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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.

168,695 papers · 148 categories

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80160239319 · Jun 202019922001200920172026
48 results for Non-decreasing property

Numerical observations on martingale couplings are confirmed under certain conditions.

problem Understanding the validity of numerical observations on maximizers and minimizers of martingale couplings.
method Investigation of sufficient conditions and counterexamples for the property to hold.
result The non-decreasing property of martingale couplings is preserved for maximizers under specific conditions.

The paper tackles rested bandits with non-decreasing and concave rewards, deriving lower bounds and an efficient algorithm.

problem Studying the sample complexity and optimal strategies for rested bandits with specific reward properties.
method Deriving regret lower bounds and designing an efficient algorithm R-ed-UCB with theoretical and empirical analysis.
result An efficient algorithm R-ed-UCB with a regret bound of O~(T23)\widetilde{\mathcal{O}}(T^{\frac{2}{3}}) under certain conditions.

New inequalities for convex hypersurfaces in various spaces.

problem Deriving inequalities for hypersurfaces under convex weight.
method Sharp weighted Alexandrov-Fenchel and Minkowski inequalities for smooth, closed hypersurfaces in Euclidean, spherical, and hyperbolic spaces.
result Incorporates convex, non-decreasing positive functions as weights, yielding a broad family of geometric inequalities.

Assuming that agents' preferences satisfy first-order stochastic dominance, we show how the Expected Utility paradigm can rationalize all optimal investment choices: the optimal investment strategy in any behavioral law-invariant (state-independent) setting corresponds to the optimum for an expected utility maximizer w…

2013-02-19abs ↗pdf ↗

Study shows infoGAN's generalization error bound for two-layer networks.

problem Understanding generalization error in infoGAN for two-layer neural networks.
method Analyzes the difference between empirical and population objective functions, derives Rademacher complexity bounds.
result Derives error bound for infoGAN's generalization error in a two-layer network.

The paper proves a transformation theorem under a monotone property of almost Euclidean factors of geodesic balls.

problem The non-increasing property of numbers of almost Euclidean factors of geodesic balls.
method Proves a transformation theorem under a non-decreasing property compared to the non-increasing property.
result Shows that for a manifold with nonnegative Ricci curvature, if its universal cover is polar at infinity and the number of almost Euclidean factors is monotone, then its fundamental group is finitely generated and virtually abelian.

It is a well-known fact that on a bounded spectral interval the Dirac spectrum can be described locally by a non-decreasing sequence of continuous functions of the Riemannian metric. In the present article we extend this result to a global version. We think of the spectrum of a Dirac operator as a function from the int…

2013-03-26abs ↗pdf ↗

We propose a global invariant σcσ_c for contact manifolds which admit a strictly pseudoconvex CR structure, analogous to the Yamabe invariant σσ. We prove that this invariant is non-decreasing under handle attaching and under connected sum. We then give a lower bound on σcσ_c in a particular case.

2018-12-04abs ↗pdf ↗

In this paper, we study the relation of the monotonicity of Hawking Mass and geometric flow problems. We show that along the Hamilton-DeTurck flow with bounded curvature coupled with the modified mean curvature flow, the Hawking mass of the hypersphere with a sufficiently large radius in Schwarzschild spaces is monoton…

2008-05-26abs ↗pdf ↗

We define an invariant of contact structures in dimension three from Heegaard Floer homology. This invariant takes values in the set Z0{}\mathbb{Z}_{\geq0}\cup\{\infty\}. It is zero for overtwisted contact structures, \infty for Stein fillable contact structures, non-decreasing under Legendrian surgery, and computable …

2016-03-08abs ↗pdf ↗

A new simulation method for Volterra processes improves convergence for rough kernels.

problem Simulating Volterra processes with singular kernels.
method iVi (integrated Volterra implicit) scheme based on Inverse Gaussian distribution.
result The iVi scheme achieves weak convergence with few time steps, especially for rough kernels.

A directed graph GG is intrinsically linked\textit{intrinsically linked} if every embedding of that graph contains a non-split link LL, where each component of LL is a consistently oriented cycle in GG. A tournament\textit{tournament} is a directed graph where each pair of vertices is connected by exactly one directed edge. We consider intr…

2019-01-11abs ↗pdf ↗

Paper analyzes convergence rates for multi-agent learning in games.

problem Convergence rates for multi-agent learning in games.
method Characterizes finite-time convergence rates for joint OGD learning on λλ-cocoercive games and develops adaptive algorithms.
result Adaptive algorithms achieve same convergence rates as non-adaptive counterparts.

We study the restless bandit associated with an extremely simple scalar Kalman filter model in discrete time. Under certain assumptions, we prove that the problem is indexable in the sense that the Whittle index is a non-decreasing function of the relevant belief state. In spite of the long history of this problem, thi…

2015-09-15abs ↗pdf ↗

We show that every non-decreasing function f ⁣:NNf\colon \mathbb N\to \mathbb N bounded from above by ana^n for some a1a\ge 1 can be realized (up to a natural equivalence) as the conjugacy growth function of a finitely generated group. We also construct a finitely generated group GG and a subgroup HGH\le G of index 2 such…

2011-07-10abs ↗pdf ↗

In this note, we study Liouville type theorem for conformal Gaussian curvature equation (also called the mean field equation) Δu=K(x)eu,inR2 -Δu=K(x)e^u, in R^2 where K(x)K(x) is a smooth function on R2R^2. When K(x)=K(x1)K(x)=K(x_1) is a sign-changing smooth function in the real line RR, we have a non-existence result for the finite to…

2008-10-29abs ↗pdf ↗

We develop a new approach to the existence of time functions on Lorentzian manifolds, based on Conley's work regarding Lyapunov functions for dynamical systems. We recover Hawking's result that a stably causal admits a time function through a more general result giving the existence of a continuous function that is non…

2016-03-22abs ↗pdf ↗

We study a simple problem that arises from the study of Lorentz surfaces and Anosov flows. For a non decreasing map of degree one h:S1S1h:\mathbb{S}^1\to \mathbb{S}^1, we are interested in groups of circle diffeomorphisms that act on the complement of the graph of hh in S1×S1\mathbb{S}^1\times \mathbb{S}^1 by preserving a vo…

2014-04-10abs ↗pdf ↗

It is conjectured that the full (spacetime) Bartnik mass of a surface ΣΣ is realised as the ADM mass of some stationary asymptotically flat manifold with boundary data prescribed by ΣΣ. Assuming this holds true for a 1-parameter family of surfaces ΣtΣ_t evolving in an initial data set {with the dominant energy condit…

2019-02-06abs ↗pdf ↗

A new method quantifies feature-map discriminativeness for efficient pruning of deep neural networks.

problem Efficiently pruning deep neural networks to reduce computation while maintaining accuracy.
method Presented a novel mathematical formulation (Discriminant Information, DI) to quantify feature-map discriminativeness, enabling efficient pruning and intra-layer mixed precision quantization.
result Our pruned ResNet50 achieves 44% FLOPs reduction without any Top-1 accuracy loss.

Paper proves a generalized Alexandrov-Fenchel inequality for convex hypersurfaces with capillary boundary.

problem Proving a generalized Alexandrov-Fenchel inequality for convex hypersurfaces with capillary boundary.
method Using a locally constrained nonlinear curvature flow to preserve the nn-th quermassintegral and decrease the kk-th quermassintegral.
result Obtained the Alexandrov-Fenchel inequality for convex hypersurfaces with capillary boundary in Bn+1\mathbb{B}^{n+1}.

In this paper we obtain a splitting theorem for the symmetric diffusion operator Δφ=Δ<φ,>Δ_φ=Δ-\left<\nablaφ,\nabla \right> and a non-constant C3C^3 function ff in a complete Riemannian manifold MM, under the assumptions that the Ricci curvature associated with ΔφΔ_φ satisfies Ricφ(f,f)0{\rm Ric}_φ(\nabla f,\nabla f)\ge 0, that $|…

2015-02-01abs ↗pdf ↗

We describe a novel family of models of multi- layer feedforward neural networks in which the activation functions are encoded via penalties in the training problem. Our approach is based on representing a non-decreasing activation function as the argmin of an appropriate convex optimiza- tion problem. The new framewor…

2018-05-03abs ↗pdf ↗

In this paper, we propose an active perception method for recognizing object categories based on the multimodal hierarchical Dirichlet process (MHDP). The MHDP enables a robot to form object categories using multimodal information, e.g., visual, auditory, and haptic information, which can be observed by performing acti…

2015-10-01abs ↗pdf ↗

We consider a closed manifold M with a Riemannian metric g(t) evolving in direction -2S(t) where S(t) is a symmetric two-tensor on (M,g(t)). We prove that if S satisfies a certain tensor inequality, then one can construct a forwards and a backwards reduced volume quantity, the former being non-increasing, the latter be…

2009-05-14abs ↗pdf ↗

A key problem in reinforcement learning for control with general function approximators (such as deep neural networks and other nonlinear functions) is that, for many algorithms employed in practice, updates to the policy or QQ-function may fail to improve performance---or worse, actually cause the policy performance …

2016-02-29abs ↗pdf ↗

An elementary proof shows submodular functions can be represented as measure suprema.

problem Representing submodular functions as supremum of measures.
method Elementary proof using standard extension theorem of measures.
result Submodular functions can be expressed as supremum of measures.

Given a positive lower semi-continuous density ff on R2\mathbb{R}^2 the weighted volume Vf:=fL2V_f:=f\mathscr{L}^2 is defined on the L2\mathscr{L}^2-measurable sets in R2\mathbb{R}^2. The ff-weighted perimeter of a set of finite perimeter EE in R2\mathbb{R}^2 is written Pf(E)P_f(E). We study minimisers for the weighted isop…

2016-12-21abs ↗pdf ↗

The paper proves Ricci flow convergence on compact manifolds with boundary.

problem Analyzing Ricci flow on compact manifolds with boundary conditions.
method Normalized Ricci flow with prescribed mean curvature on boundary.
result The solution converges to a complete hyperbolic metric with sectional curvature < -1.

Suppose GG is a compact Lie group, HH is a closed subgroup of GG, and the homogeneous space G/HG/H is connected. The paper investigates the Ricci flow on a manifold MM diffeomorphic to [0,1]×G/H[0,1]\times G/H. First, we prove a short-time existence and uniqueness theorem for a GG-invariant solution g(t)g(t) satisfying the …

2014-10-28abs ↗pdf ↗

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.