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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.

168,742 papers · 148 categories

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25.0%50.0%75.0%100.0% · Jun 199319922001200920172026
48 results for Variational argument

We provide sharp empirical estimates of expectation, variance and normal approximation for a class of statistics whose variation in any argument does not change too much when another argument is modified. Examples of such weak interactions are furnished by U- and V-statistics, Lipschitz L-statistics and various error f…

2018-03-11abs ↗pdf ↗

Sharp inequalities and eigenvalue problems on Finsler manifolds with nonnegative Ricci curvature.

problem Establishing sharp Morrey-Sobolev inequalities and eigenvalue problems on Finsler manifolds.
method Combining sharp isoperimetric inequality and anisotropic symmetrization argument.
result Existence and multiplicity of solutions for eigenvalue problems and elliptic PDEs.

Study optimal consumption with drawdown limits over a fixed time frame.

problem Maximizing utility with consumption limits during a fixed period.
method Extended utility maximization problem with drawdown constraint, using PDE arguments and dual transform.
result Existence and uniqueness of classical solution to HJB variational inequality, with explicit free boundaries.

This work interprets SFA through variational inference, relaxing linearity constraints.

problem Recover non-linear SFA from variational inference.
method Probabilistic interpretation of SFA through variational inference, relaxing linearity constraints.
result Reinterprets SFA as a variational framework, allowing slowness as a regularizer to reconstruction loss.

he celebrated formula of Schlafli relates the variation of the dihedral angles of a smooth family of polyhedra in a space form and the variation of volume. We give a smooth analogue of this classical formula -- our result relates the variation of the volume bounded by a hypersurface moving in a general Einstein manifol…

2000-01-29abs ↗pdf ↗

From minimal surfaces such as Simons' cone and catenoids, using refined Lyapunov-Schmidt reduction method, we construct new solutions for a free boundary problem whose free boundary has two components. In dimension 88, using variational arguments, we also obtain solutions which are global minimizers of the correspondi…

2017-04-25abs ↗pdf ↗

We characterize convex isoperimetric sets in the Heisenberg group endowed with horizontal perimeter. We first prove Sobolev regularity for a certain class of vector fields in the plane with bounded variation, related to the curvature equations. Then, by an approximation-reparameterization argument, we show that the bou…

2006-07-26abs ↗pdf ↗

In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, Wt=Bt+μt,t0,W_t = B_t + μt, t\geq 0, where (Bt)(B_t) is a standard Brownian motion. Truncated variation differs from regular variation by neglect…

2009-12-23abs ↗pdf ↗

In this paper we are investigating variational homogeneous second order differential equations by considering the questions of how many different variational principles exist for a given spray. We focus our attention on h(2)-variationality; that is, the regular Lagrange function is homogeneous of degree two in the dire…

2016-09-15abs ↗pdf ↗

We study Hamiltonian stationary Lagrangian surfaces in C^2, i.e. Lagrangian surfaces in C^2 which are stationary points of the area functional under smooth Hamiltonian variations. Using loop groups, we propose a formulation of the equation as a completely integrable system. We construct a Weierstrass type representatio…

2000-09-22abs ↗pdf ↗

New deep learning model robust to adversarial attacks using stochastic LWTA units.

problem Adversarial robustness in deep learning networks.
method Introduces deep networks with stochastic LWTA activations, combining them with Bayesian non-parametric tools.
result Achieves high robustness to adversarial perturbations, outperforming state-of-the-art methods.

We combine conditional variational autoencoders (VAE) with adversarial censoring in order to learn invariant representations that are disentangled from nuisance/sensitive variations. In this method, an adversarial network attempts to recover the nuisance variable from the representation, which the VAE is trained to pre…

2018-05-21abs ↗pdf ↗

It is shown that mm disjoint sets with fixed Gaussian volumes that partition Rn\mathbb{R}^{n} with minimum Gaussian surface area must be (m1)(m-1)-dimensional. This follows from a second variation argument using infinitesimal translations. The special case m=3m=3 proves the Double Bubble problem for the Gaussian measure,…

2018-05-25abs ↗pdf ↗

The paper connects neural network ensembles to Bayesian inference using variational methods.

problem Explaining the behavior of ensemble methods in neural networks.
method Deriving conditions for ensemble optimization to reduce divergence to the posterior distribution.
result Ensemble methods can be a valid alternative to approximate Bayesian inference.

Study finds existence of QQ-curvature metrics on even-dimensional manifolds with conical singularities.

problem Existence of QQ-curvature metrics on manifolds with conical singularities.
method Blow-up analysis of a 2m2mth-order PDE and variational min-max argument.
result First existence result for supercritical conic manifolds (except spheres).

The paper connects diffeomorphism groups and sphere embeddings, proving a group structure.

problem Understanding the homotopy types of diffeomorphism groups and sphere embeddings.
method Cerf's upgraded proof, scanning maps, canceling handles, Embedding Calculus.
result The monoid of Schoenflies spheres forms a group under connect-sum.

In this paper, we study the prescribed QQ-curvature problem on closed four-dimensional Riemannian manifolds when the total integral of the QQ-curvature is a positive integer multiple of the one of the four-dimensional round sphere. This problem has a variational structure with a lack of compactness. Using some topolo…

2014-09-28abs ↗pdf ↗

This paper shows how to learn variational inequalities fast with strong monotonicity.

problem Learning variational inequalities efficiently.
method Extending convex optimization techniques to variational inequalities with strong monotonicity.
result Fast generalization rates of Θ(1/ε)Θ(1/ε) for learning variational inequalities.

DAGSurv uses deep neural networks to analyze survival data based on causal graphs.

problem Analyzing survival data with causal relationships between variables.
method Variational inference-based conditional variational autoencoder for causal structured survival prediction.
result DAGSurv outperforms other survival analysis methods in predicting time-to-event.

We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determi…

2016-03-21abs ↗pdf ↗

When used as a surrogate objective for maximum likelihood estimation in latent variable models, the evidence lower bound (ELBO) produces state-of-the-art results. Inspired by this, we consider the extension of the ELBO to a family of lower bounds defined by a particle filter's estimator of the marginal likelihood, the …

2017-05-25abs ↗pdf ↗

We prove that Morrison and Nieh's categorification of the su(3) quantum knot invariant is functorial with respect to tangle cobordisms. This is in contrast to the categorified su(2) theory, which was not functorial as originally defined. We use methods of Bar-Natan to construct explicit chain maps for each variation of…

2008-06-03abs ↗pdf ↗

In this work we address the problem of argument search. The purpose of argument search is the distillation of pro and contra arguments for requested topics from large text corpora. In previous works, the usual approach is to use a standard search engine to extract text parts which are relevant to the given topic and su…

2019-05-26abs ↗pdf ↗

We construct a sequence of compact, oriented, embedded, two-dimensional surfaces of genus one into Euclidean 3-space with prescribed, almost constant, mean curvature of the form H(X)=1+AXγH(X)=1+{A}{|X|^{-γ}} for X|X| large, when A<0A<0 and γ(0,2)γ\in(0,2). Such surfaces are close to sections of unduloids with small necksize, fold…

2017-09-25abs ↗pdf ↗

A new geometric flow KK-flow on 3-manifolds shrinks or preserves homogeneous spheres.

problem Analyzing the behavior of Thurston's model geometries under the KK-flow.
method Defining and studying the KK-flow on 3-dimensional Riemannian manifolds, using a DeTurck-type argument for short-time existence.
result The KK-flow shrinks or preserves homogeneous spheres, showing short-time existence.

Several models of stock trading [P. Bak et al, Physica A {\bf 246}, 430 (1997)] are analyzed in analogy with one-dimensional, two-species reaction-diffusion-branching processes. Using heuristic and scaling arguments, we show that the short-time market price variation is subdiffusive with a Hurst exponent H=1/4H=1/4. Biase…

1998-11-09abs ↗pdf ↗

Study on holomorphic curves in 6-sphere with boundary conditions.

problem Characterizing holomorphic curves in nearly-Kähler 6-manifolds with boundary conditions.
method Complex-geometric methods, including second variation formula for area.
result Obtained rigidity results for reflection-invariant holomorphic curves and topological lower bounds for Morse index.

Study optimal consumption for loss-averse agents considering past spending peaks.

problem Optimal consumption for loss-averse agents with reference to past spending maximum.
method Adopted S-shaped utility, concave envelope, HJB variational inequality, dual transform, and smooth-fit conditions.
result Obtained piecewise closed-form solutions for optimal consumption and investment control.

The paper solves curvature prescription on a disk with negative Gaussian curvature.

problem Prescribing Gaussian curvature and geodesic curvature on a disk with negative Gaussian curvature.
method Variational approach, critical points of a functional, perturbation argument, monotonicity trick, blow-up analysis, Morse index estimates.
result General existence results for the curvature prescription problem.

The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge, etc. The Bayesian formalism to inverse problems avoids most of the difficulties en…

2014-10-21abs ↗pdf ↗

We use variational arguments to introduce a notion of mean curvature for surfaces in the Heisenberg group H^1 endowed with its Carnot-Carathéodory distance. By analyzing the first variation of area, we characterize C^2 stationary surfaces for the area as those with mean curvature zero (or constant if a volume-preservin…

2005-12-23abs ↗pdf ↗

Stochastic LWTA networks resist adversarial attacks while maintaining accuracy.

problem Adversarial robustness of neural networks.
method Replaced ReLU with stochastic LWTA activations, trained with Variational Bayesian and PGD.
result Stochastic LWTA networks achieve state-of-the-art robustness against adversarial attacks.