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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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3467101134 · May 202619922001200920172026
48 results for exponential inequalities

Proves new concentration inequalities for sub-gaussian and sub-exponential variables.

problem Understanding functions of independent random variables better.
method Sub-gaussian and sub-exponential conditions, Rademacher complexities, Lipschitz function classes.
result Extension of Rademacher complexities to unbounded sub-exponential distributions.

New approach to concentration inequalities for unbounded state space dynamical systems.

problem Concentration inequalities for unbounded state space dynamical systems.
method Functional analytic framework, transport-entropy inequality.
result Exponential concentration inequalities for sampling from stationary distribution.

We present a new proof of the sphere covering inequality in the spirit of comparison geometry, and as a byproduct we find another sphere covering inequality which can be viewed as the dual of the original one. We also prove sphere covering inequalities on surfaces satisfying general isoperimetric inequalities, and disc…

2018-12-24abs ↗pdf ↗

Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables. Indeed, much work has been done both on inequalities and learning theory for time series, in the past 15 years. However, for …

2018-08-27abs ↗pdf ↗

We establish an analog Hardy inequality with sharp constant involving exponential weight function. The special case of this inequality (for n=2) leads to a direct proof of Onofri inequality on S^2.

2007-10-23abs ↗pdf ↗

In this paper, we study the CR Yamabe flow with zero CR Yamabe invariant. We use the CR Poincaré inequality and a Gagliardo-Nirenberg type interpolation inequality to show that this flow has long time solution and the solution converges to a contact form with flat pseudo-Hermitian scalar curvature exponentially.

2018-07-24abs ↗pdf ↗

We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an "integrated" Harnack inequality for these heat kernels. It is shown that this integrated Harnack inequality is equivalent to a version of Wang's Harnack …

2007-11-28abs ↗pdf ↗

The fundamental properties of JJ-holomorphic maps depend on two inequalities: The gradient inequality gives a pointwise bound on the differential of a JJ-holomorphic map in terms of its energy. The cylinder inequality stipulates and quantifies the exponential decay of energy along cylinders of small total energy. We …

2013-11-29abs ↗pdf ↗

We prove a variant of the Davies-Gaffney-Grigor'yan Lemma for the continuous time heat kernel on graphs. We use it together with the Li-Yau inequality to obtain strong heat kernel estimates for graphs satisfying the exponential curvature dimension inequality.

2014-02-14abs ↗pdf ↗

Paper analyzes sparse aggregation in GLMs with Kullback-Leibler risk bounds.

problem Sparse aggregation in GLMs for parameter approximation.
method Exponential weighted aggregation scheme with Kullback-Leibler risk bounds.
result Sharp oracle inequality for Kullback-Leibler risk with leading constant 1 and minimax-optimal rate of aggregation.

Improved concentration inequalities for sub-Weibull variables enhance statistical and machine learning applications.

problem Improving concentration inequalities for sub-Weibull random variables.
method Developed new concentration inequalities for sums of independent sub-Weibull random variables, including a new sub-Weibull parameter.
result New concentration inequalities with sharper constants and a mixture of sub-Gaussian and sub-Weibull tails.

Probability distributions of money, income, and energy consumption per capita are studied for ensembles of economic agents. The principle of entropy maximization for partitioning of a limited resource gives exponential distributions for the investigated variables. A non-equilibrium difference of money temperatures betw…

2009-12-24abs ↗pdf ↗

New energy functional and fields for Yang-Mills theory, proving monotonicity and vanishing theorems.

problem Developing new mathematical tools for Yang-Mills theory.
method Introducing normalized exponential Yang-Mills energy functional, deriving monotonicity formula and vanishing theorem.
result Monotonicity and vanishing theorems for exponential Yang-Mills fields.

Paper proves PI consensus algorithm converges exponentially under restricted secant inequality.

problem Proving convergence of PI consensus algorithm without convexity.
method Lyapunov theory, restricted secant inequality, rate-matching discretization, local pre-conditioning.
result Exponential convergence of PI consensus algorithm for non-convex functions.

New findings on Helmholtz equation solutions show exponential growth in constant for three ball inequality.

problem Analyzing solutions of Helmholtz equation on different manifolds.
method Examining the three ball inequality for solutions of Helmholtz equation on Rn\mathbb{R}^n, Sn\mathbb{S}^n, or Hn\mathbb{H}^n.
result The constant in the three ball inequality grows exponentially with the wave number.

We prove constrained trace, matrix and constrained matrix Harnack inequalities for the nonlinear heat equation ωt=Δω+aωlnωω_t=Δω+aω\ln ω on closed manifolds. We also derive a new interpolated Harnack inequality for the equation ωt=Δωωlnω+εRωω_t=Δω-ω\lnω+\varepsilon Rω on closed surfaces under the ε\varepsilon-Ricci flow. Finally we prove…

2018-03-28abs ↗pdf ↗

This paper extends the convergence analysis of Langevin Monte Carlo beyond Poincaré inequalities.

problem Analyzing convergence of Langevin Monte Carlo under various functional inequalities.
method Establishing upper and lower bounds for Langevin diffusions and LMC under weak Poincaré inequalities.
result Explicitly quantifies the effect of the initializer on the performance of LMC algorithm.

Study on Wasserstein gradient flow for MMD between Coulomb measures.

problem Analyzing the long-time behavior of MMD between probability and target measures using Coulomb kernels.
method Existence of global weak solutions, ultracontractive estimate, regularity analysis, exponential decay proof, defective Polyak-Lojasiewicz inequality.
result Exponential decay of squared MMD toward a uniformly positive target measure on flat torus.

The paper analyzes convergence rates of Langevin dynamics and Proximal Sampler using ΦΦ-divergence.

problem Analyzing convergence rates of Langevin dynamics and Proximal Sampler.
method Extending mixing time analyses to ΦΦ-divergence, using strong data processing inequalities.
result Convergence of ΦΦ-divergence to 0 exponentially fast along Unadjusted Langevin Algorithm and Proximal Sampler.

Study of curve evolution in 2D space forms converging to a circle.

problem Understanding curve evolution in 2D space forms.
method Inverse curvature flow with normal speed defined by weighted inverse curvature and support function.
result Solutions exist for all time and converge exponentially to a standard round geodesic circle.

We propose a definition of quasi-local mass based on the Penrose Inequality. Two further definitions are given by measuring distortions of the exponential map.

2012-01-31abs ↗pdf ↗

Deviation inequalities and limit laws for random walks on metric spaces.

problem Understanding random walks on metric spaces with contracting isometries.
method Adapting Gouëzel's pivotal time construction to establish deviation inequalities.
result Exponential bounds and limit laws for random walks on mapping class groups and CAT(0) spaces.

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…

2011-04-09abs ↗pdf ↗

Uniform Poincaré inequalities established for various metric spaces.

problem Establishing uniform Poincaré inequalities on different metric spaces.
method Proper geodesic metric spaces equipped with a Borel measure. Local Poincaré inequality and volume conditions are used to derive uniform Poincaré inequalities.
result Uniform Poincaré inequalities are established for various metric spaces including hyperbolic spaces and covers of compact spaces.

Thompson Sampling has been demonstrated in many complex bandit models, however the theoretical guarantees available for the parametric multi-armed bandit are still limited to the Bernoulli case. Here we extend them by proving asymptotic optimality of the algorithm using the Jeffreys prior for 1-dimensional exponential …

2013-07-12abs ↗pdf ↗

The article examines entropy-information inequalities for continuous-time Markov chains under curvature-dimension conditions.

problem Proving Li-Yau inequalities and modified logarithmic Sobolev inequalities for reversible Markov chains.
method Introducing the CDΥ(κ,F)CD_Υ(κ,F) condition and deriving entropy-information inequalities.
result Derives functional inequalities relating entropy to Fisher information.

The paper reviews and improves concentration inequalities for statistical inference.

problem Analyzing statistical inference in various settings with high-dimensional data.
method Review and improvement of concentration inequalities for different types of random variables and statistical measures.
result Fresh new results and improved bounds with sharper constants.

In this paper, we show that the inverse anisotropic mean curvature flow in Rn+1\mathbb{R}^{n+1}, initiating from a star-shaped, strictly FF-mean convex hypersurface, exists for all time and after rescaling the flow converges exponentially fast to a rescaled Wulff shape in the CC^\infty topology. As an application, we p…

2015-06-30abs ↗pdf ↗

Data processing inequalities link Fisher information to local differential privacy constraints.

problem Understanding how Fisher information scales with local differential privacy constraints.
method Developed data processing inequalities for Fisher information under local differential privacy.
result Implications for private estimation with optimal bounds and error rates.

New bounds on learning algorithm generalization error derived using information density.

problem Bounding the generalization error of learning algorithms.
method Exponential inequalities and information density/conditional information density.
result Novel bounds on average and tail probability of generalization error.

New framework improves EM algorithm convergence under log-Sobolev inequality.

problem Improving convergence of the EM algorithm.
method Extending gradient flow techniques to EM algorithm, using free energy representation.
result Exponential convergence of EM algorithm under log-Sobolev inequality.

EM algorithm converges exponentially fast for overspecified Gaussian mixtures.

problem Convergence of EM algorithm in overspecified Gaussian mixtures.
method Structured configuration of means and weights, strong convexity, Polyak-Łojasiewicz inequality, finite-sample analysis.
result Exponential convergence rate of EM algorithm in KL distance.