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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.

168,742 papers · 148 categories

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68136204272 · Jun 202019922001200920172026
48 results for additive Schwarz preconditioners

Scalable algorithm for sampling Gaussian processes using sparse grids and preconditioners.

problem Generating high-dimensional Gaussian random vectors for GP sampling is computationally challenging.
method Proposes a scalable algorithm using inducing points approximation with sparse grids and additive Schwarz preconditioners.
result Demonstrates the efficacy and accuracy of the proposed method through experiments and comparisons.

We prove estimates interpolating the Schwarz Lemmata of Royden-Yau and the ones recently established by the author. These more flexible estimates provide additional information on (algebraic) geometric aspects of compact Kähler manifolds with nonnegative holomorphic sectional curvature, nonnegative $\Ric_\ell$ or posit…

2019-07-25abs ↗pdf ↗

PEARL uses reinforcement learning to improve matrix preconditioners.

problem Learning effective preconditioners for iterative solvers is challenging.
method PEARL employs an actor-critic reinforcement learning framework to learn preconditioners dynamically.
result PEARL outperforms traditional and neural preconditioners in flexibility and solving speed.

We prove a version of Yau's Schwarz Lemma for general almost-complex manifolds equipped with Hermitian metrics. This requires an extension to this setting of the Laplacian comparison theorem. As an application we show that the product of two almost-complex manifolds does not admit any complete Hermitian metric with bis…

2007-07-04abs ↗pdf ↗

The paper extends the Discrete Schwarz-Pick Lemma to circle packings with obtuse intersections and disjoint packings.

problem Proving the Discrete Schwarz-Pick Lemma for circle packings with various inversive distances.
method Using a variational principle for circle packings with inversive distances, the paper extends the lemma to a broader range of packings.
result The Discrete Schwarz-Pick Lemma holds for circle packings with inversive distances in (1,1](-1,1], provided an additional condition on triangle weights.

We study two types of preconditioners and preconditioned stochastic gradient descent (SGD) methods in a unified framework. We call the first one the Newton type due to its close relationship to the Newton method, and the second one the Fisher type as its preconditioner is closely related to the inverse of Fisher inform…

2018-09-26abs ↗pdf ↗

New iterative methods improve scalability of Gaussian process approximations for large data.

problem Scalability issues in Gaussian process approximations for large spatial data.
method Iterative methods combined with preconditioners to reduce computational costs.
result Preconditioners accelerate convergence and improve predictive variances.

The task of choosing a preconditioner M\boldsymbol{M} to use when solving a linear system Ax=b\boldsymbol{Ax}=\boldsymbol{b} with iterative methods is difficult. For instance, even if one has access to a collection M1,M2,,Mn\boldsymbol{M}_1,\boldsymbol{M}_2,\ldots,\boldsymbol{M}_n of candidate preconditioners, it is currently …

2019-08-01abs ↗pdf ↗

New analysis for learning and applying preconditioners in MCMC improves efficiency.

problem Improving efficiency of MCMC algorithms by modifying them with preconditioners.
method Analyzes and compares computational costs of MCMC schemes with and without preconditioners.
result Establishes non-asymptotic guarantees for MCMC algorithms that learn and use preconditioners.

Paper proves a discrete Schwarz-Pick lemma for generalized circle packings.

problem Comparing geometric quantities of circle packings with different boundary values.
method Combinatorial Calabi flows and maximum principle.
result Discrete Schwarz-Pick lemma proven for generalized circle packings.

We present a novel preconditioning technique for proximal optimization methods that relies on graph algorithms to construct effective preconditioners. Such combinatorial preconditioners arise from partitioning the graph into forests. We prove that certain decompositions lead to a theoretically optimal condition number.…

2018-01-16abs ↗pdf ↗

Shampoo optimizes preconditioners for faster convergence in machine learning.

problem Improving convergence speed in machine learning optimization.
method Explicit connection between Shampoo's Kronecker product approximation and optimal matrix approximations.
result The square of Shampoo's approximation is equivalent to a single power iteration step for optimal Kronecker product approximation.

Enhanced Schwarz lemma for Hermitian manifolds with new curvature constraints.

problem Improving Schwarz lemma for holomorphic maps between Hermitian manifolds.
method Introducing new curvature constraints on source and target manifolds, controlling by holomorphic sectional curvature.
result Significant improvements on the Wu--Yau theorem and Schwarz lemma for Gauduchon connections.

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts in this direction either aim at solving specialized problems, or result in signif…

2015-12-14abs ↗pdf ↗

This paper investigates Shampoo's heuristics and decouples preconditioner updates.

problem Improving Shampoo's heuristics for training neural networks.
method Decomposing preconditioner updates, correcting eigenvalues, and adapting eigenbasis computation frequency.
result Principled techniques to remove Shampoo's heuristics and improve training algorithms.

Paper calculates eigenvalues of a specific triangle on a sphere.

problem Computing eigenvalues of a specific triangle on a sphere.
method Computed first two Dirichlet eigenvalues and eigenfunctions of the equilateral Schwarz triangle (3/2 3/2 3/2) on the sphere.
result Computed the first two Dirichlet eigenvalues and eigenfunctions of the equilateral Schwarz triangle (3/2 3/2 3/2).

The paper establishes Schwarz type lemmas for holomorphic maps between pseudo-Hermitian and Hermitian manifolds.

problem Analyzing holomorphic maps between pseudo-Hermitian and Hermitian manifolds.
method Using Bochner formulas and comparison theorems.
result Established Schwarz type lemmas for holomorphic maps.

The paper generalizes the Cauchy-Schwarz-Bunyakovsky inequality and applies it to elasticity problems.

problem Applying the Cauchy-Schwarz-Bunyakovsky inequality to elasticity problems.
method Presentation of discrete and integral forms, n-dimensional generalizations, and strengthened CBS inequality.
result The strengthened CBS inequality is crucial for elasticity problems.

This paper proposes a family of online second order methods for possibly non-convex stochastic optimizations based on the theory of preconditioned stochastic gradient descent (PSGD), which can be regarded as an enhance stochastic Newton method with the ability to handle gradient noise and non-convexity simultaneously. …

2018-03-26abs ↗pdf ↗

It has been shown that the Alvarez-Gaumeˊ\mathrm{\acute{e}}-Witten miraculous anomaly cancellation formula in type IIB superstring theory and its various generalizations can be derived from modularity of certain characteristic forms. In this paper, we show that the Green-Schwarz formula and the Schwarz-Witten formula i…

2012-05-03abs ↗pdf ↗

The study explores various localized bases and their duals for scattered data approximation.

problem Scattered data approximation using radial basis functions.
method Examines different localized bases including Lagrange, Newton, and multiresolution versions, and their duals.
result Localized orthogonal bases, such as the Newton basis, offer symmetric preconditioners and are feasible for scattered data approximation.

Survey explores interactions between four conformal dynamics branches.

problem Understanding complex dynamics through different mathematical concepts.
method Examples and general results with technical tools.
result Dynamical relations between Schwarz reflection parameter spaces and anti-rational maps/ reflection groups.

Paper generalizes Schwarz lemma for polydisc mappings with specific metrics.

problem Schwarz lemma for holomorphic mappings with invariant metrics.
method Analyzes mappings between polydiscs with $\mbox{Aut}(P_m)$-invariant Kähler-Berwald metrics.
result Generalizes Schwarz lemma for polydisc mappings with specific metrics.

The Schwarz--Pick lemma is a fundamental result in complex analysis. It is well-known that Yau generalized it to the higher dimensional manifolds by applying his maximum principle for complete Riemannian manifolds. Jeffres obtained Schwarz lemma for volume forms of conical Kähler metrics, based on a barrier function an…

2016-10-06abs ↗pdf ↗

Adaptive methods such as Adam and RMSProp are widely used in deep learning but are not well understood. In this paper, we seek a crisp, clean and precise characterization of their behavior in nonconvex settings. To this end, we first provide a novel view of adaptive methods as preconditioned SGD, where the precondition…

2019-01-26abs ↗pdf ↗