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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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94188281375 · Jun 202019922001200920172026
48 results for gradient sliding

We consider in this paper a class of composite optimization problems whose objective function is given by the summation of a general smooth and nonsmooth component, together with a relatively simple nonsmooth term. We present a new class of first-order methods, namely the gradient sliding algorithms, which can skip the…

2014-06-04abs ↗pdf ↗

We propose a sliding surface for systems on the Lie group SO(3)×R3SO(3)\times \mathbb{R}^3 . The sliding surface is shown to be a Lie subgroup. The reduced-order dynamics along the sliding subgroup have an almost globally asymptotically stable equilibrium. The sliding surface is used to design a sliding-mode controller for t…

2019-05-14abs ↗pdf ↗

Constrained second-order convex optimization algorithms are the method of choice when a high accuracy solution to a problem is needed, due to their local quadratic convergence. These algorithms require the solution of a constrained quadratic subproblem at every iteration. We present the \emph{Second-Order Conditional G…

2020-02-20abs ↗pdf ↗

New algorithms improve distributed optimization under specific conditions.

problem Distributed optimization problems with high communication costs.
method SVRS and AccSVRS algorithms combining gradient sliding and variance reduction.
result Achieved better communication complexity in distributed optimization.

The paper analyzes the sliding regret of stochastic bandit algorithms.

problem Measuring the one-shot behavior of no-regret algorithms in stochastic bandits.
method Introducing sliding regret to measure the worst pseudo-regret over a time-window.
result Randomized methods have optimal sliding regret, while index policies have the worst possible sliding regret.

We determine all critical configurations for the Area function on polygons with vertices on a circle or an ellipse. For isolated critical points we compute their Morse index, resp index of the gradient vector field. We relate the computation at an isolated degenerate point to an eigenvalue question about combinations. …

2020-01-29abs ↗pdf ↗

We present a new operation to be performed on elements in a Garside group, called cyclic sliding, which is introduced to replace the well known cycling and decycling operations. Cyclic sliding appears to be a more natural choice, simplifying the algorithms concerning conjugacy in Garside groups and having nicer theoret…

2008-08-10abs ↗pdf ↗

Novel time series forecasting method using sliding window signatures.

problem Challenges in forecasting nonlinear and delayed time series data.
method Ridge regression with signature features calculated on sliding windows.
result Signature features effectively encode temporal and nonlinear dependencies, leading to accurate forecasts.

Optimizes sliding window approach for tracking Gaussian densities.

problem Improving tracking performance of Gaussian density estimation.
method Theoretical analysis of sliding window Gaussian Kernel Density Estimators.
result Empirical evidence shows improved tracking performance with optimal weight sequence.

Let NgN_{g} denote a closed nonorientable surface of genus gg. For g2g \geq 2 the mapping class group M(Ng)\mathcal{M}(N_{g}) is generated by Dehn twists and one crosscap slide (YY-homeomorphism) or by Dehn twists and a crosscap transposition. Margalit and Schleimer observed that Dehn twists have nontrivial roots. We gi…

2016-01-22abs ↗pdf ↗

We show that reducible braids which are, in a Garside-theoretical sense, as simple as possible within their conjugacy class, are also as simple as possible in a geometric sense. More precisely, if a braid belongs to a certain subset of its conjugacy class which we call the stabilized set of sliding circuits, and if it …

2010-08-02abs ↗pdf ↗

If a variational problem comes with no boundary conditions prescribed beforehand, and yet these arise as a consequence of the variation process itself, we speak of a free boundary values variational problem. Such is, for instance, the problem of finding the shortest curve whose endpoints can slide along two prescribed …

2017-03-11abs ↗pdf ↗

A theorem of Kirby states that two framed links in the 3-sphere produce orientation-preserving homeomorphic results of surgery if they are related by a sequence of stabilization and handle-slide moves. The purpose of the present paper is twofold: First, we give a sufficient condition for a sequence of handle-slides on …

2005-09-02abs ↗pdf ↗

New algorithms achieve optimal regret in sliding window model with limited memory.

problem Experts problem in the sliding window model with limited information.
method 2 queries, polylog(nT) memory, exponential improvement on memory.
result Achieve optimal regret of sqrt(nW)polylog(nT) with 2 queries and polylog(nT) memory.

In many applications, monitoring area under the ROC curve (AUC) in a sliding window over a data stream is a natural way of detecting changes in the system. The drawback is that computing AUC in a sliding window is expensive, especially if the window size is large and the data flow is significant. In this paper we propo…

2019-02-02abs ↗pdf ↗

We propose a means by which some categorifications can be evaluated at a root of unity. This is implemented using a suitable localization in the context of prior work by the authors on categorification of the Jones-Wenzl projectors. Within this construction we define objects, invariant under handle slides, which decate…

2011-10-10abs ↗pdf ↗

TAKDE optimizes kernel density estimation for real-time dynamic processes.

problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.

New robustness certificates for streaming models with a sliding window.

problem Applying robustness certificates to streaming data with correlated inputs.
method Deriving robustness certificates for models using a sliding window over a sequence of potentially correlated inputs.
result Guarantees hold for the average model performance across the entire stream, independent of stream size.

Bordered Heegaard Floer homology is an invariant for three-manifolds with boundary. In particular, this invariant associates to a handle decomposition of a surface F a differential graded algebra, and to an arc slide between two handle decompositions, a bimodule over the two algebras. In this paper, we describe these b…

2010-10-13abs ↗pdf ↗

Garside-theoretical solutions to the conjugacy problem in braid groups depend on the determination of a characteristic subset of the conjugacy class of any given braid, e.g. the sliding circuit set. It is conjectured that, among rigid braids with a fixed number of strands, the size of this set is bounded by a polynomia…

2018-07-04abs ↗pdf ↗

A knot K in the 3-sphere is said to have Property nR if, whenever K is a component of an n-component link L and some integral surgery on L produces the connected sum of n copies of S^1 x S^2, there is a sequence of handle slides on L that converts L into a 0-framed unlink. The Generalized Property R Conjecture is that …

2009-08-19abs ↗pdf ↗

Study examines asset pricing using various attention models, finding global self-attention and sliding window sparse attention models perform well.

problem Traditional asset pricing models miss temporal dependency and short memory issues.
method Investigates RNN attention models with various attention mechanisms for large-cap US stocks.
result Global self-attention and sliding window sparse attention models outperform in deriving returns and hedging risks, especially during the pandemic.

A new PGA algorithm ensures stable, robust, and noise-immune solutions for non-negative inverse problems.

problem Stable convergence and suboptimal solutions in inverse problems due to negative values and high sensitivity to hyperparameters.
method A novel multiplicative update proximal gradient algorithm (SSO-PGA) that enforces non-negativity and boundedness through a learnable sigmoid-based operator.
result Significantly surpasses traditional PGA and other state-of-the-art algorithms in performance and stability.

We present a new algorithm for the 2D Sliding Window Discrete Fourier Transform (SWDFT). Our algorithm avoids repeating calculations in overlapping windows by storing them in a tree data-structure based on the ideas of the Cooley- Tukey Fast Fourier Transform (FFT). For an N0×N1N_0 \times N_1 array and n0×n1n_0 \times n_1 wi…

2017-07-25abs ↗pdf ↗

Task-specific scores are often used to optimize for and evaluate the performance of conditional text generation systems. However, such scores are non-differentiable and cannot be used in the standard supervised learning paradigm. Hence, policy gradient methods are used since the gradient can be computed without requiri…

2019-09-09abs ↗pdf ↗

We present the classical Wagner construction from 1935 of the curvature tensor for completely nonholonomic manifolds in both invariant and coordinate way. The starting point is the Shouten curvature tensor for nonholonomic connection introduced by Vranceanu and Shouten. We illustrate the construction on two mechanical …

2003-04-11abs ↗pdf ↗

Paper studies simplified trisections and their equivalence classes.

problem Understanding right-left equivalence of simplified (2,0)(2, 0)-trisections.
method Analyzes simplified trisection diagrams and upper-triangular handle-slides.
result At least two simplified (2,0)(2, 0)-trisections can be right-left equivalent without being related by automorphisms or handle-slides.

We give an example of two JSJ decompositions of a group that are not related by conjugation, conjugation of edge-inclusions, and slide moves. This answers the question of Rips and Sela stated in "Cyclic splittings of finitely presented groups and the canonical JSJ decomposition," Ann. of Math. 146 (1997), 53-109. On th…

2001-10-17abs ↗pdf ↗

The increased availability of the multi-view data (data on the same samples from multiple sources) has led to strong interest in models based on low-rank matrix factorizations. These models represent each data view via shared and individual components, and have been successfully applied for exploratory dimension reduct…

2017-07-20abs ↗pdf ↗

In this paper we study the reduction curves of a braid, and how they can be used to decompose the braid into simpler ones in a precise way, which does not correspond exactly to the decomposition given by Thurston theory. Then we study how a cyclic sliding (which is a particular kind of conjugation) affects the normal f…

2010-06-11abs ↗pdf ↗