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.
This work is a further study on the Generalized Constraint Neural Network (GCNN) model [1], [2]. Two challenges are encountered in the study, that is, to embed any type of prior information and to select its imposing schemes. The work focuses on the second challenge and studies a new constraint imposing scheme for equa…
We analyze the local convergence of proximal splitting algorithms to solve optimization problems that are convex besides a rank constraint. For this, we show conditions under which the proximal operator of a function involving the rank constraint is locally identical to the proximal operator of its convex envelope, hen…
This paper considers distributed online optimization with time-varying coupled inequality constraints. The global objective function is composed of local convex cost and regularization functions and the coupled constraint function is the sum of local convex functions. A distributed online primal-dual dynamic mirror des…
This paper provides a general result on controlling local Rademacher complexities, which captures in an elegant form to relate the complexities with constraint on the expected norm to the corresponding ones with constraint on the empirical norm. This result is convenient to apply in real applications and could yield re…
We analyse the definition of quasi-local energy in GR based on a Hamiltonian analysis of the Einstein-Hilbert action initiated by Brown-York. The role of the constraint equations, in particular the Hamiltonian constraint on the timelike boundary, neglected in previous studies, is emphasized here. We argue that a consis…
A constrained informationally efficient market is defined to be one whose price process arises as the outcome of some equilibrium where agents face restrictions on trade. This paper investigates the case of short sale constraints, a setting which despite its simplicity, generates new insights. In particular, it is show…
In this study, it is generalized the concept of Lagrangian mechanics with constraints to complex case. To be beginning, it is considered a Kaehlerian manifold as a velocity-phase space. Then a non-holonomic constraint is given by 1-form on it. If the form is closed, it is found that the constraint is (locally) holonomi…
We extend Donaldson's diagonalization theorem to intersection forms with certain local coefficients, under some constraints. This provides new examples of non-smoothable topological 4-manifolds.
We consider localized deformation for initial data sets of the Einstein field equations with the dominant energy condition. Deformation results with the weak inequality need to be handled delicately. We introduce a modified constraint operator to absorb the first order change of the metric in the dominant energy condit…
Local Linear embedding (LLE) is a popular dimension reduction method. In this paper, we first show LLE with nonnegative constraint is equivalent to the widely used Laplacian embedding. We further propose to iterate the two steps in LLE repeatedly to improve the results. Thirdly, we relax the kNN constraint of LLE and p…
Using the theory of group action, we first introduce the concept of the automorphism group of an exponential family or a graphical model, thus formalizing the general notion of symmetry of a probabilistic model. This automorphism group provides a precise mathematical framework for lifted inference in the general expone…
Super-resolution is a classical problem in image processing, with numerous applications to remote sensing image enhancement. Here, we address the super-resolution of irregularly-sampled remote sensing images. Using an optimal interpolation as the low-resolution reconstruction, we explore locally-adapted multimodal conv…
We prove in this article that the local image of each conformal Q-curvature operator of arbitrary order on the sphere admits no scalar constraint. However, we prove that identities of Kazdan--Warner type hold for its graph.
We study the Einstein-Dirac equation as well as the weak Killing equation on Riemannian spin manifolds with codimension one foliation. We prove that, for any manifold Mn admitting real Killing spinors (resp. parallel spinors), there exist warped product metrics ηˉ on Mn×R such that $(M^n \ti…
We study local complexity measures for stochastic convex optimization problems, providing a local minimax theory analogous to that of Hájek and Le Cam for classical statistical problems. We give complementary optimality results, developing fully online methods that adaptively achieve optimal convergence guarantees. Our…
We study distributed estimation of a Gaussian mean under communication constraints in a decision theoretical framework. Minimax rates of convergence, which characterize the tradeoff between the communication costs and statistical accuracy, are established in both the univariate and multivariate settings. Communication-…
Complex textual information extraction tasks are often posed as sequence labeling or \emph{shallow parsing}, where fields are extracted using local labels made consistent through probabilistic inference in a graphical model with constrained transitions. Recently, it has become common to locally parametrize these models…
We propose a general method for deformation quantization of any second-class constrained system on a symplectic manifold. The constraints determining an arbitrary constraint surface are in general defined only locally and can be components of a section of a non-trivial vector bundle over the phase-space manifold. The c…