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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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4897145193 · May 202619922001200920172026
48 results for coupled constraints

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.

Develops an algorithm for bilevel optimization with coupled constraints.

problem Challenges in bilevel optimization with coupled constraints.
method Primal-dual-assisted penalty approach and a fully first-order algorithm (BLOCC).
result Established rigorous convergence theory and demonstrated effectiveness on real-world applications.

Two algorithms solve nonconvex minimax problems with linear constraints, achieving complexity guarantees.

problem Nonconvex minimax problems with coupled linear constraints.
method Zeroth-order primal-dual alternating projected gradient (ZO-PDAPG) and zeroth-order regularized momentum primal-dual projected gradient (ZO-RMPDPG) algorithms.
result Iteration complexity guarantees for solving nonconvex-(strongly) concave minimax problems with coupled linear constraints.

Paper proposes an algorithm for PARAFAC2-based CMTF models with various constraints.

problem Jointly analyze matrices and tensors with irregular/ragged data.
method Alternating Optimization (AO) and ADMM for fitting PARAFAC2-based CMTF models with various constraints.
result Accurately recovers underlying patterns using various constraints and linear couplings.

Flexible framework for CMTF with ADMM for various constraints and couplings.

problem Challenges in data fusion from multiple sources with varying characteristics.
method Flexible algorithmic framework using AO and ADMM for various constraints, loss functions, and couplings.
result Accurate and computationally efficient results for various loss functions, including KL divergence.

MUSIC learns coupled systems with sparse data and incomplete physics.

problem Learning coupled systems with incomplete physical constraints and missing data.
method Sparsity induced multitask neural network framework integrating partial physical constraints with data-driven learning.
result MUSIC accurately learns solutions to complex coupled systems under data-scarce and noisy conditions.

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.

DS2CF-Net learns hierarchical representations with deep coupled factorization and enriched prior.

problem Learning deep hierarchical representations from data.
method Dual-constrained Deep Semi-Supervised Coupled Factorization Network (DS2CF-Net) with enriched prior.
result DS2CF-Net achieves state-of-the-art performance in representation learning and clustering.

Study finds optimal martingale coupling between two distributions with minimal entropy.

problem Finding the optimal martingale coupling between two distributions with minimal relative entropy.
method Solving a dual problem to find the log-density of the optimal coupling, which represents the marginal and martingale constraints.
result The log-density of the optimal coupling is given by a triplet of real functions representing the marginal and martingale constraints.

A new method for optimal transport using neural ODEs that preserves marginal constraints.

problem Optimal transport between two continuous distributions with specific cost functions.
method Iterative construction of neural ODEs to minimize transport cost while preserving marginal constraints.
result Monotonic interior approach that decreases transport cost efficiently.

Study optimal consumption and investment strategies with constraints in a market with random coefficients.

problem Optimal consumption and investment strategies with constraints in a regime switching market with random coefficients.
method Explicit optimal strategies provided via solutions to new BSDE systems.
result Solving new BSDEs to find optimal values and strategies.

We outline new approaches to incorporate ideas from deep learning into wave-based least-squares imaging. The aim, and main contribution of this work, is the combination of handcrafted constraints with deep convolutional neural networks, as a way to harness their remarkable ease of generating natural images. The mathema…

2019-09-13abs ↗pdf ↗

Study local topological constraints on Berry curvature in spin-orbit coupled Bose-Einstein condensates.

problem Understanding local topological obstructions to flattening Berry curvature in spin-orbit-coupled Bose-Einstein condensates.
method Adapting Pigazzini-Toda lower bound to Kaluza-Klein setting, analyzing harmonic part of torsion 3-form, and using exact pointwise curvature analysis.
result Obstruction kernel vanishes, preventing complete gauging-away of Berry phases even at zero net topological charge.

New algorithm for low-rank optimal transport with improved interpretability and efficiency.

problem Quadratic scaling of optimal transport coupling matrix for massive datasets.
method Factor Relaxation with Latent Coupling (FRLC) algorithm.
result Superior performance on diverse applications including graph clustering and spatial transcriptomics.

A new method for conditional sampling using paired Wasserstein Autoencoders.

problem Conditional sampling from complex data distributions.
method Derive a novel loss function for Wasserstein Autoencoders to enable sampling from OT-type couplings.
result Learned cost-optimal transport maps and conditional sampling from an OT-type coupling.

Eguchi-Hori-Xiong and S. Katz proposed a conjecture that the partition function of topological sigma model coupled to gravity is annihilated by infinitely many differential operators which form half branch of the Virasoro algebra. In this paper, we give a proof to this conjecture for the genus 0 part.

1998-06-07abs ↗pdf ↗

Modeling variability in tensor decomposition methods is one of the challenges of source separation. One possible solution to account for variations from one data set to another, jointly analysed, is to resort to the PARAFAC2 model. However, so far imposing constraints on the mode with variability has not been possible.…

2018-02-14abs ↗pdf ↗

Simplifies neural network models by explicitly enforcing constraints in Cartesian coordinates.

problem Learning dynamics of complex systems efficiently and accurately.
method Embedding systems into Cartesian coordinates and using Lagrange multipliers to enforce constraints.
result Explicitly enforcing constraints leads to a 100x improvement in accuracy and data efficiency.

New single-loop algorithm tackles weakly convex constraints in stochastic optimization.

problem Optimization with weakly convex constraints in machine learning.
method Single-loop penalty-based stochastic algorithm using hinge-based penalty.
result Achieves state-of-the-art complexity for finding approximate KKT solutions.

In this paper we analyse semi-linear systems of partial differential equations which are motivated by the conformal formulation of the Einstein constraint equations coupled with realistic physical fields on asymptotically Euclidean (AE) manifolds. In particular, electromagnetic fields give rise to this kind of system. …

2019-10-19abs ↗pdf ↗

Paper solves MV portfolio selection in jump-diffusion models with no-shorting constraint.

problem Mean-variance portfolio selection in jump-diffusion model with no-shorting constraint.
method Reduces problem to LQ control and finding a maximal point of a function, constructs viscosity solution.
result Explicit viscosity solution to Hamilton-Jacobi-Bellman equation, optimal controls derived.

DiffSlack learns neural networks with nonlinear constraints via learnable slack variables.

problem Enforcing nonlinear inequality constraints in neural networks.
method DiffSlack reformulates inequalities as equalities with learnable slack variables, predicting them as part of the network output.
result DiffSlack achieves higher planning success rates and stronger geometric constraint satisfaction compared to existing methods.

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.

Wilson loops in N=4{\cal N}=4 supersymmetric Yang-Mills theory correspond at strong coupling to extremal surfaces in AdS5AdS_5. We study a class of extremal surfaces known as special Legendrian submanifolds. The "hemisphere" corresponding to the circular Wilson loop is an example of a special Legendrian submanifold, and w…

2002-11-24abs ↗pdf ↗

The Group-Lasso is a well-known tool for joint regularization in machine learning methods. While the l_{1,2} and the l_{1,\infty} version have been studied in detail and efficient algorithms exist, there are still open questions regarding other l_{1,p} variants. We characterize conditions for solutions of the l_{1,p} G…

2012-06-18abs ↗pdf ↗

Multi-domain translation seeks to learn a probabilistic coupling between marginal distributions that reflects the correspondence between different domains. We assume that data from different domains are generated from a shared latent representation based on a structural equation model. Under this assumption, we show th…

2019-02-09abs ↗pdf ↗

Single sample estimation for hard-constrained models like SAT and coloring problems.

problem Estimating parameters of Markov Random Fields with hard constraints using a single sample.
method Pseudo-likelihood estimator with coupling techniques.
result Single-sample estimation is not always possible for hard constraints, and existence of an estimator is related to satisfiability.

Study shows how capital constraints can lead to systemic crises in financial systems.

problem Impact of regulatory capital constraints on fire sales and financial stability.
method Mean field game model with banks adjusting holdings via trading strategies under regulatory constraints.
result Capital constraints can lead to simultaneous defaults in a substantial proportion of the banking system.

Improved flow-based models capture dependencies better with multi-scale autoregressive priors.

problem Limited expressiveness of flow-based models for long-range data dependencies.
method Introducing channel-wise dependencies through multi-scale autoregressive priors (mAR) in split coupling flow layers (mAR-SCF).
result Achieves state-of-the-art density estimation results on MNIST, CIFAR-10, and ImageNet.