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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.

168,695 papers · 148 categories

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124249373497 · May 202619922001200920172026
48 results for Uniformly bounded variance

Study shows Stochastic Mirror Descent optimizes convex problems with infinite noise variance.

problem Optimizing convex problems with infinite noise variance.
method Stochastic Mirror Descent algorithm with uniformly convex mirror maps.
result Demonstrates convergence rate quantified in terms of iterations, dimensionality, and geometric parameters.

We give improved constants for data dependent and variance sensitive confidence bounds, called empirical Bernstein bounds, and extend these inequalities to hold uniformly over classes of functionswhose growth function is polynomial in the sample size n. The bounds lead us to consider sample variance penalization, a nov…

2009-07-21abs ↗pdf ↗

New Q-learning algorithm reduces sample complexity for large discount factors.

problem Large discount factors make Q-learning algorithms inefficient.
method Introduces a new Q-learning algorithm with uniformly bounded sample complexity.
result The new algorithm achieves asymptotic covariance that is a quadratic in 1/(1ργ)1/(1- ρ^* γ).

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 paper provides concentration inequalities for Markov chain variance estimators.

problem Estimating the variance of Markov chains with concentration properties.
method Martingale decomposition method for uniformly geometrically ergodic Markov chains.
result Explicit control of the p-th moment of the OBM estimator difference and dependence on p and mixing time.

This paper develops the first method for the exact simulation of reflected Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The running time of generating exact samples of non-stationary RBM at any time tt is uniformly bounded by O(1/γˉ2)\mathcal{O}(1/\barγ^2) where γˉ\barγ is the average drift of…

2013-12-23abs ↗pdf ↗

Two algorithms tackle heavy-tailed rewards in reinforcement learning with linear function approximation.

problem Online sequential decision-making with heavy-tailed rewards.
method AdaOFUL and VARA algorithms for linear stochastic bandits and MDPs, using modified adaptive Huber regression.
result Achieved state-of-the-art and variance-aware regret bounds for heavy-tailed rewards.

New concentration inequality for U-statistics of Markov chains.

problem Proving a concentration inequality for U-statistics of order two in uniformly ergodic Markov chains.
method Inductive analysis using martingale techniques, uniform ergodicity, Nummelin splitting, and Bernstein's inequality.
result Recovery of convergence rate for U-statistics of independent random variables and canonical kernels, with improved results for dependent kernels.

In this paper, we prove the compactness theorem for gradient Ricci solitons. Let (Mα,gα)(M_α, g_α) be a sequence of compact gradient Ricci solitons of dimension n4n\geq 4, whose curvatures have uniformly bounded Ln2L^{\frac{n}{2}} norms, whose Ricci curvatures are uniformly bounded from below with uniformly lower bounded vol…

2005-07-30abs ↗pdf ↗

Jiang et al. (2020) found no uniformly tight generalization bounds for neural networks in the overparameterized setting.

problem Finding uniformly tight generalization bounds for neural networks in the overparameterized setting.
method Examined more than a dozen generalization bounds, proving that no bounds can be uniformly tight in the overparameterized setting.
result No generalization bounds can be uniformly tight in the overparameterized setting.

Adam converges with high probability under unconstrained non-convex smooth stochastic optimizations.

problem Theoretical limitations of Adam's convergence under unconstrained non-convex smooth stochastic optimizations.
method Deep analysis of Adam's convergence rate under affine variance noise, without bounded gradient assumptions.
result Adam converges to the stationary point with a high probability rate of $\mathcal{O}\left({ m poly}(\log T)/\sqrt{T} ight)$.

Method improves treatment effect estimation in randomized experiments.

problem Estimating distributional treatment effects in randomized experiments.
method Distributional regression framework with machine learning for variance reduction.
result The proposed method reduces variance of distributional treatment effect estimators.

Consider the unnormalized Ricci flow (gij)t=2Rij(g_{ij})_t = -2R_{ij} for t[0,T)t\in [0,T), where T<T < \infty. Richard Hamilton showed that if the curvature operator is uniformly bounded under the flow for all times t[0,T)t\in [0,T) then the solution can be extended beyond TT. We prove that if the Ricci curvature is uniformly bounded…

2003-11-22abs ↗pdf ↗

Paper analyzes convergence of two time-scale stochastic approximation using martingale approach.

problem Analyzing convergence of two time-scale stochastic approximation algorithms.
method Uses martingale approach to establish convergence conditions and rates.
result Establishes different rates of convergence for fast and slow subsystems.

Let (X,P)(X, P) be a toric variety. In this note, we show that the C0C^0-norm of the Calabi flow φ(t)\varphi(t) on XX is uniformly bounded in [0,T)[0, T) if the Sobolev constant of φ(t)\varphi(t) is uniformly bounded in [0,T)[0, T). We also show that if (X,P)(X, P) is uniform KK-stable, then the modified Calabi flow converges expone…

2014-06-25abs ↗pdf ↗

Uniformly finite homology is a coarse homology theory, defined via chains that satisfy a uniform boundedness condition. By construction, uniformly finite homology carries a canonical \ell^\infty-semi-norm. We show that, for uniformly discrete spaces of bounded geometry, this semi-norm on uniformly finite homology in …

2015-02-04abs ↗pdf ↗

Estimates spectral projections restricted to uniformly embedded submanifolds.

problem Estimating spectral projections on submanifolds of manifolds with nonpositive curvature.
method Estimates the L2(M)oLq(Σ)L^2(M) o L^q(Σ) norm of spectral projection operators.
result Sharp spectral projection estimates for small spectral windows.

We show that a space with a finite asymptotic dimension is embeddable in a non-positively curved manifold. Then we prove that if a uniformly contractible manifold X is uniformly embeddable in Rn\R^n or non-positively curved n-dimensional simply connected manifold then X×RnX\times\R^n is integrally hyperspherical. If a un…

1999-12-08abs ↗pdf ↗

A fundamental tool in the analysis of Ricci flow is a compactness result of Hamilton in the spirit of the work of Cheeger, Gromov and others. Roughly speaking it allows one to take a sequence of Ricci flows with uniformly bounded curvature and uniformly controlled injectivity radius, and extract a subsequence that conv…

2011-10-17abs ↗pdf ↗

If a normalized Kähler-Ricci flow g(t),t[0,),g(t),t\in[0,\infty), on a compact Kähler nn-manifold, n3n\geq 3, of positive first Chern class satisfies g(t)2πc1(M)g(t)\in 2πc_{1}(M) and has LnL^{n} curvature operator uniformly bounded, then the curvature operator will also uniformly bounded along the flow. Consequently the flow will conv…

2007-10-22abs ↗pdf ↗

Consider a sequence of minimal varieties M_i in a Riemannian manifold N such that the boundary measures are uniformly bounded on compact sets. Let Z be the set of points at which the areas of the M_i blow up. We prove that Z behaves in some ways like a minimal variety without boundary: in particular, it satisfies the s…

2012-07-14abs ↗pdf ↗

We prove that for a solution (Mn,g(t))(M^n,g(t)), t[0,T)t\in[0,T), where T<T<\infty, to the Ricci flow with bounded curvature on a complete non-compact Riemannian manifold with the Ricci curvature tensor uniformly bounded by some constant CC on Mn×[0,T)M^n\times [0,T), the curvature tensor stays uniformly bounded on Mn×[0,T)M^n\times [0,T).…

2008-12-15abs ↗pdf ↗

We show that the scalar curvature is uniformly bounded for the normalized Kahler-Ricci flow on a Kahler manifold with semi-ample canonical bundle. In particular, the normalized Kahler-Ricci flow has long time existence if and only if the scalar curvature is uniformly bounded, for Kahler surfaces, projective manifolds o…

2011-11-24abs ↗pdf ↗

For a domain ΩRnΩ\subset\mathbb R^n, we introduce the concept of a uniformly CmC^m defining function. We characterize uniformly CmC^m defining functions in terms of the signed distance function for the boundary and provide a large class of examples of unbounded domains with uniformly CmC^m defining functions. Some of ou…

2011-11-17abs ↗pdf ↗

VRER selectively reuses past observations to reduce variance in policy optimization.

problem Lack of effective experience replay for accelerating policy optimization in complex systems.
method Variance Reduction Experience Replay (VRER) framework that selectively reuses informative samples.
result VRER reduces gradient variance and improves policy learning over state-of-the-art algorithms.

Given a closed Riemannian manifold (Nn+1,g)(N^{n+1},g), n+13n+1 \geq 3 we prove the compactness of the space of singular, minimal hypersurfaces in NN whose volumes are uniformly bounded from above and the pp-th Jacobi eigenvalue λpλ_p's are uniformly bounded from below. This generalizes the results of Sharp and Ambrozio-Carl…

2019-01-17abs ↗pdf ↗

This paper examines limits of Riemannian 2-manifolds with bounded curvature.

problem Understanding the limits of Riemannian 2-manifolds with bounded curvature.
method Uniform semi-locally 1-connected sequences of closed connected Riemannian 2-manifolds with bounded total absolute curvature.
result Description of Gromov-Hausdorff limits of the sequences.

A new gradient estimator reduces variance near boundaries for binary latent variables.

problem Explosive gradient variance near boundaries in binary latent variable models.
method Introduces a new gradient estimator (bitflip-1) and an aggregated estimator (UGC) that uses either bitflip-1 or DisARM for each coordinate.
result UGC has uniformly lower variance than DisARM and achieves optimal optimization objectives.

Ancient Ricci flows with bounded Nash entropy have uniform Sobolev inequalities.

problem Bounding Nash entropy in ancient Ricci flows.
method Uniformly bounded Nash entropy implies uniform bounds on the ν-functional, leading to uniform logarithmic and Sobolev inequalities.
result Uniform logarithmic and Sobolev inequalities on ancient Ricci flows with bounded Nash entropy.

Aspherical manifolds with bounded curvature have non-trivial abelian subgroups in their fundamental groups.

problem Understanding the fundamental groups of aspherical manifolds under certain curvature conditions.
method Analyzing the collapsing behavior of manifolds with bounded Ricci curvature and diameter.
result The fundamental groups of such manifolds have non-trivial finitely generated abelian normal subgroups.