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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.

168,695 papers · 148 categories

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19375674 · Jun 202019922001200920172026
48 results for concavity inequality

The paper develops inequalities for log-concave functions and related surface areas.

problem Understanding log-concave functions and their inequalities.
method Establishing new inequalities through f-divergences and functional affine surface areas.
result New inequalities on functional affine surface area and bounds for Kullback-Leibler divergence.

We present a simple connection between differential Harnack inequalities for hypersurface flows and natural concavity properties of their time-of-arrival functions. We prove these concavity properties directly for a large class of flows by applying a concavity maximum principle argument to the corresponding level set f…

2019-12-13abs ↗pdf ↗

The paper proves extension theorems for complex manifolds with Levi qq-concave domains.

problem Holomorphic extension theorems for complex manifolds with Levi qq-concave domains.
method The proof relies on holomorphic Morse inequalities, the Kohn-Rossi extension theorem, and a general Nakano-Griffiths inequality.
result Holomorphic extension theorems for (0,)(0,\ell)-forms on Levi qq-concave domains.

Paper proves generalized Talagrand inequality for Sinkhorn distance.

problem Proving a generalized Talagrand inequality for Sinkhorn distance.
method Using entropy power inequality and infinitesimal displacement convexity of optimal transport map.
result Extends previous results of Gaussian Talagrand inequality for Sinkhorn distance to strongly log-concave case.

Improved algorithms for convex-concave min-max optimization and monotone variational inequalities.

problem Efficiently solving constrained convex-concave min-max problems and monotone variational inequalities.
method Higher-order methods achieving iteration complexities of O(1/T^{ rac{p+1}{2}}) for p-th order derivatives.
result Achieved improved convergence rates for min-max and monotone variational inequalities.

Paper proposes new Langevin samplers for sampling from log-concave distributions with superlinear gradient growth.

problem Sampling from log-concave distributions with superlinear gradient growth.
method Proposes two novel discretizations of kinetic Langevin SDEs, showing contractivity and log-Sobolev inequality.
result Establishes non-asymptotic bounds in 2-Wasserstein distance between sampled distributions and target measures.

New Orlicz Brunn-Minkowski inequalities are established for rigid motion compatible Minkowski valuations of arbitrary degree. These extend classical log-concavity properties of intrinsic volumes and generalize seminal results of Lutwak and others. Two different approaches which refine previously employed techniques are…

2014-11-28abs ↗pdf ↗

Two important goals of high-dimensional modeling are prediction and variable selection. In this article, we consider regularization with combined L1L_1 and concave penalties, and study the sampling properties of the global optimum of the suggested method in ultra-high dimensional settings. The L1L_1-penalty provides th…

2016-05-11abs ↗pdf ↗

We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the martingale inequality is determined by a fixed point of a simple nonlinear operato…

2014-01-19abs ↗pdf ↗

The paper proves a Jensen's inequality in spaces with lower bounded curvature.

problem Proving Jensen's inequality in geodesic spaces with curvature constraints.
method Using properties of tangent cones and gradients for semi-concave functions in spaces with lower bounded curvature.
result The inequality holds for geodesically convex functions in spaces with curvature lower bounded.

Information concentration of probability measures have important implications in learning theory. Recently, it is discovered that the information content of a log-concave distribution concentrates around their differential entropy, albeit with an unpleasant dependence on the ambient dimension. In this work, we prove th…

2018-02-26abs ↗pdf ↗

Reverse Hölder inequalities on Fano metrics with applications to geodesics and singularities.

problem Establishing reverse Hölder inequalities on Kähler metrics of Fano varieties.
method Using log-concavity and properties of Ricci potentials, the inequality is proven for Fano manifolds with log terminal singularities.
result The inequality holds for Fano varieties with log terminal singularities and the constant depends only on p and the dimension of X.

Proves error bounds for PGD, extending log-Sobolev and Talagrand inequalities.

problem Maximum likelihood estimation of large latent variable models.
method Extending log-Sobolev and Talagrand inequalities to models with strongly concave log-likelihoods.
result Non-asymptotic error bounds for PGD in models satisfying LSI and PŁI.

New sampling algorithms for complex distributions without log-concavity.

problem Efficient sampling from complex, high-dimensional distributions.
method Randomized splitting Langevin Monte Carlo (RSLMC) algorithm.
result Uniform-in-time error bounds for RSLMC and RLMC algorithms.

The paper establishes inequalities for Chern classes and Riemann-Roch type inequalities for projective manifolds.

problem Establishing inequalities for Chern classes and Riemann-Roch type inequalities for projective manifolds.
method Applying effective very ampleness of adjoint bundles, log-concavity, and Khovanskii-Teissier inequalities.
result For any projective manifold X and ample line bundle L, there exists a universal bivariate polynomial Q_λ(x, y) with deg Q ≤ d, such that the inequality holds.

We consider an abstract compact orientable Cauchy-Riemann manifold endowed with a Cauchy-Riemann complex line bundle. We assume that the manifold satisfies condition Y(q) everywhere. In this paper we obtain a scaling upper-bound for the Szegö kernel on (0, q)-forms with values in the high tensor powers of the line bund…

2010-05-29abs ↗pdf ↗

New method improves sampling for weakly log-concave posteriors.

problem Sampling from weakly log-concave posterior distributions.
method Stochastic Langevin Monte Carlo with over-damped diffusion.
result Simulation horizon is (dlog(n)2)(1+r)2(d \log(n)^2)^{(1+r)^2} with Poisson subsampling.

The paper finds the unique minimizer of area for hyperbolic bodies with curvature constraints.

problem Finding the unique minimizer of area for hyperbolic bodies with curvature constraints.
method Introduced the concept of 'thick λλ-sausage' bodies and used extra assumption of thickness to handle non-convex inner parallel bodies.
result The thick λλ-sausage body is the unique minimizer of area among all bodies with a given length and curvature constraints.

The paper analyzes tensor recovery from symmetric rank-one measurements using information theory.

problem Recovering tensors with low symmetric rank from symmetric rank-one measurements.
method Covering numbers argument, Carbery-Wright inequality, orthogonal polynomials, Fano's inequality.
result Near-optimal sample complexity bounds for log-concave distributions.

Study optimal consumption for loss-averse agents considering past spending peaks.

problem Optimal consumption for loss-averse agents with reference to past spending maximum.
method Adopted S-shaped utility, concave envelope, HJB variational inequality, dual transform, and smooth-fit conditions.
result Obtained piecewise closed-form solutions for optimal consumption and investment control.

Unified study of Brunn-Minkowski conjectures for log-concave measures.

problem Understanding the role of symmetry in inequalities of Brunn-Minkowski type.
method Unified framework, new results for conjectures, improved estimates for Lebesgue and Gaussian measures.
result Unified framework and new results for Brunn-Minkowski conjectures.

Universal tester-learner for halfspaces over structured distributions.

problem Learning halfspaces over a wide class of structured distributions.
method Uses a fully polynomial tester-learner based on hypercontractivity and sum-of-squares (SOS) programs.
result Achieves error O(opt)+εO(\mathrm{opt}) + ε on any labeled distribution that the tester accepts.

Algorithm samples from composite log-concave distributions using gradient evaluations and restricted Gaussian oracles.

problem Sampling from composite log-concave distributions with limited gradient evaluations.
method Proximal gradient algorithm with RGO for gg and strong/strongly convex conditions for ff.
result Achieves εε error in total variation distance in O~(κdlog4(1/ε))\widetilde{\mathcal O}(κ\sqrt d \log^4(1/ε)) iterations.

Improved Langevin algorithms with prior diffusion achieve dimension-independent convergence for non-log-concave distributions.

problem Understanding the dimension dependency of computational complexity in high-dimensional sampling.
method Investigation of prior diffusion technique for log-Sobolev inequality target distributions.
result Modified Langevin algorithm achieves dimension-independent KL divergence convergence.

New algorithms reduce variance in solving complex mathematical problems.

problem Solving convex-concave saddle point problems, variational inequalities, and inclusions.
method Stochastic variance reduction for extragradient, forward-backward-forward, and forward-reflected-backward methods.
result All proposed methods converge with complexities matching or improving deterministic counterparts.

ULA estimates covariance of log-concave distributions efficiently.

problem Estimating covariance matrices of log-concave distributions efficiently.
method Unadjusted Langevin algorithm (ULA) for sampling and covariance estimation.
result Sample complexity of single-chain ULA is smaller than that of parallel ULA by a logarithmic factor.

New sampling method guarantees approximate first-order stationary points for non-convex functions.

problem Sampling from non-log-concave densities with non-convex potential functions.
method Averaged Langevin Monte Carlo with complexity analysis.
result Langevin Monte Carlo outputs a sample with ε-relative Fisher information after O(L²d²/ε²) iterations.