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

88176264352 · Jun 202019922001200920172026
48 results for Fixed-point approximation

Improved stochastic Halpern iteration for fixed-point approximation in normed spaces.

problem Approximating fixed-points of nonexpansive and contractive operators in normed finite-dimensional spaces.
method Stochastic Halpern iteration with minibatch, analyzing oracle complexity.
result Improved oracle complexity for nonexpansive operators, with a lower bound of Ω(ε3)Ω(\varepsilon^{-3}).

Study optimizes solving fixed-point equations using subspace search.

problem Solving linear fixed point equations in Hilbert spaces.
method Linear stochastic approximation scheme with Polyak--Ruppert averaging.
result Established optimal approximation factor for temporal difference learning methods.

The Bass model is calibrated to vanilla options using a fixed-point equation.

problem Calibration of the Bass local volatility model to vanilla options.
method Solving a fixed-point equation to achieve calibration.
result Existence and uniqueness of the solution to the fixed-point equation, and linear convergence of the fixed-point iteration scheme.

Study variance-reduced method for estimating fixed points in Banach spaces.

problem Estimating fixed points of contractive operators in Banach spaces with noisy evaluations.
method Variance-reduced stochastic approximation scheme in Banach spaces.
result Establish non-asymptotic bounds for operator defect and estimation error.

FNO-DEQ solves steady-state PDEs as fixed points, outperforming traditional FNOs.

problem Lack of understanding in designing neural network architectures for PDEs.
method Proposes FNO-DEQ, a deep equilibrium architecture that solves steady-state PDEs as fixed points.
result FNO-DEQ outperforms FNO-based architectures in predicting solutions to steady-state PDEs.

Study compares methods for computing hypergradients in machine learning problems.

problem Computing exact hypergradients in machine learning is difficult.
method Investigates reverse mode iterative differentiation and approximate implicit differentiation methods.
result Unified analysis provides iteration complexity bounds and hierarchy of methods.

We consider the problem of identifying current coupons for Agency backed To-be-Announced (TBA) Mortgage Backed Securities. In a doubly stochastic factor based model which allows for prepayment intensities to depend upon current and origination mortgage rates, as well as underlying investment factors, we identify the cu…

2015-10-07abs ↗pdf ↗

Unified framework for solving fixed-point equations in deterministic and stochastic settings.

problem Solving fixed-point equations for seminorm-contractive operators in both deterministic and stochastic contexts.
method Fixed-point theorem and stochastic approximation analysis.
result Unified finite-sample bounds for various reinforcement learning algorithms.

A faster method for estimating effects in large data using fixed-point trees.

problem Estimating heterogeneous effects in large dimensions with computational efficiency.
method Fixed-point approximation to eliminate Jacobian estimation and speed up GRFs.
result Significant computational efficiency improvement without sacrificing statistical accuracy.

This thesis investigates belief propagation's performance in graphical models with loops.

problem Belief propagation's performance and convergence guarantees in models with loops are uncertain.
method Investigates how model parameters affect belief propagation's performance, convergence, and approximation quality.
result Model parameters influence the number of fixed points, convergence properties, and approximation quality of belief propagation.

New methods for federated learning reduce communication costs.

problem Efficiently solving optimization problems in a distributed setting.
method Developed two strategies for achieving consensus in federated learning: fixed number of local steps and randomized computations.
result Convergence analysis and experiments show benefits of the proposed methods.

Develops accelerated fixed-point methods with delayed oracles for scientific computing.

problem Approximating fixed points of nonexpansive operators.
method Combines Nesterov's acceleration and KM iteration with delayed inexact oracles.
result Establishes improved convergence rates for fixed-point approximation.

New model approximates sparse mean-CVaR portfolio optimization efficiently.

problem NP-hard 0\ell_0-constrained mean-CVaR optimization.
method Proximal alternating linearized minimization algorithm with nested fixed-point proximity.
result The model offers a guaranteed approximation of the 0\ell_0-constrained mean-CVaR model.

Mean Field Variational Bayes (MFVB) is a popular posterior approximation method due to its fast runtime on large-scale data sets. However, it is well known that a major failing of MFVB is its (sometimes severe) underestimates of the uncertainty of model variables and lack of information about model variable covariance.…

2014-10-24abs ↗pdf ↗

New analysis of stochastic approximation with non-expansive mappings.

problem Finite-time analysis of two-time-scale stochastic approximation with non-expansive mappings.
method Studied two-time-scale stochastic approximation algorithms with non-expansive mappings and projection steps.
result Last-iterate mean square residual error decays at a rate O(1/k1/4ε)O(1/k^{1/4-ε}).

In this paper, we consider the stochastic iterative counterpart of the value iteration scheme wherein only noisy and possibly biased approximations of the Bellman operator are available. We call this counterpart as the approximate value iteration (AVI) scheme. Neural networks are often used as function approximators, i…

2017-09-14abs ↗pdf ↗

Paper addresses underestimation bias in double Q-learning, proposing a method to improve learning performance.

problem Underestimation bias in double Q-learning leading to non-optimal fixed points.
method Proposes a simple approach using approximate dynamic programming to bound the target value.
result Significant improvement in learning performance over baseline algorithms in Atari benchmark tasks.

MLP residual networks implement a selective coarse-graining procedure governed by the spectral structure of the input distribution.

problem Understanding the coarse-graining procedure in MLP residual networks
method Analyzing a pure MLP residual stack on synthetic Markov chain sequences
result MLP residual networks implement a selective coarse-graining procedure governed by the spectral structure of the input distribution

Study optimal and instance-dependent guarantees for solving linear equations with Markovian data.

problem Approximately solving linear fixed point equations with Markovian data.
method Non-asymptotic bounds and instance-dependent characterizations for stochastic approximation.
result Instance-optimality of the averaged SA estimator and matching upper and lower bounds.

The paper classifies circle actions on 6D manifolds with isolated fixed points.

problem Classifying circle actions on 6D manifolds with isolated fixed points.
method Performing equivariant connected sums at fixed points with specific manifolds.
result A sequence of operations can reduce the fixed point data to the empty collection.

Paper extends Brouwer Fixed Point Theorem with amiable and almost amiable fixed sets.

problem Extending the Brouwer Fixed Point Theorem to approximate fixed sets.
method Introducing shape boundary regions in CW spaces as amiable and almost amiable fixed subsets of dpc maps.
result Variation of Jordan Curve Theorem and Fixed Cell Complex Theorem.

Bounds on the log partition function are important in a variety of contexts, including approximate inference, model fitting, decision theory, and large deviations analysis. We introduce a new class of upper bounds on the log partition function, based on convex combinations of distributions in the exponential domain, th…

2012-12-12abs ↗pdf ↗

Quantized neural networks can represent all fixed-point functions under certain conditions.

problem Expressive power of quantized neural networks under fixed-point arithmetic.
method Analyzing necessary and sufficient conditions for quantized networks to represent all fixed-point functions.
result Various popular activation functions satisfy the sufficient condition for representing all fixed-point functions.

Study circle actions on unitary manifolds with discrete fixed points.

problem Understanding circle actions on compact unitary manifolds with discrete fixed points.
method Prove relationships between weights at fixed points and derive results regarding the first equivariant Chern class and Hirzebruch χyχ_y-genus.
result Derive a multigraph encoding fixed point data, leading to new insights into unitary S1S^1-manifolds.

Research shows quadratic growth in derivative maxima for certain interval diffeos with parabolic fixed points.

problem Analyzing the growth of derivative maxima for C2C^2 interval diffeomorphisms with parabolic fixed points.
method Examining C2C^2 diffeomorphisms with only parabolic fixed points, focusing on tangency and repelling behavior.
result Maximal growth of derivative maxima is exactly quadratic for diffeomorphisms with a non-quadratic tangency to identity at a repelling fixed point.

New proof for 6D symplectic manifold with 4 fixed points.

problem Classifying the integral cohomology ring and total Chern class for 6D symplectic manifolds with 4 fixed points.
method New different argument using moment map values and weights of fixed points.
result Determined the sets of weights and global invariants for the manifold.