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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.

168,932 papers · 148 categories

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48 results for convex generating set

This note generalizes the visual angle to convex sets in 3D space.

problem Analyzing geometric properties of convex sets in 3D space.
method Generalizing the visual angle to convex sets in Euclidean space and expressing geometric quantities in terms of integrals of functions related to the solid angle.
result Invariant quantities of the original convex set can be expressed by integrals of functions related to the solid angle.

Optimal hidden-target learning for online inventory optimization on general convex sets.

problem Online inventory optimization (OIO) on arbitrary bounded convex capacity sets.
method Maintaining a hidden target and projecting it onto the feasible order-up-to set.
result The method improves the best known regret guarantee for OIO on general convex sets from inverse to inverse-square-root dependence on the common-demand probability.

In this article a class of closed convex sets in the Euclidean nn-space which are the convex hull of their profiles is described. Thus a generalization of Krein-Milman theorem\cite{Lay:1982} to a class of closed non-compact convex sets is obtained. Sufficient and necessary conditions for convexity, affinity and starsh…

2013-01-04abs ↗pdf ↗

The usual notion of set-convexity, valid in the classical Euclidean context, metamorphoses into several distinct convexity types in the more general Riemannian setting. By studying this phenomenon in reverse, we characterize complete manifolds for which certain convexity types are assumed a priori to coincide.

2016-11-26abs ↗pdf ↗

New algorithms for differentially private optimization in convex and non-convex settings with near-optimal rates.

problem Differentially private optimization in convex and non-convex settings.
method Developed algorithms for convex and non-convex settings with near-optimal excess population risk.
result Achieved near-optimal rates in near-linear time for convex settings and nearly dimension independent rates for non-convex settings.

Paper extends capillary convex body results to anisotropic setting with Alexandrov-Fenchel inequalities.

problem Extending capillary convex body results to anisotropic setting.
method Developed theory for anisotropic capillary convex bodies in half-space and established Alexandrov-Fenchel inequality for mixed volumes.
result Established a general Alexandrov-Fenchel inequality for mixed volumes of anisotropic capillary convex bodies, weakening and extending previous results.

In this paper we have generalized the notion of λλ-radial contraction in complete Riemannian manifold and developed the concept of pλp^λ-convex function. We have also given a counter example proving the fact that in general λλ-radial contraction of a geodesic is not necessarily a geodesic. We have also deduced some r…

2017-10-15abs ↗pdf ↗

The paper refines and generalizes worst-case law invariant convex risk measures.

problem Developing robust convex risk measures under uncertainty sets.
method Generalizing closed forms for worst-case law invariant convex risk measures with uncertainty sets based on norms and moment constraints.
result Explicit closed forms for convex risk measures are developed and assessed through numerical simulations.

Deep learning models generalize by extending decision boundaries outside the convex hull of training data.

problem Understanding how deep learning models generalize beyond their training data.
method Investigation of decision boundaries inside and outside the convex hull of training sets, using various neural network architectures and training regimes.
result Over-parameterization is necessary for deep learning models to extend decision boundaries outside the convex hull of their training data.

Efficient algorithms for online convex optimization with limited switching decisions.

problem Online convex optimization with limited switching decisions.
method Presented computationally efficient algorithms for both general and strongly convex losses.
result Regret bounds of O(T/S)O(T/S) for general convex losses and O~(T/S2)\widetilde O(T/S^2) for strongly convex losses.

We prove some results concerning the boundary of a convex set in $\H^n$. This includes the convergence of curvature measures under Hausdorff convergence of the sets, the study of normal points, and, for convex surfaces, a generalized Gauss equation and some natural characterizations of the regular part of the Gaussian …

2017-10-05abs ↗pdf ↗

Two groups with specific limit sets in hyperbolic spaces are identified.

problem Identifying convex cocompact subgroups with specific limit sets in real hyperbolic spaces.
method Examples of subgroups generated by reflections and rotations with limit sets as Pontryagin spheres and Menger curves.
result Examples of convex cocompact subgroups with limit sets as Pontryagin spheres and Menger curves are found.

Paper revisits DP-SCO in Euclidean and pd\ell_p^d spaces, focusing on constrained and bounded sets.

problem Differentially private stochastic convex optimization in constrained and bounded sets in Euclidean and pd\ell_p^d spaces.
method Proposes methods achieving excess population risks dependent on Gaussian width of the constraint set, and novel algorithms for unconstrained and heavy-tailed data.
result Theoretical results for DP-SCO in pd\ell_p^d spaces, including optimal bounds for strongly convex functions.

Paper tackles online DR-submodular maximization with various convex sets.

problem Maximizing DR-submodular functions online over different convex sets.
method Develops online algorithms with approximation guarantees for various convex sets.
result Achieves 1/e1/e-approximation ratio with O(T2/3)O(T^{2/3}) regret for down-closed sets.

The paper studies invariant convex sets in representations with nontrivial copolarity.

problem Understanding the face structure of invariant convex sets in representations with nontrivial copolarity.
method Proves that the face structure of an invariant convex set is determined by its intersection with a fat section, and that a face is exposed if and only if the corresponding face of the intersection is exposed.
result The face structure of invariant convex sets is completely determined by their intersections with fat sections, and exposed faces are preserved.

Paper extends SMM to weakly convex and multi-convex surrogates for non-convex optimization.

problem Non-convex optimization with weakly convex or multi-convex surrogates.
method Stochastic majorization-minimization with proximal regularization or block-minimization.
result Convergence rates for empirical and expected losses under non-i.i.d. data.

Paper extends meta-learning framework to non-convex settings with improved performance.

problem Learning from past tasks for faster future tasks in a sequential setting.
method Generalized online meta-learning framework to non-convex settings, introduced local regret as performance measure.
result The framework achieves logarithmic local regret and robustness to hyperparameter initialization.

New algorithms optimize convex functions with high-order derivatives.

problem Optimizing convex functions with high-order derivatives under various norms.
method Developed a non-Euclidean inexact accelerated proximal point method using an inexact uniformly convex regularizer.
result Showed nearly optimal algorithms for high dimensions in the black-box oracle model for p\ell_p-settings and all q1q \geq 1.

Paper revisits set membership estimation for linear systems with relaxed disturbance bounds.

problem Set membership estimation for linear systems with disturbances bounded by convex sets.
method Adopted block-martingale small-ball condition and random perturbed control policies to establish convergence rates.
result Established convergence rates for disturbances bounded by general convex sets.

Extends DCP framework to Hadamard manifolds for geodesically convex functions.

problem Verifying convexity in nonlinear programs on Hadamard manifolds.
method Introduces Disciplined Geodesically Convex Programming (DGCP) framework, defining compositions and transformations for geodesically convex functions.
result Allows verification of geodesic convexity for a broader range of functions, including statistical estimators and matrix-valued optimization.

Paper tackles non-monotone DR-submodular maximization with approximation and regret guarantees.

problem Maximizing non-monotone DR-submodular functions over specific sets.
method Frank-Wolfe algorithm for general convex sets, Stochastic Gradient Ascent for down-closed convex sets.
result First approximation guarantees for both offline and online settings.

Convexity and convex functions play an important role in theoretical physics. To initiate a study of the possible uses of convex functions in General Relativity, we discuss the consequences of a spacetime (M,gμν)(M,g_{μν}) or an initial data set (Σ,hij,Kij)(Σ, h_{ij}, K_{ij}) admitting a suitably defined convex function. We show how…

2017-02-18abs ↗pdf ↗

Convexity and convex functions play an important role in theoretical physics. To initiate a study of the possible uses of convex functions in General Relativity, we discuss the consequences of a spacetime (M,gμν)(M,g_{μν}) or an initial data set (Σ,hij,Kij)(Σ, h_{ij}, K_{ij}) admitting a suitably defined convex function. We show how…

2000-11-15abs ↗pdf ↗

The paper explores different smooth map notions on convex sets and their relationships.

problem Exploring and comparing different smooth map notions on convex sets.
method Constructing a function that doesn't extend to a smooth function on any open neighborhood but does for CkC^k functions.
result Diffeological and Sikorski smoothness notions do not coincide for all convex sets.