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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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48 results for best-iterate convergence

Policy gradient method proves convergence in imperfect-information games.

problem Policy gradient methods in imperfect-information games (EFGs).
method Policy gradient approach with best-iterate convergence.
result Policy gradient leads to provable best-iterate convergence in self-play EFGs.

Paper generalizes extragradient methods for solving equations and inclusions with improved convergence rates.

problem Solving equations and inclusions using extragradient methods.
method Unified and generalized extragradient methods for a broader class of algorithms, analyzing sublinear convergence rates.
result Unified and improved convergence results for various extragradient variants.

New ODE models show saddle-point optimization methods converge differently, with last-iterate convergence for OGDA.

problem Analyzing convergence properties of saddle-point optimization methods.
method High-Resolution Differential Equations (HRDEs) to design differential equation models for saddle-point optimization methods.
result HRDEs reveal last-iterate convergence for Optimistic Gradient Descent Ascent (OGDA) in bilinear games.

Survey on extragradient methods for solving nonlinear equations and inclusions.

problem Approximating solutions of nonlinear equations and inclusions.
method Unified convergence analysis of extragradient and its variants.
result Sublinear convergence rates for different classes of algorithms.

Develops new algorithms for solving root-finding problems in large-scale settings.

problem Solving nonlinear equations in large-scale settings.
method Randomized block-coordinate optimistic gradient algorithms.
result Achieves convergence rates of O(1/k)\mathcal{O}(1/k) and O(1/k2)\mathcal{O}(1/k^2) for root-finding problems.

New variance-reduction methods solve stochastic composite inclusions.

problem Solving nonmonotone stochastic composite inclusions.
method Developed unbiased and biased variance-reduced estimators for FRBS method.
result Achieved best oracle complexities for finite-sum and expectation settings.

This paper improves universal sound separation using sound classification.

problem Separating acoustic sources from an open domain, regardless of their class.
method Utilizing semantic embeddings from a sound classifier to condition a separation network.
result Classifier embeddings provide nearly one dB of SNR gain, and iterative models achieve significant performance.

The Efficient Global Optimization (EGO) algorithm uses a conditional Gaus-sian Process (GP) to approximate an objective function known at a finite number of observation points and sequentially adds new points which maximize the Expected Improvement criterion according to the GP. The important factor that controls the e…

2016-03-08abs ↗pdf ↗

This is an intuitive survey of extrinsic and intrinsic notions of convergence of manifolds complete with pictures of key examples and a discussion of the properties associated with each notion. We begin with a description of three extrinsic notions which have been applied to study sequences of submanifolds in Euclidean…

2010-06-02abs ↗pdf ↗

The abstract discusses convergence properties of Lipschitz functions and sets defined by equations.

problem Convergence of Lipschitz functions and sets defined by equations.
method Painlevé-Kuratowski convergence applied to Lipschitz functions and sets defined by equations.
result Generalizations and reverses of classical theorems on convergence of functions and sets.

Establishes geometric convergence of iterative optimization algorithms.

problem Analyzes convergence of iterative optimization algorithms under general assumptions.
method General framework for iterative optimization algorithms, proving asymptotic geometric convergence and providing convergence rates.
result Asymptotic geometric convergence of iterative optimization algorithms with exact rate.

New quasi-Newton method guarantees global superlinear convergence.

problem Global convergence and superlinear convergence of quasi-Newton methods.
method Hybrid proximal extragradient method with online learning for Hessian approximation.
result First globally convergent quasi-Newton method with explicit superlinear convergence rate.

We investigate finite-time decoupled convergence in nonlinear two-time-scale stochastic approximation.

problem Achieving decoupled convergence in nonlinear two-time-scale stochastic approximation.
method Nested local linearity assumption, suitable step size selection, convergence analysis of matrix cross term, fourth-order moment convergence rates.
result Finite-time decoupled convergence rates can be achieved in nonlinear two-time-scale stochastic approximation with proper step size selection.

The article introduces a new convergence concept for Lorentzian spaces and applies it to generalized cones.

problem Stability of curvature bounds in generalized Lorentzian cones.
method Introduces \ell-convergence for Lorentzian pre-length spaces, applies it to generalized cones, and proves stability of curvature bounds.
result Sharp timelike curvature and curvature-dimension bounds for generalized cones are established.

Study shows gap between uniform convergence and test error in random feature models.

problem Understanding the gap between uniform convergence and test error in random feature models.
method Analytical expressions for uniform convergence over norm balls, interpolators, and minimum norm interpolator risk derived and proved.
result Uniform convergence over interpolators still gives a non-trivial bound of test error even when classical uniform convergence is vacuous.

The paper examines convergence of distances in Lipschitz structures on manifolds.

problem Convergence of distances in Lipschitz vector fields and norms on manifolds.
method Analysis of convergence of distances associated to converging structures of Lipschitz vector fields and norms.
result Under mild controllability assumption, distances converge locally uniformly to the limit Carnot-Carathéodory distance.

New approach to geometric quantization for symplectic manifolds.

problem Quantization of symplectic manifolds with non-singular Lagrangian fibrations.
method Using spectral convergence of metric measure spaces, the authors develop a new geometric quantization approach.
result Spectral and quantum Hilbert space convergence results for Kähler and almost Kähler quantizations.

We introduce a natural definition of LpL^p-convergence of maps, p1p \ge 1, in the case where the domain is a convergent sequence of measured metric space with respect to the measured Gromov-Hausdorff topology and the target is a Gromov-Hausdorff convergent sequence. With the LpL^p-convergence, we establish a theory of …

2005-05-20abs ↗pdf ↗

DCDC calculates convergence rates for Markov chains using neural networks.

problem Computing precise convergence rates for Markov chains is hard.
method Developed a neural network-based algorithm (DCDC) to bound convergence rates in Wasserstein distance.
result Demonstrated effective convergence bounds for real-world Markov chains.

Study utility maximization with costs, proving convergence and strategies.

problem Utility maximization with proportional transaction costs.
method Extended weak convergence theory and Meyer--Zheng topology.
result Prove convergence of utility maximization problems and optimal trading strategies.

The paper provides convergence guarantees for multicalibration gradient boosting.

problem Understanding the convergence properties of multicalibration gradient boosting.
method Computational guarantees for multicalibration gradient boosting algorithms, including adaptive variants.
result The magnitude of successive prediction updates decays at O(1/T)O(1/\sqrt{T}), leading to convergence in empirical multicalibration error.

Study on slow convergence in geometric variational problems.

problem Slow convergence of solutions in geometric variational problems.
method Identifying necessary conditions for slowly converging solutions and characterizing their convergence rate and direction.
result Characterization of the rate and direction of convergence for slowly converging solutions.

Study approximates sub-Riemannian structures with Riemannian metrics and analyzes spectral convergence.

problem Approximating sub-Riemannian structures for analysis.
method Constructing Riemannian metrics tailored to sub-Riemannian structures and studying spectral convergence.
result Riemannian volumes converge to Popp's volume and spectral convergence of Laplace operators is studied.