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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.

168,695 papers · 148 categories

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61122182243 · Jun 202019922001200920172026
48 results for Lip domains

The paper explores how close two Lipschitz functions can be without their difference exceeding a certain bound.

problem Understanding the closeness of two Lipschitz functions and their difference.
method Investigates the relationship between two Lip(γ)(\gamma) functions being close throughout a subset of their domain and the bound on the difference's Lipschitz norm.
result The Lipschitz norm of the difference between two functions is bounded by a small value when the distance to a subset is small.

The goal of this project is to develop a limited lip reading algorithm for a subset of the English language. We consider a scenario in which no audio information is available. The raw video is processed and the position of the lips in each frame is extracted. We then prepare the lip data for processing and classify the…

2017-08-03abs ↗pdf ↗

We show that at generic points blow-ups/tangents of differentiability spaces are still differentiability spaces; this implies that an analytic condition introduced by Keith as an inequality (and later proved to actually be an equality) passes to tangents. As an application, we characterize the pp-weak gradient on iter…

2015-05-23abs ↗pdf ↗

In this article we dwell into the class of so called ill posed Linear Inverse Problems (LIP) in machine learning, which has become almost a classic in recent times. The fundamental task in an LIP is to recover the entire signal / data from its relatively few random linear measurements. Such problems arise in variety of…

2019-08-16abs ↗pdf ↗

We provide a sufficient condition for the nontriviality of the Lipschitz homotopy group of the Heisenberg group, πmLip(Hn)π_m^{Lip}(H_n), in terms of properties of the classical homotopy group of the sphere, πm(Sn)π_m(S^n). As an application we provide a new simplified proof of the fact that πnLip(Hn)0π_n^{Lip}(H_n)\neq 0, n=1,2,...n=1,2,..., a…

2013-01-21abs ↗pdf ↗

A new estimator reduces variance in slate bandit OPE.

problem Large action spaces in slate bandits cause high variance in OPE.
method Develops Latent IPS (LIPS) to optimize slate abstractions for low variance and bias.
result LIPS substantially outperforms existing estimators in scenarios with non-linear rewards and large slate spaces.

We construct a smooth compact n-dimensional manifold Y with one point singularity such that all its Lipschitz homotopy groups are trivial, but Lipschitz mappings Lip(S^n,Y) are not dense in the Sobolev space W^{1,n}(S^n,Y). On the other hand we show that if a metric space Y is Lipschitz (n-1)-connected, then Lipschitz …

2013-06-27abs ↗pdf ↗

We show that for every Lipschitz function ff defined on a separable Riemannian manifold MM (possibly of infinite dimension), for every continuous ε:M(0,+)ε:M\to (0,+\infty), and for every positive number r>0r>0, there exists a CC^\infty smooth Lipschitz function g:MRg:M\to\mathbb{R} such that f(p)g(p)ε(p)|f(p)-g(p)|\leqε(p) for every …

2006-02-02abs ↗pdf ↗

We relate generalized Lebesgue decompositions of measures in terms of curve fragments (Alberti representations) and Weaver derivations. This correspondence leads to a geometric characterization of the local norm on the Weaver cotangent bundle of a metric measure space (X,μ)(X,μ): the local norm of a form dfdf sees how fas…

2013-11-11abs ↗pdf ↗

We solve the regularity problem for Milnor's infinite dimensional Lie groups in the C0C^0-topological context, and provide necessary and sufficient regularity conditions for the (standard) CkC^k-topological setting. We prove that the evolution map is C0C^0-continuous on its domain iff\textit{iff}\hspace{1pt} the Lie gro…

2017-11-09abs ↗pdf ↗

We solve the regularity problem for Milnor's infinite dimensional Lie groups in the asymptotic estimate context. Specifically, let GG be a Lie group with asymptotic estimate Lie algebra g\mathfrak{g}, and denote its evolution map by evol ⁣:Ddom[evol]G\mathrm{evol}\colon \mathrm{D}\equiv \mathrm{dom}[\mathrm{evol}]\rightarrow G, i.e.…

2018-04-29abs ↗pdf ↗

Let M be a PL 2-manifold and X be a compact subpolyhedron of M and let E(X, M) denote the space of embeddings of X into M with the compact-open topology. In this paper we study an extension property of embeddings of X into M and show that the restriction map from the homeomorphism group of M to E(X, M) is a principal b…

2000-10-24abs ↗pdf ↗

Recent work shows unequal performance of commercial face classification services in the gender classification task across intersectional groups defined by skin type and gender. Accuracy on dark-skinned females is significantly worse than on any other group. In this paper, we conduct several analyses to try to uncover t…

2018-11-30abs ↗pdf ↗

We investigate singularities of all parallel surfaces to a given regular surface. In generic context, the types of singularities of parallel surfaces are cuspidal edge, swallowtail, cuspidal lips, cuspidal beaks, cuspidal butterfly and 3-dimensional D4±D_4^\pm singularities. We give criteria for these singularities type…

2012-03-16abs ↗pdf ↗

Interpretability and fairness are critical in computer vision and machine learning applications, in particular when dealing with human outcomes, e.g. inviting or not inviting for a job interview based on application materials that may include photographs. One promising direction to achieve fairness is by learning data …

2018-10-15abs ↗pdf ↗

A metric space (X,d)(X,d) has the de Groot property GPnGP_n if for any points x0,x1,...,xn+2Xx_0,x_1,...,x_{n+2}\in X there are positive indices i,j,kn+2i,j,k\le n+2 such that iji\ne j and d(xi,xj)d(x0,xk)d(x_i,x_j)\le d(x_0,x_k). If, in addition, k{i,j}k\in\{i,j\} then XX is said to have the Nagata property NPnNP_n. It is known that a compact metrizable spac…

2009-08-16abs ↗pdf ↗

Let EE be an arbitrary subset of Rn\mathbb{R}^n (not necessarily bounded), and f:ERf:E\to\mathbb{R}, G:ERnG:E\to\mathbb{R}^n be functions. We provide necessary and sufficient conditions for the 11-jet (f,G)(f,G) to have an extension (F,F)(F, \nabla F) with F:RnRF:\mathbb{R}^n\to\mathbb{R} convex and of class C1C^{1}. Besides, if $…

2017-06-29abs ↗pdf ↗

Verifying the robustness property of a general Rectified Linear Unit (ReLU) network is an NP-complete problem [Katz, Barrett, Dill, Julian and Kochenderfer CAV17]. Although finding the exact minimum adversarial distortion is hard, giving a certified lower bound of the minimum distortion is possible. Current available m…

2018-04-25abs ↗pdf ↗

In classical differential geometry, the problem of the determination of the position vector of an arbitrary space curve according to the intrinsic equations κ=κ(s)κ=κ(s) and τ=τ(s)τ=τ(s) (where κκ and ττ are the curvature and torsion of the space curve ψψ, respectively) is still open \cite{eisenh, lips}. However, in the cas…

2009-07-04abs ↗pdf ↗

In recent years, there have been numerous developments towards solving multimodal tasks, aiming to learn a stronger representation than through a single modality. Certain aspects of the data can be particularly useful in this case - for example, correlations in the space or time domain across modalities - but should be…

2017-09-02abs ↗pdf ↗

Correntropy is a local similarity measure defined in kernel space and the maximum correntropy criterion (MCC) has been successfully applied in many areas of signal processing and machine learning in recent years. The kernel function in correntropy is usually restricted to the Gaussian function with center located at ze…

2019-04-13abs ↗pdf ↗

Aggregated hold-out (Agghoo) is a method which averages learning rules selected by hold-out (that is, cross-validation with a single split). We provide the first theoretical guarantees on Agghoo, ensuring that it can be used safely: Agghoo performs at worst like the hold-out when the risk is convex. The same holds true…

2019-09-11abs ↗pdf ↗

We solve the differentiability problem for the evolution map in Milnor's infinite dimensional setting. We first show that the evolution map of each CkC^k-semiregular Lie group GG (for kN{lip,}k\in \mathbb{N}\sqcup\{\mathrm{lip},\infty\}) admits a particular kind of sequentially continuity - called Mackey k-continuity. We …

2018-12-20abs ↗pdf ↗

Horseshoe priors improve small area estimation by borrowing strength globally but locally.

problem Improving precision of small area estimators through global-local borrowing of strength.
method Developed a tail-robust horseshoe model for Fay-Herriot small area estimation, using heteroscedastic Tweedie identity and regular variation theory.
result The horseshoe model outperforms structured Gaussian smoothing on strongly spatial data, identifying exceptional areas that smoothing suppresses.

Let CC be a subset of Rn\mathbb{R}^n (not necessarily convex), f:CRf:C\to\mathbb{R} be a function, and G:CRnG:C\to\mathbb{R}^n be a uniformly continuous function, with modulus of continuity ωω. We provide a necessary and sufficient condition on ff, GG for the existence of a convex function FC1,ω(Rn)F\in C^{1, ω}(\mathbb{R}^n)

2015-07-14abs ↗pdf ↗

We will study metric measure spaces (X,d,m)(X,d,m) beyond the scope of spaces with synthetic lower Ricci bounds. In particular, we introduce distribution-valued lower Ricci bounds BE1(κ,)_1(κ,\infty) \bullet for which we prove the equivalence with sharp gradient estimates, \bullet the class of which will be preserved under…

2019-10-30abs ↗pdf ↗

Harmonic maps between specific metric spaces are studied with Lipschitz estimates and variational principles.

problem Analyzing harmonic maps between RCD(K,N){\sf RCD}(K,N) and CAT(0){\sf CAT}(0) spaces.
method Combining Moser's iteration, a Bochner-type inequality, and a reverse Poincaré inequality.
result Lipschitz estimate for harmonic maps with radius and space-dependent constants.