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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.

168,786 papers · 148 categories

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48 results for direct minimization

For Finsler metrics (no reversibility assumed) on closed orientable surfaces of genus greater than one, we study the dynamics of minimal rays and minimal geodesics in the universal cover. We prove in particular, that for almost all asymptotic directions the minimal rays with these directions laminate the universal cove…

2014-04-02abs ↗pdf ↗

We show that directed minimal cones in (n+1)-dimensional Euclidean space which have at most one singularity are - besides the trivial cases: empty set, whole space - half spaces. Using blow-up techniques, this result can be used to get C^{1,lambda}-regularity for the measure-theoretic boundary of almost minimal Cacciop…

2003-08-21abs ↗pdf ↗

In this paper we consider the problem of reconstructing a curve that is partially hidden or corrupted by minimizing the functional 1+Kγ2ds\int \sqrt{1+K_γ^2} ds, depending both on length and curvature KK. We fix starting and ending points as well as initial and final directions. For this functional we discuss the problem o…

2009-06-29abs ↗pdf ↗

Polyak proved that the set {Ω1a,Ω1b,Ω2a,Ω3a}\{\Omega1a,\Omega1b,\Omega2a,\Omega3a\} is a minimal generating set of oriented Reidemeister moves. One may distinguish between forward and backward moves, obtaining 3232 different types of moves, which we call directed oriented Reidemeister moves. In this article we prove that the set of $…

2016-01-04abs ↗pdf ↗

We construct 1-parameter families of non-periodic embedded minimal surfaces of infinite genus in T×RT \times \mathbb{R}, where TT denotes a flat 2-tori. Each of our families converges to a foliation of T×RT \times \mathbb{R} by TT. These surfaces then lift to minimal surfaces in R3\mathbb{R}^3 that are periodic in hori…

2019-08-17abs ↗pdf ↗

Gradient descent implicitly follows regularization for general losses.

problem The implicit bias of gradient descent methods in machine learning.
method Empirical risk minimization over linear predictors with arbitrary convex, strictly decreasing losses.
result Gradient descent and regularization paths converge to the same direction for non-attained risks.

We consider any Finsler metric on a closed, orientable surface of genus greater than one. H. M. Morse proved that we can associate an asymptotic direction to minimal rays in the universal cover (in the Poincaré disc: a point on the unit circle). We prove here that, if two minimal rays have a common asymptotic direction…

2014-09-05abs ↗pdf ↗

The Mittag-Leffler theorem is extended to meromorphic curves and minimal surfaces.

problem Extending the Mittag-Leffler theorem to meromorphic curves and minimal surfaces.
method Established a Mittag-Leffler-type theorem for meromorphic curves and minimal immersions, including interpolation and approximation.
result Complete minimal ends in R^5 are generically embedded, and open Riemann surfaces are characterized for minimal surfaces.

This work improves structured prediction by learning the balance between signal and random noise.

problem Structured prediction with random perturbations.
method Learning the variance of randomized structured predictors to balance signal and noise.
result Learning the balance improves structured prediction effectiveness.

The paper analyzes discrete approximations to minimize curve length in Euclidean space.

problem Minimizing the length of curves between two sets in Euclidean space.
method Finite differences and numerical integration for discrete approximations.
result The squared length of the reconstructed curve converges to the squared minimal length with rate O(N1/2)O(N^{-1/2}).

In this note, we focus on smooth nonconvex optimization problems that obey: (1) all local minimizers are also global; and (2) around any saddle point or local maximizer, the objective has a negative directional curvature. Concrete applications such as dictionary learning, generalized phase retrieval, and orthogonal ten…

2015-10-21abs ↗pdf ↗

A new principle minimizes residual and introduces momentum to improve PDE solution dynamics.

problem Ill-conditioning in Dirac-Frenkel residual minimization leads to non-unique parameter dynamics.
method Introduces a history variable (momentum) to select better-conditioned parameter velocities, preserving residual minimization while promoting smooth parameter evolutions.
result The approach leads to increased robustness in singular and near-singular PDE solution regimes.

The paper improves sparse Gaussian processes by optimizing predictive loss.

problem Optimizing predictive loss in sparse Gaussian processes.
method Direct loss minimization (DLM) for log-loss and square loss, with product sampling (uPS) and biased Monte Carlo (bMC) for non-conjugate cases.
result DLM shows significant performance improvement in both log-loss and square loss cases.

Researchers define and prove existence of minimizers for generalized Willmore functionals.

problem Existence of area constrained minimizers for generalized Willmore functionals.
method Compactness result for branched, immersed, stratified surfaces; direct minimization; introduction of haunted surfaces.
result Existence of area constrained minimizers for generalized Willmore functionals.

In this paper we investigate the strict convexity and the differentiability properties of the stable norm, which corresponds to the homogenized surface tension for a periodic perimeter homogenization problem (in a regular and uniformly elliptic case). We prove that it is always differentiable in totally irrational dire…

2012-05-07abs ↗pdf ↗

We propose a graphical model for representing networks of stochastic processes, the minimal generative model graph. It is based on reduced factorizations of the joint distribution over time. We show that under appropriate conditions, it is unique and consistent with another type of graphical model, the directed informa…

2012-04-09abs ↗pdf ↗

Deep networks converge in direction, with implications for predictions and margins.

problem Understanding convergence and alignment in deep learning networks.
method Developed a theory of unbounded nonsmooth Kurdyka-Łojasiewicz inequalities for functions definable in an o-minimal structure.
result Network weights, predictions, training errors, and margin distribution converge in direction and align with gradient flow.

Direct proof shows adaptive gradient descent converges near-linearly for convex functions.

problem Proving near-linear convergence of adaptive gradient descent for convex functions.
method Direct Lyapunov-based argument for convex functions with unique minimizer.
result Direct proof of near-linear convergence for convex functions.

In this paper we develop a Morse theory for the uniform energy. We use the one-sided directional derivative of the distance function to study the minimizing properties of variations through closed geodesics. This derivative is then used to define a one-sided directional derivative for the uniform energy which allows us…

2016-09-29abs ↗pdf ↗

A triangulated piecewise-linear minimal surface in Euclidean 3-space defined using a variational characterization is critical for area amongst all continuous piecewise-linear variations with compact support that preserve the simplicial structure. We explicitly construct examples of such surfaces that are embedded and a…

2004-10-13abs ↗pdf ↗

Dimension reduction of multivariate data supervised by auxiliary information is considered. A series of basis for dimension reduction is obtained as minimizers of a novel criterion. The proposed method is akin to continuum regression, and the resulting basis is called continuum directions. With a presence of binary sup…

2016-06-20abs ↗pdf ↗

Minimal surfaces in spheres are classified based on a Ricci-like condition.

problem Classifying minimal surfaces in spheres.
method Using a Ricci-like condition equivalent to local isometry to a pseudoholomorphic curve in S5\mathbb{S}^5.
result Minimal surfaces in spheres satisfying the Ricci-like condition are flat or direct sums of surfaces in the associated family of a pseudoholomorphic curve in S5\mathbb{S}^5.

New stochastic gradient descent with random search directions improves efficiency and convergence.

problem Efficiency and convergence of stochastic gradient descent methods.
method Developed a new class of stochastic gradient descent algorithms with random search directions.
result Established almost sure convergence and provided Lp\mathbb{L}^p rates of convergence.

SAM optimizes deep networks by oscillating between sides of the minimum.

problem Improving performance of deep networks.
method Gradient-based optimization method that oscillates between sides of the minimum.
result SAM effectively performs gradient descent on the spectral norm of the Hessian, encouraging drift towards wider minima.

WSFN overcomes saddle points for non-convex functionals in Wasserstein space.

problem Minimizing non-convex functionals over the Wasserstein space with saddle point avoidance.
method WSFN is a second-order method that preconditions the Wasserstein gradient to avoid saddle points.
result WSFN escapes saddle regions and reaches a global minimizer in polynomial time.

We propose a novel node embedding of directed graphs to statistical manifolds, which is based on a global minimization of pairwise relative entropy and graph geodesics in a non-linear way. Each node is encoded with a probability density function over a measurable space. Furthermore, we analyze the connection between th…

2019-05-24abs ↗pdf ↗

An interesting problem in classical differential geometry is to find methods to prove that two surfaces defined by different charts actually coincide up to position in space. In a previous paper we proposed a method in this direction for minimal surfaces. Here we explain not only how this method works but also how we c…

2014-12-05abs ↗pdf ↗