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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.

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120240360480 · Jun 202019922001200920172026
48 results for Wolf spaces

A Clifford-Wolf translation of a connected Finsler space is an isometry which moves each point the same distance. A Finsler space (M,F)(M, F) is called Clifford-Wolf homogeneous if for any two points x1,x2Mx_1, x_2\in M there is a Clifford-Wolf translation ρρ such that ρ(x1)=x2ρ(x_1)=x_2. In this paper, we give a complete classifi…

2012-06-14abs ↗pdf ↗

In this paper, we study Clifford-Wolf translations of Finsler spaces. We first give a characterization of Clifford-Wolf translations of Finsler spaces in terms of Killing vector fields. In particular, we show that there is a natural correspondence between Clifford-Wolf translations and the Killing vector fields of cons…

2012-01-18abs ↗pdf ↗

A Clifford-Wolf translation of a connected Finsler space is an isometry which moves each point the sam distance. A Finsler space (M,F)(M, F) is called Clifford-Wolf homogeneous if for any two point x1,x2Mx_1, x_2\in M there is a Clifford-Wolf translation ρρ such that ρ(x1)=x2ρ(x_1)=x_2. In this paper, we study Clifford-Wolf transl…

2012-04-23abs ↗pdf ↗

We study the formality of the total space of principal SU(2) and SO(3)-bundles over a Wolf space, that is a symmetric positive quaternionic Kähker manifold. We apply this to conclude that all the 3-Sasakian homogeneous spaces are formal. We also determine the principal SU(2) and SO(3)-bundles over the Wolf spaces whose…

2017-09-26abs ↗pdf ↗

The main purpose of the following article is to introduce a \emph{Lie theoretical} approach to the problem of classifying pseudo quaternionic-Kähler (QK) reductions of the pseudo QK symmetric spaces, otherwise called \emph{generalized Wolf spaces}.

2006-08-14abs ↗pdf ↗

In this paper, using connections between Clifford-Wolf isometries and Killing vector fields of constant length on a given Riemannian manifold, we classify simply connected Clifford-Wolf homogeneous Riemannian manifolds. We also get the classification of complete simply connected Riemannian manifolds with the Killing pr…

2008-03-31abs ↗pdf ↗

An isometry of a Finsler space is called Clifford-Wolf translation (CW-translation) if it moves all points the same distance. A Finsler space (M,F)(M, F) is called Clifford-Wolf homogeneous (CW-homogeneous) if for any x,yMx, y\in M there is a CW-translation σσ such that σ(x)=yσ(x)=y. We prove that if FF is a homogeneous Finsl…

2013-12-03abs ↗pdf ↗

This paper has been withdrawn by the author due to a crucial sign error in equation 1. An isometry ρρ of a connected Finsler space (M,F)(M, F) is called bounded if the function d(x,ρ(x))d(x, ρ(x)) is bounded on MM. It is called a Clifford-Wolf translation if the function d(x,ρ(x))d(x, ρ(x)) is constant on MM. In this paper, we prove…

2012-04-23abs ↗pdf ↗

A fundamental theorem of Wolfe isometrically identifies the space of flat differential forms of dimension mm in Rn\mathbb{R}^n with the space of flat mm-cochains, that is, the dual space of flat chains of dimension mm in Rn\mathbb{R}^n. The main purpose of the present paper is to generalize Wolfe's theorem to the se…

2014-01-30abs ↗pdf ↗

In this paper, we study Clifford-Wolf translations of homogeneous Randers metrics on spheres. It turns out that we can present a complete description of all the Clifford-Wolf translations of all the homogeneous Randers metrics on spheres. The most important point of this paper is that a new phenomena surfaces. Namely, …

2012-04-23abs ↗pdf ↗

The paper extends Gray's result to quaternion-Kähler manifolds.

problem Understanding quaternion-Kähler manifolds with non-negative quaternionic sectional curvature.
method Introducing quaternionic sectional curvature, proving Wolf spaces have non-negative curvature, and using nearly Kähler twistor spaces.
result Every quaternion-Kähler manifold with non-negative quaternionic sectional curvature is a Wolf space.

The Frank-Wolfe (FW) algorithm has been widely used in solving nuclear norm constrained problems, since it does not require projections. However, FW often yields high rank intermediate iterates, which can be very expensive in time and space costs for large problems. To address this issue, we propose a rank-drop method …

2017-04-13abs ↗pdf ↗

In this paper, we introduce a new type of Finsler metrics, called (α1,α2)(α_1,α_2)-metrics. We define the notion of the good datum of a homogeneous (α1,α2)(α_1,α_2)-metric and use that to study the geometric properties. In particular, we give a formula of the S-curvature and deduce a condition for the S-curvature to be vanishing…

2014-01-02abs ↗pdf ↗

Unified framework for efficient Frank-Wolfe optimization of Dominant Set Clustering.

problem Optimizing Dominant Set Clustering with various Frank-Wolfe algorithms.
method Unified framework for pairwise, standard, and away-steps Frank-Wolfe algorithms, with explicit convergence rates.
result Explicit convergence rates for Frank-Wolfe methods in Dominant Set Clustering.

Boosted Frank-Wolfe accelerates optimization for nonconvex problems.

problem Optimizing nonconvex and quasar-convex objectives efficiently.
method Developed a novel step size strategy for stochastic Frank-Wolfe, extending it to various gradient estimators.
result Boosted Frank-Wolfe achieves faster convergence rates than non-boosted Frank-Wolfe.

The paper extends Heintze-Kobayashi-Wolf theory to negatively curved homogeneous Finsler manifolds.

problem Understanding negatively curved homogeneous Finsler manifolds.
method Generalizing Heintze-Kobayashi-Wolf theory to homogeneous Finsler geometry, proving two main theorems.
result Negatively curved homogeneous Finsler manifolds are isometric to Lie groups with specific properties.

We study Frank-Wolfe methods for nonconvex stochastic and finite-sum optimization problems. Frank-Wolfe methods (in the convex case) have gained tremendous recent interest in machine learning and optimization communities due to their projection-free property and their ability to exploit structured constraints. However,…

2016-07-27abs ↗pdf ↗

We introduce a few variants on Frank-Wolfe style algorithms suitable for large scale optimization. We show how to modify the standard Frank-Wolfe algorithm using stochastic gradients, approximate subproblem solutions, and sketched decision variables in order to scale to enormous problems while preserving (up to constan…

2018-08-15abs ↗pdf ↗

Improved Frank-Wolfe algorithm for generalized self-concordant functions converges quickly.

problem Efficiently solving learning problems with generalized self-concordant objectives.
method Simple Frank-Wolfe variant with open-loop step size strategy γt=2/(t+2)γ_t = 2/(t+2).
result Achieves O(1/t)\mathcal{O}(1/t) convergence rate for primal and Frank-Wolfe gaps.

In this paper, we study the properties of the Frank-Wolfe algorithm to solve the \ExactSparse reconstruction problem. We prove that when the dictionary is quasi-incoherent, at each iteration, the Frank-Wolfe algorithm picks up an atom indexed by the support. We also prove that when the dictionary is quasi-incoherent, t…

2018-12-18abs ↗pdf ↗

Improved Frank-Wolfe algorithm for polytopes converges linearly with dimension dependence on optimal face.

problem Efficiently solving convex minimization problems over polytopes with linear rate.
method Revisiting Frank-Wolfe algorithm with strict complementarity assumption and away-steps.
result Linear convergence rate independent of polytope dimension for optimal face.

We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality gap as the full Frank-Wolfe algorithm. We also show that, when applied to the d…

2012-07-19abs ↗pdf ↗

New Frank-Wolfe algorithm speeds up SVM-type multi-category learning.

problem Improving pattern recognition performance in multi-category SVM learning.
method Developed a new optimization algorithm based on Frank-Wolfe framework for MC-SVM variants.
result Closed-form solutions for direction finding and line search in the Frank-Wolfe framework for MC-SVM.

Improved Frank-Wolfe method reduces dependence on data size for empirical risk minimization.

problem Reducing dependence on number of data observations in Frank-Wolfe methods.
method Taylor-series approximated gradients applied to Frank-Wolfe method.
result Significant speed-ups over existing methods on real-world datasets.

This work extends Ledoit-Wolf shrinkage to unknown mean covariance estimation.

problem Large dimensional covariance matrix estimation with unknown mean under Kolmogorov asymptotics.
method Extending Ledoit-Wolf linear shrinkage to translation-invariant estimators, proving their convergence properties.
result A new estimator outperforms other standard estimators empirically.

We propose a variant of the Frank-Wolfe algorithm for solving a class of sparse/low-rank optimization problems. Our formulation includes Elastic Net, regularized SVMs and phase retrieval as special cases. The proposed Primal-Dual Block Frank-Wolfe algorithm reduces the per-iteration cost while maintaining linear conver…

2019-06-06abs ↗pdf ↗

Optimized algorithms for online learning with linear constraints improve performance and provide worst-case analysis.

problem Improving online learning algorithms for constrained optimization problems.
method Developed an optimized variant of an online Frank-Wolfe algorithm and used semidefinite programming for numerical analysis.
result No pure online Frank-Wolfe algorithm can have a better regret guarantee than O(T^3/4) without additional assumptions.

Improved Frank-Wolfe algorithm for constrained convex optimization with nearest extreme point oracle.

problem Constrained smooth convex minimization with limited linear optimization oracle access.
method Frank-Wolfe algorithm with nearest extreme point oracle.
result Improved complexity bounds for specific feasible sets, including linear convergence for 0ext10 ext{--}1 polytopes.

Frank-Wolfe optimization applied to a small deep network shows slower convergence compared to gradient descent.

problem Training deep neural networks is challenging due to many parameters and optimization difficulties.
method Frank-Wolfe optimization method applied to a deep network.
result Frank-Wolfe optimization converges slowly and is unstable in a stochastic setting.

We consider a distributed parameter estimation problem, in which multiple terminals send messages related to their local observations using limited rates to a fusion center who will obtain an estimate of a parameter related to observations of all terminals. It is well known that if the transmission rates are in the Sle…

2015-08-11abs ↗pdf ↗

We describe the 8-dimensional Wolf spaces as cohomogeneity one SU(3)-manifolds, and discover perturbations of the quaternion-kaehler metric on the simply-connected 8-manifold G_2/SO(4) that carry a closed fundamental 4-form but are not Einstein.

2016-10-16abs ↗pdf ↗

Improved Frank-Wolfe algorithm speeds up training of differentially private LASSO models.

problem Training differentially private LASSO models on sparse data.
method Adapted Frank-Wolfe algorithm for sparse inputs, reducing runtime.
result Training time reduced from O(TDS+TNs)\mathcal{O}(TDS + TNs) to O(NS+TDlogD+TS2)\mathcal{O}(N S + T \sqrt{D} \log{D} + TS^2).

Two new Frank-Wolfe algorithms improve convergence for constrained optimization.

problem Solving optimization problems with structured constraints in machine learning.
method Two new variants of the Frank-Wolfe (FW) method for stochastic finite-sum minimization.
result Best convergence guarantees for convex and non-convex objective functions.