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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.

169,051 papers · 148 categories

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15 results for SGA

Paper introduces SGA for barycenter optimization in optimal transport.

problem Optimizing Wasserstein barycenter for discrete distributions.
method Sobolev gradient ascent algorithm tailored to Wasserstein geometry.
result SGA achieves convergence rate similar to subgradient descent.

Study on local convergence of min-max algorithms to differential equilibria on Riemannian manifolds.

problem Solving zero-sum differential games on Riemannian manifolds.
method Analysis of two simultaneous min-max algorithms, ττ-GDA and ττ-SGA, to differential Stackelberg and Nash equilibria, with conditions for linear convergence and asymptotic approximation.
result Established sufficient conditions for linear convergence of ττ-GDA and demonstrated faster convergence of ττ-SGA in some cases.

Improved algorithm for partial recovery of tree-structured graphs with noisy data.

problem Learning Ising tree models with noisy observations.
method Symmetrized Geometric Averaging (SGA) algorithm with improved sample complexity.
result Significantly better sample complexity for partial tree recovery.

New algorithm reduces variance in stochastic gradient estimation.

problem Optimizing the variance of stochastic gradient algorithms for non-log-concave distributions.
method Developed a Multi-index Antithetic Stochastic Gradient Algorithm (MASGA) that is independent of the distribution's structure.
result MASGA achieves performance comparable to Monte Carlo estimators with unbiased samples.

We analyze SGAs for statistical inference via asymptotics, improving tuning methods.

problem Improper tuning of SGAs for optimization and sampling.
method Characterize large-sample asymptotics of SGAs via step-size and sample-size scaling limits.
result Iterate averaging with large step size is robust and asymptotically has covariance proportional to MLE's.

New tools understand and control dynamics in n-player differentiable games.

problem Understanding and controlling the behavior of gradient-based methods in games.
method Developed new tools to understand and control the dynamics in n-player differentiable games, decomposing the game Jacobian into symmetric and antisymmetric components.
result Motivated Symplectic Gradient Adjustment (SGA) algorithm for finding stable fixed points in differentiable games.

Improved neural image compression with refined latent representations.

problem Sub-optimal results from variational autoencoders due to imperfect optimization and capacity limitations.
method Stochastic Gumbel Annealing (SGA) and its extensions (SGA+), including three different methods.
result Significant improvement in compression performance, especially on the R-D trade-off.

Multi-subject fMRI data analysis is an interesting and challenging problem in human brain decoding studies. The inherent anatomical and functional variability across subjects make it necessary to do both anatomical and functional alignment before classification analysis. Besides, when it comes to big data, time complex…

2018-07-07abs ↗pdf ↗

Optimal transport reformulates multiple quantile hedging problem.

problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.

This work analyzes machine learning for Lagrangian Relaxation in MILP.

problem Improving efficiency in solving large-scale MILP problems.
method Data-driven Algorithm Design approach to learn Lagrangian multipliers.
result Stochastic Gradient Ascent achieves the minimax optimal rate for learning multipliers.