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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.

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1122 · Sep 202019922001200920172026
9 results for QCQP

Ranking items to be recommended to users is one of the main problems in large scale social media applications. This problem can be set up as a multi-objective optimization problem to allow for trading off multiple, potentially conflicting objectives (that are driven by those items) against each other. Most previous app…

2016-02-13abs ↗pdf ↗

Algorithm recovers function samples from noisy modulo samples with high probability.

problem Recovering function samples from noisy modulo samples.
method Two-stage algorithm involving k-NN regression and SDP relaxation.
result Uniform error rate of O((lognn)1d+2)O((\frac{\log n}{n})^{\frac{1}{d+2}}) for function samples.

New conditions ensure Dantzig-Wolfe relaxation matches rank-constrained optimization problems.

problem Rank-constrained optimization problems with linear matrix inequalities.
method Investigates Dantzig-Wolfe relaxation and develops conditions for exactness.
result Conditions for extreme point, convex hull, and objective exactness.

Consider an unknown smooth function f:[0,1]Rf: [0,1] \rightarrow \mathbb{R}, and say we are given nn noisymod1\mod 1 samples of ff, i.e., yi=(f(xi)+ηi)mod1y_i = (f(x_i) + η_i)\mod 1 for xi[0,1]x_i \in [0,1], where ηiη_i denotes noise. Given the samples (xi,yi)i=1n(x_i,y_i)_{i=1}^{n} our goal is to recover smooth, robust estimates of the clean samples $f…

2017-10-27abs ↗pdf ↗

Consider an unknown smooth function f:[0,1]dRf: [0,1]^d \rightarrow \mathbb{R}, and say we are given nn noisy mod 1 samples of ff, i.e., yi=(f(xi)+ηi)mod1y_i = (f(x_i) + η_i)\mod 1, for xi[0,1]dx_i \in [0,1]^d, where ηiη_i denotes the noise. Given the samples (xi,yi)i=1n(x_i,y_i)_{i=1}^{n}, our goal is to recover smooth, robust estimates of the clean sa…

2018-03-09abs ↗pdf ↗