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.
On a closed weighted Riemannian manifold with nonnegative Bakry-Émery Ricci curvature, it is shown that the ratio of the k-th to first eigenvalues of the weighted Laplacian is dominated by 641k2, using an argument via the Cheeger constant. While improving the previous exponential upper bound, the order of k here…
By using an explicit Bellman function, we prove a bilinear embedding theorem for the Laplacian associated with a weighted Riemannian manifold (M,μφ) having the Bakry-Emery curvature bounded from below. The embedding, acting on the cartesian product of Lp(M,μφ) and Lq(T∗M,μφ), 1/p+1/q=1, involves estimates…
The goal of the paper is to sharpen and generalise bounds involving the Cheeger's isoperimetric constant h and the first eigenvalue λ1 of the Laplacian. A celebrated lower bound of λ1 in terms of h, λ1≥h2/4, was proved by Cheeger in 1970 for smooth Riemannian manifolds. An upper bound on $λ_{1…
The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task. Predictive sparse coding algorithms recently have demonstrated impressive perform…
We study Smoothed Online Convex Optimization, a version of online convex optimization where the learner incurs a penalty for changing her actions between rounds. Given a Ω(d) lower bound on the competitive ratio of any online algorithm, where d is the dimension of the action space, we ask under what conditio…
We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff bound and Bernstein inequality except with the explicit matrix dimensions replaced by a trace quantity that can be small even when the dimens…
We study the regret minimization problem in the novel setting of generalized kernelized bandits (GKBs), where we optimize an unknown function f∗ belonging to a reproducing kernel Hilbert space (RKHS) having access to samples generated by an exponential family (EF) reward model whose mean is a non-linear function $μ(…
Let (X,d,μ) be a RCD∗(K,N) space with K∈R and N∈[1,∞]. For N∈[1,∞), we derive the upper and lower bounds of the heat kernel on (X,d,μ) by applying the parabolic Harnack inequality and the comparison principle, and then sharp bounds for its gradient, which are also sharp in t…
In this paper, we propose a new adaptive stochastic gradient Langevin dynamics (ASGLD) algorithmic framework and its two specialized versions, namely adaptive stochastic gradient (ASG) and adaptive gradient Langevin dynamics(AGLD), for non-convex optimization problems. All proposed algorithms can escape from saddle poi…
In this paper, the author discusses the elliptic type gradient estimate for the solution of the time-dependent Schrödinger equations on noncompact manifolds. As its application, the dimension-free Harnack inequality and the Liouville type theorem for the Schrödinger equation are proved.
In this paper, we study the conjecture of Gardner and Zvavitch from \cite{GZ}, which suggests that the standard Gaussian measure γ enjoys n1-concavity with respect to the Minkowski addition of \textbf{symmetric} convex sets. We prove this fact up to a factor of 2: that is, we show that for symmetric convex…
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…
In this paper, we consider the challenge of maximizing an unknown function f for which evaluations are noisy and are acquired with high cost. An iterative procedure uses the previous measures to actively select the next estimation of f which is predicted to be the most useful. We focus on the case where the function ca…
In this paper, we prove the Li-Yau type Harnack inequality and Hamilton type dimension free Harnack inequality for the heat equation ∂tu=Lu associated with the time dependent Witten Laplacian on complete Riemannian manifolds equipped with a variant of the (K,m)-super Perelman Ricci flows and the K-super…