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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.

168,657 papers · 148 categories

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93186279372 · Jun 202019922001200920172026
48 results for Lipschitz approximation

The study examines the limitations of bi-Lipschitz Normalizing Flows in approximating certain distributions.

problem The expressivity of bi-Lipschitz Normalizing Flows in approximating specific target distributions.
method Characterization of expressivity through lower bounds on Total Variation distance and discussion of potential remedies.
result Several target distributions are difficult to approximate using bi-Lipschitz Normalizing Flows, and lower bounds on their approximation are provided.

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.

Bi-Lipschitz flows approximate a wide range of distributions.

problem Characterizing the expressivity of bi-Lipschitz normalizing flows.
method Linking score regularity to transport map bi-Lipschitzness via probability flow ODE.
result Gaussian pullbacks induced by bi-Lipschitz variance-preserving transport maps are L1L^1-dense among all probability densities.

Almost perimeter-minimizing boundaries in plentiful groups can be approximated by Lipschitz graphs.

problem Regularity of boundaries in plentiful groups.
method Lipschitz approximation of boundaries.
result Boundary of almost minimizers can be approximated by intrinsic Lipschitz graphs.

Study shows shallow ReLU networks struggle with high-dimensional Lipschitz functions.

problem Expressing high-dimensional Lipschitz functions with shallow ReLU networks.
method Established lower bounds on shallow network complexity for polynomial approximation.
result Shallow ReLU networks suffer from the curse of dimensionality for Lipschitz functions.

The study provides conditions for approximating Riemannian manifolds with polyhedral metrics.

problem Approximating Riemannian manifolds with polyhedral metrics.
method Conditions on curvature tensors for Lipschitz and local polyhedral approximations.
result Conditions are sufficient for local polyhedral approximations, conjectured to be sufficient for global approximations.

ELF simplifies normalizing flows, making them more efficient and universal.

problem Computational inefficiency of normalizing flows.
method ELF introduces a simple, one-layer network with closed-form Lipschitz constants, combining the ease of residual flows with the performance of autoregressive flows.
result ELF is a provably universal density approximator, more efficient computationally and parameter-wise.

RVFL networks can efficiently approximate Lipschitz functions in L∞ norm.

problem Efficiently approximating Lipschitz continuous functions in L∞ norm.
method Random Vector Functional Link (RVFL) network with ReLU activation functions, proving approximation in L∞ norm.
result An RVFL with ReLU activation functions can approximate Lipschitz continuous functions in L∞ norm.

Training neural networks under a strict Lipschitz constraint is useful for provable adversarial robustness, generalization bounds, interpretable gradients, and Wasserstein distance estimation. By the composition property of Lipschitz functions, it suffices to ensure that each individual affine transformation or nonline…

2018-11-13abs ↗pdf ↗

Study shows limits on deep and shallow neural networks for approximating compact sets.

problem Understanding the limitations of deep and shallow neural networks in approximating compact sets.
method Proved Carl's type inequalities for approximation error, using Lipschitz widths.
result Lower bounds on approximation error for neural network outputs.

Study identifies three quantization regimes for ReLU networks.

problem Approximation of Lipschitz functions by ReLU networks with finite-precision weights.
method Established through nonasymptotic tight lower and upper bounds on minimax approximation error.
result Memory-optimality achieved in proper quantization regime for deep networks.

JacNet learns Jacobians to enforce structure on derivatives for invertibility and Lipschitz functions.

problem Enforcing structure on derivatives of neural network mappings.
method Proposes using a neural network to directly learn the Jacobian of the input-output function, allowing control over derivative structure.
result Demonstrates learning invertible approximations to simple and 1-Lipschitz functions.

Neural operators learn to solve LQ MFGs efficiently in infinite dimensions.

problem Solving many related LQ MFG problems in infinite-dimensional settings.
method Training neural operators to map problem data to equilibrium strategies.
result NOs reliably solve unseen LQ MFG variants with controlled parameters.

Optimizes Lipschitz estimates for partitions of unity and characterizes spaces with Assouad-Nagata dimension.

problem Understanding the properties of partitions of unity and their Lipschitz bounds.
method Analyzes the standard partition of unity and its p\ell^p-generalizations, using the approximate midpoint property and Lebesgue number.
result Optimal Lipschitz bounds for partitions of unity and characterizes metric spaces with Assouad-Nagata dimension.

Adversarial attacks against machine learning models are a rather hefty obstacle to our increasing reliance on these models. Due to this, provably robust (certified) machine learning models are a major topic of interest. Lipschitz continuous models present a promising approach to solving this problem. By leveraging the …

2019-04-09abs ↗pdf ↗

We show that the Kuratowski imbedding of a Riemannian manifold in L^\infty, exploited in Gromov's proof of the systolic inequality for essential manifolds, admits an approximation by a (1+C)-bi-Lipschitz (onto its image), finite-dimensional imbedding for every C>0. Our key tool is the first variation formula thought of…

2009-02-18abs ↗pdf ↗

Wide deep neural networks with Gaussian weights approximate Gaussian processes closely.

problem Understanding the approximation of deep neural networks with Gaussian weights to Gaussian processes.
method Established novel rates for the Gaussian approximation of random deep neural networks with Gaussian parameters and Lipschitz activation functions in the wide limit.
result The distance between the network output and the Gaussian approximation scales inversely with the width of the network.

New method tightens Lipschitz bounds for CNNs efficiently.

problem Lipschitz regularization of Convolutional Neural Networks (CNNs).
method Using Toeplitz matrix theory, introduces a tight and computationally efficient upper bound for convolutional layers.
result Developed an algorithm to train Lipschitz regularized CNNs.

Existing depth separation results for constant-depth networks essentially show that certain radial functions in Rd\mathbb{R}^d, which can be easily approximated with depth 33 networks, cannot be approximated by depth 22 networks, even up to constant accuracy, unless their size is exponential in dd. However, the func…

2019-04-15abs ↗pdf ↗

The study establishes equivalence of conditions on metric manifolds with finite volume.

problem Characterizing metric spaces with a metric fundamental class.
method Analyzing three conditions on metric manifolds with finite volume.
result Conditions (1), (2), and (3) are equivalent for metric manifolds with finite Nagata dimension.

We study the Lipschitz metric on Teichmuller space (defined by Thurston) and compare it with the Teichmuller metric. We show that in the thin part of Teichmuller space the Lipschitz metric is approximated up to bounded additive distortion by the sup metric on a product of lower-dimensional spaces (similar to the Teichm…

2005-10-07abs ↗pdf ↗

Study proves existence and uniqueness for differential equations with non-Lipschitz coefficients.

problem Existence and uniqueness for differential equations with non-Lipschitz coefficients.
method Relying on robust Itô integration, prove existence and uniqueness results.
result Existence and uniqueness for one-dimensional differential equations with non-Lipschitz coefficients.

Deep networks can approximate functions with fewer learnable parameters than previously thought.

problem High computational costs due to large number of parameters in deep neural networks.
method Theoretical design of ReLU networks with a few intrinsic parameters and numerical experiments.
result ReLU networks with a small number of intrinsic parameters can achieve good approximations of functions.

ResNets can approximate input distances under certain conditions, but existing theory is flawed.

problem Theoretical justification for regularizing ResNets to preserve input distances is flawed.
method Frequency analysis perspective to explain effectiveness of regularization schemes.
result Regularization schemes enforce a lower Lipschitz bound on low-frequency projections of images.

ECP optimizes expensive functions without knowing Lipschitz constant.

problem Optimizing expensive, non-convex functions with unknown Lipschitz constants.
method ECP minimizes evaluations by focusing on potentially optimal regions, eliminating Lipschitz constant estimation.
result Guaranteed no-regret performance and minimax-optimal regret bounds.

Paper presents an efficient algorithm for estimating Lipschitz functions from noisy data.

problem Estimating unknown Lipschitz functions from noisy observations.
method Extends max-affine methods to Lipschitz setting using nonlinear feature expansion and adaptive partitioning.
result Achieves minimax convergence rate with respect to intrinsic dimension, up to logarithmic factors.

New approach to certifiably robust neural networks using Boolean function perspective.

problem Lack of principled understanding and certified robustness for \ell_\infty perturbations.
method New perspective on Boolean functions, deriving impossibility results, and developing a unified Lipschitz network.
result Unified Lipschitz network that bypasses expressive power limitations and achieves better certified robustness.

Let URnU\subseteq\mathbb{R}^{n} be open and convex. We show that every (not necessarily Lipschitz or strongly) convex function f:URf:U\to\mathbb{R} can be approximated by real analytic convex functions, uniformly on all of UU. In doing so we provide a technique which transfers results on uniform approximation on bounded …

2011-12-05abs ↗pdf ↗

Proves depth 2 neural networks can't approximate certain functions as well as depth 3 networks.

problem Approximating functions with depth 2 networks in high dimensions.
method Lower bound proof using worst-to-average-case random self-reducibility.
result Proves depth 2 networks can't approximate certain functions as well as depth 3 networks, resolving an open problem.

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 ↗

Counterexamples show failure of uniform laws of large numbers for subdifferentials.

problem Failure of uniform laws of large numbers for subdifferentials under natural assumptions.
method Univariate and bivariate random Lipschitz and convex functions with smooth pieces.
result Counterexamples demonstrate failure of uniform laws of large numbers for subdifferentials.