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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.

168,694 papers · 148 categories

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2625257871,049 · Jun 202019922001200920172026
48 results for concentration result

We survey recent results related to the concentration of eigenfunctions. We also prove some new results concerning ball-concentration, as well as showing that eigenfunctions saturating lower bounds for L1L^1-norms must also, in a measure theoretical sense, have extreme concentration near a geodesic.

2015-10-26abs ↗pdf ↗

Sharp concentration results for sums of heavy-tailed random variables.

problem Analyzing sums of independent heavy-tailed random variables.
method Using concentration inequalities and large deviation principles for distributions satisfying specific tail bounds.
result Sharp concentration inequalities and large deviation results for sums of heavy-tailed random variables.

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.

The paper reviews and improves concentration inequalities for statistical inference.

problem Analyzing statistical inference in various settings with high-dimensional data.
method Review and improvement of concentration inequalities for different types of random variables and statistical measures.
result Fresh new results and improved bounds with sharper constants.

Polluting fine dusts in South Korea which are mainly consisted of biomass burning and fugitive dust blown from dust belt is significant problem these days. Predicting concentrations of fine dust particles in Seoul is challenging because they are product of complicate chemical reactions among gaseous pollutants and also…

2019-01-29abs ↗pdf ↗

New approach to concentration inequalities for unbounded state space dynamical systems.

problem Concentration inequalities for unbounded state space dynamical systems.
method Functional analytic framework, transport-entropy inequality.
result Exponential concentration inequalities for sampling from stationary distribution.

New concentration inequalities for tensors with heavy-tailed coefficients.

problem Developing bounds for Euclidean functions of tensors with sub-Weibull distributions.
method Extending concentration inequalities to sub-Weibull random tensors, using new inequalities for heavy-tailed random variables and martingale analysis.
result Established a phase transition between sub-gaussian and heavy-tailed regimes for Euclidean functions of tensors.

New concentration inequality for U-statistics of Markov chains.

problem Proving a concentration inequality for U-statistics of order two in uniformly ergodic Markov chains.
method Inductive analysis using martingale techniques, uniform ergodicity, Nummelin splitting, and Bernstein's inequality.
result Recovery of convergence rate for U-statistics of independent random variables and canonical kernels, with improved results for dependent kernels.

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 ↗

The paper develops concentration inequalities for structured random data, extending beyond independent terms.

problem Developing concentration inequalities for structured weighted sums of random data, including tensors and matrix-valued data.
method The paper develops Hoeffding and Bernstein bounds for structured weighted sums under exchangeability, extending beyond the classical framework of independent terms.
result The paper develops a sharper concentration bound for combinatorial sums of matrix arrays.

New theorem shows curvature concentration depends linearly on volume ratio.

problem Gap theorem for nonnegative Ricci curvature manifolds with small curvature concentration.
method Exhibited Ricci flow solution with faster than 1/t curvature decay.
result Curvature concentration depends linearly on asymptotic volume ratio.

The paper studies reward concentration in MDPs, covering asymptotic and non-asymptotic settings.

problem Reward concentration in Markov Decision Processes (MDPs).
method Unified approach to reward concentration in MDPs, including asymptotic and non-asymptotic bounds.
result Rate-equivalent definitions of regret for learning policies.

Local smoothing of metrics with small curvature, removing Ricci curvature condition.

problem Establishing local smoothing of metrics with curvature concentration.
method Local mollification, removing Ricci curvature condition, Sobolev constants and volume growth.
result Compactness of manifolds with small curvature concentration under Ahlfors regularity and Sobolev constant.

This work explores the characteristics of financial contagion in networks whose links distributions approaches a power law, using a model that defines banks balance sheets from information of network connectivity. By varying the parameters for the creation of the network, several interbank networks are built, in which …

2014-10-09abs ↗pdf ↗

The paper provides concentration inequalities for Markov chain variance estimators.

problem Estimating the variance of Markov chains with concentration properties.
method Martingale decomposition method for uniformly geometrically ergodic Markov chains.
result Explicit control of the p-th moment of the OBM estimator difference and dependence on p and mixing time.

Blockchain scaling reduces gas fees, allowing more frequent liquidity updates and concentration.

problem Adverse selection risk and high gas fees on decentralized exchanges.
method Instrumental variables analysis using blockchain scaling solutions (Arbitrum, Polygon) as instruments.
result Higher repositioning intensity and precision lead to greater liquidity concentration, benefiting small trades.

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.

New theory for BNNs with Gaussian priors achieves optimal posterior concentration rates.

problem Lack of theoretical results for BNNs with Gaussian priors.
method New approximation theory for non-sparse DNNs with bounded parameters.
result BNNs with non-sparse general priors can achieve near-minimax optimal posterior concentration rates.

Minimal submanifolds are found as energy concentration sets in variational problems.

problem Understanding the structure of minimal submanifolds in codimension two.
method Purely variational approach, extending previous work on geodesics.
result Non-degenerate minimal submanifolds can be derived from critical maps of the Ginzburg-Landau functional.

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.

Unified framework for measuring concentration in weighted networks considering both weight distributions and network structure.

problem Traditional indices neglect the topology of relationships among network elements.
method Develops a family of topology-aware concentration indices that jointly account for weight distributions and network structure.
result The proposed indices preserve key properties and allow concentration to be evaluated across different dimensions of dependence.

Market impact is reduced when orders are filled with concentrated counterparts.

problem Market impact increases with a large number of trading counterparts.
method Analyzed London Stock Exchange data to show concentrated trading impacts market price.
result Concentrated trading reduces market impact when matched with similarly concentrated counterparts.

Study the singular limit of a boundary reaction equation, showing energy concentration and varifold support.

problem Analyzing the singular limit of a boundary reaction equation.
method Investigates the critical points of the boundary reaction equation \((-Δ)^{\frac{1}{2}}u = \frac{1}{\varepsilon}(u-u^3)\) in \(U \subset \mathbb{R}^n\).
result Shows existence of an (n1)(n-1)-rectifiable energy concentration set and associates limit energy measures to a stationary varifold.

Study on deep neural networks using concentration inequalities and optimal stopping.

problem Understanding the performance and structure of stochastic deep neural networks.
method Introduced concentration inequalities for SDNN outputs and an EC classifier. Determined the optimal number of layers via an optimal stopping procedure.
result Optimal number of layers for SDNNs determined via an optimal stopping procedure.

The paper generalizes product inequalities for random vectors and their applications.

problem Understanding concentration of measure for products of random vectors.
method Develops expressions for the concentration of functionals of random vectors based on product norms.
result Provides generalized Hanson-Wright inequalities and applications to random matrices.

The paper offers a framework to analyze machine learning problems using concentration of measure.

problem Analyzing machine learning algorithms defined by implicit equations.
method Develops a concentration of measure framework to solve convex problems and implicit formulations.
result Provides precise estimations for the first moments of the solution, describing the behavior and performance of machine learning classifiers.

Study improves self-normalized bounds for vector-valued processes beyond sub-Gaussianity.

problem Limited understanding of self-normalized concentration for vector-valued processes outside sub-Gaussian frameworks.
method Developed concentration inequalities for self-normalized processes with light tails (e.g., Bennett, Bernstein bounds) for vector-valued data.
result Provided new insights and bounds for self-normalized processes with non-sub-Gaussian distributions.