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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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199399598797 · Jun 202019922001200920172026
48 results for Hölder Continuous Functions

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 ↗

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.

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.

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.

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 ↗

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.

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.

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.

NeuTSFlow models continuous functions behind time series forecasting.

problem Forecasting treats time series as discrete sequences, ignoring their continuous nature.
method NeuTSFlow uses Neural Operators to learn the transition between historical and future function families.
result NeuTSFlow outperforms traditional methods in forecasting accuracy and robustness.

Study optimal stopping problems with finite-time horizon and proves continuity and strict monotonicity of the boundary.

problem Optimal stopping problems with finite-time horizon and state-dependent discounting.
method Linear diffusion process, time-homogeneous gain function, fine regularity properties, continuity and strict monotonicity proof.
result Proves continuity and strict monotonicity of the optimal stopping boundary under mild assumptions.

Three-hidden-layer neural networks can approximate Hölder continuous functions uniformly with exponential rate.

problem Approximating Hölder continuous functions with neural networks.
method Introduced Floor-Exponential-Step (FLES) networks with three hidden layers.
result Uniform approximation of Hölder continuous functions with an exponential rate.

In this paper, we consider the problem of black box continuous submodular maximization where we only have access to the function values and no information about the derivatives is provided. For a monotone and continuous DR-submodular function, and subject to a bounded convex body constraint, we propose Black-box Contin…

2019-01-28abs ↗pdf ↗

The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space, (2) the attainment of the supremum in the dual representation by order-continuous…

2013-05-10abs ↗pdf ↗

Study on heat equation and eigenfunctions on RCD spaces, proving unique continuation.

problem Unique continuation for caloric functions and eigenfunctions on RCD spaces.
method Establish weak unique continuation theorem for caloric functions and eigenfunctions on compact RCD(K,2) spaces.
result Existence of non-trivial eigenfunctions and caloric solutions vanishing up to infinite order at one point.

GroupSort neural networks can approximate Lipschitz continuous functions.

problem Understanding and improving the expressive power of neural networks with Lipschitz constraints.
method Introduced and studied GroupSort neural networks with constraints on weights, proving their ability to approximate Lipschitz continuous functions.
result GroupSort networks can represent any Lipschitz continuous piecewise linear functions and are well-suited for approximating general Lipschitz continuous functions.

This paper tackles discontinuous neural networks for better approximation of piecewise continuous functions.

problem Limitation of neural networks in approximating piecewise continuous functions due to discontinuities.
method Proposes a decoupled two-step procedure to train a discontinuous deep neural network model.
result Provides approximation guarantees for the proposed model in piecewise continuous function spaces.

CGNNs use wavelets for continuous function generation in infinite-dimensional spaces.

problem Generating continuous functions in infinite-dimensional spaces for applications like inverse problems.
method Inspired by DCGAN, CGNNs use wavelet multiresolution analysis with convolutional and nonlinear layers.
result CGNNs can be injective under certain conditions on filters and nonlinearity, leading to Lipschitz stability estimates.

Geodesically convex functions are continuous on Riemannian manifolds.

problem Continuity of geodesically convex functions on Riemannian manifolds.
method Proof of continuity using geodesic convexity and addressing a gap in existing proof.
result All geodesically convex functions are continuous in the interior of their domain on Riemannian manifolds.

Proves Hölder continuity of complex Monge-Ampère solutions.

problem Global Hölder continuity of solutions to complex Monge-Ampère equation.
method Analyzes Dirichlet problem on strictly pseudoconvex domains or Hermitian manifolds.
result Proves global Hölder continuity of solutions under given conditions.

New RBF networks can approximate any continuous function.

problem Approximating any continuous function on a compact subset.
method Replacing smoothing factors with shifts in RBF networks and proving approximation under certain conditions.
result RBF networks can approximate any continuous function on any compact subset.

Improves risk and variability measures continuity and consistency.

problem Improving the continuity and consistency of risk and variability measures.
method Analyzes convex and order bounded above functionals on Frechet lattices and Orlicz spaces.
result Order-continuous, law-invariant functionals on Orlicz spaces are strongly consistent everywhere.

Simple neural networks approximate any continuous function with fixed neurons.

problem Approximating arbitrary continuous functions with limited neurons.
method Developed simple feed-forward neural networks with a specific activation function.
result Proven that networks with 36d(2d+1) neurons and depth 11 can approximate any continuous function.

With the renewed and growing interest in geometric continuity in mind, this article gives a general definition of geometrically continuous polygonal surfaces and geometrically continuous spline functions on them. Polynomial splines defined by G1 gluing data in terms of rational functions are analyzed further. A general…

2015-10-26abs ↗pdf ↗

Kolmogorov neural networks can represent various types of functions.

problem Representing different types of functions with neural networks.
method Continuous, discontinuous bounded or unbounded activation functions in a two hidden layer model.
result Kolmogorov neural networks can represent continuous, discontinuous bounded and all unbounded multivariate functions.

The paper interprets policy-gradient algorithms using continuation theory.

problem Optimizing nonconvex functions in reinforcement learning.
method Formulates policy optimization as optimization by continuation, interprets policy-gradient algorithms as implicitly optimizing deterministic policies.
result Exploration in policy-gradient algorithms is seen as computing a continuation of the return of the policy.