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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.

169,341 papers · 148 categories

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4896144192 · May 202619922001200920182026
48 results for concentration constraints

Paper analyzes minimal investment risk with budget and concentration constraints.

problem Minimal investment risk in portfolio optimization with budget and concentration constraints.
method Replica analysis to consider the minimal investment risk.
result Minimal investment risk with concentration constraint is larger than without.

The paper analyzes maximizing and minimizing investment concentration under budget and risk constraints.

problem Maximizing and minimizing investment concentration with budget and risk constraints.
method Replica analysis and the method of steepest descent based on Lagrange's method of undetermined multipliers.
result Optimal solutions are verified to be dual to the portfolio optimization problem.

Study proves solutions concentrate on a capillary surface in a manifold.

problem Existence of solutions for a nonlinear Neumann boundary condition equation.
method Inspired by Pacard and Ritoré, constructs solutions concentrating to a capillary surface.
result Solutions concentrate asymptotically to a given volume nondegenerate capillary hypersurface.

Bayesian approach improves deep learning performance by concentrating posterior on optimal networks.

problem Improving generalizability of deep neural networks by reducing overfitting and optimizing architecture design.
method Spike-and-Slab Deep Learning (SS-DL) for fully Bayesian regularization of ReLU networks.
result Posterior distribution concentrates at near minimax rate for unknown smoothness levels, matching optimal network size.

The paper studies spheres with small diameter in 3D manifolds concentrating at scalar curvature critical points.

problem Understanding the behavior of Willmore spheres with small diameter in 3D manifolds.
method Analyzes spheres under bounded Willmore energy and small diameter constraints, focusing on scalar curvature critical points.
result Embedded Willmore spheres concentrate at critical points of scalar curvature under small diameter and bounded energy conditions.

The paper proves concentration inequalities for diffusion processes.

problem Proving concentration inequalities for diffusion processes.
method Analysis via the Poisson equation for a broad class of subexponentially ergodic processes.
result Demonstrates power of concentration inequalities in validating conditions for Lasso estimation and sampling algorithms.

PDCA algorithm learns policies for RL with constraints using a primal-dual approach.

problem Offline constrained reinforcement learning with general function approximation.
method Primal-Dual-Critic Algorithm (PDCA) using a primal-dual approach.
result PDCA finds a near saddle point of the Lagrangian, nearly optimal for constrained RL.

Improved privacy-preserving methods for convex optimization with heavy-tailed data.

problem Privacy-preserving optimization of convex functions with heavy-tailed data.
method Developed algorithms for private mean estimation and convex optimization under concentrated differential privacy constraints.
result Achieved improved upper bounds on excess population risk for convex and strongly convex loss functions.

Algorithm minimizes regret in multi-criteria bandits with constraints.

problem Optimize primary attribute while respecting secondary constraints.
method Con-LCB algorithm that guarantees logarithmic regret and feasibility identification.
result Logarithmic regret and feasibility identification with high probability.

Proposes a method to estimate sparse Gaussian graphical models with hidden clustering structure.

problem Modeling statistical relationships between variables with sparsity and clustering.
method Two-phase algorithm using sGS-ADMM for initial point and pALM for solution.
result Demonstrates good performance and efficiency of the proposed model and algorithm on synthetic and real data.

Bayesian inference over admissible histories leads to irreversible kinetics.

problem Modeling irreversible processes in systems with uncertain histories.
method A Gibbs-type measure weighted by energy-dissipation action and observation constraints, interpreted as a Bayesian posterior.
result The measure concentrates on maximum-a-posteriori (MAP) histories, recovering classical deterministic evolution.

Privacy constraints affect learning Markov Random Fields differently.

problem Learning Markov Random Fields under differential privacy constraints.
method Algorithms for structure and parameter learning under pure, concentrated, and approximate differential privacy.
result Privacy constraints impose a strong separation between structure and parameter learning in high-dimensional data.

Solves Yamabe problem on compact manifolds using variational methods.

problem Solving the Yamabe problem on compact Riemannian manifolds.
method Variational approach, conformal transformations, Concentration-Compactness method.
result The Yamabe problem is solvable when the manifold's Yamabe invariant is less than that of the sphere.

New algorithm improves heavy-tailed statistical estimation in streaming data.

problem Heavy-tailed statistical estimation in streaming data.
method Clipped stochastic gradient descent algorithm with improved analysis.
result Guarantees exponential concentration with O(1)O(1) batch size for mean estimation and linear regression.

Algorithm optimizes a single attribute in multi-armed bandits with constraints.

problem Optimizing a single attribute under multiple constraints in multi-armed bandits.
method Successive Rejects framework, information theoretic lower bound.
result Upper bound on probability of error decays exponentially with budget, nearly optimal in certain cases.

Paper tackles offline CMDP problems with near-optimal algorithm and sample complexity bound.

problem Offline CMDP problems with only offline data available.
method DPDL algorithm using single-policy concentrability coefficient CC^* and deviation control mechanism.
result DPDL algorithm matches sample complexity lower bound with ildeO((1γ)1) ilde{\mathcal{O}}((1-γ)^{-1}) factor.

Paper introduces information-constrained optimal transport, generalizing Talagrand's inequality.

problem Optimal transport problem with information constraints.
method Information constrained variation of optimal transport, using Marton's approach.
result Recovery of concentration of measure results and solution to Cover's open problem.

Study on free boundary minimal surfaces, focusing on curvature concentration and geometric convergence.

problem Understanding the limit behavior of free boundary minimal hypersurfaces with curvature concentration.
method Detailed blow-up analysis and quantization identity derivation for total curvature functional.
result Derivation of a constraint relating topology of limit hypersurfaces and their blow-up models.

New stability framework relaxes boundedness assumptions for generalization bounds.

problem Overly restrictive assumptions for modern learning settings with heavy-tailed or unbounded losses.
method Develops a stability-based framework requiring only finite LpL_p moment conditions.
result Sharp generalization bounds derived for various learning paradigms.

Paper develops sparse learning for heavy-tailed time series with locally stationary dynamics.

problem Sparse learning for high-dimensional heavy-tailed locally stationary time series.
method Additive modeling with kernel smoothing, sparsity-inducing penalized estimation.
result Prediction-error bounds and convergence rates for different sparsity structures.

Study examines market response to concentrated policy communication using entropy measures.

problem Characterizing market response under concentrated policy communication.
method Jointly examines dispersion and information complexity (entropy) using sliding window cumulative entropy.
result Entropy captures both market volatility and narrative constraints, signaling coherent policy-driven moves.

Optimal wind farm placement using quantile constraints for better power output.

problem Optimizing wind farm placement to maximize power output considering spatial and temporal wind speed correlations.
method Used a probabilistic neural network with ReLU activation functions to reformulate constraints as linear ones, embedding them into a two-stage stochastic optimization problem.
result The constraint learning approach outperforms classical methods, especially for risk-averse investors.

Develops a new method for neural network significance testing without strict constraints.

problem Testing neural networks without bounded weights or specific architectural constraints.
method Uses Rademacher complexity bounds, weakened Sobolev space membership conditions, and a modified sieve space construction.
result Achieves optimal convergence rates and valid asymptotic distributions for test statistics.

New offline RL algorithms tackle partial data coverage with optimal performance and practicality.

problem Partial data coverage in offline RL datasets.
method Augmented Lagrangian method applied to MIS formulation for optimal offline RL.
result Statistically optimal offline RL with practical performance, eliminating conservatism.

Paper addresses concentration of distances for fractional quasi p-norms, identifying conditions for concentration and anti-concentration.

problem Understanding concentration of distances for fractional quasi p-norms in high dimensions.
method Analyzes conditions for concentration and anti-concentration of distances for fractional quasi p-norms.
result Identifies conditions for concentration and anti-concentration of fractional quasi p-norms, ruling out some approaches and specifying conditions for control.

Study Finsler metric measure manifolds' concentration properties.

problem Understanding concentration properties in Finsler metric measure manifolds.
method Established relationships with observable diameter, isoperimetric inequalities, and first eigenvalue.
result Derived a Cheng type upper bound estimate for the first closed eigenvalue.

A quantum framework optimizes collateral allocation for derivatives.

problem Legal constraints and operational rules in collateral allocation for derivatives.
method Certified higher-order quantum framework that normalizes margin requirements and builds a bounded neighborhood of actions.
result Quantum framework improves certified sample quality compared to classical methods.

Paper develops neural network approximation for pessimistic offline RL with theoretical guarantees.

problem Challenges in offline reinforcement learning with deep neural networks and data dependence.
method Establishes estimation error for pessimistic offline RL using neural network approximation with C\mathcal{C}-mixing data.
result Explicit efficiency of deep adversarial offline RL frameworks demonstrated with two converging error components.

NSBI approach detects Higgs trilinear coupling with high luminosity upgrade constraints.

problem Determining the Higgs trilinear self-coupling via off-shell Higgs production.
method Hybrid neural simulation-based inference (NSBI) incorporating SMEFT and quantum interference effects.
result NSBI achieves sensitivity close to theoretical optimum for Higgs trilinear self-coupling.

Geometric approach to thermodynamics of chemical reaction networks.

problem Thermodynamics of chemical reaction networks with non-ideal behavior.
method Information geometry, Riemannian geometry, Cramer-Rao bound, absolute sensitivity.
result Absolute sensitivity is a projection operator onto the tangent bundle of the equilibrium manifold.

Paper examines the relationship between maximizing and minimizing expected return in portfolio optimization.

problem Investment risk and return optimization in portfolio problems.
method Lagrange undetermined multiplier method and replica analysis.
result Derived mean square error and correlation coefficient of optimal portfolios as functions of risk tolerance.

The paper studies concentration of measure on manifolds with boundary, focusing on 11-Lipschitz functions.

problem Concentration of measure phenomena of non-negative 11-Lipschitz functions on manifolds with Dirichlet boundary condition.
method Examined relation between boundary concentration phenomena and large spectral gap phenomena of Dirichlet eigenvalues of Laplacian. Introduced new invariant called the observable inscribed radius.
result Formulated comparison theorems for the observable inscribed radius under lower Ricci curvature and mean curvature bounds for the boundary.