Research
On-device research index

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.

168,738 papers · 148 categories

Trend · papers per month

3468102136 · May 202619922001200920172026
48 results for Quadratic divergence

Gradient descent dynamics in quadratic regression models are analyzed, revealing five phases: monotonic, catapult, periodic, chaotic, and divergent.

problem Analyzing the dynamics of gradient descent in quadratic regression models.
method Fine-grained bifurcation analysis of gradient descent dynamics using a cubic map parameterized by the step-size.
result Gradient descent dynamics in quadratic regression models exhibit five distinct phases: monotonic, catapult, periodic, chaotic, and divergent.

We provide geometric conditions on a pair of hyperplanes of a CAT(0) cube complex that imply divergence bounds for the cube complex. As an application, we classify all right-angled Coxeter groups with quadratic divergence and show right-angled Coxeter groups cannot exhibit a divergence function between quadratic and cu…

2016-11-14abs ↗pdf ↗

Let W be a 2-dimensional right-angled Coxeter group. We characterise such W with linear and quadratic divergence, and construct right-angled Coxeter groups with divergence polynomial of arbitrary degree. Our proofs use the structure of walls in the Davis complex.

2012-11-19abs ↗pdf ↗

Square percolation determines threshold for group divergence in random graphs.

problem Threshold for quadratic divergence in random right-angled Coxeter groups.
method Square-graph analysis of random graphs to determine connectivity and divergence.
result Threshold probability for quadratic divergence is \( p_c(n) = \sqrt{\sqrt{6}-2}/\sqrt{n} \).

In this paper we address the problem of artist style transfer where the painting style of a given artist is applied on a real world photograph. We train our neural networks in adversarial setting via recently introduced quadratic potential divergence for stable learning process. To further improve the quality of genera…

2019-02-14abs ↗pdf ↗

We study the asymptotic geometry of Teichmueller geodesic rays. We show that when the transverse measures to the vertical foliations of the quadratic differentials determining two different rays are topologically equivalent, but are not absolutely continuous with respect to each other, then the rays diverge in Teichmue…

2008-03-12abs ↗pdf ↗

We study the limits of holonomy representations of complex projective structures on a compact Riemann surface in the Morgan-Shalen compactification of the character variety. We show that the dual R-trees of the quadratic differentials associated to a divergent sequence of projective structures determine the Morgan-Shal…

2011-05-25abs ↗pdf ↗

The paper rethinks the use of exponential averaging in machine learning optimization.

problem The inefficiency of using exponential averaging in optimization algorithms.
method The paper connects EA-CM algorithms to Wake of Quadratic regularized models and proposes new algorithms, KLD-WRM.
result The new algorithms outperform existing methods like K-FAC on MNIST.

Study on divergence and thickness for Coxeter groups, generalizing previous work.

problem Characterizing and bounding divergence and thickness for Coxeter groups.
method Characterization of linear divergence, introduction of hypergraph index, new construction of Coxeter systems.
result Upper bounds on divergence and thickness for Coxeter groups, conjectured to be equalities.

Study geodesics in curved spaces, counts ambiguous paths, confirms number theory conjectures.

problem Counting ambiguous geodesics in curved spaces.
method Asymptotic formula for common perpendiculars in negatively curved spaces, applying to modular orbifolds and number fields.
result Confirms and extends Motohashi's conjecture on binary additive divisor problem.

Efficiently reduces rank of non-negative matrices with quadratic time complexity.

problem Efficiently reducing the rank of non-negative matrices.
method Formulated rank reduction as a mean-field approximation using a log-linear model.
result Optimal solution for minimizing KL divergence can be computed in closed form.

New formulations for comparing metric measure spaces with arbitrary positive measures.

problem Comparing metric measure spaces with arbitrary positive measures.
method Two novel formulations: a divergence and a conic lifting approach.
result Efficiently solvable formulations for comparing metric spaces with arbitrary positive measures.

This paper provides efficient algorithms for computing entropy and KL divergence in Bayesian networks.

problem Computing entropy and KL divergence for Bayesian networks efficiently.
method Leveraging the graphical structure of Bayesian networks, the paper provides computationally efficient algorithms.
result Reduces computational complexity of KL divergence from cubic to quadratic for Gaussian BNs.

We consider the limit set in Thurston's compactification PMF of Teichmueller space of some Teichmueller geodesics defined by quadratic differentials with minimal but not uniquely ergodic vertical foliations. We show that a) there are quadratic differentials so that the limit set of the geodesic is a unique point, b) th…

2014-06-03abs ↗pdf ↗

In this paper we explore relationships between divergence and thick groups, and with the same techniques we estimate lengths of shortest conjugators. We produce examples, for every positive integer n, of CAT(0) groups which are thick of order n and with polynomial divergence of order n+1, both these phenomena are new. …

2011-10-22abs ↗pdf ↗

Study measures complexity of surfaces using a new graph to prove group properties.

problem Understanding the complexity and structure of mapping class groups.
method Introduces a non-peripheral curve graph and uses it to analyze the structure of mapping class groups.
result Proves properties of the mapping class group based on the complexity measure.

In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of the SURE theory, a key step is to compute the (weak) derivative and divergence of a solution with respect to the observations. As such a so…

2012-05-07abs ↗pdf ↗

EGMU optimizes portfolios using KL divergence, ensuring positive solutions.

problem Constructing multi-factor target-exposure portfolios efficiently and accurately.
method Convex optimization framework minimizing KL divergence, with explicit solvers.
result Established feasibility and uniqueness of strictly positive solutions under convex-hull conditions.

A new ParVI framework improves particle-based variational inference methods.

problem Non-trivial kernel design in particle-based variational inference methods.
method Proposes a generalized Wasserstein gradient descent (GWG) framework with broader regularizers.
result Demonstrates strong convergence guarantees and effectiveness on simulated and real data.

New bounds found for optimizing non-convex functions with noisy data.

problem Limits of first-order stochastic optimization in non-convex settings.
method Divergence decomposition to construct challenging subclasses.
result Sharp lower bounds on noisy gradient queries for various non-convex classes.

A new method speeds up computation of Sinkhorn divergences to linear time.

problem Expensive computation of Sinkhorn divergences for comparing probability distributions.
method Using positive features to approximate ground costs, reducing computation time to linear.
result Sinkhorn divergences can be computed in linear time, scaling as O(nr).

Threshold found for hyperbolicity in random Coxeter groups.

problem Determining the hyperbolicity threshold in random Coxeter groups.
method Analyzing random right-angled Coxeter groups via Erdős-Rényi graphs and combinatorial properties.
result Threshold p=1/np=1/\sqrt{n} for relative hyperbolicity in random Coxeter groups.

Improved analysis for diffusion models reduces KL divergence error dependence on data dimension and discretization step size.

problem Analyze the convergence of diffusion-based generative models under minimal assumptions.
method Model the generation process as a composition of reverse ODE and noising steps, leveraging Wasserstein-type error control and noise addition.
result Achieved a linear dependence on data dimension and improved dependence on discretization step size for KL divergence error.

On four-dimensional closed manifolds we introduce a class of canonical Riemannian metrics, that we call weak harmonic Weyl metrics, defined as critical points in the conformal class of a quadratic functional involving the norm of the divergence of the Weyl tensor. This class includes Einstein and, more in general, harm…

2018-10-16abs ↗pdf ↗

New method uses neural networks to solve complex PDEs from optimal control theory.

problem Solving high-dimensional Hamilton-Jacobi-Bellman PDEs.
method Iterative diffusion optimization techniques, focusing on path measures and divergences.
result Favourable properties of log-variance divergence for Monte Carlo estimators.

One-pass SGD dynamics in overparameterized quadratic networks show slow escape from poor solutions.

problem Slow escape from poor generalization solutions in overparameterized neural networks.
method Analysis of one-pass SGD dynamics using ordinary differential equations for overlap matrices.
result Overparameterization only modestly accelerates escape from poor solutions.

New method accelerates energetic variational inference using particle dynamics.

problem Efficiently solving variational inference problems with reduced computational cost.
method Particle-based variational inference with implicit scheme, inspired by energy quadratization and operator splitting.
result Significantly reduces computational cost compared to existing methods.

Reinforcement Learning(RL) with sparse rewards is a major challenge. We propose \emph{Hindsight Trust Region Policy Optimization}(HTRPO), a new RL algorithm that extends the highly successful TRPO algorithm with \emph{hindsight} to tackle the challenge of sparse rewards. Hindsight refers to the algorithm's ability to l…

2019-07-29abs ↗pdf ↗

Index tracking is a popular form of asset management. Typically, a quadratic function is used to define the tracking error of a portfolio and the look back approach is applied to solve the index tracking problem. We argue that a forward looking approach is more suitable, whereby the tracking error is expressed as expec…

2019-08-21abs ↗pdf ↗

Selective removal of data subsets can efficiently unlearn unwanted distributions.

problem Efficiently removing unwanted data subsets without losing important information.
method Formalized as distributional unlearning, using Kullback-Leibler divergence constraints to select a small subset of data.
result Proposed method achieves corresponding log-loss bounds and is quadratically more sample-efficient than random removal.

The study proves uniqueness of large isoperimetric sets in specific noncompact manifolds.

problem Proving uniqueness of large isoperimetric sets in noncompact manifolds with nonnegative Ricci curvature.
method Analyzing properties of complete Riemannian manifolds with specific curvature conditions.
result There exists a set of volumes with density 1 at infinity where isoperimetric sets are unique and strictly volume preserving stable.

New insights into how large learning rates affect transformer training dynamics.

problem Understanding how large learning rates impact the training of transformer models.
method Analyzing a simplified linear transformer model with a two-factor product map.
result Large learning rates can lead to various training outcomes including cycles, chaos, or divergence.

We study two global structural properties of a graph ΓΓ, denoted AS and CFS, which arise in a natural way from geometric group theory. We study these properties in the Erdös--Rényi random graph model G(n,p), proving a sharp threshold for a random graph to have the AS property asymptotically almost surely, and giving f…

2015-05-08abs ↗pdf ↗

Graph-based methods provide a powerful tool set for many non-parametric frameworks in Machine Learning. In general, the memory and computational complexity of these methods is quadratic in the number of examples in the data which makes them quickly infeasible for moderate to large scale datasets. A significant effort t…

2013-09-26abs ↗pdf ↗

MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation. We propose a novel MAP relaxation that penalizes the Kullback-Leibler divergence…

2012-06-18abs ↗pdf ↗

New algorithms optimize risk for large datasets, improving efficiency.

problem Optimizing risk for large datasets with robust methods.
method Proposed algorithms for distributionally robust optimization with CVaR and χ² divergence uncertainty sets.
result Algorithms require independent gradient evaluations of training set size and parameters, suitable for large-scale applications.

The paper explores how the Gauss curvature of Riemannian surfaces can be represented as the divergence of a vector field.

problem Representing the Gauss curvature of Riemannian surfaces as the divergence of a vector field.
method Investigates the existence of a metric linear connection of zero curvature and its role in differential geometry.
result Provides conditions under which a Riemannian surface can be considered a generalized Berwald surface.