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.
In this paper, we propose two discontinuous dynamical systems in continuous time with guaranteed prescribed finite-time local convergence to strict local minima of a given cost function. Our approach consists of exploiting a Lyapunov-based differential inequality for differential inclusions, which leads to finite-time …
In this paper, we consider multi-agent learning via online gradient descent in a class of games called λ-cocoercive games, a fairly broad class of games that admits many Nash equilibria and that properly includes unconstrained strongly monotone games. We characterize the finite-time last-iterate convergence rate for …
We show some results for the L2 curvature flow linked by the theme of addressing collapsing phenomena. First we show long time existence and convergence of the flow for SO(3)-invariant initial data on S3, as well as a long time existence and convergence statement for three-manifolds with initial L2 norm of c…
The article explores Helfrich flow with spontaneous curvature, finding singularities and convergence behaviors.
problem Understanding the long-time behavior of Helfrich flow with spontaneous curvature.
method Analyzing the gradient flow of a locally area- and volume-constrained Willmore flow, and applying it to the Helfrich flow.
result For negative spontaneous curvature, the Helfrich flow exhibits finite-time singularities; for positive spontaneous curvature, it converges globally.
Given any embedded Lagrangian on a four dimensional compact Calabi-Yau, we find another Lagrangian in the same Hamiltonian isotopy class which develops a finite time singularity under mean curvature flow. This contradicts a weaker version of the Thomas-Yau conjecture regarding long time existence and convergence of Lag…
Stochastic gradient descent (SGD) is almost ubiquitously used for training non-convex optimization tasks. Recently, a hypothesis proposed by Keskar et al. [2017] that large batch methods tend to converge to sharp minimizers has received increasing attention. We theoretically justify this hypothesis by providing new pro…
We study finite-time collapsing limits of the continuity method. When the continuity method starting from a rational initial Kähler metric on a projective manifold encounters a finite-time volume collapsing, this projective manifold admits a Fano fibration over a lower dimensional base. In this case, we prove the conti…
We show that strictly convex surfaces expanding by the inverse Gauss curvature flow converge to infinity in finite time. After appropriate rescaling, they converge to spheres. We describe the algorithm to find our main test function.
Q-learning with neural network function approximation (neural Q-learning for short) is among the most prevalent deep reinforcement learning algorithms. Despite its empirical success, the non-asymptotic convergence rate of neural Q-learning remains virtually unknown. In this paper, we present a finite-time analysis of a…
Improved convergence rates for MFLD in various gradient estimators.
problem Proving convergence rates for mean-field Langevin dynamics with stochastic gradient updates.
method General framework for propagation of chaos, including finite-particle approximation, time-discretization, and stochastic gradient approximation.
result Improved convergence rates for SGD and SVRG settings.
In this paper, we study the convergence of Yang-Mills-Higgs fields defined on fiber bundles over Riemann surfaces where the fiber is a compact symplectic manifold and the conformal structure of the Riemann surface is allowed to vary. We show that away from the nodes, the YMH fields converges, up to gauge, to a smooth Y…
We overview some results on distributed learning with focus on a family of recently proposed algorithms known as non-Bayesian social learning. We consider different approaches to the distributed learning problem and its algorithmic solutions for the case of finitely many hypotheses. The original centralized problem is …
In this paper we present several curvature estimates and convergence results for solutions of the Ricci flow. The curvature estimates depend on smallness of certain local space-time integrals of the norm of the Riemann curvature tensor, while the convergence results require finiteness of space-time integrals of the nor…
In this work, convergence of evolving Finslerian metrics first in a general flow next under Finslerian Ricci flow is studied. More intuitively it is proved that a family of Finslerian metrics g(t) which are solutions to the Finslerian Ricci flow converge in C∞ to a smooth limit Finslerian metric as t ap…
Several results on existence and convergence of the Yang-Mills flow in dimension four are given. We show that a singularity modeled on an instanton cannot form within finite time. Given low initial self-dual energy, we then study convergence of the flow at infinite time. If an Uhlenbeck limit is anti-self-dual and has …
Given a finite honest time, we first show that the associated Azéma optional supermartingale can be expressed as the drawdown and the relative drawdown of some local optional supermartingales with continuous running supremum. The relative drawdown representation then allows us to provide a characterisation of finite ho…
We use the momentum construction of Calabi to study the conical Kähler-Ricci flow on Hirzebruch surfaces with cone angle along the exceptional curve, and show that either the flow Gromov-Hausdorff converges to the Riemann sphere or a single point in finite time, or the flow contracts the cone divisor to a single point …
In this paper we show how to approximate a Heath-Jarrow-Morton dynamics for the forward prices in commodity markets with arbitrage-free models which have a finite dimensional state space. Moreover, we recover a closed form representation of the forward price dynamics in the approximation models and derive the rate of c…
In this paper we prove that for a given Kähler-Ricci flow with uniformly bounded Ricci curvatures in an arbitrary dimension, for every sequence of times ti converging to infinity, there exists a subsequence such that (M,g(ti+t))→(Y,gˉ(t)) and the convergence is smooth outside a singular set (which is a …