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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.

168,695 papers · 148 categories

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78155233310 · May 202619922001200920172026
48 results for finite capacity

Symplectic fillings of prequantization bundles are shown to be disk bundles under certain conditions.

problem Characterizing symplectic fillings of prequantization bundles with finite capacities.
method Analysis of symplectic capacities and diffeomorphisms.
result Symplectic fillings of prequantization bundles are diffeomorphic to disk bundles under finite capacity conditions.

New algorithm for shareable arms with load-dependent rewards in stochastic bandits.

problem Learning optimal play strategy with shareable finite-capacity arms in stochastic bandits.
method Developed a capacity estimator and online learning algorithm for MP-MAB with shareable arms.
result Regret upper bound matches the lower bound, validating the algorithm's performance.

Study capacity constraints in continual learning with a simple model.

problem Understanding optimal resource allocation for agents with limited memory and compute resources.
method Analyzes a capacity-constrained linear-quadratic-Gaussian (LQG) sequential prediction problem and demonstrates optimal capacity allocation strategies.
result Derives a solution to the capacity-constrained LQG sequential prediction problem and shows how to optimally allocate capacity across sub-problems in the steady state.

In this paper, we study the capacity dimension of the boundary of CAT(0)CAT(0) spaces. We first compare the two metrics on the boundary of a hyperbolic CAT(0)CAT(0) space, i.e., the visual metric and the conical metric, and prove that they give the same capacity dimension of the boundary. Then we study the capacity dimension o…

2019-04-02abs ↗pdf ↗

We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction o…

2015-10-17abs ↗pdf ↗

Study relates symplectic homology capacity to periodic orbits in Liouville domains.

problem Relating symplectic homology capacity to periodic orbits in Liouville domains.
method Uses positive symplectic homology and Hofer-Zehnder capacity to establish bounds and existence of periodic points.
result Non-zero positive symplectic homology implies finite upper bound for Hofer-Zehnder capacity relative to skeleton and Hamiltonian diffeomorphisms.

Researchers analyze neural process architectures and their representational capacities.

problem Understanding what functions can be represented by different neural process architectures.
method Analyzing four types of neural process architectures: CNPs, ANPs, TNPs, and their latent variants.
result Prove these architectures form a strict hierarchy and characterize their representational capabilities.

Study optimizes pricing under uncertainty and capacity constraints.

problem Optimizing pricing decisions under demand uncertainty and capacity constraints.
method Analyzes linear demand, stochastic noise, and finite capacity; uses certified demand forecasts and control variates.
result Certified demand forecasts reduce regret from O(T)O(\sqrt{T}) to O(logT)O(\log T) under certain conditions.

Deep imagination optimizes decision-making in large trees with limited resources.

problem Optimal planning in large decision trees with limited resources and time.
method Analytical solutions and numerical analysis of sampling capacity allocation.
result Optimal policy is to allocate few samples per level for deep exploration, favoring depth over breadth.

We study the computational capacity of a model neuron, the Tempotron, which classifies sequences of spikes by linear-threshold operations. We use statistical mechanics and extreme value theory to derive the capacity of the system in random classification tasks. In contrast to its static analog, the Perceptron, the Temp…

2010-10-26abs ↗pdf ↗

We use drifted Brownian motion in warped product model spaces as comparison constructions to show pp-hyperbolicity of a large class of submanifolds for p2p\ge 2. The condition for pp-hyperbolicity is expressed in terms of upper support functions for the radial sectional curvatures of the ambient space and for the rad…

2006-10-31abs ↗pdf ↗

Study characterizes hulls and capacities on Riemannian manifolds, proving isoperimetric inequalities.

problem Characterizing hulls and capacities on Riemannian manifolds.
method Investigates strictly outward minimising hulls and uses p-capacities to recover their areas.
result Sharp isoperimetric inequality on complete noncompact manifolds with nonnegative Ricci curvature.

Study on neural networks' storage capacity and solution space structure.

problem Understanding the storage capacity and solution space structure of neural networks.
method Replica method from statistical physics.
result Storage capacity per parameter remains finite even with infinite width and weights exhibit negative correlations.

A long standing open problem in the theory of neural networks is the development of quantitative methods to estimate and compare the capabilities of different architectures. Here we define the capacity of an architecture by the binary logarithm of the number of functions it can compute, as the synaptic weights are vari…

2019-01-02abs ↗pdf ↗

Paper applies theorem to find optimal investment boundary in stochastic capacity expansion.

problem Finding optimal investment boundary in a stochastic, time-inhomogeneous capacity expansion problem.
method Applies Bank and El Karoui Representation Theorem to solve first order conditions involving a non-integral term.
result Existence of base capacity ly(t)l^{\star}_y(t), showing optimal investment process becomes active at this level.

GD outperforms ridge regression and SGD in linear regression problems.

problem Comparing the risks of GD, ridge regression, and SGD in linear regression problems.
method Instance-wise finite-sample risk analysis of GD, ridge regression, and SGD.
result GD outperforms ridge regression and is incomparable with SGD in some cases.

We define a capacity which measures the size of Weinstein tubular neighbourhoods of Lagrangian submanifolds. In symplectic vector spaces this leads to bounds on the codisc radius for any closed Lagrangian submanifold in terms of Viterbo's isoperimetric inequality. Moreover, we prove a generalization of Gromov's packing…

2012-10-08abs ↗pdf ↗

The paper extends IPC framework to stationary physical systems and validates it with a photonic system.

problem Characterizing the computational capabilities of stationary physical systems in a principled, data-efficient way.
method Extended IPC framework, established fundamental results, derived asymptotic bias, introduced data-efficient estimation methods.
result IPC strongly correlates with machine-learning performance and provides a reliable estimate of system dimensionality.

Study optimal treatment assignment policies under strategic agent responses.

problem Learning optimal treatment policies with strategic agents complicates estimation.
method Dynamic model with threshold convergence to mean-field equilibrium, consistent estimator for policy gradient.
result Threshold for treatment assignment converges to mean-field equilibrium threshold under large but finite number of agents.

External or internal shocks may lead to the collapse of a system consisting of many agents. If the shock hits only one agent initially and causes it to fail, this can induce a cascade of failures among neighoring agents. Several critical constellations determine whether this cascade remains finite or reaches the size o…

2012-09-05abs ↗pdf ↗

We introduce the Hofer-Zehnder GG-semicapacity $c_{HZ}^G(M,\om)$ of a symplectic manifold $(M,\om)$ with respect to a subgroup Gπ1(M)G \subset π_1(M) ($c_{HZ}(M,\om) \leq c^G_{HZ}(M,\om)$) and prove that if $(M,\om)$ is tame and there exists an open subset UMU \subset M admitting a Hamiltonian free circle action with orde…

2002-05-02abs ↗pdf ↗

Study investigates overparametrization in survival models, revealing complex loss behavior.

problem Understanding overparametrization in survival models through interpolation.
method Defined interpolation and finite-norm interpolation, rigorously analyzed four survival models.
result Overparametrization can lead to improved performance in survival models, contrary to classical learning theory.

We study various capacities on compact Kähler manifolds which generalize the Bedford-Taylor Monge-Ampère capacity. We then use these capacities to study the existence and the regularity of solutions of complex Monge-Ampère equations.

2014-02-11abs ↗pdf ↗

Solves a discrete logarithmic Minkowski problem for electrostatic p-capacity.

problem Characterize measures generated by electrostatic p-capacity.
method Solves the discrete logarithmic Minkowski problem for 1 < p < n.
result Solves the discrete logarithmic Minkowski problem for measures in general position.

CapOptix uses options theory to price capacity in electricity markets.

problem Traditional capacity market designs fail to account for risk and price shocks.
method Interprets capacity commitments as reliability options and uses Markov Regime Switching Process.
result CapOptix provides more accurate pricing of capacity premia compared to existing mechanisms.

Study on existence and properties of continuous solutions to complex Hessian equations.

problem Existence and properties of continuous solutions to complex Hessian equations.
method Established new capacity estimates and weak stability estimates for the mm-Hessian measure.
result Existence of continuous solutions to the complex Hessian equation under certain conditions.

In this article, we propose the notion of the general pp-affine capacity and prove some basic properties for the general pp-affine capacity, such as affine invariance and monotonicity. The newly proposed general pp-affine capacity is compared with several classical geometric quantities, e.g., the volume, the pp-var…

2017-05-21abs ↗pdf ↗

While symplectic manifolds have no local invariants, they do admit many global numerical invariants. Prominent among them are the so-called symplectic capacities. Different capacities are defined in different ways, and so relations between capacities often lead to surprising relations between different aspects of sympl…

2005-06-10abs ↗pdf ↗

Privacy concerns have led to the development of privacy-preserving approaches for learning models from sensitive data. Yet, in practice, even models learned with privacy guarantees can inadvertently memorize unique training examples or leak sensitive features. To identify such privacy violations, existing model auditin…

2019-11-08abs ↗pdf ↗

Study excess capacity in neural networks using Rademacher complexity.

problem Understanding how much capacity deep networks have beyond what's needed for classification.
method Unified Rademacher complexity bounds for function composition and convolutional layers, considering Lipschitz constants and initialization norms.
result There is substantial excess capacity per task, and capacity can be kept similar across different tasks.

Study binary perceptrons' capacity using random duality theory.

problem Characterize the capacity of binary perceptrons with general thresholds.
method Utilized fully lifted random duality theory (fl RDT) to characterize the capacity.
result Characterizations match replica symmetry breaking predictions and uncover the capacity for zero-threshold scenario.

New complete panel dataset for LMICs helps analyze innovation and development.

problem Lack of complete data for empirical analyses in LMICs.
method Predictive Mean Matching multiple imputation technique.
result Created a large dataset of 47 variables for 82 LMICs from 2005-2019.