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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.

168,657 papers · 148 categories

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242485727969 · Jun 202019922001200920172026
48 results for globalization problem

Global calculus for manifolds with boundary, solving evolution problems.

problem Global solvability of evolution problems on manifolds with boundary.
method Established global functional calculus and Gårding inequality for pseudo-differential operators without local coordinates.
result Global solvability for a class of evolution problems.

Global implicit function theorem for Fréchet spaces, solving derivative loss problems.

problem Solving initial value problems with derivative loss in Fréchet spaces.
method Global implicit function theorems for Keller's Cc1C_c^1-mappings in Fréchet spaces, applied through submersions and transversality.
result Global existence and uniqueness of solutions to initial value problems with derivative loss.

Paper solves globally optimal k-means for low dimensional data.

problem Finding globally optimal k-means solutions for low dimensional data.
method Formulates as a concave assignment problem, iteratively solving small concave and large linear programming problems.
result Solves k-means to global optimality for large data sets with several clusters.

Researchers tackle the globalization problem of locally cosymplectic Hamiltonian dynamics.

problem Globalization problem of locally cosymplectic Hamiltonian dynamics.
method Investigate the geometry of locally conformally cosymplectic manifolds and provide a geometric Hamilton-Jacobi theory.
result Provide a geometric Hamilton-Jacobi theory on locally conformally cosymplectic manifolds.

Study well-posedness of Faraday tensor problem on specific spacetime manifolds.

problem Well-posedness of the Cauchy problem for the Faraday tensor on globally hyperbolic manifolds with timelike boundary.
method Existence of Green operators for the operator d+δ\mathrm{d}+\delta and a suitable pre-symplectic structure on the space of solutions.
result Existence of Green operators and pre-symplectic structure for the operator d+δ\mathrm{d}+\delta.

TREGO improves EGO for global optimization of high-dimensional problems.

problem Efficient Global Optimization struggles with high dimensions and lacks theoretical guarantees.
method TREGO alternates between EGO steps and local steps within a trust region.
result TREGO outperforms EGO and other methods in black-box optimization problems.

Bayesian optimization has recently emerged as a popular method for the sample-efficient optimization of expensive black-box functions. However, the application to high-dimensional problems with several thousand observations remains challenging, and on difficult problems Bayesian optimization is often not competitive wi…

2019-10-03abs ↗pdf ↗

The paper solves the Cauchy problem for Friedrichs systems on specific spacetime manifolds.

problem Investigating the Cauchy problem for Friedrichs systems on globally hyperbolic manifolds with timelike boundaries.
method Admissible boundary conditions are imposed to show the existence and uniqueness of strong solutions. For hyperbolic systems, the Cauchy problem is also well-posed in the Hadamard sense.
result Existence and uniqueness of strong solutions for the Cauchy problem are proven under admissible boundary conditions.

Global convergence for robust regression problems via IRLS with enhancements.

problem Global convergence for robust regression problems.
method Augmentations to IRLS to ensure global recovery and improved robustness.
result Global recovery guarantees for robust regression problems, outperforming state-of-the-art algorithms.

Researchers examine global properties of a scalar curvature functional to solve the prescribed Ricci curvature problem.

problem Solving the prescribed Ricci curvature problem for homogeneous metrics.
method Examining global properties of the scalar curvature functional, focusing on its critical points and maximum.
result Conditions for a global maximum of the scalar curvature functional on a general homogeneous space.

Global stability bounds for matrix frames in phase retrieval problems.

problem Phase retrieval for matrix frames in various applications.
method Computable global stability bounds for the quasi-linear analysis map β, using Whitney stratification of positive semidefinite matrices of low rank.
result Novel conditions for a frame to be generalized phase retrievable.

The restricted planar three-body problem has a rich history, yet many unanswered questions still remain. In the present paper we prove the existence of a global surface of section near the smaller body in a new range of energies and mass ratios for which the Hill's region still has three connected components. The appro…

2011-03-20abs ↗pdf ↗

Proves well-posedness of the Cauchy problem for the Dirac operator on non-compact spacetimes.

problem Proving well-posedness of the Cauchy problem for the Dirac operator on non-compact spacetimes.
method Analyzes globally hyperbolic manifolds with complete spacelike Cauchy hypersurfaces.
result Proves well-posedness of the Cauchy problem for the Dirac operator.

Global methods outperform local in forecasting groups of time series, even in heterogeneous datasets.

problem Forecasting groups of time series, especially in heterogeneous datasets.
method Local methods consider each series separately, global methods fit a single model to all series.
result Global methods can outperform local methods in forecasting groups of time series, even in heterogeneous datasets.

Global routing has been a historically challenging problem in electronic circuit design, where the challenge is to connect a large and arbitrary number of circuit components with wires without violating the design rules for the printed circuit boards or integrated circuits. Similar routing problems also exist in the de…

2019-06-20abs ↗pdf ↗

New algorithms improve privacy in bandit problems with partial information.

problem Privacy constraints in multi-armed bandit problems with partial reward information.
method Proposed a generic framework for designing εε-global DP extensions of UCB and KL-UCB algorithms.
result AdaP-KLUCB algorithm achieves optimal regret bound under εε-global DP constraints.

We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over the covariate domain. We propose a novel Bayesian nonparametric method reposing …

2010-01-04abs ↗pdf ↗

New quasi-Newton method guarantees global superlinear convergence.

problem Global convergence and superlinear convergence of quasi-Newton methods.
method Hybrid proximal extragradient method with online learning for Hessian approximation.
result First globally convergent quasi-Newton method with explicit superlinear convergence rate.

We consider the problem of finding sufficient conditions for a locally Lipschitz mapping between Finsler manifolds to be a global homeomorphism. For this purpose, we develop the notion of Clarke generalized differential in this context and, using this, we obtain a version of the Hadamard integral condition for invertib…

2012-01-23abs ↗pdf ↗

The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated.Two types of networks are next constructed for each distance measure definition. It is shown that the globalization process can be best charac…

2009-10-19abs ↗pdf ↗

Maximally hyperbolic solutions contain future neighborhoods of intersecting hypersurfaces.

problem Maximally globally hyperbolic solutions of higher-dimensional vacuum Einstein equations.
method Analyzing intersections of characteristic hypersurfaces.
result Contains a future neighborhood of intersecting hypersurfaces.

Paper develops NPG for risk-averse RL with ECRMs, proving global convergence.

problem Ensuring reliable performance in stochastic RL problems with risk-averse policies.
method Developed natural policy gradient updates for ECRMs-based RL problems, proving global optimality and iteration complexity.
result Global convergence of risk-averse NPG algorithm with ECRMs.

SGD methods fail to converge to global minimizers in deep neural networks with ReLU activation.

problem Failure of SGD methods to converge to global minimizers in deep neural networks.
method Stochastic Gradient Descent (SGD) and its variants like Adam, RMSProp, etc.
result SGD methods fail to converge to global minimizers with high probability in deep neural networks with ReLU activation.

Paper solves optimal portfolio deleveraging with cross asset impacts.

problem Maximize equity while meeting debt/equity requirement with cross asset price impacts.
method Developed successive convex optimization (SCO) and an effective global algorithm integrating SCO, convex relaxation, and branch-and-bound.
result Proposed algorithms find global optimal solutions efficiently.

New algorithm improves convergence for non-convex problems with boundaries.

problem Optimizing non-convex problems with constraints.
method Reflected Gradient Langevin Dynamics with probabilistic representation.
result Promising convergence rates, faster than existing methods.

Study optimal transport on globally hyperbolic spacetimes, focusing on weak Kantorovich potentials' regularity.

problem Investigate regularity of weak Kantorovich potentials on globally hyperbolic spacetimes.
method Apply insights from Riemannian and Lorentzian cases to study ππ-solutions.
result Conclude existence, uniqueness, and structure of optimal transport maps.

Euler's elastica with monotone curvature is uniquely minimal.

problem Global minimality of planar elastica with monotone curvature.
method Proof of global minimality using clamped boundary conditions and length penalization.
result Every planar elastica with non-constant monotone curvature is uniquely minimal.

Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum. The reason for the absence of probabilistic global optimizers is that the corres…

2011-12-06abs ↗pdf ↗

Global harmonic maps into SU(1,1) constructed from Smyth potentials using DPW method.

problem Globality of harmonic maps constructed from Smyth potentials in SU(1,1).
method Construct harmonic maps into SU(1,1) using the DPW method, solving a Riemann-Hilbert problem to achieve global Iwasawa factorization.
result Globality of the constructed harmonic maps proved using Bessel functions and asymptotic expansions.

Many real-world networks are complex dynamical systems, where both local (e.g., changing node attributes) and global (e.g., changing network topology) processes unfold over time. Local dynamics may provoke global changes in the network, and the ability to detect such effects could have profound implications for a numbe…

2017-10-09abs ↗pdf ↗