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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.

168,657 papers · 148 categories

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95191286381 · Jun 202019922001200920172026
48 results for Unbounded Gradients

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.

Improved SGD with AdaGrad stepsizes adapts to unknown parameters and unbounded gradients.

problem Adaptive optimization with unknown parameters and unbounded gradients.
method Stochastic Gradient Descent with AdaGrad stepsizes, without assuming problem parameters or strong global Lipschitz conditions.
result Sharp rates of convergence in both low-noise and high-noise regimes, supporting an affine variance noise model.

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.

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 ff has quadratic growth in the zz-variable. In particular, we obtain existence, comparison, and stability results, and consider the opti…

2010-05-19abs ↗pdf ↗

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…

2016-12-08abs ↗pdf ↗

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.…

2019-03-07abs ↗pdf ↗

Paper studies Adam's convergence under relaxed assumptions, proving a rate of O(poly(log T)/sqrt(T)).

problem Understanding Adam's convergence in non-convex, stochastic optimization with unbounded gradients and noise.
method Introduced a comprehensive noise model and used it to prove Adam's convergence rate.
result Adam finds a stationary point with a rate of O(poly(log T)/sqrt(T)) in high probability.

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…

2020-02-27abs ↗pdf ↗

New method for differentially private optimization with general Lipschitz conditions.

problem Differentially private optimization under general Lipschitz conditions.
method Generalized Lipschitz condition for per-sample gradients, tuning clip norm based on minimum per-sample Lipschitz constant.
result Efficacy of the recommended clip norm tuning method verified on 8 datasets.

Two algorithms improve federated learning efficiency and resilience.

problem Scalability issues in federated learning due to communication, privacy, and Byzantine attacks.
method Proposes two algorithms, Ada-StoSign and ββ-StoSign, that compress gradients into bit vectors to reduce communication.
result Ada-StoSign converges with a rate of O(logT/T+1/M)O(\log T/\sqrt{T} + 1/\sqrt{M}) and outperforms existing methods.

We consider a curvature flow V=HV=H in the band domain Ω:=[1,1]×RΩ:=[-1,1]\times \R, where, for a graphic curve ΓtΓ_t, VV denotes its normal velocity and HH denotes its curvature. If ΓtΓ_t contacts the two boundaries ±Ω\partial_\pm Ω of ΩΩ with constant slopes, in 1993, Altschular and Wu \cite{AW1} proved that ΓtΓ_t converge…

2019-07-26abs ↗pdf ↗

Study eigenvalue problems on Riemannian manifolds with specific curvature conditions.

problem Finding eigenvalues and eigenfunctions for quasilinear equations on Riemannian manifolds.
method Generalized Cheng--Yau gradient estimate for quasilinear equations on complete Riemannian manifolds.
result Eigenvalues give rise to unbounded eigenfunctions under certain conditions.

Gradient descent on Hadamard manifolds converges to boundary points, solving optimization problems.

problem Optimization on Hadamard manifolds with unbounded convex functions.
method Gradient descent, duality theorem, moment-weight inequality.
result Gradient descent converges to boundary points, solving optimization problems.

The paper analyzes stability and convergence rates of entropic and Sinkhorn potentials.

problem Stability and convergence rates of entropic and Sinkhorn potentials.
method Semiconcavity properties of entropic potentials and Schrödinger bridges.
result Exponential convergence rates for gradient and Hessian of Sinkhorn iterates.

New method for faster convergence in non-convex optimization with unbounded smoothness.

problem Finding first-order stationary points of non-convex functions with unbounded smoothness.
method Developed a stopped analysis technique to prove convergence rates for (L0,L1)(L_0,L_1)-smooth functions.
result Achieved O(polylog(T)T)\mathcal{O}(\frac{\mathrm{poly}\log(T)}{\sqrt{T}}) convergence rates without uniform noise bounds.

Two new algorithms improve performance in adversarial bandits with unbounded losses.

problem Adversarial Multi-Armed Bandits with unbounded losses.
method Developed UMAB-NN and UMAB-G for non-negative and general unbounded losses respectively.
result UMAB-NN achieves the first adaptive and scale-free regret bound for non-negative unbounded losses.

Nonlinear SGD achieves high-probability rates in non-convex optimization with heavy-tailed noise.

problem Optimization in non-convex problems with heavy-tailed noise.
method General nonlinear framework for SGD, including symmetrization techniques.
result Achieves O~(t1/2)\widetilde{\mathcal{O}}(t^{-1/2}) rate for heavy-tailed noise.

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…

2019-03-17abs ↗pdf ↗

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…

2019-01-08abs ↗pdf ↗

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…

2017-07-01abs ↗pdf ↗

It is shown that the compactly supported identity component of the diffeomorphism group of the 2-dimensional punctured torus Tp2\mathbb T^2_p is an unbounded group. It follows that the fragmentation norm of Tp2\mathbb T^2_p is unbounded.

2011-03-18abs ↗pdf ↗

New inequalities for unbounded functions improve denoising score matching.

problem Statistical error bounds for denoising score matching with unbounded objective functions.
method Derive new concentration inequalities using McDiarmid's inequality and Rademacher complexity bounds.
result Improved statistical error bounds for denoising score matching.

Study focal surfaces of wave fronts with unbounded curvatures.

problem Characterizing singularities of focal surfaces near non-degenerate singular points.
method Characterizations based on types of singularities and geometrical properties of initial fronts.
result Investigation of Gaussian curvature behavior of focal surfaces.

New method improves fairness in DP learning by preventing excessive gradient suppression.

problem Disparate impact on model predictions for minority groups in DP learning.
method Bounded adaptive clipping to prevent excessive gradient suppression.
result Improves worst-class accuracy by over 10 percentage points compared to existing methods.

Study shows unbounded Pontryagin numbers on curved manifolds.

problem Understanding unbounded Pontryagin numbers on curved manifolds.
method Analyzing rational linear combinations of Pontryagin numbers and their relation to the universal elliptic genus.
result Proves existence of unbounded Pontryagin numbers on nonnegatively curved spin manifolds.

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) ilde{O}(\sqrt{T}) high-probability regret under unbounded noise, and established O(mpoly(logT)) O({ m poly} (\log T)) regret bound for strongly convex costs and sub-Gaussian noise.
result Achieved ildeO(T) ilde{O}(\sqrt{T}) high-probability regret under unbounded noise, and O(mpoly(logT)) O({ m poly} (\log T)) regret bound for specific noise and cost conditions.

New approach finds solutions to games with unbounded controls.

problem Existence of equilibrium in mean-field games with unbounded controls.
method Weak formulation and new existence/stability results for quadratic-growth generalized McKean-Vlasov BSDEs.
result Existence of equilibrium result for non-Markovian mean-field games with unbounded control space.

Improved sampling from Gaussian distributions with privacy constraints.

problem Sampling from unbounded Gaussian distributions with differential privacy.
method First $\widetilde{\mathcal{O}}\left(d ight)$-sample algorithm for unbounded Gaussians under $\left(\varepsilon, δ ight)$-differential privacy.
result A quadratic improvement over previous results, settling an open question.

Generalizes Ricci flow starting from small curvature concentration with a Morrey-type condition.

problem Ricci flow starting from manifolds with unbounded curvature.
method Replaces bounded curvature with a Morrey-type condition on the gradient of the metric relative to a complete bounded curvature metric.
result Long-time existence of Ricci flow with curvature decay estimates and diffeomorphic manifold.