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.
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…
The purpose of these notes is to explain parts of Gromov's survey of Carnot-Carathedory spaces, in the light of subsequent results of M. Rumin. Among the rich material provided by Gromov, most of which pertains to analysis on metric spaces, we choose to concentrate on the H{ö}lder equivalence problem for Carnot manifol…
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…
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…
A variant of Gromov's H{ö}lder-equivalence problem, motivated by a pinching problem in Riemannian geometry, is discussed. A partial result is given. The main tool is a general coarea inequality satisfied by packing energies of maps.
Let S be a closed oriented surface of genus at least 2, and denote by T(S) its Teichm{ü}ller space. For any isotopy class of closed curves γ, we compute the first three derivatives of the length function ℓ_γ:T(S)→R_+ in the shearing coordinates associated to a maxim…
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…
In this paper we provide an alternative framework to tackle the first-best Principal-Agent problem under CARA utilities. This framework leads to both a proof of existence and uniqueness of the solution to the Risk-Sharing problem under very general assumptions on the underlying contract space. Our analysis relies on an…
We show that for any smooth Hausdorff manifolds M and N, which are not necessarily second countable, paracompact or connected, any isomorphism from the algebra of smooth (real or complex) functions on N to the algebra of smooth functions on M is given by composition with a unique diffeomorphism from M to N. An analogou…
In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and the non-smooth part is equipped with a simple proximal mapping. We propose a pr…
We study a non-parametric multi-armed bandit problem with stochastic covariates, where a key complexity driver is the smoothness of payoff functions with respect to covariates. Previous studies have focused on deriving minimax-optimal algorithms in cases where it is a priori known how smooth the payoff functions are. I…
Topologies on algebraic and equational theories are used to define germ determined, near-point determined, and point determined rings of smooth functions, without requiring them to be finitely generated. It is proved, that any commutative algebra morphism (without requiring continuity) between near-point determined rin…
The folk questions in Lorentzian Geometry, which concerns the smoothness of time functions and slicings by Cauchy hypersurfaces, are solved by giving simple proofs of: (a) any globally hyperbolic spacetime (M,g) admits a smooth time function τ whose levels are spacelike Cauchy hyperfurfaces and, thus, also a smooth…
We discuss generic smooth maps from smooth manifolds to smooth surfaces, which we call "Morse 2-functions", and homotopies between such maps. The two central issues are to keep the fibers connected, in which case the Morse 2-function is "fiber-connected", and to avoid local extrema over 1-dimensional submanifolds of th…
For a smooth function on a smooth manifold of a suitable class, the space of all connected components of preimages is the graph and called the {\it Reeb graph}. Reeb graphs are fundamental tools in the algebraic and differential topological theory of Morse functions and more general functions which are not so wild. In …
We generalize stochastic smoothing for gradient estimation of non-differentiable functions.
problem Gradient estimation for non-differentiable functions.
method Developed a general framework for relaxation and gradient estimation of non-differentiable black-box functions using stochastic smoothing with reduced assumptions.
result Empirically validated the effectiveness of variance reduction strategies for various non-differentiable tasks.
In this paper we prove that there exists a smooth classical solution to the HJB equation for a large class of constrained problems with utility functions that are not necessarily differentiable or strictly concave. The value function is smooth if admissible controls satisfy an integrability condition or if it is contin…