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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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95189284378 · Jun 202019922001200920172026
48 results for finite-dimensional gradients

Uniform-in-time analysis for Stein Variational Gradient Descent across various metrics.

problem Understanding long-term behavior of finite-particle systems in relation to their mean-field limits.
method Developed uniform-in-time propagation-of-chaos results for continuous-time SVGD using cutoff strategies and finite-dimensional theories.
result Uniform-in-time propagation-of-chaos bounds in various metrics, including Langevin kernel Stein discrepancy, Wasserstein-1, and Wasserstein-2 distances.

Notes on Morse Homology, focusing on gradient flow lines and semi-infinite dimensional cases.

problem Exploring Morse Homology and its applications in semi-infinite dimensional spaces.
method Presentation of concepts in finite dimensional Morse Homology, with an eye towards generalization to semi-infinite dimensions.
result Intuition for Floer homology through finite dimensional Morse Homology concepts.

Paper proves a Liouville theorem for solitons with constant curvature.

problem Understanding harmonic functions on specific geometric structures.
method Proved a Liouville theorem without gradient estimates.
result Finite dimensionality of harmonic functions with polynomial growth.

Abstract: Necessary and sufficient conditions for gradient flows of relative entropy in Lindblad equations.

problem Conditions for gradient flows in finite-dimensional Lindblad equations.
method Analyzes conditions for a finite-dimensional Lindblad equation to have a gradient flow structure for the von Neumann relative entropy.
result A finite-dimensional Lindblad equation admits a gradient flow structure for the von Neumann relative entropy if and only if the BKM-detailed balance condition holds.

New construction of Fukaya-Seidel categories using complex gradient flow equation.

problem Constructing Fukaya-Seidel categories for specific models.
method Using the complex gradient flow equation and neck-stretching limits.
result Alternative proof of Seidel's spectral sequence for Lagrangian Floer cohomology.

In this note we first set up an analogy between spin and vorticity of a perfect 2d-fluid flow, based on the Borel-Weil contruction of the irreducible unitary representations of SU(2), and looking at the Madelung-Bohm velocity attached to the ensuing spin wave functions. We also show that, in the framework of finite dim…

2009-02-04abs ↗pdf ↗

Paper confirms Thom's conjecture for nonlinear evolutions on manifolds.

problem Thom's gradient conjecture for nonlinear evolution equations.
method Extending and settling the conjecture in infinite dimensional problems using Łojasiewicz, L. Simon, and Kurdyka-Mostowski-Parusinski's foundational works.
result Uniqueness of the limiting direction and characterization of convergence rates for both classical and infinite dimensional settings.

Paper introduces FDM for efficient training of Neural SDEs.

problem Training Neural SDEs using existing methods is computationally expensive and unstable.
method Developed a novel scoring rule called Finite Dimensional Matching (FDM) to bypass signature kernels and reduce training complexity.
result FDM achieves superior performance in terms of computational efficiency and generative quality.

We prove that a metric measure space (X,d,m)(X,d,m) satisfying finite dimensional lower Ricci curvature bounds and whose Sobolev space W1,2W^{1,2} is Hilbert is rectifiable. That is, a RCD(K,N)RCD^*(K,N)-space is rectifiable, and in particular for mm-a.e. point the tangent cone is unique and euclidean of dimension at most NN. The…

2014-05-09abs ↗pdf ↗

Develops a finite construction for self-duality and related moduli spaces over Riemann surfaces.

problem Constructing moduli spaces over Riemann surfaces.
method Finite-dimensional construction using holomorphic symplectic reduction.
result Moduli spaces over Riemann surfaces as stratified holomorphic symplectic spaces.

Our work is motivated by a desire to study the theoretical underpinning for the convergence of stochastic gradient type algorithms widely used for non-convex learning tasks such as training of neural networks. The key insight, already observed in the works of Mei, Montanari and Nguyen (2018), Chizat and Bach (2018) as …

2019-05-19abs ↗pdf ↗

The paper analyzes how adding gradient data affects overparameterized models' performance.

problem The impact of Sobolev training on high-dimensional predictive models.
method Combining replica method from statistical physics and operator-valued free probability theory.
result Sobolev training does not universally improve performance for target functions described by single-index models.

Finite-dimensional spaces of biharmonic functions on manifolds are explored.

problem Characterizing biharmonic functions on open manifolds with nonnegative Ricci curvature.
method Analyzing bounded and polynomial growth biharmonic functions, deriving Weyl bounds, and studying fourth-order operators.
result Finite-dimensional spaces of biharmonic functions with polynomial growth are established.

Generalizes Li-Yau Harnack inequality to path space of manifolds.

problem Extending classical Harnack inequalities to infinite-dimensional path space.
method Defines finite-dimensional gradients and Laplacians on path space, proving a generalized Harnack inequality.
result Established a new Harnack inequality on path space of manifolds.

Neural networks solve copositive programs, revealing insights into training problems.

problem Training two-layer vector-output ReLU neural networks.
method Convex analysis and copositive programming.
result Neural networks solve copositive programs, providing insights into training problems.

The paper studies multi-curve interest rate models and their consistency and finite-dimensional realizations.

problem Consistency and existence of finite-dimensional realizations for multi-curve interest rate models.
method Geometric approach, characterizing consistency and existence of finite-dimensional realizations for multi-curve models.
result Characterization of consistency and existence of finite-dimensional realizations for multi-curve models.

Learning optimal resource allocation policies in wireless systems can be effectively achieved by formulating finite dimensional constrained programs which depend on system configuration, as well as the adopted learning parameterization. The interest here is in cases where system models are unavailable, prompting method…

2019-11-10abs ↗pdf ↗

Continuum transformers learn operators in context via gradient descent.

problem Generalizing transformers to handle infinite-dimensional inputs for in-context learning.
method Gradient descent in an operator RKHS, leveraging generalized representer theorems and gradient flows.
result Operator learned in context is Bayes Optimal Predictor in infinite depth limit.

Let us consider a projective manifold and ΩΩ a volume form. We define the gradient flow associated to the problem of ΩΩ-balanced metrics in the quantum formalism, the Ωbalacingflow.Atthelimitofthequantization,weprovethatthe-balacing flow. At the limit of the quantization, we prove that the ΩbalacingflowconvergestowardsanaturalflowinKa¨hlergeometry,the-balacing flow converges towards a natural flow in Kähler geometry, the Ω$-Kä…

2011-02-05abs ↗pdf ↗

Solves classical problem with Kähler-Einstein metrics in complex projective spaces.

problem Classical problem of non-isometric bidimensional Kähler-Einstein submanifolds.
method Listed complete non-isometric bidimensional rotation invariant Kähler-Einstein submanifolds.
result Solves the classical problem in the specified case.

We develop a functional encoder-decoder approach to supervised meta-learning, where labeled data is encoded into an infinite-dimensional functional representation rather than a finite-dimensional one. Furthermore, rather than directly producing the representation, we learn a neural update rule resembling functional gra…

2019-12-05abs ↗pdf ↗

We show that a continuous local semiflow of CkC^k-maps on a finite-dimensional CkC^k-manifold M can be embedded into a local CkC^k-flow on M under some weak (necessary) assumptions. This result is applied to an open problem in [fil/tei:01]. We prove that finite-dimensional realizations for interest rate models are high…

2001-12-21abs ↗pdf ↗

New algorithm improves convergence of gradient boosting trees.

problem Global convergence of Newton boosting in tabular machine learning.
method Introduces Gradient Regularized Newton Descent for GBDTs, proving linear convergence for smooth, strongly convex losses and O(1k2)\mathcal{O}(\frac{1}{k^2}) rate for general convex losses.
result Achieves globally convergent second-order GBDT algorithm with rate matching first-order boosting.

A homological selection theorem for C-spaces, as well as, a finite-dimensional homological selection theorem is established. We apply the finite-dimensional homological selection theorem to obtain fixed-point theorems for usco homologically UV^n set-valued maps.

2016-05-11abs ↗pdf ↗

We propose a method for pricing American options whose pay-off depends on the moving average of the underlying asset price. The method uses a finite dimensional approximation of the infinite-dimensional dynamics of the moving average process based on a truncated Laguerre series expansion. The resulting problem is a fin…

2010-11-16abs ↗pdf ↗

We prove a version of the countable union theorem for asymptotic dimension and we apply it to groups acting on asymptotically finite dimensional metric spaces. As a consequence we obtain the following finite dimensionality theorems. A) An amalgamated product of asymptotically finite dimensional groups has finite asympt…

2000-12-02abs ↗pdf ↗

In this paper, we refine the notion of Z-boundaries of groups introduced by Bestvina and further developed by Dranishnikov. We then show that the standard assumption of finite-dimensionality can be omitted as the result follows from the other assumptions.

2014-06-29abs ↗pdf ↗

We show that groups satisfying Kazhdan's property (T) have no unbounded actions on finite dimensional CAT(0) cube complexes, and deduce that there is a locally CAT(-1) Riemannian manifold which is not homotopy equivalent to any finite dimensional, locally CAT(0) cube complex.

1997-02-07abs ↗pdf ↗

Using the categorical description of supergeometry we give an explicit construction of the diffeomorphism supergroup of a compact finite-dimensional supermanifold. The construction provides the diffeomorphism supergroup with the structure of a Frechet supermanifold. In addition, we derive results about the structure of…

2009-04-17abs ↗pdf ↗