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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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48 results for Lusin approximation

In Carnot groups, directional pliability allows curve extensions and approximations.

problem Existence of curve extensions and approximations in Carnot groups.
method Directional pliability in subsets of directions guarantees Whitney-type extensions and Lusin approximations.
result Every horizontal curve in the Engel group intersects a C1C^{1} curve in a set of positive measure.

A Carnot group G\mathbb{G} admits Lusin approximation for horizontal curves if for any absolutely continuous horizontal curve γγ in G\mathbb{G} and ε>0\varepsilon>0, there is a C1C^1 horizontal curve ΓΓ such that Γ=γΓ=γ and Γ=γΓ'=γ' outside a set of measure at most ε\varepsilon. We verify this property for free Carno…

2016-02-08abs ↗pdf ↗

New geometric proof of convex function differentiability and approximation.

problem Second-order differentiability of convex functions and their approximations.
method Elementary geometric approach to prove classical and recent results.
result New proofs of Lusin approximation of convex functions and bodies by C1,1C^{1,1} functions.

Sharp lower bound found for integral varifolds' mean curvature.

problem Finding a sharp lower bound for the mean curvature integral of integral varifolds.
method Developed a new approach using integral varifolds and mean curvature.
result A sharp lower bound on the mean curvature integral with critical power for integral varifolds.

In this paper we deal with singular varieties of bounded mean curvature in the viscosity sense. They contain all varifolds of bounded generalized mean curvature. In the first part we investigate the second-order properties of these varieties, obtaining results that are new also in the varifold's setting. In particular …

2019-03-25abs ↗pdf ↗

The paper extends Frobenius' Theorem to non-involutive surfaces below C1,1C^{1,1} threshold.

problem Generalizing Frobenius' Theorem to surfaces with lower regularity.
method Combining fractional Sobolev estimates, Stokes-type theorem, and Lusin's Theorem.
result Sharp exponents for the tangency set's null measure.

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.

We consider in this paper the optimal approximations of convex univariate functions with feed-forward Relu neural networks. We are interested in the following question: what is the minimal approximation error given the number of approximating linear pieces? We establish the necessary and sufficient conditions and uniqu…

2019-09-09abs ↗pdf ↗

We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements from a given system of elements. There is an increasing interest in building such …

2012-06-02abs ↗pdf ↗

Softmax attention approximates complex functions and subsumes many known universal approximators.

problem Universal approximation of continuous sequence-to-sequence functions.
method Interpolation-based analysis of attention's internal mechanism, showing its ability to approximate ReLU functions.
result Softmax attention is a universal approximator for continuous sequence-to-sequence functions.

Deviation inequalities for stochastic approximation methods.

problem Establishing bounds on the deviation of stochastic approximation methods.
method Martingale approximation method for separately Lipschitz functions.
result Established various deviation inequalities for stochastic approximation by averaging and minimization.

Approximate symmetries of geodesic equations on 2-spheres are studied. These are the symmetries of the perturbed geodesic equations which represent approximate path of a particle rather than exact path. After giving the exact symmetries of the geodesic equations, two different approaches to study the approximate symmet…

2010-05-09abs ↗pdf ↗

We are concerned with an approximation problem for a symmetric positive semidefinite matrix due to motivation from a class of nonlinear machine learning methods. We discuss an approximation approach that we call {matrix ridge approximation}. In particular, we define the matrix ridge approximation as an incomplete matri…

2013-12-17abs ↗pdf ↗

Adaptive approximations improve variational inference for complex models.

problem Efficiently approximate marginal distributions and partition functions in complex probabilistic models.
method Two classes of adaptive approximations that include Bethe, tree-reweighted, and convex free energies.
result Proposed approximations automatically adapt to a given model and outperform existing methods.

Non-negative L1L_1-approximating polynomials for Gaussian distributions are proven for certain classes of sets.

problem Existence of non-negative L1L_1-approximating polynomials for Gaussian distributions.
method Proving the existence of degree-kk non-negative polynomials that approximate indicator functions of sets with Gaussian surface area in L1L_1-norm.
result Proves the existence of non-negative L1L_1-approximating polynomials for certain classes of sets with Gaussian surface area.

Paper introduces new approximations for lognormal sums, matching comonotonicity and moments.

problem Approximating sums of lognormal random variables accurately.
method Introduces new approximations based on weighted distribution theory, emphasizing comonotonicity and moment matching.
result Approximations perform better than classical methods, especially in the right tail of the distribution.

Paper analyzes normal approximation for two-timescale stochastic algorithms, revealing interaction between fast and slow timescales.

problem Non-asymptotic bounds for accuracy of normal approximation in linear two-timescale stochastic approximation algorithms.
method Established bounds for normal approximation in terms of convex distance, focusing on last iterate and Polyak-Ruppert averaging.
result Normal approximation rate for the last iterate improves with increased timescale separation, while it decreases in the averaged setting.

One-pass algorithm finds small subset for p\ell_p subspace approximation with additive error.

problem Finding a small subset of data points for p\ell_p subspace approximation.
method One-pass subset selection with additive approximation guarantee for p[1,)p \in [1, \infty).
result First one-pass algorithm with additive error for p\ell_p subspace approximation.

We are interested in approximation of a multivariate function f(x1,,xd)f(x_1,\dots,x_d) by linear combinations of products u1(x1)ud(xd)u^1(x_1)\cdots u^d(x_d) of univariate functions ui(xi)u^i(x_i), i=1,,di=1,\dots,d. In the case d=2d=2 it is a classical problem of bilinear approximation. In the case of approximation in the L2L_2 space the bili…

2014-09-04abs ↗pdf ↗

A new method for efficient Gaussian process inference using sparse approximations.

problem Scalable and accurate inference for latent Gaussian processes.
method Variational approximation with sparse inverse Cholesky factors and double Kullback-Leibler minimization.
result The proposed method can achieve highly accurate approximations with polylogarithmic time complexity.

The paper defines a new concept of approximability for Lagrangian submanifolds.

problem Understanding the approximability of Lagrangian submanifolds.
method Introducing a new notion of categorical approximability for metric spaces, showing it applies to specific types of Lagrangian submanifolds.
result Examples of Lagrangian submanifolds are found that are approximable but not precompact.

High-probability bound for distributed stochastic approximation tracking error.

problem Analyzing the convergence of distributed stochastic approximation schemes.
method Analysis using ODE approach to stochastic approximation.
result High probability bound for tracking error between iterates and limiting differential equation.

Nyström KPCA balances computational efficiency and statistical accuracy.

problem Computational burden in large sample situations for kernel methods.
method Theoretical analysis of Nyström approximate kernel principal component analysis (KPCA).
result Nyström approximate KPCA matches statistical performance of non-approximate KPCA while being computationally beneficial.

Deep ReLU networks can approximate smooth functions nearly optimally.

problem Approximating smooth functions with deep neural networks.
method Using Taylor expansions and deep ReLU network approximations, the paper establishes optimal approximation error bounds.
result Deep ReLU networks of width and depth O(NlnN)\mathcal{O}(N\ln N) and O(LlnL)\mathcal{O}(L\ln L) can approximate fCs([0,1]d)f\in C^s([0,1]^d) with an error O(fCs([0,1]d)N2s/dL2s/d)\mathcal{O}(\|f\|_{C^s([0,1]^d)}N^{-2s/d}L^{-2s/d}).

Improves Laplace approximation for Bayesian inference on Riemannian manifolds.

problem Inaccurate Gaussian approximations for complex targets and finite-data posteriors.
method Develops alternative variants of the Laplace approximation using a Riemannian metric.
result Exact approximations at the limit of infinite data, improving practical performance.

We approximate derivatives of functions on manifolds by embedding them and applying vector-valued operators.

problem Derivatives of manifold-valued functions are harder to approximate than vector-valued functions.
method Embed the manifold into a higher space, approximate the derivative of the vector-valued function, and project back.
result We provide error bounds for the approximation of manifold-valued function derivatives.

Gradient descent trains shallow neural networks to approximate functions in 1D.

problem Approximating functions in 1D with shallow neural networks trained by gradient descent.
method Gradient descent optimization of non-convex weight space for finite width networks in 1D.
result Gradient descent can approximate functions in 1D with a minimal number of weights, balancing practical performance and theoretical capabilities.