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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.

168,742 papers · 148 categories

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244487731974 · Jun 202019922001200920172026
48 results for dual separation problem

Optimal joint separation condition for radar and communications channels in dual-blind deconvolution.

problem Recovering information from overlaid radar and communications signals with unknown channels.
method Extremal functions from Beurling-Selberg interpolation theory for joint separation, nuclear norm minimization for matrix retrieval, and MUSIC for parameter estimation.
result Guaranteed well-conditioned Vandermonde matrix for MUSIC, validating theoretical findings.

TiAda adapts adaptive gradient methods for nonconvex minimax optimization.

problem Nonconvex minimax optimization challenges in achieving convergence.
method TiAda is a time-scale adaptive GDA algorithm for nonconvex minimax optimization.
result TiAda achieves near-optimal complexities in deterministic and stochastic settings.

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…

2016-05-04abs ↗pdf ↗

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…

2015-04-15abs ↗pdf ↗

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…

2017-07-03abs ↗pdf ↗

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…

2019-06-11abs ↗pdf ↗

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…

2010-12-02abs ↗pdf ↗

Study of surface defects in gauge theories leads to duality and separation of variables.

problem Understanding surface observables and their transitions in gauge theories.
method Utilized Fourier transformations and spectral problems to derive dualities and separation of variables.
result Exact duality between spectral problems of spin chains and Gaudin models.

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 1\ell_1 non-convex problem associated with DPCP, we develop a geo…

2017-06-06abs ↗pdf ↗

Paper studies optimal tracking portfolio in mean field game of large fund competition.

problem Optimal tracking portfolio in large fund competition with relative performance benchmark.
method Formulated mean field game problem, established existence of mean field equilibrium using PDE approach, constructed approximate Nash equilibrium.
result Existence of mean field equilibrium and consistency condition verified.

NeAda solves nonconvex minimax optimization by balancing primal and dual variables adaptively.

problem Nonconvex minimax optimization challenges with parameter-agnostic adaptive algorithms.
method Nested Adaptive (NeAda) framework with inner and outer loops for primal and dual variables.
result Achieves near-optimal convergence rates for nonconvex-strongly-concave problems.

Constructing Einstein analogues with a non-zero cosmological constant

problem Constructing an Einstein analogue with a non-zero cosmological constant
method Proving the solution is either the Plebański-Demiański metric or has an anti-self-dual Weyl tensor
result For λ < 0, there is a conformal infinity separating two asymptotically hyperbolic metrics; one is globally conformal to an ALE scalar-flat Kähler metric; gravitational instantons with different topologies are constructed; the geometry is a 4-pole solution in the Calderbank-Pedersen classification

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…

2019-01-27abs ↗pdf ↗

This paper solves the dual Minkowski problem for q-torsional rigidity.

problem The dual Minkowski problem for q-torsional rigidity.
method Introduced the p-th dual q-torsional measure and solved the p-th dual Minkowski problem for q-torsional rigidity using a Gauss curvature flow.
result Existence of smooth even and non-even solutions to the p-th dual Minkowski problem for q-torsional rigidity.

Researchers prove uniqueness and continuity of solution to L_p dual Minkowski problem.

problem Proving uniqueness and continuity of solution to L_p dual Minkowski problem.
method Established new Minkowski-type inequalities related to optimization problem.
result Uniqueness and continuity of solution for general convex bodies when q<pq < p.

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…

2017-03-21abs ↗pdf ↗

Study anisotropic inverse Gauss curvature flows and solve dual Orlicz Minkowski problems.

problem Solving dual Orlicz Minkowski problems for anisotropic flows.
method Anisotropic inverse Gauss curvature flows and stationary solutions.
result New existence results for dual Orlicz Minkowski problems for smooth measures.

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…

2019-04-27abs ↗pdf ↗

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 …

2017-03-20abs ↗pdf ↗

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…

2005-07-12abs ↗pdf ↗

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…

2014-07-18abs ↗pdf ↗

Diffusion models can memorize training data, limiting their creativity and privacy.

problem Memorization in diffusion models that reproduces training data instead of generating novel outputs.
method Dual-separation approach via statistical estimation and network approximation.
result Pruning-based method reduces memorization while maintaining generation quality.

We characterize the class of separable Banach spaces XX such that for every continuous function f:XRf:X\to\mathbb{R} and for every continuous function ε:X(0,+)ε:X\to\mathbb(0,+\infty) there exists a C1C^1 smooth function g:XRg:X\to\mathbb{R} for which f(x)g(x)ε(x)|f(x)-g(x)|\leqε(x) and g(x)0g'(x)\neq 0 for all xXx\in X (that is, gg has no…

2005-10-27abs ↗pdf ↗

Dual-CLVSA predicts financial markets using both trading data and sentiment measurements.

problem Predicting financial markets with complex interactions and emotional influences.
method Hybrid convolutional LSTM-based variational sequence-to-sequence model with attention.
result Dual-CLVSA effectively fuses trading data and sentiment measurements, improving prediction performance.

Paper solves dual Minkowski problem in 2D plane for specific curvature cases.

problem Finding the number of solutions to the dual Minkowski problem in 2D with constant curvature.
method Combining theoretical analysis and numerical estimation of an integral with parameters.
result Found the number of solutions for the constant dual curvature case when 0<q40<q\leq4.

Paper estimates GMMs with unknown covariances using sparse regularization.

problem Estimating GMMs with unknown diagonal covariances from samples.
method Employed Beurling-LASSO (BLASSO) for sparse estimation of component means, covariances, and weights.
result Established non-asymptotic recovery guarantees with nearly parametric convergence rates.