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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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230459689918 · Jun 202019922001200920172026
48 results for capacity problem

Solves a discrete logarithmic Minkowski problem for electrostatic p-capacity.

problem Characterize measures generated by electrostatic p-capacity.
method Solves the discrete logarithmic Minkowski problem for 1 < p < n.
result Solves the discrete logarithmic Minkowski problem for measures in general position.

Study capacity constraints in continual learning with a simple model.

problem Understanding optimal resource allocation for agents with limited memory and compute resources.
method Analyzes a capacity-constrained linear-quadratic-Gaussian (LQG) sequential prediction problem and demonstrates optimal capacity allocation strategies.
result Derives a solution to the capacity-constrained LQG sequential prediction problem and shows how to optimally allocate capacity across sub-problems in the steady state.

Improves online learning algorithms for functional models with capacity assumptions.

problem Convergence rates of online stochastic gradient descent algorithms for functional linear models.
method Characterizations of slope function regularity, kernel space capacity, and sampling process covariance operator.
result Capacity assumptions can alleviate saturation of convergence rates as function regularity increases.

Existence and uniqueness of the solution to the discrete Lp Minkowski problem for p\mathfrak{p}-capacity are proved when p1p \geq 1 and 1<p<n1<\mathfrak{p}<n. For general Lp Minkowski problem for p\mathfrak{p}-capacity, existence and uniqueness of the solution are given when p1p \geq 1 and 1<p21<\mathfrak{p}\le 2. These r…

2017-02-27abs ↗pdf ↗

While symplectic manifolds have no local invariants, they do admit many global numerical invariants. Prominent among them are the so-called symplectic capacities. Different capacities are defined in different ways, and so relations between capacities often lead to surprising relations between different aspects of sympl…

2005-06-10abs ↗pdf ↗

BestChanID identifies the channel with maximal capacity using training sequences.

problem Identifying the channel with maximal capacity among several discrete memoryless channels.
method Formulated as a multi-armed bandit problem, proposed a capacity estimator, and developed gap-elimination algorithms.
result Guaranteed to output the DMC with the largest capacity with a desired confidence.

Capacity analysis has been recently introduced as a way to analyze how linear models distribute their modelling capacity across the input space. In this paper, we extend the notion of capacity allocation to the case of neural networks with non-linear layers. We show that under some hypotheses the problem is equivalent …

2019-02-22abs ↗pdf ↗

New algorithm for shareable arms with load-dependent rewards in stochastic bandits.

problem Learning optimal play strategy with shareable finite-capacity arms in stochastic bandits.
method Developed a capacity estimator and online learning algorithm for MP-MAB with shareable arms.
result Regret upper bound matches the lower bound, validating the algorithm's performance.

New analysis tightens memory capacity of Hopfield models using spherical codes.

problem Optimizing memory capacity in modern Hopfield models and Kernelized Hopfield Models.
method Connecting Hopfield models to spherical codes in information theory, establishing an optimal capacity bound and a sub-linear algorithm.
result First tight and optimal asymptotic memory capacity for modern Hopfield models, matching known lower bounds.

Through using the semidiameter (in connection to: the mean radius and surface radius) of a convex closed hypersurface in Rn2\mathbb R^{n\ge 2} as an sharp upper bound of the variational (1,n)p(1,n)\ni p-capacity radius, this paper settles a restriction/variant of S.-T. Yau's \cite[Problem 59]{Yau} from the surface area to t…

2013-02-20abs ↗pdf ↗

Study shows how correlations between neural activity affect classification capacity.

problem Understanding how correlations between neural activity impact classification performance.
method Calculated the capacity of neural activity on spherical manifolds with and without correlations between centroids and axes.
result Introducing correlations between neural activity centroids pushes spheres closer together, while correlations between axes shrink their radii, revealing a duality between correlations and geometry in classification.

Paper applies theorem to find optimal investment boundary in stochastic capacity expansion.

problem Finding optimal investment boundary in a stochastic, time-inhomogeneous capacity expansion problem.
method Applies Bank and El Karoui Representation Theorem to solve first order conditions involving a non-integral term.
result Existence of base capacity ly(t)l^{\star}_y(t), showing optimal investment process becomes active at this level.

We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction o…

2015-10-17abs ↗pdf ↗

Proves mass-capacity inequalities for critical area-normalized capacitors, improving Schwarzschild metric uniqueness.

problem Proving mass-capacity inequalities for critical area-normalized capacitors.
method Analyzes asymptotically flat manifolds with boundary capacity potential satisfying an overdetermined problem.
result Improves Schwarzschild metric uniqueness and results for spin asymptotically flat spacetimes.

Paper tackles inventory management with deep learning, improving performance and adherence to constraints.

problem Managing inventory with limited resources and constraints.
method Proposes a novel method to sample from a distribution of possible constraint paths, extends exo-IDP formulation, introduces neural coordinator, and uses modified DirectBackprop algorithm.
result Deep reinforcement learning policies with a neural coordinator outperform classic baselines in terms of performance and adherence to constraints.

In this paper we address the following question, given a face representation, how many identities can it resolve? In other words, what is the capacity of the face representation? A scientific basis for estimating the capacity of a given face representation will not only benefit the evaluation and comparison of differen…

2017-09-29abs ↗pdf ↗

Recurrent neural networks are powerful models for processing sequential data, but they are generally plagued by vanishing and exploding gradient problems. Unitary recurrent neural networks (uRNNs), which use unitary recurrence matrices, have recently been proposed as a means to avoid these issues. However, in previous …

2016-10-31abs ↗pdf ↗

The paper proposes a probabilistic autoencoder for discovering causal directions between variables.

problem Finding the causal direction between two associated variables.
method Building an autoencoder of the joint distribution and maximizing its estimation capacity relative to marginal distributions.
result The higher estimation capacity is consistent with the unconstrained choice of a distribution representing the cause, while the lower capacity reflects the constraints imposed by the mechanism on the distribution of the effect.

Paper studies optimal investing for retirees with risk constraints.

problem Retirees' longevity and living standard risks in a fluctuating market.
method Formulated as a portfolio choice problem under time-varying risk capacity constraint. Derived optimal investment strategy using differential equations. Demonstrated endogenous spending measure and active investment strategy.
result Time-varying risk capacity constraint impacts asset allocation in retirement.

This paper addresses the so-called conformal capacities in Rn\mathbb R^n, n3n\ge 3, through comparing three existing definitions (due to Betsakos, Colesanti-Cuoghi, Anderson-Vamananmurthy-Fuglede respectively) and studying their associated iso-capacitary inequalities with connection to half-diameter, mean-width, mean-c…

2013-09-14abs ↗pdf ↗

Maximizes capacity of extensions with fixed boundary data.

problem Maximizing the capacity of extensions with nonnegative scalar curvature.
method Using the method of Lagrange multipliers on the constraint space of scalar-flat extensions.
result Derives variational condition for maximal capacity extensions and proves they have constant scalar curvature.

The electric capacity of a conductor in the 3-dimensional Euclidean space R3R^3 is defined as a ratio of a given positive charge on the conductor to the value of potential on the surface. This definition of the capacity is independent of the given charge. The capacity of a set as a mathematical notion was defined firs…

2006-08-20abs ↗pdf ↗

A variety of large-scale machine learning problems can be cast as instances of constrained submodular maximization. Existing approaches for distributed submodular maximization have a critical drawback: The capacity - number of instances that can fit in memory - must grow with the data set size. In practice, while one c…

2016-05-31abs ↗pdf ↗

A long standing open problem in the theory of neural networks is the development of quantitative methods to estimate and compare the capabilities of different architectures. Here we define the capacity of an architecture by the binary logarithm of the number of functions it can compute, as the synaptic weights are vari…

2019-01-02abs ↗pdf ↗

The paper defines capacities for minimal graphs over manifolds and proves the half-space property.

problem Characterizing minimal graphs and their properties over manifolds.
method Defining capacities using relative volume, studying solutions of bounded variation, and analyzing boundary behavior.
result Proves the half-space property for MM-parabolic manifolds.

Researchers solve Dirichlet problem for complex Monge-Ampère equation on Hermitian manifolds.

problem Solving the Dirichlet problem for the complex Monge-Ampère equation on Hermitian manifolds with boundary.
method Weak quasi-plurisubharmonic solutions and optimal subsolution theorems for bounded and Hölder continuous quasi-plurisubharmonic functions.
result Proves continuity of solutions for measures well dominated by capacity, including LpL^p densities and moderate measures.

Study on uniquely determining thermal properties from boundary temperature and heat flux measurements.

problem Determine thermal conductivity and volumetric heat capacity from boundary measurements.
method Uniqueness proof for isotropic and anisotropic media under thermal diffusivity assumption.
result Uniqueness of thermal properties in all dimensions and up to a gauge in two dimensions.

Study characterizes hulls and capacities on Riemannian manifolds, proving isoperimetric inequalities.

problem Characterizing hulls and capacities on Riemannian manifolds.
method Investigates strictly outward minimising hulls and uses p-capacities to recover their areas.
result Sharp isoperimetric inequality on complete noncompact manifolds with nonnegative Ricci curvature.

We study various capacities on compact Kähler manifolds which generalize the Bedford-Taylor Monge-Ampère capacity. We then use these capacities to study the existence and the regularity of solutions of complex Monge-Ampère equations.

2014-02-11abs ↗pdf ↗

New method reduces overfitting in deep neural networks by measuring and regulating hidden unit diversity.

problem Overfitting in deep neural networks.
method Introduces a new redundancy measure based on mutual information to improve generalization.
result Reduction of redundancy improves generalization capacity, reducing overfitting.

CapOptix uses options theory to price capacity in electricity markets.

problem Traditional capacity market designs fail to account for risk and price shocks.
method Interprets capacity commitments as reliability options and uses Markov Regime Switching Process.
result CapOptix provides more accurate pricing of capacity premia compared to existing mechanisms.

GD outperforms ridge regression and SGD in linear regression problems.

problem Comparing the risks of GD, ridge regression, and SGD in linear regression problems.
method Instance-wise finite-sample risk analysis of GD, ridge regression, and SGD.
result GD outperforms ridge regression and is incomparable with SGD in some cases.

This paper focuses on the discrimination capacity of aggregation functions: these are the permutation invariant functions used by graph neural networks to combine the features of nodes. Realizing that the most powerful aggregation functions suffer from a dimensionality curse, we consider a restricted setting. In partic…

2019-05-31abs ↗pdf ↗

In this article, we propose the notion of the general pp-affine capacity and prove some basic properties for the general pp-affine capacity, such as affine invariance and monotonicity. The newly proposed general pp-affine capacity is compared with several classical geometric quantities, e.g., the volume, the pp-var…

2017-05-21abs ↗pdf ↗

Study excess capacity in neural networks using Rademacher complexity.

problem Understanding how much capacity deep networks have beyond what's needed for classification.
method Unified Rademacher complexity bounds for function composition and convolutional layers, considering Lipschitz constants and initialization norms.
result There is substantial excess capacity per task, and capacity can be kept similar across different tasks.

Study optimizes pricing under uncertainty and capacity constraints.

problem Optimizing pricing decisions under demand uncertainty and capacity constraints.
method Analyzes linear demand, stochastic noise, and finite capacity; uses certified demand forecasts and control variates.
result Certified demand forecasts reduce regret from O(T)O(\sqrt{T}) to O(logT)O(\log T) under certain conditions.

Study derives error decay rates for kernel classification under source and capacity conditions.

problem Understanding prediction error decay rates for real data sets.
method Derived decay rates for misclassification error under Gaussian design for SVM and ridge classification.
result Rates accurately describe learning curves for data sets satisfying source and capacity conditions.

Study binary perceptrons' capacity using random duality theory.

problem Characterize the capacity of binary perceptrons with general thresholds.
method Utilized fully lifted random duality theory (fl RDT) to characterize the capacity.
result Characterizations match replica symmetry breaking predictions and uncover the capacity for zero-threshold scenario.