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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.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · Dec 199319922001200920172026
48 results for constraint reduction

Reduces Lie (bi-)algebroids and Dirac manifolds using constraint vector bundles.

problem Reduction of Lie (bi-)algebroids and Dirac manifolds.
method Introduces constraint manifolds and constraint vector bundles; proves constraint Serre-Swan theorem; introduces Cartan calculus for constraint forms and multivector fields; shows compatibility with reduction.
result Reduction procedure for Lie (bi-)algebroids and Dirac manifolds.

New algorithms reduce orthogonality constraint enforcement time in machine learning.

problem Efficiently solving orthogonality constraints in machine learning.
method Extending the landing algorithm to Stiefel manifold, incorporating stochastic and variance reduction techniques.
result All proposed methods achieve the same convergence rate as Riemannian counterparts enforcing constraints.

Nonholonomic mechanical systems have been attracting more interest in recent years because of their rich geometric properties and their applications in Engineering. In all generality, we discuss the reduction of a Hamilton-Jacobi theory for systems subject to nonholonomic constraints and that are invariant under the ac…

2018-10-11abs ↗pdf ↗

Theory for gravity coupled with fields on manifolds with null-boundary.

problem Formulating a theory for gravity coupled with scalar, SU(n), and spinor fields on manifolds with null-boundary.
method Symplectic reduction of boundary fields and constraints analysis.
result The set of constraints does not form a first class system for the three couplings.

Additive Gaussian process framework handles monotonicity constraints in high dimensions.

problem Handling monotonicity constraints in high-dimensional data.
method Additive Gaussian process framework with MaxMod algorithm for dimension reduction.
result Framework enables to satisfy monotonicity constraints everywhere in the input space.

Two new methods solve large-scale stochastic convex problems with linear constraints.

problem Solving large-scale stochastic convex optimization problems with many linear constraints.
method Conditional gradient-based methods that process only a subset of constraints at each iteration.
result Rigorous convergence guarantees for the proposed methods.

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.

Proposes rounding method for precise treatment effect estimation under budget constraints.

problem Resource-constrained experimental design for precise treatment effect estimation.
method Dependent randomized rounding procedure to convert assignment probabilities into binary treatment decisions.
result Improved estimator precision through variance reduction and efficient inference.

Improved privacy-preserving statistical estimates with customizable noise reduction.

problem Balancing privacy and accuracy in statistical estimation.
method Introducing the Brownian mechanism, which adds Gaussian noise to a sequence of estimates, gradually reducing it based on the practitioner's needs.
result The Brownian mechanism produces more accurate estimates while maintaining strong privacy guarantees, outperforming existing methods.

Survey of recent developments in symmetric reductions and controls for Hamiltonian systems.

problem Understanding the internal relationships of geometric structures and controls in Hamiltonian systems with symmetry.
method Survey and introduction of recent developments in controlled Hamiltonian systems with symmetry.
result Reveals the relationships between geometric structures, nonholonomic constraints, dynamical vector fields, and controls.

Bayesian optimization improves with transfer learning for aircraft design.

problem Cold start problem in Bayesian optimization for aircraft design.
method Ensemble of surrogate models using transfer learning in a constrained Bayesian optimization framework.
result Significant improvement in convergence and prediction accuracy.

Given a Dirac subbundle and an isotropic subbundle of a Courant algebroid, we provide a canonical method to obtain a new Dirac subbundle. When the original Dirac subbundle is involutive (i.e., a Dirac structure) this construction has interesting applications, for instance to Dirac's theory of constraints and to the Mar…

2007-02-01abs ↗pdf ↗

The problem of low-rank approximation with convex constraints, which appears in data analysis, system identification, model order reduction, low-order controller design and low-complexity modelling is considered. Given a matrix, the objective is to find a low-rank approximation that meets rank and convex constraints, w…

2016-06-06abs ↗pdf ↗

Spectral dimensionality reduction algorithms are widely used in numerous domains, including for recognition, segmentation, tracking and visualization. However, despite their popularity, these algorithms suffer from a major limitation known as the "repeated Eigen-directions" phenomenon. That is, many of the embedding co…

2016-12-11abs ↗pdf ↗

This paper studies nonholonomic constraints in Hamiltonian systems, deriving equations and theorems.

problem Analyzing nonholonomic constraints in Hamiltonian systems.
method Deriving distributional RCH systems, geometric constraint conditions, and Hamilton-Jacobi theorems.
result Derives precise geometric constraint conditions and Hamilton-Jacobi theorems for nonholonomic systems.

Proposes a framework to optimize complex data constraints effectively.

problem Challenges in optimizing high-dimensional, noisy data with constraints.
method Multi-stage Constrained Optimization Framework (MCOF) with EC-VAE, UT, and CPM.
result Validated on synthetic and real-world problems, achieving feasible solutions.

New algorithms reduce complexity for solving nonconvex optimization problems with stochastic objectives and constraints.

problem Solving nonconvex optimization problems with stochastic objectives and constraints.
method Single-loop quadratic penalty and augmented Lagrangian algorithms with variance reduction techniques.
result Achieved best-known complexity guarantees for solving nonconvex optimization problems with stochastic objectives and constraints.

Optimizes gradual reduction of excess carbon emissions to net-zero.

problem Achieving net-zero carbon emissions through gradual reduction of excess emissions.
method Stochastic control approach to identify optimal emission strategy under constraints.
result Identifies the emission strategy that maximizes future profit from excess emissions.

A number of discrete and continuous optimization problems in machine learning are related to convex minimization problems under submodular constraints. In this paper, we deal with a submodular function with a directed graph structure, and we show that a wide range of convex optimization problems under submodular constr…

2013-09-26abs ↗pdf ↗

Reduces the cost of making fair models using differential privacy.

problem Ensuring fairness in machine learning models while maintaining differential privacy.
method Information-theoretic reductions to solve constrained optimization problems.
result First polynomial-time algorithms for (ε,δ)(ε, δ) differential privacy with tight sample complexity bounds.

VRSGT algorithm reduces orthogonality constraints in decentralized optimization.

problem Decentralized optimization with orthogonality constraints.
method VRSGT algorithm with variance reduction and orthogonal techniques.
result VRSGT achieves convergence rate of O(1 / k) for orthogonality constraints.

The ``classical BRST construction'' as developed by Batalin-Fradkin-Vilkovisky is a homological construction for the reduction of the Poisson algebra P=C(W)P = C^\infty (W) of smooth functions on a Poisson manifold WW by the ideal II of functions which vanish on a constraint locus. This ideal is called first class if II

1996-03-24abs ↗pdf ↗

This paper presents a variational and multisymplectic formulation of both compressible and incompressible models of continuum mechanics on general Riemannian manifolds. A general formalism is developed for non-relativistic first-order multisymplectic field theories with constraints, such as the incompressibility constr…

2000-05-03abs ↗pdf ↗

New methods reduce constraint violations to certainty in stochastic optimization.

problem Finding a point with certain constraint satisfaction and near-stationarity.
method Single-loop variance-reduced stochastic first-order methods with truncated momentum schemes.
result Achieves strong convergence guarantees for εε-stochastic stationary points with certain constraint satisfaction.

Enhanced neural network framework improves constraint satisfaction with topological conditioning.

problem Maintaining semantic coherence while satisfying physical and logical constraints in neuro-symbolic reasoning.
method Integrates topological conditioning with gradient stabilization mechanisms using Forman-Ricci curvature, Deep Delta Learning, and Covariance Matrix Adaptation Evolution Strategy.
result Achieves mean energy reduction to 1.15 compared to baseline values of 11.68, with 95 percent success rate.

Local Linear embedding (LLE) is a popular dimension reduction method. In this paper, we first show LLE with nonnegative constraint is equivalent to the widely used Laplacian embedding. We further propose to iterate the two steps in LLE repeatedly to improve the results. Thirdly, we relax the kNN constraint of LLE and p…

2012-06-27abs ↗pdf ↗

This work improves continual learning by selecting diverse samples for replay buffers.

problem Overcoming catastrophic forgetting in online continual learning.
method Formulates sample selection as a constraint reduction problem and uses gradient-based diversity maximization.
result Demonstrates improved performance compared to existing methods that rely on task boundaries.

New method reduces deep learning training costs by approximating vector-jacobian products.

problem Efficiently training deep neural networks with reduced computational and memory costs.
method Randomized, unbiased approximations of vector-jacobian products during backpropagation.
result Validated potential for reducing deep learning training costs through unbiased estimates.

Comonotonic allocations are restored under certain constraints, improving risk-sharing.

problem Feasibility constraints can distort optimal risk-sharing allocations.
method Identified componentwise convex-order solidity as a sufficient condition to restore comonotonic allocations.
result Componentwise convex-order solidity ensures comonotonic improvements under feasible constraints.

Paper solves optimization problems with convex expectation constraints using a new algorithm.

problem Minimizing convex expectation functions with inequality convex expectation constraints.
method Stochastic Augmented Lagrangian-Type Algorithm (Stochastic Linearized Proximal Method of Multipliers).
result Algorithm achieves O(K1/2)O(K^{-1/2}) convergence rates for objective reduction and constraint violation.

Discrete Lagrange problems solved with Lie group constraints.

problem Solving discrete Lagrange problems with Lie group constraints.
method Proving critical sections are solutions of unconstrained variational problems, applying Noether theory and multisymplectic forms.
result Critical sections of discrete Lagrange problems are solutions of unconstrained variational problems.

In this paper, we make a generalization of Routh's reduction method for Lagrangian systems with symmetry to the case where not any regularity condition is imposed on the Lagrangian. First, we show how implicit Lagrange-Routh equations can be obtained from the Hamilton-Pontryagin principle, by making use of an anholonom…

2015-09-07abs ↗pdf ↗

Bayesian SPCA method tackles orthogonality constraint with spike and slab prior.

problem Bayesian SPCA method for high-dimensional data with orthogonality constraint.
method Parameter-expanded coordinate ascent variational inference (PX-CAVI) with spike and slab prior.
result PX-CAVI algorithm outperforms existing SPCA approaches in performance.

We investigate the application of two heuristic methods, genetic algorithms and tabu/scatter search, to the optimisation of realistic portfolios. The model is based on the classical mean-variance approach, but enhanced with floor and ceiling constraints, cardinality constraints and nonlinear transaction costs which inc…

2005-01-04abs ↗pdf ↗