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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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135270405540 · Jun 202019922001200920172026
48 results for Nonlinear Estimators

Proposes a new method for nonlinear Bayesian updates using ensemble kernel regression.

problem Nonlinear and non-Gaussian Bayesian updates for complex systems.
method Combines Kalman filtering for observed components and kernel density estimation for unobserved components, with subsampling and clustering.
result Reduces estimation errors in highly nonlinear scenarios compared to standard linear updates.

The paper develops adaptive deep learning methods for nonlinear time series models.

problem Estimating mean functions of non-stationary and nonlinear time series models.
method Develops non-penalized and sparse-penalized DNN estimators for general non-stationary time series, derives minimax lower bounds, and shows the sparse-penalized DNN estimator is adaptive and optimal.
result Sparse-penalized DNN estimator achieves minimax optimal rates for many nonlinear AR models.

Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations.

problem Understanding moduli of continuity for fully nonlinear parabolic equations.
method Proving moduli of continuity of viscosity solutions are subsolutions of one-dimensional parabolic equations.
result Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations with bounded initial data.

Paper connects contrastive learning to MI maximization and establishes robust methods for nonlinear ICA and subspace estimation.

problem Understanding and improving unsupervised representation learning and density ratio estimation.
method The paper connects contrastive learning to MI maximization, establishes new recovery conditions for nonlinear ICA, and proposes a practical outlier-robust method for nonlinear subspace estimation.
result The proposed methods can be seen as maximizing MI, performing nonlinear ICA, or estimating nonlinear subspaces, and are robust to outliers.

Optimistic estimate predicts best fitting performance of nonlinear models.

problem Evaluating the potential of nonlinear models in fitting.
method Proposes an optimistic estimate to quantify the smallest sample size for fitting nonlinear models.
result Predicts specific subsets of targets that can be fitted at overparameterization.

The paper derives new gradient and Hessian estimates for nonlinear parabolic equations.

problem Estimating solutions to nonlinear weighted parabolic equations.
method Derives Li-Yau and Hamilton type gradient estimates, and Hessian estimates.
result New gradient and Hessian estimates for positive solutions of nonlinear parabolic equations.

The paper provides gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.

problem Proving gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.
method Using Hamilton type and Li-Yau type estimates, the paper proves gradient estimates on positive solutions to generalized nonlinear parabolic equations on smooth metric measure spaces with compact boundary.
result Gradient estimates for nonlinear heat-type equations on smooth metric measure spaces.

The paper proves gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.

problem Proving gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.
method Using Souplet-Zhang type estimates and properties of Bakry-Emery Ricci tensor and weighted mean curvature.
result Gradient estimates for nonlinear parabolic equations on smooth metric measure spaces with Dirichlet boundary condition.

PGD algorithms solve nonlinear inverse problems with generative priors using noisy measurements.

problem Signal estimation from noisy nonlinear measurements with generative priors.
method Projected gradient descent algorithms for two cases: unknown and known nonlinearity.
result PGD algorithms converge linearly to optimal statistical rates using arbitrary initialization.

In this paper we are concerned with the matrix Li-Yau-Hamilton estimates for nonlinear heat equations. Firstly, we derive such estimate on a Kähler manifold with a fixed Kähler metric. Then we consider the estimate on Kähler manifolds with Kähler metrics evolving under the rescaled Kähler-Ricci flow. Both of the estima…

2019-11-01abs ↗pdf ↗

Paper proves rigidity estimates for hyperbolic shells and applies them to \(Γ\)-limit theory.

problem Rigidity of hyperbolic shells and their \(Γ\)-limit behavior.
method Nonlinear rigidity estimates for \(H^1\) deformations and hyperbolic shells with clamped lateral boundary.
result Derives the optimal exponent \(h^{-4/3}\) for hyperbolic shells.

This paper presents a method for efficient density estimation in nonlinear systems.

problem Accurate representation of non-Gaussian distributions in nonlinear dynamical systems is challenging.
method Uses Seminonparametric (SNP) densities with probabilists' Hermite polynomial basis and Monte Carlo approximation for maximum likelihood estimation.
result Demonstrates that the method can accurately capture non-Gaussian density structure and compute quantiles using fewer samples than raw Monte Carlo.

The paper derives subgradient estimates for a specific nonlinear subparabolic equation on pseudo-Hermitian manifolds.

problem Deriving subgradient estimates for positive solutions to a nonlinear subparabolic equation on pseudo-Hermitian manifolds.
method Using the CR sub-Laplacian comparison property, the paper derives local subgradient estimates for positive solutions to the given equation.
result The paper establishes subgradient estimates for positive solutions to the nonlinear subparabolic equation.

The paper provides new gradient estimates for solutions to a nonlinear elliptic equation on smooth metric measure spaces.

problem Gradient estimates for solutions to a specific nonlinear elliptic equation on smooth metric measure spaces.
method Nash-Moser iteration technique to obtain local gradient estimates.
result New local gradient estimates for positive solutions to the equation.

The paper studies fully nonlinear equations on Hermitian manifolds, proving existence and interior estimates.

problem Proving existence and interior estimates for fully nonlinear equations on Hermitian manifolds.
method Derives interior estimates and establishes the existence of smooth solutions for the Dirichlet problem and equations on closed manifolds.
result Derives interior estimates and establishes the existence of smooth solutions for the Dirichlet problem and equations on closed manifolds.

Study gradient estimates for nonlinear parabolic equations on Riemannian manifolds.

problem Estimating gradients for nonlinear parabolic equations on Riemannian manifolds.
method Analyzes Fisher-KPP, parabolic Allen-Cahn, and Newell-Whitehead equations on complete noncompact Riemannian manifolds.
result Gradient estimates for positive solutions and Liouville theorem for ancient solutions.

We present a method to derive local estimates for some classes of fully nonlinear elliptic equations. The advantage of our method is that we derive Hessian estimates directly from C0C^0 estimates. Also, the method is flexible and can be applied to a large class of equations.

2005-10-29abs ↗pdf ↗

Estimates for complex equations on manifolds derived from a conjecture.

problem Estimating solutions to complex equations on Hermitian manifolds.
method Developed second order estimates for fully nonlinear elliptic equations with gradient terms.
result Derived global estimates for an equation related to Gauduchon's conjecture.

Uniform estimates for complex equations on compact manifolds found.

problem Uniform estimates for (n1)(n-1)-form fully nonlinear PDEs on compact Hermitian manifolds.
method Local comparison with Monge-Ampère equations and finding an appropriate elliptic operator.
result A priori LL^\infty estimate for the equations.

Proposes an INLA-based method for state and parameter estimation in nonlinear systems.

problem Difficulty in learning parameters accurately in nonlinear dynamical systems.
method Iterated INLA for state and parameter estimation in nonlinear dynamical systems.
result Outperforms existing methods on data assimilation tasks.

In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable as it involves integrals of general nonlinear functions and the filtered and sm…

2020-02-07abs ↗pdf ↗

Bayesian method improves predictions in overparameterized nonlinear regression.

problem Understanding overparameterization in nonlinear regression models.
method Bayesian framework with adaptive prior considering data spectral structure.
result Posterior contraction established for generalized linear and single-neuron models, demonstrating prediction consistency.

DeepBayes uses neural networks to efficiently estimate parameters in complex dynamical models.

problem Estimating parameters in stochastic, nonlinear dynamical models is challenging.
method DeepBayes leverages deep recurrent neural networks to learn an estimator that minimizes mean-squared error.
result DeepBayes achieves asymptotically equivalent performance to Bayesian estimation methods.

Proposes a partially linear structure to capture nonlinear relationships in mixture of experts models.

problem Suboptimal estimates due to linearity assumption in mixture of experts models.
method Introduces a partially linear structure that incorporates unspecified functions to capture nonlinear relationships.
result Establishes the identifiability of the proposed model under mild conditions and introduces a practical estimation algorithm.

We propose a formulation for nonlinear recurrent models that includes simple parametric models of recurrent neural networks as a special case. The proposed formulation leads to a natural estimator in the form of a convex program. We provide a sample complexity for this estimator in the case of stable dynamics, where th…

2019-08-26abs ↗pdf ↗

New algorithms estimate Jacobian matrices for large-scale machine learning.

problem Efficiently computing search directions for large nonlinear least squares.
method Exploit low-rank structure in Hessian to estimate Jacobian matrices.
result Two algorithms perform well compared to state-of-the-art methods.

Derives gradient estimate for a specific nonlinear parabolic equation on Finsler manifolds.

problem Derives gradient estimate for a nonlinear parabolic equation on Finsler manifolds.
method Leverages a new Laplacian comparison theorem to derive a Li-Yau type gradient estimate.
result Establishes a Li-Yau type gradient estimate for the Finslerian logarithmic Schrödinger equation.

The paper studies gradient estimates and Liouville theorems for a nonlinear elliptic equation on metric measure spaces.

problem Gradient estimates and Liouville theorems for positive solutions to a specific nonlinear elliptic equation.
method Analyzes the nonlinear elliptic equation \( \Delta_{V}u^{m} + \mu(x)u + p(x)u^{\alpha} = 0 \) on smooth metric measure spaces with bounded Bakry-Émery curvature.
result Establishes gradient estimates and related Liouville theorems and Harnack inequalities.

New nonlinear smoothers improve state estimation in chaotic systems.

problem Improving state estimation in chaotic dynamical systems with non-Gaussian behavior.
method Developed nonlinear backward ensemble transport smoothers with parameterization and regularization of transport maps.
result Nonlinear smoothers yield lower estimation error than conventional methods for comparable model evaluations.

New method estimates convergence bounds for nonlinear Markov chains.

problem Difficulty in describing properties of nonlinear Markov chains.
method Coupling Markov chains to reconstitute distribution relationships and estimate convergence bounds.
result Estimation of convergence bounds is more precise than existing results.