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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.

168,742 papers · 148 categories

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118236354472 · Jun 202019922001200920172026
48 results for Li-Yau-Hamilton estimates

We derive an interpolation version of constrained matrix Li-Yau-Hamilton estimate on Kähler manifolds. As a result, we first get a constrained matrix Li-Yau-Hamilton estimate for heat equation on a Kähler manifold with fixed Kähler metric. Secondly, we get a corresponding estimate for forward conjugate heat equation on…

2014-07-01abs ↗pdf ↗

Paper proves estimates for heat and conjugate heat equations under Ricci flow, leading to monotonicity of parabolic frequencies.

problem Establishing estimates for heat and conjugate heat equations under Ricci flow.
method Proving matrix Li-Yau-Hamilton estimates for positive solutions to the heat and conjugate heat equations coupled with Ricci flow.
result Monotonicity of parabolic frequencies established up to correction factors.

In this paper we derive Cheng-Yau, Li-Yau, Hamilton estimates for Riemannian manifolds with Bakry-Emery Ricci curvature bounded from below, and also global and local upper bounds, in terms of Bakry-Emery Ricci curvature, for the Hessian of positive and bounded solutions of the weighted heat equation on a closed Riemann…

2014-06-01abs ↗pdf ↗

In this paper we are concerned with the matrix Li-Yau-Hamilton estimates for nonlinear heat equations. Firstly, we derive such estimate on a Kähler manifold with a fixed Kähler metric. Then we consider the estimate on Kähler manifolds with Kähler metrics evolving under the rescaled Kähler-Ricci flow. Both of the estima…

2019-11-01abs ↗pdf ↗

In this paper we prove a new matrix Li-Yau-Hamilton estimate for Kähler-Ricci flow. The form of this new Li-Yau-Hamilton estimate is obtained by the interpolation consideration originated in \cite{Ch1}. This new inequality is shown to be connected with Perelman's entropy formula through a family of differential equalit…

2005-02-23abs ↗pdf ↗

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 ↗

We show a connection between the linear trace Li-Yau-Hamilton inequality for the Kaehler-Ricci flow and the monotonicity formula for the positive currents. As an application of the linear trace Li-Yau-Hamilton stated in this paper and the one proved by Chow-Hamiltonm, we give another proof on the classification of the …

2002-11-13abs ↗pdf ↗

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.

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 ↗

We prove a linear trace Li-Yau-Hamilton inequality for the Kaehler-Ricci flow. We then use this sharp differential inequality to study the Liouville properties of the plurisubharmonic functions on complete Kaehler manifolds with nonnegative bisectional curvature.

2002-11-14abs ↗pdf ↗

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 ↗

We show some computations related to the motion by mean curvature flow of a submanifold inside an ambient Riemannian manifold evolving by Ricci or backward Ricci flow. Special emphasis is given to the possible generalization of Huisken's monotonicity formula and its connection with the validity of some Li--Yau--Hamilto…

2009-11-27abs ↗pdf ↗

In this paper, by applying a linear trace Li-Yau-Hamilton inequality for a positive (1,1)-form solution of the CR Hodge-Laplace heat equation and monotonicity of the heat equation deformation, we obtain an optimal gap theorem for a complete strictly pseudocovex CR manifold with nonnegative pseudohermitian bisectional c…

2015-04-03abs ↗pdf ↗

In \cite{P1}, Perelman established a differential Li-Yau-Hamilton (LYH) type inequality for fundamental solutions of the conjugate heat equation corresponding to the Ricci flow on compact manifolds (also see \cite{N2}). As an application of the LYH inequality, Perelman proved a pseudolocality result for the Ricci flow …

2007-01-05abs ↗pdf ↗

The paper extends entropy formulas to super Ricci flows on metric measure spaces.

problem Entropy formulas for super Ricci flows on metric measure spaces.
method Extending Perelman's WW-entropy and Shannon entropy power to super Ricci flows.
result Equivalence between volume non-local collapsing property and lower boundedness of WW-entropy on RCD(0,N)(0, N) spaces.

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.

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.

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.

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 ↗

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 ↗

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able to efficiently estimate the variance of this estimator is very helpful to vario…

2019-06-05abs ↗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.

Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the estimated ratio toward infinity. In this paper, we present a robust estimator wh…

2017-03-09abs ↗pdf ↗

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.

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local XX-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …

2014-08-28abs ↗pdf ↗