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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.

168,742 papers · 148 categories

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8152330 · Jun 202019922001200920172026
48 results for Min-max median

We construct compactifications for median spaces with compact intervals, generalising Roller boundaries of CAT(0){\rm CAT}(0) cube complexes. Examples of median spaces with compact intervals include all finite rank median spaces and all proper median spaces of infinite rank. Our methods also work for general median algebra…

2017-08-03abs ↗pdf ↗

Study on median algebra structures on Euclidean spaces and manifolds with local CAT(0) cubulation.

problem Understanding median algebra structures on Euclidean spaces and manifolds.
method Showed local CAT(0) cubulation for median structures on ER homology manifolds.
result Median structures on ER homology manifolds have a local CAT(0) cubulation structure.

Equity-Transformer solves NP-hard min-max routing problems efficiently.

problem Min-max routing problems with multiple agents and large-scale applications.
method Sequential planning approach with Transformer and equitable workload distribution inductive biases.
result Significant runtime and cost reductions in min-max mTSP and min-max mPDP tasks.

We prove a version of the Tits alternative for groups acting on complete, finite rank median spaces. This shows that group actions on finite rank median spaces are much more restricted than actions on general median spaces. Along the way, we extend to median spaces the Caprace-Sageev machinery and part of Hagen's theor…

2017-08-03abs ↗pdf ↗

The paper solves min-max widths on a 3-sphere and strengthens multiplicity theorems.

problem Which min-max widths of the unit 3-sphere lie between 2π22π^2 and 8π?
method Homological min-max theory and stronger versions of multiplicity one theorems.
result Proves the 10th to 13th min-max widths of the unit 3-sphere lie between 2π22π^2 and 8π.

We show that uniform lattices of isometries of products of real hyperbolic spaces act properly discontinuously and cocompactly on a median space. For lattices in products of at least two factors, this is the strongest degree of compatibility possible with the median geometry. Our theorem is also relevant for potential …

2017-08-01abs ↗pdf ↗

We introduce and begin to explore the mean and median of finite sets of shapes represented as integral currents. The median can be computed efficiently in practice, and we focus most of our theoretical and computational attention on medians. We consider questions on the existence and regularity of medians. While the me…

2018-02-14abs ↗pdf ↗

Adaptive momentum method solves non-convex min-max problems.

problem Non-convex min-max optimization problems in training generative adversarial networks.
method Proposes an adaptive momentum algorithm for non-convex min-max optimization.
result Establishes non-asymptotic convergence rates for the proposed algorithm.

A method for estimating the median of gradients in stochastic optimization.

problem Robust gradient estimation in stochastic optimization for various applications.
method Stochastic Proximal Point Method for median gradient estimation.
result The proposed method can converge even under heavy-tailed, state-dependent noise.

This paper introduces online algorithms to estimate robust geometric median in large data streams.

problem Detecting outliers in large data sets using robust statistical measures.
method Online stochastic Newton methods for estimating the geometric median.
result Rates of convergence for online estimation of the geometric median.

New methods solve min-max problems on manifolds using Riemannian Hamiltonians.

problem Min-max optimization on Riemannian manifolds.
method Riemannian Hamiltonian methods (RHM) to minimize the Hamiltonian function.
result RHM leads to correct search directions and global optimality in min-max problems.

We prove that in a closed manifold of dimension between 3 and 7 with a bumpy metric, the min-max minimal hypersurfaces associated with the volume spectrum introduced by Gromov, Guth, Marques-Neves, are two-sided and have multiplicity one. This confirms a conjecture by Marques-Neves. We prove that in a bumpy metric each…

2019-01-04abs ↗pdf ↗

The study finds that maximizing median returns is the only viable strategy in portfolio selection.

problem Difficulties in studying optimal portfolio strategies due to discontinuity and time inconsistency in maximizing median and quantile returns.
method Used intra-personal equilibrium approach to analyze portfolio selection under median and quantile maximization.
result Median maximization is the only viable strategy, with no investment in risky assets for other quantiles.

The consistency of Fréchet medians is proved for probability measures in proper metric spaces. In the context of Riemannian manifolds, assuming that the probability measure has more than a half mass lying in a convex ball and verifies some concentration conditions, the positions of its Fréchet medians are estimated. It…

2011-10-18abs ↗pdf ↗

In high dimensions, the mean and geometric median are nearly identical.

problem Understanding the relationship between mean and geometric median in high-dimensional spaces.
method Analytical derivation and simulation of the distance between mean and geometric median.
result The distance between mean and geometric median vanishes with dimensionality in high dimensions.

Epoch-GDA achieves optimal convergence rate for SCSC min-max problems.

problem Solving stochastic min-max problems with strong convexity and strong concavity.
method Epoch-wise stochastic gradient descent ascent method (Epoch-GDA) without additional assumptions.
result Achieves the optimal rate of O(1/T)O(1/T) for the duality gap of general SCSC min-max problems.

The paper bounds the min-max width of embedded circles on spheres and manifolds.

problem Bounding the min-max width of embedded circles on spheres and manifolds.
method Inducing a sweepout by pairs of points in embedded circles from a given sweepout of the sphere by closed curves.
result Lower bounds for the Birkhoff min-max invariant of a Riemannian sphere in terms of the min-max width of its embedded circles.

This article is devoted to the problem of predicting the value taken by a random permutation ΣΣ, describing the preferences of an individual over a set of numbered items {1,  ,  n}\{1,\; \ldots,\; n\} say, based on the observation of an input/explanatory r.v. XX e.g. characteristics of the individual), when error is measured…

2017-10-31abs ↗pdf ↗

In this paper, we study the shape of the min-max minimal hypersurface produced by Almgren-Pitts-Schoen-Simon \cite{AF62, AF65, P81, SS81} in a Riemannian manifold (Mn+1,g)(M^{n+1}, g) of positive Ricci curvature for all dimensions. The min-max hypersurface has a singular set of Hausdorff codimension 77. We characterize the …

2015-04-04abs ↗pdf ↗

Median-of-means sampling outperforms mean-of-means for large sample sizes in numerical integration.

problem Improving numerical integration accuracy in high dimensions.
method Median-of-means sampling compared to mean-of-means using RQMC methods.
result Median-of-means sampling is superior for large sample sizes, while mean-of-means is better for smaller sample sizes.

Upper bound for Hausdorff distance between hyperbolic space and its medianization.

problem Calculating the Hausdorff distance between hyperbolic space and its medianization.
method Using de Sitter space to model finite-dimensional hyperbolic space and its medianization, calculating the Hausdorff distance.
result An upper bound for the Hausdorff distance between hyperbolic space and its medianization is calculated.

The study proves a generic multiplicity one theorem for GG-invariant minimal hypersurfaces.

problem Proving a generic multiplicity one theorem for GG-invariant minimal hypersurfaces.
method Equivariant min-max theory and analysis of GG-homology classes.
result Shows a generic multiplicity one theorem for GG-invariant minimal hypersurfaces.

Paper proposes a novel method to improve matrix completion with median loss for large datasets.

problem Matrix completion with absolute deviation loss for large-scale data.
method Proposes a refinement step using pseudo data to improve inefficient estimators of median matrix completion.
result Turns inefficient estimators into a rate (near-)optimal matrix completion procedure.