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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.

168,695 papers · 148 categories

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3156319461,261 · Jun 202019922001200920172026
48 results for higher order variational problems

Improved algorithms for convex-concave min-max optimization and monotone variational inequalities.

problem Efficiently solving constrained convex-concave min-max problems and monotone variational inequalities.
method Higher-order methods achieving iteration complexities of O(1/T^{ rac{p+1}{2}}) for p-th order derivatives.
result Achieved improved convergence rates for min-max and monotone variational inequalities.

In this paper we derive the symplectic framework for field theories defined by higher-order Lagrangians. The construction is based on the symplectic reduction of suitable spaces of iterated jets. The possibility of reducing a higher-order system of PDEs to a constrained first-order one, the symplectic structures natura…

2014-08-09abs ↗pdf ↗

In this paper, we describe a geometric setting for higher-order lagrangian problems on Lie groups. Using left-trivialization of the higher-order tangent bundle of a Lie group and an adaptation of the classical Skinner-Rusk formalism, we deduce an intrinsic framework for this type of dynamical systems. Interesting appli…

2011-04-16abs ↗pdf ↗

An intrinsic description of the Hamilton-Cartan formalism for first-order Berezinian variational problems determined by a submersion of supermanifolds is given. This is achieved by studying the associated higher-order graded variational problem through the Poincaré-Cartan form. Noether theorem and examples from superfi…

2018-05-25abs ↗pdf ↗

Generalizes Carathéodory form for higher-order field theories.

problem Extending the Carathéodory form to second and higher-order Lagrangians.
method Geometric operations applied to the Poincaré--Cartan form and Lepage forms.
result Generalized Carathéodory form for second and higher-order Lagrangians.

Derives formulae for general permutation equivariant layers and presents a second order graph variational encoder.

problem Tackles the limitation of previous equivariant neural networks by considering permutations of matrices.
method Derives formulae for general permutation equivariant layers, including matrix permutations. Presents a second order graph variational encoder.
result Latent distribution of equivariant generative models must be exchangeable.

A new framework for Einstein-Hilbert action with topological variations.

problem Understanding critical points and dimensionality in Einstein-Hilbert action.
method Localized Einstein-Hilbert variational principle, topology on Sobolev configurations, topological variations.
result No critical points in dimension 4, higher dimensions free of this problem.

This work learns models for population dynamics using variational methods and higher-order quadrature.

problem Modeling population dynamics of physical systems with stochastic and mean-field effects.
method Variational problem to infer gradient fields, combining Monte Carlo sampling with higher-order quadrature rules.
result Accurate prediction of population dynamics over a wide range of parameters.

Study on Yang-Mills equations on conformally compact manifolds, finding obstructions and asymptotics.

problem Obstructing higher conformal Yang-Mills equations on conformally compact manifolds.
method Formal asymptotics, Dirichlet-to-Neumann maps, higher transverse derivative boundary operators.
result Obstructing current is the variation of a conformally invariant coefficient in the interior Yang-Mills energy expansion.

We study underlying geometric structures for integral variational functionals, depending on submanifolds of a given manifold. Applications include (first order) variational functionals of Finsler and areal geometries with integrand the Hilbert 1-form, and admit immediate extensions to higher-order functionals.

2013-07-03abs ↗pdf ↗

Paper characterizes equilibrium strategies for stochastic control with higher-order moments.

problem Stochastic control problems with higher-order moments.
method Novel characterization of time-consistent control problems, deriving equilibrium conditions via BSDEs.
result Derives sufficient and necessary conditions for an open-loop Nash equilibrium control (ONEC) in a novel way.

We present another proof of the sharp inequality for Paneitz operator on the standard three sphere, in the spirit of subcritical approximation for the classical Yamabe problem. To solve the perturbed problem, we use a symmetrization process which only works for extremal functions. This gives a new example of symmetriza…

2018-02-27abs ↗pdf ↗

We present an extension of the Kolmogorov-Smirnov (KS) two-sample test, which can be more sensitive to differences in the tails. Our test statistic is an integral probability metric (IPM) defined over a higher-order total variation ball, recovering the original KS test as its simplest case. We give an exact representer…

2019-03-24abs ↗pdf ↗

Motivated by applications in computational anatomy, we consider a second-order problem in the calculus of variations on object manifolds that are acted upon by Lie groups of smooth invertible transformations. This problem leads to solution curves known as Riemannian cubics on object manifolds that are endowed with norm…

2011-12-29abs ↗pdf ↗

We consider the problem of approximate Bayesian inference in log-supermodular models. These models encompass regular pairwise MRFs with binary variables, but allow to capture high-order interactions, which are intractable for existing approximate inference techniques such as belief propagation, mean field, and variants…

2015-02-23abs ↗pdf ↗

The abstract discusses nonuniqueness results for specific Riemannian invariants.

problem Identifying conditions for nonhomothetic conformal rescalings with constant Riemannian invariants.
method Identifying sufficient conditions for finite and infinite geometrically distinct periodic conformal rescalings.
result Improves and establishes nonuniqueness results for various Riemannian invariants.

In this paper, we establish the first variational formula and its Euler-Lagrange equation for the total 2p2p-th mean curvature functional M2p\mathcal {M}_{2p} of a submanifold MnM^n in a general Riemannian manifold Nn+mN^{n+m} for p=0,1,...,[n2]p=0,1,...,[\frac{n}{2}]. As an example, we prove that closed complex submanifolds in compl…

2011-11-11abs ↗pdf ↗

We show that for n>2 the following equivalence problems are essentially the same: the equivalence problem for Lagrangians of order n with one dependent and one independent variable considered up to a contact transformation, a multiplication by a nonzero constant, and modulo divergence; the equivalence problem for the s…

2010-04-10abs ↗pdf ↗

Paper analyzes Scaffold algorithm for federated learning, proving linear speed-up with stochastic gradients.

problem Understanding the impact of stochastic gradients on the Scaffold algorithm's performance.
method Proved linear speed-up in the number of clients using a Markov chain analysis of global parameters and control variates.
result Scaffold achieves linear speed-up in the number of clients up to higher-order terms in the step size, but retains a higher-order bias.

We extend the framework of variational autoencoders to represent transformations explicitly in the latent space. In the family of hierarchical graphical models that emerges, the latent space is populated by higher order objects that are inferred jointly with the latent representations they act on. To explicitly demonst…

2019-12-09abs ↗pdf ↗

A new probabilistic BTD method for tensor data.

problem Modeling higher-order tensors with robust inference.
method Probabilistic Block-Term Decomposition using variational Bayesian inference and von-Mises Fisher distribution.
result The proposed pBTD can quantify multi-linear structures robustly.

Paper examines risk measure expansions under FGM dependence, improving accuracy at extreme levels.

problem Capturing higher-order tail behavior and dependence effects in risk measures.
method Second-order asymptotic expansions using extreme value theory and regular variation theory.
result Second-order approximations reduce approximation errors, especially at extreme confidence levels.

EigenVI uses orthogonal function expansions for efficient variational inference.

problem Efficiently approximate complex distributions in variational inference.
method EigenVI constructs variational approximations using orthogonal function expansions, minimizing Fisher divergence.
result EigenVI provides more accurate approximations than existing methods for Gaussian BBVI.

We consider the variational complex on infinite jet space and the complex of variational derivatives for Lagrangians of multidimensional paths and study relations between them. The discussion of the variational (bi)complex is set up in terms of a flat connection in the jet bundle. We extend it to supercase using a part…

2001-05-27abs ↗pdf ↗

Affine hamiltonians are defined in the paper and their study is based especially on the fact that in the hyperregular case they are dual objects of lagrangians defined on affine bundles, by mean of natural Legendre maps. The variational problems for affine hamiltonians and lagrangians of order k2k\geq 2 are studied, re…

2012-12-24abs ↗pdf ↗

Paper introduces a framework for diagnosing Alzheimer's disease using higher-order topological features from fMRI.

problem Diagnosing Alzheimer's disease using brain network topology.
method Persistent homology to extract higher-order features (cycles, cavities) from fMRI data.
result Framework significantly outperforms existing methods in AD classification.

Higher-order geometry modifies Newtonian dynamics and predicts anomalies in spacecraft motion.

problem Observing and understanding higher-order effects in general relativity.
method Generalizing the Einstein-Hilbert action to include higher-order infinitesimals and studying field equations and cosmologies.
result Higher-order corrections predict anomalies like the Pioneer and flyby effects.

Novel higher-order group synchronization for noisy local measurements on hypergraphs.

problem Synchronizing higher-order local measurements on hyperedges to global estimates on nodes.
method Message passing algorithm for global synchronization of higher-order measurements.
result Higher-order method outperforms standard pairwise synchronization methods in certain applications.

First-order jet bundles can be put at the foundations of the modern geometric approach to nonlinear PDEs, since higher-order jet bundles can be seen as constrained iterated jet bundles. The definition of first-order jet bundles can be given in many equivalent ways - for instance, by means of Grassmann bundles. In this …

2012-07-26abs ↗pdf ↗

With the recently rapid development in deep learning, deep neural networks have been widely adopted in many real-life applications. However, deep neural networks are also known to have very little control over its uncertainty for unseen examples, which potentially causes very harmful and annoying consequences in practi…

2018-11-18abs ↗pdf ↗

The paper connects higher order risk measures and stochastic dominance, showing their equivalence and integrating them with optimization.

problem Comparing and characterizing random outcomes in risk assessment.
method Exploring the equivalence between higher order risk measures and stochastic dominance, using stochastic optimization and expectiles as examples.
result Higher order risk measures and stochastic dominance are equivalent and can be used to characterize random outcomes.