Optimal joint separation condition for radar and communications channels in dual-blind deconvolution.
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.
Trend · papers per month
We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible parallel optimization for large-scale problems. Our method shares the efficiency an…
Fixed-parameter tractability of private synthetic data generation
We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle point problems, and incorporate stochastic block coordinate descent with adaptive st…
TiAda adapts adaptive gradient methods for nonconvex minimax optimization.
We compute the quotient of the self-duality equation for conformal metrics by the action of the diffeomorphism group. We also determine Hilbert polynomial, counting the number of independent scalar differential invariants depending on the jet-order, and the corresponding Poincaré function. We describe the field of rati…
Blind source separation (BSS) is one of the most important and established research topics in signal processing and many algorithms have been proposed based on different statistical properties of the source signals. For second-order statistics (SOS) based methods, canonical correlation analysis (CCA) has been proved to…
The purpose of this article is to prove existence of mass minimizing integral currents with prescribed possibly non-compact boundary in all dual Banach spaces and furthermore in certain spaces without linear structure, such as injective metric spaces and Hadamard spaces. We furthermore prove a weak-compactness theo…
In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification. Previous theoretical results on randomized reduction methods hinge on strong assumptio…
A fast method for training linear classifiers maximizes margins.
Recent years have witnessed the rapid development of block coordinate update (BCU) methods, which are particularly suitable for problems involving large-sized data and/or variables. In optimization, BCU first appears as the coordinate descent method that works well for smooth problems or those with separable nonsmooth …
Many supervised learning tasks are emerged in dual forms, e.g., English-to-French translation vs. French-to-English translation, speech recognition vs. text to speech, and image classification vs. image generation. Two dual tasks have intrinsic connections with each other due to the probabilistic correlation between th…
The paper proves vanishing bounded cohomology for various groups.
DPTA improves CIL by adapting PTMs with dual prototypes.
Unified view connects CoCoA and ADMM for distributed ERM.
This paper shows that the implicit bias of gradient descent on linearly separable data is exactly characterized by the optimal solution of a dual optimization problem given by a smoothed margin, even for general losses. This is in contrast to prior results, which are often tailored to exponentially-tailed losses. For t…
Recent several years have witnessed the surge of asynchronous (async-) parallel computing methods due to the extremely big data involved in many modern applications and also the advancement of multi-core machines and computer clusters. In optimization, most works about async-parallel methods are on unconstrained proble…
This paper studies the continuous time utility maximization problem on consumption with addictive habit formation in incomplete semimartingale markets. Introducing the set of auxiliary state processes and the modified dual space, we embed our original problem into a time-separable utility maximization problem with a sh…
Dual neural network architecture improves accuracy and interpretability.
We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative entropy are defined using the Kullback-Leibler divergence, and for this reason optim…
Study of surface defects in gauge theories leads to duality and separation of variables.
DISCoVeR learns disentangled representations by separating shared and condition-specific factors.
We extend the theoretical analysis of a recently proposed single subspace learning algorithm, called Dual Principal Component Pursuit (DPCP), to the case where the data are drawn from of a union of hyperplanes. To gain insight into the properties of the non-convex problem associated with DPCP, we develop a geo…
Paper studies optimal tracking portfolio in mean field game of large fund competition.
NeAda solves nonconvex minimax optimization by balancing primal and dual variables adaptively.
Constructing Einstein analogues with a non-zero cosmological constant
We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It decouples the nonlinear optimization problem in MLR into three steps that can be solv…
RL framework optimizes trading costs in noisy markets.
This paper solves the dual Minkowski problem for q-torsional rigidity.
Researchers prove uniqueness and continuity of solution to L_p dual Minkowski problem.
Solves a generalized dual Minkowski problem for specific values of q.
Dual martingales improve primal optimal stopping problem efficiency.
Study anisotropic inverse Gauss curvature flows and solve dual Orlicz Minkowski problems.
We show that a Hitchin representation is determined by the spectral radii of the images of simple, non-separating closed curves. As a consequence, we classify isometries of the intersection function on Hitchin components of dimension 3 and on the self-dual Hitchin components in all dimensions. As an important tool in t…
We present an efficient algorithm for maximum likelihood estimation (MLE) of exponential family models, with a general parametrization of the energy function that includes neural networks. We exploit the primal-dual view of the MLE with a kinetics augmented model to obtain an estimate associated with an adversarial dua…
In this paper, the dual Orlicz curvature measure is proposed and its basic properties are provided. A variational formula for the dual Orlicz-quermassintegral is established in order to give a geometric interpretation of the dual Orlicz curvature measure. Based on the established variational formula, a solution to the …
Using Fedosov's approach we give a geometric construction of a formal symplectic groupoid over any Poisson manifold endowed with a torsion-free Poisson contravariant connection. In the case of Kaehler-Poisson manifolds this construction provides, in particular, the formal symplectic groupoids with separation of variabl…
Starting from a bundle E over R, the dual of the first jet bundle, which is a co-dimension 1 sub-bundle of the cotangent bundle of E, is the appropriate manifold for the geometric description of time-dependent Hamiltonian systems. Based on previous work, we recall properties of the complete lifts of a type (1,1) tensor…
Diffusion models can memorize training data, limiting their creativity and privacy.
The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains, including distributed tracking and localization, multi-agent co-ordination, est…
We characterize the class of separable Banach spaces such that for every continuous function and for every continuous function there exists a smooth function for which and for all (that is, has no…
Dual-CLVSA predicts financial markets using both trading data and sentiment measurements.
Efficient algorithm solves best subset selection problem.
Paper solves dual Minkowski problem in 2D plane for specific curvature cases.
Extends Lannes-Quillen theorem to all profinite groups.
Optimizes subset selection in sparse learning problems.
Paper estimates GMMs with unknown covariances using sparse regularization.
We study projectively self-dual polygons and curves in the projective plane. Our results provide a partial answer to problem No 1994-17 in the book of Arnold's problems.