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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.

168,932 papers · 148 categories

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25.0%50.0%75.0%100.0% · Feb 199419922001200920172026
48 results for expected path length

This paper, the second of a series, deals with the function space of all smooth Kähler metrics in any given closed complex manifold MM in a fixed cohomology class. The previous result of the second author \cite{chen991} showed that the space is a path length space and it is geodesically convex in the sense that any tw…

2001-08-23abs ↗pdf ↗

Bounds on gradient descent and flow paths for convex and nonconvex functions.

problem Understanding the path length of gradient descent and flow curves.
method Analytical derivation of path length bounds for various smooth convex and nonconvex functions.
result Bounds on path length ζζ for gradient descent and flow, providing insights into convergence properties.

New algorithm reduces regret in stochastic shortest path problems.

problem Planning and control in environments with unknown dynamics and variable episode lengths.
method Developed an algorithm with a new regret bound of O(BSAK)O(B_\star |S| \sqrt{|A| K}).
result Guaranteed a significant reduction in regret compared to previous methods.

Study finds a limiting distribution for free path lengths on flat surfaces with circular obstacles.

problem Understanding free path lengths on flat surfaces with circular obstacles.
method Proved the existence of a limiting distribution using radius of obstacles as a parameter.
result Relates the limiting distribution to heights of zippered rectangle decompositions.

We study adaptive regret bounds in terms of the variation of the losses (the so-called path-length bounds) for both multi-armed bandit and more generally linear bandit. We first show that the seemingly suboptimal path-length bound of (Wei and Luo, 2018) is in fact not improvable for adaptive adversary. Despite this neg…

2019-01-29abs ↗pdf ↗

NUTS mixing time scales as d^(1/4) for Gaussian distributions.

problem Improving the efficiency of the No-U-Turn Sampler (NUTS) for Gaussian distributions.
method Coupling argument leveraging geometric structure of Gaussian concentration, uniformity analysis of NUTS transitions.
result The mixing time of NUTS scales as d^(1/4) for Gaussian distributions, up to logarithmic factors.

We use the criteria of Lalonde and McDuff to determine a new class of examples of length minimizing paths in the group Ham(M)Ham(M). For a compact symplectic manifold MM of dimension two or four, we show that a path in Ham(M)Ham(M), generated by an autonomous Hamiltonian and starting at the identity, which induces no non-cons…

1999-05-18abs ↗pdf ↗

We study resurgence properties of partition function of SU(2) Chern-Simons theory (WRT invariant) on closed three-manifolds. We check explicitly that in various examples Borel transforms of asymptotic expansions posses expected analytic properties. In examples that we study we observe that contribution of irreducible f…

2016-05-24abs ↗pdf ↗

In this paper, we use Floer theory to study the Hofer length functional for paths of Hamiltonian diffeomorphisms which are sufficiently short. In particular, the length minimizing properties of a short Hamiltonian path are related to the properties and number of its periodic orbits.

2007-03-02abs ↗pdf ↗

Link between Teichmüller and anti de Sitter geometry via length functions.

problem Understanding the geometry of Teichmüller space and anti de Sitter manifolds.
method Establishing a connection between Teichmüller space and anti de Sitter geometry through length functions.
result New purely anti de Sitter proofs of Teichmüller theory results.

Choose two points in the tangent bundle of the Euclidean plane (x,X),(y,Y)TR2(x,X),(y,Y)\in T{ \mathbb R}^2. In this work we characterise the immersed length minimising paths with a prescribed bound on the curvature starting at xx, tangent to XX; finishing at yy, tangent to YY, in each connected component of the space of paths…

2014-03-19abs ↗pdf ↗

Generative model for TPPs using signatures and distributional discrepancies.

problem Limitations of signature methods for TPPs and lack of global sequence-level loss in neural models.
method Introduce interarrival embedding to lift jump paths to continuous paths of bounded variation, enabling signature methods for discrete event sequences. Develop sigTPP, a signature-based generative model trained on path-level loss.
result sigTPP achieves the best average rank across multiple metrics and outperforms or is within a standard error of the strongest baseline in 64% of dataset-metric pairs.

We study side-lengths of triangles in path metric spaces. We prove that unless such a space X is bounded, or quasi-isometric to line or half-line, every triple of real numbers satisfying the strict triangle inequalities, is realized by the side-lengths of a triangle in X. We construct an example of a complete path metr…

2006-11-06abs ↗pdf ↗

In his PhD thesis, Abrams proved that, for a natural number n and a graph G with at least n vertices, the n-strand configuration space of G deformation retracts to a compact subspace, the discretized n-strand configuration space, provided G satisfies two conditions: each path between distinct essential vertices (vertic…

2009-09-30abs ↗pdf ↗

Large graphs abound in machine learning, data mining, and several related areas. A useful step towards analyzing such graphs is that of obtaining certain summary statistics - e.g., or the expected length of a shortest path between two nodes, or the expected weight of a minimum spanning tree of the graph, etc. These sta…

2013-11-29abs ↗pdf ↗

We present the first treatment of the arc length of the Gaussian Process (GP) with more than a single output dimension. GPs are commonly used for tasks such as trajectory modelling, where path length is a crucial quantity of interest. Previously, only paths in one dimension have been considered, with no theoretical con…

2017-03-23abs ↗pdf ↗

In this paper we use a time-evolving graph which consists of a sequence of graph snapshots over time to model many real-world networks. We study the path classification problem in a time-evolving graph, which has many applications in real-world scenarios, for example, predicting path failure in a telecommunication netw…

2019-05-10abs ↗pdf ↗

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that…

2012-05-11abs ↗pdf ↗

We introduce here a natural functional associated to any bQH(M,ω)b \in QH_* (M, ω): \emph{spectral length functional}, on the space of "generalized paths" in Ham(M,ω) \text {Ham}(M, ω), closely related to both the Hofer length functional and spectral invariants and establish some of its properties. This functional is smooth on its…

2010-07-19abs ↗pdf ↗

Given two points on a soup can or conical cup with lid, we find and classify all paths of minimal length connecting them. When the number of minimal paths is finite, there are at most four on a can and three on a cup. At worst, minimal paths are piece-wise smooth with three components, each of which is a classical geod…

2004-01-09abs ↗pdf ↗

In this paper we study the convexity properties of geodesics and balls in Outer space equipped with the Lipschitz metric. We introduce a class of geodesics called balanced folding paths and show that, for every loop αα, the length of αα along a balanced folding path is not larger than the maximum of its lengths at th…

2017-08-16abs ↗pdf ↗

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret bounds improving previous work. Examples include: 1) a regret bound depending on the …

2018-01-10abs ↗pdf ↗

New algorithm reduces regret in linear mixture SSPs without cost bounds.

problem Learning optimal paths in stochastic environments with cost constraints.
method Extended value iteration with variance-aware confidence set.
result Achieves nearly minimax optimal regret bound of O(dBK)O(dB_*\sqrt{K}).

Algorithm minimizes regret and converges to equilibria in Markov games.

problem Regret minimization and convergence to equilibria in general-sum Markov games under adversarial opponents.
method Decentralized algorithm that uses policy optimization and controls path length to achieve sublinear regret.
result Sublinear regret guarantees for convergence to correlated equilibrium in Markov games.

We give estimates on the length of paths defined in the sphere model of outer space using a surgery process, and show that they make definite progress in some sense when they remain in some thick part of outer space. To do so, we relate the Lipschitz metric on outer space to a notion of intersection numbers.

2012-01-29abs ↗pdf ↗

We study the problem of learning the support of transition matrix between random processes in a Vector Autoregressive (VAR) model from samples when a subset of the processes are latent. It is well known that ignoring the effect of the latent processes may lead to very different estimates of the influences among observe…

2017-02-27abs ↗pdf ↗

The horoboundary of Teichmüller space is path connected and has non-dense Busemann points.

problem Characterizing the horoboundary of Teichmüller space.
method Using the relationship between the horofunction and visual compactifications of Teichmüller spaces.
result The horoboundary of Teichmüller space is path connected and has non-dense Busemann points.

This paper develops a path-first theory using signatures and jump lifts for self-exiting processes.

problem Developing a universal coordinate system for various types of paths and processes.
method Using signatures, jump lifts, and expected signatures, the paper presents a geometricity framework with algebraic properties and obstructions.
result The framework links various mathematical concepts and offers four main contributions to understanding and modeling self-exiting processes.

Study bounds financial path expectations using martingale distributions.

problem Bounding path-dependent financial expectations over martingale distributions.
method Relaxed martingale optimal transport problem, approximated via linear programming.
result Empirical relaxation can be approximated within O(n^(-1/2)) error.

New analysis of annealing paths in sampling and estimation.

problem Sampling from complex distributions and estimating normalization constants.
method Extending known results on Bregman divergence to quasi-arithmetic means under monotonic embedding.
result Analogous result for quasi-arithmetic means, highlighting the interplay between means, parametric families, and divergence functionals.

Paper analyzes regret bounds for unconstrained online optimization.

problem Minimizing regret in dynamic online learning for strongly convex and smooth functions.
method Preconditioned OGD, Online Optimistic Newton (OON), multiple gradient queries.
result Achieves O(C2,T)O(C^*_{2,T}) regret bound with one gradient query per round.