The exactness equation for Lepage 2-forms, associated with variational systems of ordinary differential equations on smooth manifolds, is analyzed with the aim to construct a concrete global variational principle. It is shown that locally variational systems defined by homogeneous functions of degree are …
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.
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The paper constructs Levi flat structures using structure sheaves and differential complexes.
This paper proposes a mechanism to produce equivalent Lipschitz surrogates for zero-norm and rank optimization problems by means of the global exact penalty for their equivalent mathematical programs with an equilibrium constraint (MPECs). Specifically, we reformulate these combinatorial problems as equivalent MPECs by…
We study global aspects of complete, non-singular asymptotically locally AdS spacetimes solving the vacuum Einstein equations whose conformal infinity is an arbitrary globally stationary spacetime. It is proved that any such solution which is asymptotically stationary to the past and future is itself globally stationar…
The paper explores how topology affects the solvability of first-order differential equations.
Paper develops exact convex optimization for neural networks with polynomial activations.
Gradient descent slows significantly in over-parameterized single neuron learning.
New exact tests detect changepoints in binary and count data, especially when normal approximations fail.
Locally variational systems of differential equations on smooth manifolds, having certain de Rham cohomology group trivial, automatically possess a global Lagrangian. This important result due to Takens is, how-ever, of sheaf-theoretic nature. A new constructive method of finding a global Lagrangian for second-order OD…
The study analyzes how covariance estimation errors affect the global minimum-variance portfolio under heavy-tailed distributions.
Study neural architectures on learned latent graphs using Schrödinger dynamics.
Sobol method applied to probabilistic networks for sensitivity analysis.
We consider the global symplectic classification problem of plane curves. First we give the exact classification result under symplectomorphisms, for the case of generic plane curves, namely immersions with transverse self-intersections. Then the set of symplectic classes form the symplectic moduli space which we compl…
Gradient descent achieves exact linear convergence rate for symmetric matrix completion.
Gradient EM converges globally for over-parameterized Gaussian mixtures.
Bayesian optimization is a powerful global optimization technique for expensive black-box functions. One of its shortcomings is that it requires auxiliary optimization of an acquisition function at each iteration. This auxiliary optimization can be costly and very hard to carry out in practice. Moreover, it creates ser…
Paper constructs solutions for a class of overdetermined systems.
The paper revisits and analyzes the tmd-operator in almost Kähler manifolds.
Develops a local Fokker--Planck geometric framework for more accurate score estimation.
We present a family of complexes playing the same role, for homogeneous variational problems, that the horizontal parts of the variational bicomplex play for variational problems on a fibred manifold. We show that, modulo certain pullbacks, each of these complexes (apart from the first one) is globally exact. All the c…
New method solves constrained optimization problems efficiently.
Paper proposes FMAB framework for federated learning with two models: approximate and exact.
New algorithm solves optimization problems without submodularity.
We obtain the first polynomial-time algorithm for exact tensor completion that improves over the bound implied by reduction to matrix completion. The algorithm recovers an unknown 3-tensor with incoherent, orthogonal components in from randomly observed entries of the tensor…
A new TwinGP framework for efficient large-scale GP modeling.
The paper finds exact solutions to a complex Einstein-Dirac-Maxwell system on 4D Sasakian spacetimes.
New proof of chain duality for simplicial complexes.
Paper develops NPG for risk-averse RL with ECRMs, proving global convergence.
We prove that compact complex manifolds with admitting metrics with negative Chern curvature operator either admit a -exact positive (1,1) current, or are Kähler with ample canonical bundle. In the case of complex surfaces we obtain a complete classification. The proofs rely on a global existence and convergence …
We review and apply Quasi Monte Carlo (QMC) and Global Sensitivity Analysis (GSA) techniques to pricing and risk management (greeks) of representative financial instruments of increasing complexity. We compare QMC vs standard Monte Carlo (MC) results in great detail, using high-dimensional Sobol' low discrepancy sequen…
Given a vector field on a manifold M, we define a globally conserved quantity to be a differential form whose Lie derivative is exact. Integrals of conserved quantities over suitable submanifolds are constant under time evolution, the Kelvin circulation theorem being a well-known special case. More generally, conserved…
Develops methods for constructing exact, non-stationary solutions to Euler equations.
New suboptimal algorithm for best subset selection in high-dimensional data.
In this paper we construct Cech cohomology groups that form a Gysin-type long exact sequence for principal torus bundles. This sequence is modeled on a de Rham cohomology sequence published in earlier work by Bouwknegt, Hannabuss and Mathai, which was developed to compute the global properties of T-duality in the prese…
We study differential cohomology on categories of globally hyperbolic Lorentzian manifolds. The Lorentzian metric allows us to define a natural transformation whose kernel generalizes Maxwell's equations and fits into a restriction of the fundamental exact sequences of differential cohomology. We consider smooth Pontry…
The subtle interplay between local and global charges for topological semimetals exactly parallels that for singular vector fields. Part of this story is the relationship between cohomological semimetal invariants, Euler structures, and ambiguities in the torsion of manifolds. Dually, a topological semimetal can be rep…
APGD algorithm reconstructs point set from partial distance measurements.
The paper provides global optimization algorithms for two particularly difficult nonconvex problems raised by hybrid system identification: switching linear regression and bounded-error estimation. While most works focus on local optimization heuristics without global optimality guarantees or with guarantees valid only…
The paper analyzes how over-parameterization affects GD convergence in matrix sensing problems.
Global singularities propagate in magnetic mechanical systems on Riemannian manifolds.
Collective phenomena with universal properties have been observed in many complex systems with a large number of components. Here we present a microscopic model of the emergence of scaling behavior in such systems, where the interaction dynamics between individual components is mediated by a global variable making the …
Study reveals failure of uniqueness in dynamical invariants for 3D volume-preserving diffeomorphisms.
This work is concerned with the non-negative rank-1 robust principal component analysis (RPCA), where the goal is to recover the dominant non-negative principal components of a data matrix precisely, where a number of measurements could be grossly corrupted with sparse and arbitrary large noise. Most of the known techn…
New perspective on federated learning as posterior inference, improving optimization.
Recently, there has been much interest in finding globally optimal Bayesian network structures. These techniques were developed for generative scores and can not be directly extended to discriminative scores, as desired for classification. In this paper, we propose an exact method for finding network structures maximiz…
Sparse versions of principal component analysis (PCA) have imposed themselves as simple, yet powerful ways of selecting relevant features of high-dimensional data in an unsupervised manner. However, when several sparse principal components are computed, the interpretation of the selected variables is difficult since ea…
Paper characterizes optimization landscape of Tucker decomposition.
Kernel models learn low-dimensional predictive subspaces from input data.