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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.

169,341 papers · 148 categories

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118236354472 · Jun 202019922001200920182026
48 results for Hamilton-type estimate

In this paper, we study the gradient estimates of Li-Yau-Hamilton type for positive solutions to both drifting heat equation and the simple nonlinear heat equation problem utΔu=aulogu,  u>0 u_t-Δu=au\log u, \ \ u>0 on the compact Riemannian manifold (M,g)(M,g) of dimension nn and with non-negative (Bakry-Emery)-Ricci curvature. Here…

2010-09-03abs ↗pdf ↗

Proves Brownian bridges on manifolds are semimartingales.

problem Semimartingale property of Brownian bridges on Riemannian manifolds.
method Localized Hamilton-type gradient estimate by Arnaudon/Thalmaier.
result Every adapted Brownian bridge on a geodesically complete Riemannian manifold is a semimartingale.

The paper provides gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.

problem Proving gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.
method Using Hamilton type and Li-Yau type estimates, the paper proves gradient estimates on positive solutions to generalized nonlinear parabolic equations on smooth metric measure spaces with compact boundary.
result Gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.

We give a proof to the Li-Yau-Hamilton type inequality claimed by Perelman on the fundamental solution to the conjugate heat equation. The rest of the paper is devoted to improving the known differential inequalities of Li-Yau-Hamilton type via monotonicity formulae.

2006-02-15abs ↗pdf ↗

The paper provides gradient estimates for a parabolic equation under Finsler geometric flows.

problem Gradient estimates for a general parabolic equation under compact Finsler CD(K,N)CD(-K,N) geometric flows.
method Presented Shi-type and Hamilton-type gradient estimates.
result Demonstrates the possibility of removing stricter derivative bounds imposed by Finsler curvature conditions.

Optimizes heat equation estimates on noncompact manifolds.

problem Improving gradient estimates for heat equations on noncompact manifolds.
method Localized and global noncompact versions of Hamilton's gradient estimate for positive solutions to the heat equation.
result Essentially optimal estimates significantly improve previous results.

The paper derives new gradient and Hessian estimates for nonlinear parabolic equations.

problem Estimating solutions to nonlinear weighted parabolic equations.
method Derives Li-Yau and Hamilton type gradient estimates, and Hessian estimates.
result New gradient and Hessian estimates for positive solutions of nonlinear parabolic equations.

The paper improves heat equation estimates under weaker Ricci curvature conditions.

problem Improving heat equation estimates under weaker Ricci curvature conditions.
method Establishing Li-Yau-type and Hamilton-type estimates for positive solutions of the heat equation under generalized Ricci flow.
result Deriving Harnack-type inequalities and monotonicity of parabolic frequency.

The paper provides gradient estimates for specific evolution equations on metric measure spaces.

problem Gradient estimates for a class of evolution equations on smooth metric measure spaces.
method Local gradient estimates of Souplet-Zhang type and gradient estimates of Hamilton type.
result Gradient estimates for positive solutions of the evolution equation on smooth metric measure spaces.

Let (M,g(t))(M,g(t)), 0tT0\le t\le T, Mφ\partial M\neφ, be a compact nn-dimensional manifold, n2n\ge 2, with metric g(t)g(t) evolving by the Ricci flow such that the second fundamental form of M\partial M with respect to the unit outward normal of M\partial M is uniformly bounded below on M×[0,T]\partial M\times [0,T]. We will pr…

2008-01-23abs ↗pdf ↗

Study harmonic flow of Spin(7)-structures on compact 8-manifolds.

problem Isometric flow of Spin(7)-structures on compact 8-manifolds.
method Establishing Shi-type estimates, self-similar solutions, monotonicity formula, compactness theorems, and Bryant-type description.
result Conditions for long-time existence and characterisation of singularities.

Paper proves Harnack inequalities for Witten Laplacian on manifolds with specific flows.

problem Proving Harnack inequalities for Witten Laplacian on Riemannian manifolds.
method Using Li-Yau and Hamilton type inequalities for heat equation associated with time-dependent Witten Laplacian on manifolds with specific flows.
result Proves Li-Yau and Hamilton type Harnack inequalities for Witten Laplacian.

Let (Mn,g)(M^n, g) be a complete Riemannian manifold with RcKgRc\geq -Kg, H(x,y,t)H(x, y, t) is the heat kernel on MnM^n, and H=(4πt)n2efH= (4πt)^{-\frac{n}{2}}e^{-f}. Nash entropy is defined as N(H,t)=Mn(fH)dμ(x)n2N(H, t)= \int_{M^n} (fH) dμ(x)- \frac{n}{2}. We studied the asymptotic behavior of N(H,t)N(H, t) and t[N(H,t)]\frac{\partial}{\partial t}\Big[N(H, t)\Big]

2012-09-28abs ↗pdf ↗

New estimators outperform maximum likelihood without hyper-parameter estimation.

problem Improving system identification performance without hyper-parameter estimation.
method Developed generalized Bayes and closed-form biased estimators using excess MSE.
result New estimators have comparable performance to empirical-Bayes-based regularized estimator.

New framework converts offline to online estimation using black-box offline estimators.

problem Convert offline estimation algorithms to online estimation algorithms.
method Oracle-Efficient Online Estimation (OEOE) framework.
result Achieves near-optimal online estimation error via black-box offline estimators.

Paper presents a robust estimator for density ratio estimation that trims outliers.

problem Vulnerability of density ratio estimation to corrupted data points.
method Automatically identifies and trims outliers in density ratio estimation; uses convex formulation and subgradient descent.
result Global optimum can be obtained via subgradient descent; parameter estimation error analyzed under high-dimensional settings.

New estimator reduces variance in discrete random variables.

problem Estimating gradients for discrete random variables with reduced variance.
method Sampling without replacement and Rao-Blackwellization.
result Our estimator is the most consistent gradient estimator across different entropy settings.

New risk-averse estimators uniquely characterize MAP and Wallace-Freeman estimators.

problem Formalizing and characterizing Bayesian point estimators.
method Formulated axioms for inference, showing unique characterizations of MAP and Wallace-Freeman estimators.
result Axioms uniquely characterize MAP and Wallace-Freeman estimators for different types of estimation problems.

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.

Formalizes robustness for composite estimators using breakdown points.

problem Understanding the robustness of composite estimators under data modification.
method Formalizes robustness via breakdown points and analyzes the product of individual breakdown points for composite estimators.
result The breakdown point of a composite estimator is the product of the breakdown points of its individual estimators.

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…

2007-07-24abs ↗pdf ↗

We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…

2011-07-21abs ↗pdf ↗

Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…

2009-10-27abs ↗pdf ↗

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.

TAKDE optimizes kernel density estimation for real-time dynamic processes.

problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.