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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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48 results for Monge Ampére

Continuity of complex Monge-Ampère potentials on Kähler manifolds.

problem Continuity of solutions to complex Monge-Ampère equations on compact Kähler manifolds.
method Extending DiNezza-Lu's approach to big cohomology classes, proving continuity on Zariski open sets.
result Singular Kähler-Einstein metrics have continuous potentials on the ample locus outside of the non-klt part.

We establish a stability result for elliptic and parabolic complex Monge-Amp{è}re equations on compact K{ä}hler manifolds, which applies in particular to the K{ä}hler-Ricci flow. Dedicated to Jean-Pierre Demailly on the occasion of his 60th birthday.

2018-10-04abs ↗pdf ↗

We develop a parabolic pluripotential theory on compact K{ä}hler manifolds, defining and studying weak solutions to degenerate parabolic complex Monge-Amp{è}re equations. We provide a parabolic analogue of the celebrated Bedford-Taylor theory and apply it to the study of the K{ä}hler-Ricci flow on varieties with log te…

2018-10-04abs ↗pdf ↗

We obtain a necessary and sufficient condition of existence of a K{ä}hler-Einstein metric on a G×GG\times G-equivariant Fano compactification of a complex connected reductive group GG in terms of the associated polytope. This condition is not equivalent to the vanishing of the Futaki invariant. The proof relies on the …

2015-10-26abs ↗pdf ↗

N. V. Efimov \cite{Ef1} proved that there is no complete, smooth surface in R3\R^3 with uniformly negative curvature. We extend this to isometric immersions in a 3-manifold with pinched curvature: if M3M^3 has sectional curvature between two constants K2K_2 and K3K_3, then there exists K1<min(K2,0)K_1 < \min(K_2, 0) such that $M…

1999-12-13abs ↗pdf ↗

We come up with infinite-dimensional prequantum line bundles and moment map interpretations of three different sets of equations - the generalised Monge-Amp`ere equation, the almost Hitchin system, and the Calabi-Yang-Mills equations. These are all perturbations of already existing equations. Our construction for the g…

2017-02-03abs ↗pdf ↗

The paper studies mean curvature flow of Lagrangian graphs in pseudo-Euclidean space.

problem Mean curvature flow of Lagrangian graphs in pseudo-Euclidean space.
method Analyzes the parabolic equation and Monge-Ampère type equation, proving smooth solutions and convergence to self-expanding solutions.
result Smooth solutions u(x,t)u(x,t) for specific nonlinear equations and convergence to self-expanding solutions.

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural networks, while the Hessian is approximated by automatic differentiation of the gradient…

2019-07-31abs ↗pdf ↗

Existence and uniqueness of bounded solutions to complex Monge-Ampère flows on Kähler manifolds.

problem Existence and uniqueness of bounded solutions to complex Monge-Ampère flows.
method Proved existence and uniqueness of bounded solutions with specific conditions on the right-hand side.
result Existence and uniqueness of bounded solutions to the complex Monge-Ampère flow on compact Kähler manifolds.

In this paper, we investigate two hyperbolic flows obtained by adding forcing terms in direction of the position vector to the hyperbolic mean curvature flows in \cite{klw,hdl}. For the first hyperbolic flow, as in \cite{klw}, by using support function, we reduce it to a hyperbolic Monge-Ampeˋ\grave{\rm{e}}re equation …

2012-03-12abs ↗pdf ↗

Paper proposes AMP with spectral initialization for robust signal estimation.

problem Signal estimation from generalized linear model measurements with correlated initialization.
method Approximate message passing (AMP) with spectral initialization.
result Characterization of AMP with spectral initialization in high-dimensional limit.

New framework predicts AMP behavior in spiked models for finite iterations.

problem Understanding AMP dynamics in high-dimensional spiked models.
method Developed a non-asymptotic framework for AMP in spiked matrix estimation.
result Predicted AMP behavior for up to O(npolylogn)O\big(\frac{n}{\mathrm{poly}\log n}\big) iterations in Z2\mathbb{Z}_2 synchronization.

AMP regularization improves deep learning models by favoring flat minima.

problem Improving deep learning model generalization and avoiding overfitting.
method AMP regularization uses adversarial model perturbation to minimize a norm-bounded perturbation of the empirical risk.
result AMP regularization leads to state-of-the-art performance across various deep architectures.

This paper applies AMP theory to improve learning tasks.

problem Improving learning efficiency by optimizing task-specific models.
method Uses aggregated Markov processes to reduce model complexity and enhance learning.
result Demonstrates how AMP theory can be effectively applied to stochastic learning.

This paper deals with chain graphs under the alternative Andersson-Madigan-Perlman (AMP) interpretation. In particular, we present a constraint based algorithm for learning an AMP chain graph a given probability distribution is faithful to. We also show that the extension of Meek's conjecture to AMP chain graphs does n…

2012-04-24abs ↗pdf ↗

The paper develops AMP theory for sparse and robust regression with polynomial iterations.

problem Challenges in high-dimensional statistical estimation due to asymptotic theory breakdown.
method Non-asymptotic distributional theory of AMP for sparse and robust regression.
result First finite-sample non-asymptotic distributional theory of AMP for polynomial iterations.

This paper introduces SS-MAMP to address convergence issues in AMP algorithms.

problem Convergence issues in AMP algorithms for signal reconstruction.
method Proposes SS-MAMP algorithm framework for right-unitarily invariant sensing matrices and Lipschitz-continuous local processors.
result Covariance matrices of SS-MAMP are L-banded and convergent, ensuring optimal convergence.

AMP method reconstructs rank-one matrices from noisy data efficiently.

problem Reconstructing rank-one matrices with prior structural information from noisy observations.
method Approximate Message Passing (AMP) with random initialization.
result AMP from random initialization converges rapidly and globally.

New AMP algorithms for rotationally invariant models with reduced complexity.

problem Signal estimation in generalized linear models with arbitrary spectral design matrices.
method Rotationally invariant approximate message passing (AMP) algorithms.
result Performance close to Vector AMP with significantly lower complexity.

Plug-and-play L-GM-AMP improves CS recovery for any i.i.d. source prior.

problem Efficiently recovering signals from compressed measurements with unknown priors.
method Deep learning with Gaussian-mixture model to approximate source prior, combined with learned denoising.
result L-GM-AMP achieves state-of-the-art performance without prior knowledge of source distribution.

AMP algorithms can be efficiently simulated by SDPs even with corrupted data.

problem Optimizing average-case optimization problems with corrupted data.
method Local statistics hierarchy semidefinite programs (SDPs) simulate AMP algorithms robustly.
result Robust guarantees for many AMP algorithms are offered, contrasting with strong lower bounds for SDPs.

Approximate message passing (AMP) refers to a class of efficient algorithms for statistical estimation in high-dimensional problems such as compressed sensing and low-rank matrix estimation. This paper analyzes the performance of AMP in the regime where the problem dimension is large but finite. For concreteness, we co…

2016-06-06abs ↗pdf ↗

New algorithm improves signal reconstruction from noisy measurements with side information.

problem Reconstructing unknown signals from noisy linear measurements with side information.
method Integrates side information into approximate message passing (AMP) and tracks performance using state evolution.
result AMP-SI performance is accurately predicted by state evolution.

Novel AMP framework for multi-environment transfer learning.

problem Characterizing risk of Lasso-based transfer learning estimators.
method Multi-Environment Generalized Long AMP (multi-environment GLAMP) framework.
result Precise characterization of the risk of three Lasso-based transfer learning estimators.

Study on identifying AMP chain graph models under known and unknown component decompositions.

problem Identifying AMP chain graph models with known and unknown chain component decompositions.
method Analyzes conditions for identifiability of AMP models and proposes algorithms for structure recovery.
result Conditions for DAG identifiability in AMP models extend equal variance criteria for Bayes nets.

New AMP algorithms improve multi-layer signal reconstruction.

problem Reconstructing signals and hidden variables from multi-layer networks with rotationally invariant weights.
method Developed multi-layer rotationally invariant generalized AMP (ML-RI-GAMP) algorithms and state evolution recursion.
result ML-RI-GAMP outperforms existing methods in terms of lower complexity and similar performance.

A denoising algorithm seeks to remove noise, errors, or perturbations from a signal. Extensive research has been devoted to this arena over the last several decades, and as a result, today's denoisers can effectively remove large amounts of additive white Gaussian noise. A compressed sensing (CS) reconstruction algorit…

2014-06-16abs ↗pdf ↗

We solve minimal separator problems in AMP chain graphs and improve structure learning algorithms.

problem Finding minimal separators in AMP chain graphs and learning their structure from data.
method We analyze and solve several versions of the minimal separator problem. We propose modifications to the PC-like algorithm and extend a decomposition-based method for AMP CGs.
result Our modifications of the PC-like algorithm and the LCD-AMP method improve structure learning and are more accurate and stable, especially in high-dimensional settings.

We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state evolution to analyze what is the information theoretically minimal mean-squared error …

2015-03-01abs ↗pdf ↗