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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.

169,181 papers · 148 categories

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48 results for convex parametrization

SGD converges exponentially fast in non-convex over-parametrized learning.

problem Convergence of SGD in non-convex, over-parametrized learning.
method Analysis of SGD with constant step size for non-convex functions satisfying the PL condition.
result Exponential convergence of SGD for non-convex functions satisfying the PL condition.

New inequalities for convex curves with multiple geometric factors.

problem Establishing inequalities for convex curves with multiple geometric factors.
method Parametric isoperimetric-type inequalities for closed convex curves with parameter conditions and equality conditions.
result Derived new inequalities and improved versions of existing inequalities.

Study real projective structures on a specific Coxeter orbifold.

problem Characterize real projective structures on a noncompact Coxeter orbifold.
method Embedding and extending a Coxeter quadrilateral, perturbing to form a convex polytope, and analyzing the deformation space.
result Determine the detailed properties of the deformation space of real projective structures on the orbifold.

Study examines surfaces with bounded fractional mean curvature, proving control over local parametrization.

problem Understanding surfaces with bounded fractional mean curvature.
method Investigates bounded L^p-norm of fractional mean curvature, proving control over local parametrization.
result Proves control over local parametrization, leading to lower Ahlfors-regularity, weak Michael-Simon type inequality, and stability application.

Estimates risk in finance using Wasserstein distance and parametric models.

problem Assessing risk in financial models with model uncertainty.
method Parametric approach based on Wasserstein distance for convex risk functionals.
result Developed a numerical method using neural networks to estimate risk and optimal perturbations.

New proofs given for space curves with totally positive torsion.

problem Description of convex hulls of space curves with totally positive torsion.
method New proofs of parametric representation, surface area, and volume formulas.
result Recovery of formulas for convex hull's surface area and volume.

Study on the optimization of neural networks with ReLU activation and the degeneracy of their parametrizations.

problem Understanding the optimization landscape of neural networks with ReLU activation.
method Analyzing the optimization problem over the space of neural network realizations and establishing inverse stability of the realization map.
result Inverse stability of the realization map is not guaranteed in general but can be established for shallow networks, allowing optimization over restricted sets.

Over-parametrized networks with quadratic activations can find globally optimal solutions for convex losses.

problem Finding globally optimal solutions in neural networks with quadratic activations.
method Analyzing the landscape properties of loss functions and using Rademacher complexity for generalization.
result Over-parametrization with k2nk \ge \sqrt{2n} enables finding globally optimal solutions for convex losses.

New guarantees for MRLEs in prediction accuracy.

problem Prediction accuracy in high-dimensional statistics.
method Derive guarantees for MRLEs in Kullback-Leibler divergence under convex parametrization and positive homogeneity.
result MRLEs are broadly consistent in prediction regardless of model conditions.

Method identifies shifts leading to large model performance differences.

problem Detecting shifts in distribution that affect model performance.
method Parametric changes in causal mechanisms define robustness sets; worst-case optimization problem approximated as non-convex quadratic.
result Second-order approximation of worst-case loss for small shifts, leading to efficient algorithms.

Study shows surfaces in Lorentz manifold evolve by translation.

problem Investigating space-like graphs over compact convex domains in Lorentz manifold.
method Non-parametric mean curvature flow with contact angle boundary condition.
result Solutions converge to translation-only motion.

New parametrization handles sextactic points on closed curves.

problem Parametrizing closed projective plane curves with sextactic points.
method Introducing an additional scalar parameter α to define a 2π-periodic global parametrization.
result The balanced parametrization is unique up to a shift of the parameter and is a global projective invariant.

We present a novel and comprehensive approach to the study of the parametric Plateau problem for locally strictly convex (LSC) hypersurfaces of prescribed curvature for general convex curvature functions inside general Riemannian manifolds. We prove existence of solutions to the Plateau problem with outer barrier for L…

2010-08-20abs ↗pdf ↗

Proposes a convex model for mixed logit to handle individual heterogeneity.

problem Non-convex optimization in mixed logit models for individual heterogeneity.
method Sparse and low-rank decomposition for convex formulation.
result Convex formulation avoids simulation-based approximation and unstable model interpretation.

We characterization hyperbolic metrics on compact surfaces with boundary using a variational principle. As a consequence, a new parametrization of the Teichmuller space of compact surface with boundary is produced. In the new parametrization, the Teichmuller space becomes an open convex polytope. It is conjectured that…

2006-01-15abs ↗pdf ↗

New method reduces over-parametrization in neural networks, ensuring sparsity and finite network size.

problem Over-parametrization leads to too many active neurons in neural networks, especially with large data.
method Investigates a nonconvex regularization method for shallow ReLU networks.
result Locally optimal networks are finite even with infinite data, maintaining approximation guarantees and network size bounds.

The theory of convex risk functions has now been well established as the basis for identifying the families of risk functions that should be used in risk averse optimization problems. Despite its theoretical appeal, the implementation of a convex risk function remains difficult, as there is little guidance regarding ho…

2016-07-24abs ↗pdf ↗

Large deviations theory applied to policy gradient methods.

problem Understanding convergence of policy gradient methods in reinforcement learning.
method Large deviation rate function and contraction principle from large deviations theory.
result Convergence properties of policy gradient methods can be extended to various policy parametrizations.

Deep neural networks with multiple branches are less non-convex, improving performance.

problem Improving neural network performance through multi-branch architectures.
method Quantitative measurement of duality gap for neural networks with multi-branches and various activation functions.
result The duality gap of multi-branch neural networks decreases as the number of branches increases, leading to less non-convex optimization problems.

Paper relaxes assumptions for non-parametric estimation in pairwise learning.

problem Generalization performance of non-parametric estimation for pairwise learning.
method Significantly relaxes restrictive assumptions, constructs structured deep ReLU neural network, and designs targeted hypothesis space.
result Establishes a sharp oracle inequality for empirical minimizer with general hypothesis space for Lipschitz continuous pairwise losses.

This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding non-convex optimization. For this purpose, this paper describes the design and use of…

2013-02-22abs ↗pdf ↗

First order methods can take extremely long to find global minima of non-convex functions.

problem Finding global minimizers of non-convex functions.
method Designing a family of non-convex functions and using statistical lower bounds for parameter estimation.
result First order methods can take exponential time to converge to a global minimizer.

The study connects polygon areas and projective structures in 3D space.

problem Relating polygon areas and projective structures in 3D space.
method Investigates positive tuples of complete flags in R^3 and their associated polygons in RP^2.
result Establishes a relationship between Holmes-Thompson area and projective structures.

Convex program for estimating nonlinear recurrent models with stability conditions.

problem Estimating parameters in nonlinear recurrent models with stability conditions.
method Formulated a convex program for the estimator of nonlinear recurrent models under stability conditions.
result Sample complexity for the convex program estimator under stable dynamics.

Unified analysis for nonlinear parametric models in Bayesian optimization.

problem Limited theoretical guarantees for nonlinear parametric models in Bayesian optimization.
method Kernel-based framework for analyzing regularized nonlinear parametric models trained on adaptively collected data.
result Unified convergence guarantees for nonlinear acquisition and surrogate models.

Convex learning for diverse invariances in semi-inner-product space.

problem Efficiently learning invariant representations for a wide range of invariances.
method Developed a convex representation learning algorithm for generalized invariances modeled as semi-norms, introducing Euclidean embeddings for kernel representers in a semi-inner-product space.
result Accurate invariant representations learned efficiently and effectively, validated by experiments.

New estimator robust to adversarial noise and data heterogeneity.

problem Sensitive to adversarial noise and poor performance with heterogeneous data.
method Distributionally robust estimator minimizing worst-case conditional expected loss over adversarial distributions.
result Efficiently finds non-parametric local estimates via convex optimization.

Develops coresets for scalable multivariate distribution estimation.

problem Handling large-scale data in non-parametric or semi-parametric regression and density estimation.
method Novel coreset construction for multivariate conditional transformation models (MCTMs).
result Substantial data reduction with high log-likelihood accuracy.

The paper provides approximation guarantees for neural networks trained with gradient flow.

problem Approximating neural networks trained with gradient flow in continuous L2(Sd1)L_2(\mathbb{S}^{d-1})-norm.
method NTK argument for non-convex second but last layer, under-parametrized regime.
result Gradient flow convergence guarantees for neural networks under Sobolev smoothness assumptions.

New neural network models extreme value distributions with preserved shape constraints.

problem Modeling multivariate extreme value distributions with preserved shape constraints.
method d-max-decreasing neural network architecture for non-parametric calibration and generation of MEVs.
result The proposed architecture approximates the dependence structure of MEVs at parametric rate and preserves essential shape constraints.

The paper develops a convex parameterization for robust RNNs ensuring stability and robustness.

problem Lack of stability and robustness guarantees in RNNs for sequence-to-sequence mapping applications.
method Formulated convex sets of RNNs with stability and robustness guarantees using incremental quadratic constraints.
result The proposed model structure ensures global exponential stability and bounds on incremental 2 \ell_2 gain.