Research
On-device research index

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.

169,051 papers · 148 categories

Trend · papers per month

71142213284 · May 202619922001200920182026
48 results for asymptotic constraints

VRPG algorithm optimizes convex constraints with non-asymptotic guarantees.

problem Stochastic convex optimization under convex constraints.
method Natural variance reduced proximal gradient (VRPG) algorithm.
result VRPG achieves local minimax lower bound up to constants and log factor of NN.

Neural-guided symbolic regression uses asymptotic constraints to find unknown functions.

problem Finding unknown functions from data points with additional mathematical constraints.
method A neural network generates expressions with desired leading powers, and Monte Carlo Tree Search optimizes the expressions.
result The system effectively finds unknown functions outside the training set compared to existing methods.

Proves existence of solutions to Einstein constraints with specific boundary conditions and verifies Penrose inequality.

problem Existence of asymptotically hyperbolic solutions to Einstein constraints with marginally outer trapped boundaries.
method Constant mean curvature conformal method.
result Verification of Penrose inequality for certain Schwarzschild-AdS black hole perturbations.

We construct low regularity solutions of the vacuum Einstein constraint equations. In particular, on 3-manifolds we obtain solutions with metrics in $H^s\loc$ with s>32s>{3\over 2}. The theory of maximal asymptotically Euclidean solutions of the constraint equations descends completely the low regularity setting. Moreove…

2004-05-17abs ↗pdf ↗

Given asymptotically flat initial data on M^3 for the vacuum Einstein field equation, and given a bounded domain in M, we construct solutions of the vacuum constraint equations which agree with the original data inside the given domain, and are identical to that of a suitable Kerr slice (or identical to a member of som…

2003-01-21abs ↗pdf ↗

We prove that there are no restrictions on the spatial topology of asymptotically flat solutions of the vacuum Einstein equations in (n+1)-dimensions. We do this by gluing a solution of the vacuum constraint equations on an arbitrary compact manifold to an asymptotically Euclidean solution of the constraints on R^n. Fo…

2002-06-12abs ↗pdf ↗

Study optimizes growth rate for investors with long-only constraints.

problem Maximizing growth rate under drift uncertainty and long-only constraints.
method Developed a finite dimensional approximation for concave functionally generated portfolios.
result Proved uniqueness and existence for optimal portfolios under long-only constraints.

Study on harmonic maps from surfaces to homogeneous spaces, focusing on bubble formation and geometric constraints.

problem Understanding the behavior of harmonic maps from surfaces to homogeneous spaces, especially in the presence of bubbles.
method Refined asymptotic expansions and obstruction relations for sequences developing a single bubble, geometric constraints for weakly conformal maps.
result New geometric constraints on the tangent planes of the limit map and bubble, depending on the dimensionality.

New methods for efficient exploration under unknown linear constraints in bandits.

problem Optimizing decisions under unknown linear constraints in bandit problems.
method Lagrangian relaxation, computationally efficient extensions of existing methods, constraint-adaptive stopping rule.
result LAGEX achieves asymptotically optimal sample complexity, LATS shows asymptotic optimality up to novel constants.

MINTS uses a minimalist Bayesian framework to tackle multi-armed bandits with structural constraints.

problem Sequential decision-making under uncertainty with complex structural constraints.
method Minimalist Bayesian framework with profile likelihood to eliminate nuisance parameters.
result MINTS achieves near-optimal regret guarantees and adapts to unimodal structure.

Given a collection of N solutions of the (3+1) vacuum Einstein constraint equations which are asymptotically Euclidean, we show how to construct a new solution of the constraints which is itself asymptotically Euclidean, and which contains specified sub-regions of each of the N given solutions. This generalizes earlier…

2010-04-08abs ↗pdf ↗

The paper proves positive energy-momentum theorems for charged AdS initial data sets.

problem Proving positive energy-momentum theorems for charged asymptotically AdS initial data sets.
method Introducing a charged energy-momentum functional and establishing positive theorems under a dominant energy condition.
result The charged energy-momentum functional is non-negative on a natural real cone.

Researchers create a method to join hyperboloidal data sets without violating the shear-free condition.

problem Creating consistent initial data sets for simulations of spacetime.
method Developed a new gluing procedure that maintains the shear-free condition using special Hölder spaces and elliptic operators.
result Successfully constructed hyperboloidal initial data sets that preserve the shear-free condition.

This work removes logarithmic singularities from hyperboloidal initial data without creating new ones.

problem Logarithmic singularities in hyperboloidal initial data sets.
method Evolutionary framework of the constraint equations and generalization of Beyer and Ritchie's result.
result Generic solutions of the constraint equations are free of logarithmic singularities.

Under the assumption of asymptotic relative Chow-stability for polarized algebraic manifolds (M,L)(M, L), a series of weighted balanced metrics ωmω_m, m1m \gg 1, called polybalanced metrics, are obtained from complete linear systems Lm|L^m| on MM. Then the asymptotic behavior of the weights as mm \to \infty will be stud…

2011-03-30abs ↗pdf ↗

We consider the problem of option hedging in a market with proportional transaction costs. Since super-replication is very costly in such markets, we replace perfect hedging with an expected loss constraint. Asymptotic analysis for small transactions is used to obtain a tractable model. A general expansion theory is de…

2013-09-19abs ↗pdf ↗

We survey some results on scalar curvature and properties of solutions to the Einstein constraint equations. Topics include an extended discussion of asymptotically flat solutions to the constraint equations, including recent results on the geometry of the center of mass of such solutions. We also review methods to con…

2011-02-24abs ↗pdf ↗

We study local complexity measures for stochastic convex optimization problems, providing a local minimax theory analogous to that of Hájek and Le Cam for classical statistical problems. We give complementary optimality results, developing fully online methods that adaptively achieve optimal convergence guarantees. Our…

2016-12-16abs ↗pdf ↗

Study wSAA for contextual decisions, improving uncertainty quantification under computational constraints.

problem Uncertainty quantification limitations in wSAA for contextual stochastic optimization.
method Establish central limit theorems and asymptotic-normality-based confidence intervals for optimal costs.
result Over-optimizing can mitigate misspecification and preserve asymptotic normality, albeit at a slower convergence rate.

Study on high-codimensional minimal surfaces in hyperbolic space.

problem Understanding high-codimensional minimal surfaces in hyperbolic space.
method Investigating asymptotic behavior and boundary regularity of area-minimizing currents.
result Established boundary regularity results for high-codimensional minimal surfaces near their asymptotic boundaries.

Subbagging estimation for big data reduces memory usage while maintaining statistical consistency.

problem Memory constraints in analyzing massive datasets.
method Randomly subsample the data, aggregate estimators from subsamples, and use incomplete U-statistics theory.
result Subbagging estimator achieves N\sqrt{N}-consistency and asymptotic normality under certain conditions.

Optimal policy for multi-hypothesis testing with controlled sensing to minimize delay and error.

problem Minimizing delay in multi-hypothesis testing with controlled sensing.
method Designing a policy to control the delay while ensuring error probability constraint.
result Policy achieves information-theoretic lower bound on expected delay asymptotically.

Researchers simplify Einstein-scalar field equations on specific manifolds.

problem Complexity of Einstein-scalar field conformal constraint equations.
method Study under harmonic manifold assumptions, reducing equations to a single nonlinear equation.
result Solutions exist on Euclidean and hyperbolic manifolds, nonexistence on spheres.

Stabilized neural differential equations enforce constraints on dynamical systems.

problem Ensuring dynamical systems preserve known constraints like conservation laws.
method SNDEs with a stabilization term to enforce manifold constraints.
result SNDEs outperform existing methods and broaden constraint types.

Optimal tests for nonparametric one- and two-sample testing are derived using MMD and KSD.

problem Developing optimal tests for nonparametric one- and two-sample testing.
method Using Sanov's theorem and Maximum Mean Discrepancy (MMD), the optimal error exponents are derived for one-sample tests. For two-sample tests, the quadratic-time Kernel Stein Discrepancy (KSD) is shown to achieve the optimal type-II error exponent.
result Achievement of optimal error exponents for nonparametric one- and two-sample testing in the universal setting.

Study minimizes Willmore energy with constraints on surface properties.

problem Minimizing Willmore energy under specific surface properties.
method Adapting Keller-Mondino-Rivière, Bauer-Kuwert, and Ndiaye-Schätzle methods.
result Existence of smooth minimizers for a broad range of constraints.

We establish a general gluing theorem for constant mean curvature solutions of the vacuum Einstein constraint equations. This allows one to take connected sums of solutions or to glue a handle (wormhole) onto any given solution. Away from this handle region, the initial data sets we produce can be made as close as desi…

2001-09-13abs ↗pdf ↗

Study characterizes conformal boundaries of de Sitter spacetimes.

problem Characterize conformal infinity of asymptotically de Sitter spacetimes.
method Derive constraints relating stress-energy tensor to conformal geometric data using higher conformal fundamental forms.
result Constraints on stress-energy tensor relate to conformal geometric data.

The paper examines how ESG constraints affect portfolio optimization in large datasets.

problem Investment optimization with ESG constraints in large portfolios.
method Asymptotic analysis of out-of-sample Sharpe ratio, regularization matrix estimation, and adaptive portfolio selection.
result The proposed adaptive ESG-constrained portfolio yields a high out-of-sample Sharpe ratio while meeting ESG requirements.