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.
A link of an isolated singularity of a two-dimensional semialgebraic surface in R4 is a knot (or a link) in S3. Thus the ambient Lipschitz classification of surface singularities in R4 can be interpreted as a bi-Lipschitz refinement of the topological classification of knots (or links) in S3. We show that, …
We study controlled systems which are uniformly observable and differentially observable with an order larger than the system state dimension. We establish that they may be transformed into a (partial) triangular canonical form but with possibly non locally Lipschitz functions. We characterize the points where this Lip…
Paper studies geometric and combinatorial properties of circular snakes.
problem Exploring geometric and combinatorial properties of circular snakes.
method Definition and investigation of outer Lipschitz geometry, decomposition of Valette link, construction of combinatorial objects, weakly outer Lipschitz classification.
result Existence of canonical decomposition and necessary/sufficient criteria for removing segments or Hölder triangles.
We provide bi-Lipschitz invariants for finitely determined map germs f:(Kn,0)→(Kp,0), where K=R or C. The aim of the paper is to provide partial answers to the following questions: Does the bi-Lipschitz type of a map germ $f: (\mathbb{R}^n, 0) \to (\mathbb{R…
We prove several results on Almgren's multiple valued functions and their links to integral currents. In particular, we give a simple proof of the fact that a Lipschitz multiple valued map naturally defines an integer rectifiable current; we derive explicit formulae for the boundary, the mass and the first variations a…
Stochastic Lipschitz bandit algorithms balance exploration and exploitation, and have been used for a variety of important task domains. In this paper, we present a framework for Lipschitz bandit methods that adaptively learns partitions of context- and arm-space. Due to this flexibility, the algorithm is able to effic…
The Abstract Boundary singularity theorem was first proven by Ashley and Scott. It links the existence of incomplete causal geodesics in strongly causal, maximally extended spacetimes to the existence of Abstract Boundary essential singularities, i.e., non-removable singular boundary points. We give two generalizations…
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.
We examine the impact of learning Lipschitz continuous models in the context of model-based reinforcement learning. We provide a novel bound on multi-step prediction error of Lipschitz models where we quantify the error using the Wasserstein metric. We go on to prove an error bound for the value-function estimate arisi…
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.
We show, as our main theorem, that if a Lipschitz map from a compact Riemannian manifold M to a connected compact Riemannian manifold N, where dimM≥dimN, has no singular points on M in the sense of F.H. Clarke, then the map admits a smooth approximation via Ehresmann fibrations. We also show the Reeb s…
Bayesian optimization and Lipschitz optimization have developed alternative techniques for optimizing black-box functions. They each exploit a different form of prior about the function. In this work, we explore strategies to combine these techniques for better global optimization. In particular, we propose ways to use…
The local Lipschitz constant of a neural network is a useful metric with applications in robustness, generalization, and fairness evaluation. We provide novel analytic results relating the local Lipschitz constant of nonsmooth vector-valued functions to a maximization over the norm of the generalized Jacobian. We prese…
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…
Let us consider a Riemannian manifold M (either separable or non-separable). We prove that, for every ε>0, every Lipschitz function f:M→R can be uniformly approximated by a Lipschitz, C1-smooth function g with $\Lip(g)\le \Lip(f)+ε$. As a consequence, every Riemannian manifold is uniformly …
We consider the finite sample properties of the regularized high-dimensional Cox regression via lasso. Existing literature focuses on linear models or generalized linear models with Lipschitz loss functions, where the empirical risk functions are the summations of independent and identically distributed (iid) losses. T…
We provide an example of a zero-dimensional compact metric space X and its closed subspace A such that there is no continuous linear extension operator for the Lipschitz pseudometrics on A to the Lipschitz pseudometrics on X. The construction is based on results of A. Brudnyi and Yu. Brudnyi concerning linear e…