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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.

168,695 papers · 148 categories

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1122 · Apr 201619922001200920172026
17 results for Hölder

Adversarial online nonparametric regression achieves optimal rates with locally adaptive learning.

problem Adversarial online nonparametric regression with general convex losses.
method Parameter-free learning algorithm leveraging chaining trees to compete against H{ö}lder functions, dynamically tracking and adapting to local smoothness variations.
result First computationally efficient algorithm with locally adaptive optimal rates for online regression in an adversarial setting.

In the context of stochastic continuum-armed bandits, we present an algorithm that adapts to the unknown smoothness of the objective function. We exhibit and compute a polynomial cost of adaptation to the H{ö}lder regularity for regret minimization. To do this, we first reconsider the recent lower bound of Locatelli an…

2019-05-24abs ↗pdf ↗

We study finite energy classes of quasiplurisubharmonic (qpsh) functions in the setting of toric compact K{ä}hler manifolds. We characterize toric qpsh functions and give necessary and sufficient conditions for them to have finite (weighted) energy, both in terms of the associated convex function in R n , and through t…

2018-04-10abs ↗pdf ↗

Let SS be a closed oriented surface of genus at least 22, and denote by T(S)\mathcal{T}(S) its Teichm{ü}ller space. For any isotopy class of closed curves γγ, we compute the first three derivatives of the length function _γ:T(S)R_+\ell\_γ:\mathcal{T}(S)\rightarrow\mathbf{R}\_+ in the shearing coordinates associated to a maxim…

2015-06-22abs ↗pdf ↗

We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a Dudley-type regret bound similar to the one obtained in a non-constructive fashion by Rakhlin and Sridharan (2014). Our regret bound is expre…

2015-02-26abs ↗pdf ↗

Validates economic scenarios using statistical tests on stochastic processes.

problem Ensuring the accuracy of real-world economic scenario models.
method Applies Chevyrev and Oberhauser's (2022) signature and maximum mean distance test to various stochastic processes.
result Demonstrates the test's effectiveness across different path properties relevant to financial modeling.

We find a local solution to the Ricci flow equation under a negative lower bound for many known curvature conditions. The flow exists for a uniform amount of time, during which the curvature stays bounded below by a controllable negative number. The curvature conditions we consider include 2-non-negative and weakly $\t…

2018-04-22abs ↗pdf ↗

Study shows zero-shot super-resolution in neural operators is impossible in many cases.

problem Understanding the theoretical limits of zero-shot super-resolution in neural operators.
method Systematic theoretical study including information-theoretic and generalization bounds analysis.
result Zero-shot super-resolution is information-theoretically impossible in many settings.

Efficient algorithms for contextual bandits with smooth regret in continuous action spaces.

problem Efficient learning in large or continuous action spaces.
method Smooth regret notion and efficient algorithms for general function approximation.
result Statistically and computationally efficient algorithms for contextual bandits with smooth regret.

General lower bounds on neural network approximation in L^p norm.

problem Fundamental limits of neural network expressivity.
method General lower bound proof on approximation in L^p norm, applied to feed-forward neural networks.
result Neural networks can't approximate certain functions as well as previously thought.

This paper selects features in deep neural networks with theoretical guarantees.

problem Feature selection in deep neural networks with unknown nonlinear functions.
method Reformulate neural networks as index models, estimate feature sets using Stein's formula, and apply screening-and-selection mechanism.
result Consistent feature selection with theoretical guarantees, even in high-dimensional settings.

New algorithms for interactive learning match minimax bounds efficiently.

problem Interactive learning in the realizable setting with computational efficiency.
method General framework, computationally efficient algorithms, Monte Carlo hit-and-run sampling.
result Sample complexities quantifiable in terms of combinatorial quantities, computationally efficient.

Introduces a space of almost complex structures for complex Lie group bundles.

problem Integrability of almost complex structures on complex Lie group bundles.
method Introduces a space of bundle almost complex structures and studies their properties.
result Locally pseudo-holomorphic sections exist if and only if the obstruction form is zero.