.

problem Constructing reliable confidence regions for linear regression models with non-symmetric noise.
method Residual-Permuted Sums (RPS) method, which permutes residuals instead of perturbing their signs.
result RPS provides exact finite sample coverage probabilities and is uniformly strongly consistent.

The height function of various surfaces decomposes into finite sums of scaled and translated versions of itself.

problem Decomposing the height function of different types of surfaces into simpler components.
method Using Euler-Ramanujan identities and Weierstrass-Enneper representation to decompose height functions of minimal, maximal, timelike minimal, and Born-Infeld surfaces.
result The height function of various surfaces can be expressed as a finite sum of scaled and translated versions of itself.

Proves a formula for a special invariant of 4-manifolds.

problem Calculating the Bauer-Furuta invariant for connected sums of 4-manifolds.
method Uses a finite dimensional approximation of the Seiberg-Witten monopole map to derive a formula for the families Bauer-Furuta invariant of a fibrewise connected sum.
result Derives a general connected sum formula for the families Bauer-Furuta invariant.

This paper presents a lower bound for optimizing a finite sum of nn functions, where each function is LL-smooth and the sum is μμ-strongly convex. We show that no algorithm can reach an error εε in minimizing all functions from this class in fewer than Ω(n+n(κ1)log(1/ε))Ω(n + \sqrt{n(κ-1)}\log(1/ε)) iterations, where κ=L/μκ=L/μ is a …

2014-10-02abs ↗pdf ↗

We give a short proof that if a non-trivial band sum of two knots results in a tight fibered knot, then the band sum is a connected sum. In particular, this means that any prime knot obtained by a non-trivial band sum is not tight fibered. Since a positive L-space knot is tight fibered, a non-trivial band sum never yie…

2015-09-01abs ↗pdf ↗

Summing over 3-manifolds using TQFT partition functions.

problem Summing over all 3-manifolds with fixed boundary.
method Rewriting the sum over 3-manifolds as a sum over homology groups, using TQFT partition functions and topological boundary conditions.
result Existence of a distribution of 2d TQFTs whose ensemble average equals the sum over 3-manifolds.

We prove that the expectation value of the index function i(x) over a probability space of injective function f on any finite simple graph G=(V,E) is equal to the curvature K(x) at the vertex x. This result complements and links Gauss-Bonnet sum K(x) = chi(G) and Poincare-Hopf sum i(x) = chi(G) which both hold for arbi…

2012-02-21abs ↗pdf ↗

SVRN accelerates Newton methods by reducing variance and improving performance.

problem Improving the efficiency of Newton methods for large-scale optimization problems.
method Stochastic Variance-Reduced Newton (SVRN) algorithm that accelerates Subsampled Newton and Iterative Hessian Sketch algorithms.
result SVRN accelerates Newton methods by reducing the number of passes over the data, achieving a significant improvement in performance.

We study Farrell Nil-groups associated to a finite order automorphism of a ring RR. We show that any such Farrell Nil-group is either trivial, or infinitely generated (as an abelian group). Building on this first result, we then show that any finite group that occurs in such a Farrell Nil-group occurs with infinite mu…

2014-03-27abs ↗pdf ↗

Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely on both gradients and Hessians. In principle, second-order methods can require …

2016-11-15abs ↗pdf ↗

Study best-response learning dynamics in zero-sum polymatrix games under full and minimal information settings.

problem Learning dynamics in zero-sum polymatrix games under different information settings.
method Two-timescale learning dynamics combining smoothed best-response updates and TD-learning for estimating local payoff functions.
result Polynomial-time finite-sample guarantees for convergence to an ε-Nash equilibrium in the minimal information case.

Colding and Gabai have given an effective version of Li's theorem that non-Haken hyperbolic 3-manifolds have finitely many irreducible Heegaard splittings. As a corollary of their work, we show that Haken hyperbolic 3-manifolds have a finite collection of strongly irreducible Heegaard surfaces SiS_i and incompressible …

2019-11-27abs ↗pdf ↗

We prove that the locally finite simplicial volume and the Lipschitz simplicial volume are additive with respect to certain gluings of manifolds. In particular, we prove that in dimension 3\geq 3 they are additive with respect to connected sums and gluings along π1π_1-injective, amenable aspherical boundary components…

2017-04-15abs ↗pdf ↗

Study on descent properties of complex affine surfaces under proper morphisms.

problem Understanding descent behavior of homotopy-theoretic properties of smooth affine surfaces.
method Examined Eilenberg-MacLane property and introduced finite homotopy rank-sum property. Proved descent under proper morphisms for surfaces of log Kodaira dimension ≤0.
result Finite homotopy rank-sum property descends under proper morphisms for smooth affine surfaces of log Kodaira dimension ≤0.

This paper develops a Hoeffding inequality for the partial sums k=1nf(Xk)\sum_{k=1}^n f (X_k), where {Xk}kZ>0\{X_k\}_{k \in \mathbb{Z}_{> 0}} is an irreducible Markov chain on a finite state space SS, and f:S[a,b]f : S \to [a, b] is a real-valued function. Our bound is simple, general, since it only assumes irreducibility and finiteness…

2020-01-05abs ↗pdf ↗

For most positive integer pairs (a,b)(a,b), the topological space $#a{\mathbb C \mathbb P}^2#b{\bar{\mathbb C \mathbb P^2}}$ is shown to admit infinitely many inequivalent smooth structures which dissolve upon performing a single connected sum with S2×S2S^2\times S^2. This is then used to construct infinitely many non-equiva…

2016-07-10abs ↗pdf ↗

We propose an optimization method for minimizing the finite sums of smooth convex functions. Our method incorporates an accelerated gradient descent (AGD) and a stochastic variance reduction gradient (SVRG) in a mini-batch setting. Unlike SVRG, our method can be directly applied to non-strongly and strongly convex prob…

2015-06-09abs ↗pdf ↗

Study shows non-cyclic groups of diffeomorphisms can't act on certain 3-manifolds.

problem Realization of finite groups as diffeomorphisms on specific 3-manifolds.
method Analysis of group actions on connected sums of S2imesS1S^2 imes S^1.
result No non-cyclic subgroup of twist subgroup can be realized by diffeomorphisms.

The Black-Scholes model anticipates rather well the observed prices for options in the case of a strike price that is not too far from the current price of the underlying asset. Some useful extensions can be obtained by an adequate modification of the coefficients in the Black-Scholes equation. We investigate from a ma…

2013-10-15abs ↗pdf ↗

Two new Frank-Wolfe algorithms improve convergence for constrained optimization.

problem Solving optimization problems with structured constraints in machine learning.
method Two new variants of the Frank-Wolfe (FW) method for stochastic finite-sum minimization.
result Best convergence guarantees for convex and non-convex objective functions.