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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.

168,657 papers · 148 categories

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18365472 · Jun 202019922001200920172026
48 results for bilinear program

New algorithm solves complex stopping problems with robust optimization.

problem Solving complex stochastic optimal stopping problems.
method Simulation-based robust optimization with exact reformulation as a zero-one bilinear program.
result Developed polynomial-time heuristics and algorithms for practical solution.

Enhances MOT with causality constraints for better option pricing.

problem Limited applicability of traditional martingale optimal transport (MOT) for option pricing.
method Integrates causality constraints into MOT and proposes McCormick relaxations for computational tractability.
result Empirically, McCormick MOT yields significant price reductions for basket and digital options compared to classic MOT.

Approximate linear programming (ALP) represents one of the major algorithmic families to solve large-scale Markov decision processes (MDP). In this work, we study a primal-dual formulation of the ALP, and develop a scalable, model-free algorithm called bilinear ππ learning for reinforcement learning when a sampling or…

2018-04-27abs ↗pdf ↗

We consider the problem of demixing a sequence of source signals from the sum of noisy bilinear measurements. It is a generalized mathematical model for blind demixing with blind deconvolution, which is prevalent across the areas of dictionary learning, image processing, and communications. However, state-of- the-art c…

2018-09-18abs ↗pdf ↗

This paper presents a novel unifying framework of bilinear LSTMs that can represent and utilize the nonlinear interaction of the input features present in sequence datasets for achieving superior performance over a linear LSTM and yet not incur more parameters to be learned. To realize this, our unifying framework allo…

2019-10-23abs ↗pdf ↗

New algorithm reduces regret in graphical bilinear bandits.

problem Optimizing decisions in a network of agents playing bilinear games.
method Optimism in the face of uncertainty principle applied to combinatorial NP-hard problem.
result Upper bound of ildeO(T) ilde{O}(\sqrt{T}) on αα-regret demonstrated.

Generalization of twistor spinors to Kähler manifolds which are called Kählerian twistor spinors are considered. We find the differential equation satisfied by the bilinear forms of Kählerian twistor spinors. We show that the bilinear form equation reduces to Kählerian conformal Killing-Yano equation under special cond…

2018-11-26abs ↗pdf ↗

Algorithm identifies bilinear dynamical systems from noisy data.

problem Learning a realization of a partially observed bilinear dynamical system.
method Regression of outputs to highly correlated covariates for Markov-like parameters.
result High probability error bounds on identification algorithm under uniform stability assumption.

Bilinear MLPs offer a new way to interpret deep learning models without complex nonlinearities.

problem Lack of mechanistic understanding in how MLPs compute.
method Introduced bilinear MLPs without element-wise nonlinearities, analyzed their weights using tensor and eigendecomposition.
result Bilinear MLPs provide interpretable weight structures and enable adversarial attacks and overfitting analysis.

Identifies bilinear systems from a single trajectory with optimal sample complexity.

problem Learning bilinear systems from a single trajectory of states and inputs.
method Uses a mild marginal mean-square stability assumption and martingale small-ball condition.
result Sample complexity and statistical error rates are optimal.

Generalizes Riemann's results on flat coordinates for non-symmetric bilinear forms.

problem Finding flat coordinates for non-symmetric bilinear forms.
method Provides explicit necessary and sufficient conditions for a tensor field of type (0,2) to be flat.
result Explicit conditions for a tensor field to have constant entries in local coordinates.

The theory of harmonic symmetric bilinear forms on a Riemannian manifold is an analogue of the theory of harmonic exterior differential forms on this manifold. To show this, we must consider every symmetric bilinear form on a Riemannian manifold as a one-form with values in the cotangent bundle of this manifold. In thi…

2019-08-06abs ↗pdf ↗

Paper reduces sample complexity for bilinear systems identification to nearly constant.

problem Identifying discrete-time bilinear systems under bounded disturbances.
method Uses trajectory-dependent regressors and polynomial mean-square state growth analysis.
result Proves sample complexity of O~(1/ε)\widetilde{\mathcal O}(1/ε) for estimation error εε.

This note provides a neat and enjoyable expansion and application of the magnificent Ordentlich-Cover theory of "universal portfolios." I generalize Cover's benchmark of the best constant-rebalanced portfolio (or 1-linear trading strategy) in hindsight by considering the best bilinear trading strategy determined in hin…

2019-07-23abs ↗pdf ↗

Constructs a bilinear form from a quasimorphism on symplectic manifold groups.

problem Understanding symplectic group properties through quasimorphisms and bilinear forms.
method Develops machinery to construct a real-valued bilinear form from a quasimorphism on the commutator subgroup of symplectic group.
result The constructed bilinear form b\mathfrak{b} controls extendability of quasimorphisms and triviality of characteristic classes.

We define a type of biquandle which is a generalization of symplectic quandles. We use the extra structure of these bilinear biquandles to define new knot and link invariants and give some examples.

2007-08-14abs ↗pdf ↗

A parsimonious model reduces over-parameterization in skewed matrix variate mixtures.

problem Over-parameterization in skewed matrix variate mixtures.
method Parsimonious family of 256 models using bilinear factor analyzers constrained over clusters, with AECM algorithm for estimation.
result Extensive simulations and real-world datasets (MNIST, Olivetti faces) demonstrate the method's effectiveness.

Study learns linear system dynamics from noisy bilinear data.

problem Learning linear dynamics from bilinear observations with process and measurement noise.
method Regression with Kronecker product design, data-dependent and independent error bounds.
result Upper bounds on statistical error rates and sample complexity for learning dynamics matrices.

Non-bilinear observations make optimal control harder, showing non-convex costs and non-affine optimal controllers.

problem Optimal control from bilinear observations in linear systems is challenging.
method Analytical and numerical methods to study the non-convex cost-to-go and non-affine optimal controllers.
result The Separation Principle does not hold for bilinear observations, leading to non-convex costs and non-affine optimal controllers.

This thesis is concerned with the theory of invariant bilinear differential pairings on parabolic geometries. It introduces the concept formally with the help of the jet bundle formalism and provides a detailed analysis. More precisely, after introducing the most important notations and definitions, we first of all giv…

2009-04-21abs ↗pdf ↗

Unified bounds for sketched bilinear forms in machine learning and statistics.

problem Uniform bounds on sketched bilinear forms for modern analyses.
method Generic chaining and new techniques for handling suprema over pairs of sets.
result Improved convergence bounds for sketched Federated Learning and bandit algorithms.

Study dynamics of alternating minimization for bilinear regression under large system limits.

problem Understanding the time evolution of alternating minimization for bilinear regression.
method Replica method applied to a multi-temperature glassy system.
result Dynamics of alternating minimization can be described by a two-dimensional discrete stochastic process.

In this paper the notion of an M-th order invariant bilinear differential pairing is introduced and a formal definition is given. If the manifold has an AHS structure, then various first order pairings are constructed. This yields a classification of all first order invariant bilinear differential pairings on homogeneo…

2007-03-29abs ↗pdf ↗

The Kuperberg invariant is a topological invariant of closed 3-manifolds based on finite-dimensional Hopf algebras. In this paper, we initiate the program of constructing 4-manifold invariants in the spirit of Kuperberg's 3-manifold invariant. We utilize a structure called a Hopf triplet, which consists of three Hopf a…

2019-10-31abs ↗pdf ↗

Improved SEG method converges to Nash equilibrium in bilinear games.

problem Stochastic bilinear minimax optimization problem
method Stochastic ExtraGradient (SEG) method with constant step size, iteration averaging, and scheduled restarting.
result Provable convergence to Nash equilibrium under standard settings, optimal convergence rate in interpolation setting.

We are interested in approximation of a multivariate function f(x1,,xd)f(x_1,\dots,x_d) by linear combinations of products u1(x1)ud(xd)u^1(x_1)\cdots u^d(x_d) of univariate functions ui(xi)u^i(x_i), i=1,,di=1,\dots,d. In the case d=2d=2 it is a classical problem of bilinear approximation. In the case of approximation in the L2L_2 space the bili…

2014-09-04abs ↗pdf ↗

We provide a diagrammatic computation for the bilinear form, which is defined as the pairing between the (relative) cup products with every local coefficients and every integral homology 2-class of every links in the 3-sphere. As a corollary, we construct bilinear forms on the twisted Alexander modules of links.

2016-02-02abs ↗pdf ↗

End-to-end algorithm for controlling bilinear systems with probabilistic noise.

problem Controlling bilinear systems with noisy data.
method Proposes an end-to-end algorithm using statistical learning theory and robust controller design.
result Derived finite sample identification error bounds and structurally suitable for control.

We introduce invariants of Hurwitz equivalence classes with respect to arbitrary group GG. The invariants are constructed from any right GG-modules MM and any GG-invariant bilinear function on MM, and are of bilinear forms. For instance, when GG is the mapping class group of the closed surface, Mg\mathcal{M}_g, w…

2016-11-14abs ↗pdf ↗

The paper defines Z-graded hom-Lie superalgebras and explores their properties.

problem Understanding the structure and properties of Z-graded hom-Lie superalgebras.
method Definition and exploration of Z-graded hom-Lie superalgebras, invariant bilinear forms, and simplicity conditions.
result Maximal and minimal Z-graded hom-Lie superalgebras for local hom-Lie superalgebras are identified, and conditions for simplicity are checked.

Over the years data has become increasingly higher dimensional, which has prompted an increased need for dimension reduction techniques. This is perhaps especially true for clustering (unsupervised classification) as well as semi-supervised and supervised classification. Although dimension reduction in the area of clus…

2017-12-22abs ↗pdf ↗

Efficient algorithm converges to Nash equilibrium in bilinear problems with bandit feedback.

problem Learning dynamics in bilinear saddle-point problems with bandit feedback.
method Uncoupled learning algorithm combining experimental design and FTRL with a tailored regularizer.
result Last-iterate convergence rate of ildeO(T1/4) ilde{O}(T^{-1/4}) in high probability.

Consider a smooth manifold with a smooth metric which changes bilinear type from Riemann to Lorentz on a hypersurface ΣΣ with radical tangent to ΣΣ. Two natural bilinear symmetric forms appear there, and we use it to analyze the geometry of ΣΣ. We show the way in which these forms control the smooth extensibility ov…

2003-06-10abs ↗pdf ↗

We generalize a theorem of Bismut-Zhang, which extends the Cheeger-Mueller theorem on Ray-Singer torsion and Reidemeister torsion, to the case where the flat vector bundle over a closed manifold carries a nondegenerate symmetric bilinear form. As a consequence, we prove the Burghelea-Haller conjecture which gives an an…

2006-10-19abs ↗pdf ↗