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.
The paper provides gradient estimates for Neumann semigroups on manifolds with boundary under unbounded curvature conditions.
problem Gradient estimates for Neumann semigroups on manifolds with boundary under unbounded curvature conditions.
method Establishes Bismut-type formulas and gradient estimates for Feynman--Kac semigroups on Riemannian manifolds with boundary, under geometric conditions formulated in terms of Ricci curvature and second fundamental form.
result Derives pointwise gradient estimates for the Neumann semigroup under variable, possibly unbounded, lower curvature bounds.
We present a version of the equivariant gradient degree defined for equivariant gradient perturbations of an equivariant unbounded self-adjoint operator with purely discrete spectrum in Hilbert space. Two possible applications are discussed.
In this article, we prove gradient estimates under Bakry-Emery curvature bounds for unbounded graph Laplacians which satisfy an ellipticity assumption. As applications, we study completeness and finiteness of stochastically complete graphs under Bakry-Emery curvature bounds.
AdaGrad-Norm achieves optimal convergence rates for non-convex objectives without tuning.
problem Optimal convergence rates for non-convex, smooth objectives with adaptive step sizes.
method Adaptive SGD (AdaGrad-Norm) with self-tuning step sizes, analyzing under unbounded gradients and affine variance scaling.
result AdaGrad-Norm achieves order optimal convergence rate of $\mathcal{O}\left(\frac{\mathrm{poly}\log(T)}{\sqrt{T}}
ight)$ under optimal assumptions.
The CD equalities were introduced to imply the gradient estimate of laplace operator on graphs. This article is based on the unbounded Laplacians, and finally concludes some equivalent properties of the CD(K,∞)and CD(K,n).
Understanding the convergence performance of asynchronous stochastic gradient descent method (Async-SGD) has received increasing attention in recent years due to their foundational role in machine learning. To date, however, most of the existing works are restricted to either bounded gradient delays or convex settings.…
In this paper, we analyze a real-valued reflected backward stochastic differential equation (RBSDE) with an unbounded obstacle and an unbounded terminal condition when its generator f has quadratic growth in the z-variable. In particular, we obtain existence, comparison, and stability results, and consider the opti…
We consider smooth radial solutions to the Hamiltonian stationary equation which are defined away from the origin. We show that in dimension two all radial solutions on unbounded domains must be special Lagrangian. In contrast, for all higher dimensions there exist non-special Lagrangian radial solutions over unbounded…
Stochastic gradient Langevin dynamics (SGLD) is a computationally efficient sampler for Bayesian posterior inference given a large scale dataset. Although SGLD is designed for unbounded random variables, many practical models incorporate variables with boundaries such as non-negative ones or those in a finite interval.…
We study Online Convex Optimization in the unbounded setting where neither predictions nor gradient are constrained. The goal is to simultaneously adapt to both the sequence of gradients and the comparator. We first develop parameter-free and scale-free algorithms for a simplified setting with hints. We present two ver…
We consider a curvature flow V=H in the band domain Ω:=[−1,1]×R, where, for a graphic curve Γt, V denotes its normal velocity and H denotes its curvature. If Γt contacts the two boundaries ∂±Ω of Ω with constant slopes, in 1993, Altschular and Wu \cite{AW1} proved that Γt converge…
We construct exhaustion and cut-off functions with controlled gradient and Laplacian on manifolds with Ricci curvature bounded from below by a (possibly unbounded) nonpositive function of the distance from a fixed reference point, without any assumptions on the topology or the injectivity radius. Along the way we prove…
We consider complete non-compact manifolds with either a sub-quadratic growth of the norm of the Riemann curvature, or a sub-quadratic growth of both the norm of the Ricci curvature and the squared inverse of the injectivity radius. We show the existence on such a manifold of a distance-like function with bounded gradi…
We propose Zeno++, a new robust asynchronous Stochastic Gradient Descent~(SGD) procedure which tolerates Byzantine failures of the workers. In contrast to previous work, Zeno++ removes some unrealistic restrictions on worker-server communications, allowing for fully asynchronous updates from anonymous workers, arbitrar…
We consider prediction with expert advice under the log-loss with the goal of deriving efficient and robust algorithms. We argue that existing algorithms such as exponentiated gradient, online gradient descent and online Newton step do not adequately satisfy both requirements. Our main contribution is an analysis of th…
We construct an unbounded representative for the shriek class associated to the embeddings of spheres into Euclidean space. We equip this unbounded Kasparov cycle with a connection and compute the unbounded Kasparov product with the Dirac operator on Rn+1. We find that the resulting spectral triple for the…
This memoir presents a systematic study of the utility maximization problem of an investor in a constrained and unbounded financial market. Building upon the work of Hu et al. (2005) [Ann. Appl. Probab., 15, 1691--1712] in a bounded framework, we extend our analysis to the more challenging unbounded case. Our methodolo…
It is shown that the compactly supported identity component of the diffeomorphism group of the 2-dimensional punctured torus Tp2 is an unbounded group. It follows that the fragmentation norm of Tp2 is unbounded.
Paper tackles online control of linear systems with unbounded noise.
problem Online control of linear systems under unbounded noise with unknown convex cost functions.
method Developed an algorithm achieving ildeO(T) high-probability regret under unbounded noise, and established O(mpoly(logT)) regret bound for strongly convex costs and sub-Gaussian noise.
result Achieved ildeO(T) high-probability regret under unbounded noise, and O(mpoly(logT)) regret bound for specific noise and cost conditions.