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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.

168,657 papers · 148 categories

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56112167223 · Jun 202019922001200920172026
48 results for Hölder Continuity

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.

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 ↗

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.

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 ↗

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.

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.

The paper studies continuous submodular functions and their optimization.

problem Maximizing continuous submodular functions in poly. time.
method Characterization of continuous submodularity, operations preserving it, and algorithms for constrained maximization.
result Continuous submodularity is equivalent to a weak DR property, leading to continuous DR-submodular functions with the full DR property.

Continuized Nesterov acceleration accelerates stochastic gradient descent and gossip algorithms.

problem Improving the convergence rate of stochastic gradient descent and gossip algorithms.
method Introducing a continuized variant of Nesterov acceleration, which mixes variables continuously and takes gradient steps at random times.
result The continuized Nesterov acceleration achieves convergence rates similar to Nesterov's original acceleration but with random parameters.

CANDI solves the gap between continuous and discrete diffusion models for text generation.

problem Underperformance of continuous diffusion models in discrete data domains.
method Introduces token identifiability and a hybrid framework (CANDI) to decouple discrete and continuous corruption.
result CANDI successfully avoids temporal dissonance, enabling continuous diffusion benefits for discrete spaces.

Study on Hölder continuity of complex Monge-Ampère solutions on Stein spaces.

problem Understanding continuity of solutions to complex Monge-Ampère equations on Stein spaces.
method Analyzing solutions with LpL^p densities and Hölder boundary data on Stein spaces with isolated singularities.
result Solutions are Hölder continuous outside singular points if boundary data is Hölder continuous.

Classifies when homeomorphism groups of stable surfaces have automatic continuity.

problem Determining when homeomorphism groups of stable surfaces are continuous.
method Developed a general framework to prove automatic continuity for homeomorphism groups, applied to stable surfaces and Stone spaces.
result Classification of stable surfaces with respect to automatic continuity of their homeomorphism groups.

Study on existence and properties of continuous solutions to complex Hessian equations.

problem Existence and properties of continuous solutions to complex Hessian equations.
method Established new capacity estimates and weak stability estimates for the mm-Hessian measure.
result Existence of continuous solutions to the complex Hessian equation under certain conditions.

Continuous time framework for discrete data denoising models.

problem Efficient training and sampling for discrete data denoising models.
method Formulated as Continuous Time Markov Chains (CTMCs), efficient training using continuous time ELBO, high-dimensional CTMC simulation, novel theoretical error bound.
result Continuous time treatment enables novel theoretical error bound between generated and true data distributions.

Study on continual learning with Twitter data, developing ConGraD algorithm.

problem Personalized online language learning on a massive scale.
method Developed POLL problem setting, collected Firehose datasets, and introduced ConGraD algorithm.
result ConGraD algorithm outperforms prior continual learning methods on Firehose datasets.

Proposes a framework for semi-supervised continual learning from sequentially arriving data.

problem Learning from data with changing task distribution over time, especially in domains with a mix of labeled and unlabeled data.
method Meta-Consolidation for Continual Semi-Supervised Learning (MCSSL) framework with a hypernetwork and semi-supervised auxiliary classifier.
result Significant improvements in continual semi-supervised learning setting.

Develops DPG methods for continuous-time RL with deterministic policies.

problem High variance and slow convergence in stochastic policy RL methods.
method Derives continuous-time policy gradient formula and proposes CT-DDPG algorithm.
result CT-DDPG achieves superior stability and faster convergence in continuous-time RL.

In this paper we introduce a link between geometry of ordinary continued fractions and trajectories of points that moves according to the second Kepler law. We expand geometric interpretation of ordinary continued fractions to the case of continued fractions with arbitrary elements.

2009-11-14abs ↗pdf ↗

Following the work of Cano and Diaz, we consider a continuous analog of lattice path enumeration. This allows us to define a continuous version of any discrete object that counts certain types of lattice paths. We define continuous versions of binomials and multinomials, and describe some identities and partial differe…

2017-07-06abs ↗pdf ↗

Develops analysis of Hölder continuous mappings on Heisenberg groups.

problem Analyzing Hölder continuous mappings on Heisenberg groups.
method Theory of distributional Jacobians and pullbacks of differential forms.
result Simple proof of a generalization of the Gromov non-embedding theorem and new results about Hölder homotopy groups.

We show that the isoperimetric profile hg(t)(ξ)h_{g(t)}(ξ) of a compact Riemannian manifold (M,g)(M,g) is jointly continuous when metrics g(t)g(t) vary continuously. We also show that, when MM is a compact surface and g(t)g(t) evolves under normalized Ricci flow, hg(t)2(ξ)h^2_{g(t)}(ξ) is uniform Lipschitz continuous and hence $h_{g(t)}(…

2020-01-02abs ↗pdf ↗

This note continues investigation of randomness-type properties emerging in idealized financial markets with continuous price processes. It is shown, without making any probabilistic assumptions, that the strong variation exponent of non-constant price processes has to be 2, as in the case of continuous martingales.

2007-12-10abs ↗pdf ↗

Paper proves weak unique continuation for harmonic functions on RCD spaces but finds counterexample for strong uniqueness.

problem Unique continuation of harmonic functions on RCD spaces, especially strong uniqueness.
method Establishes weak unique continuation theorem and provides counterexample for strong uniqueness.
result Found counterexample for strong unique continuation in RCD(K,N) spaces for N≥4 and K∈R.

Neural networks with integer weights approximate continuous functions efficiently.

problem Approximating continuous functions using neural networks with integer weights.
method Integrates superexpressive activation functions and integer weights.
result Convergence rate of order n2β2β+dlog2nn^{\frac{-2β}{2β+d}}\log_2n for neural network regression.

New algorithm for aggregate inference in HMMs with continuous observations.

problem Inference in large populations with indistinguishable individuals and continuous measurements.
method Continuous observation collective forward-backward algorithm extending existing discrete case algorithm.
result Efficacy demonstrated through numerical experiments.