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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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12.5%25.0%37.5%50.0% · Dec 199319922001200920172026
48 results for inequality reduction

Proves new inequality linking spectral numbers of Lagrangians and their reductions.

problem Understanding spectral properties of Lagrangian submanifolds.
method Develops inverse reduction inequalities for spectral numbers.
result Proof of inequality between spectral numbers of Lagrangian and its reductions.

We introduce Morse-type inequalities for a holomorphic circle action on a holomorphic vector bundle over a compact Kaehler manifold. Our inequalities produce bounds on the multiplicities of weights occurring in the twisted Dolbeault cohomology in terms of the data of the fixed points and of the symplectic reduction. Th…

1997-05-02abs ↗pdf ↗

New algorithms reduce variance in solving complex mathematical problems.

problem Solving convex-concave saddle point problems, variational inequalities, and inclusions.
method Stochastic variance reduction for extragradient, forward-backward-forward, and forward-reflected-backward methods.
result All proposed methods converge with complexities matching or improving deterministic counterparts.

We explain how the generalized Milnor-Wood inequality for reductive representations of a cocompact complex-hyperbolic lattice into a Hermitian Lie group translates, under the non-abelian Hodge correspondence, into various kinds of Milnor-Wood inequalities for Higgs bundles. This clarifies the relation between the repre…

2011-05-22abs ↗pdf ↗

Consider an action of a connected compact Lie group on a compact complex manifold MM, and two equivariant vector bundles LL and EE on MM, with LL of rank 1. The purpose of this paper is to establish holomorphic Morse inequalities à la Demailly for the invariant part of the Dolbeault cohomology of tensor powers of …

2015-06-15abs ↗pdf ↗

Investor and firm optimize sustainable investment and emission reduction through a dynamic game.

problem Optimal sustainable investment and emission reduction in a dynamic game setting.
method Formulated as a nonzero-sum dynamic game, solved via variational inequalities and verified in a diffusive setup.
result Nash equilibria show moving boundaries increasing with emission abatement, triggered by both investor and firm actions.

Unified analysis simplifies Johnson-Lindenstrauss lemma for data reduction.

problem Efficiently reducing high-dimensional data while preserving geometry.
method Unified analysis of various JL constructions using probabilistic tools.
result First rigorous proof and extension of spherical construction's effectiveness.

Quantum neural networks approximate periodic functions more efficiently.

problem Approximating periodic functions with quantum neural networks.
method Using Jackson's inequality to construct a QNN that approximates a trigonometric polynomial of the function.
result Quantum neural networks can achieve better approximation results with fewer parameters for smoother functions.

Graphs with nonnegative Bakry-Émery curvature have volume doubling and Poincaré inequalities.

problem Proving properties of graphs with specific curvature conditions.
method Graph-theoretic modified nonlinear heat-flow method, including point-mass consequences and diffusive exit-time control.
result Volume doubling and Poincaré inequalities for graphs with nonnegative Bakry-Émery curvature.

There are no known exact formulas for the valuation of a number of exotic options, and this is particularly true for options under discrete monitoring and for American style options. Therefore, one usually recourses to a Monte Carlo Simulation approach, amongst other numerical methods, to estimate the value of these op…

2008-06-28abs ↗pdf ↗

Paper improves convergence rate of Langevin Dynamics algorithms.

problem Sampling problems and non-convex optimization in machine learning.
method Stochastic Variance Reduced Gradient Langevin Dynamics and Stochastic Recursive Gradient Langevin Dynamics with improved convergence rates.
result Proves convergence to objective distribution under weaker conditions.

Reduces conjecture for Artin groups to simpler cases.

problem Proving K(π,1)K(π,1) for Artin groups with specific spherical parabolics.
method Reduces to simpler cases, uses injective metric spaces, combinatorial convexity, and Bestvina-type inequalities.
result Deduces K(π,1)K(π,1) conjecture for specific Artin groups.

Method identifies low-dimensional structure in high-dimensional probability measures.

problem Identifying low-dimensional structure in high-dimensional probability measures.
method Extends prior work on minimizing majorizations of the Kullback-Leibler divergence to identify optimal approximations within a specific class of measures.
result Connection between dimensional logarithmic Sobolev inequality and approximations with the ansatz.

Let XX be a smooth projective variety acted on by a reductive group GG. Let LL be a positive GG-equivariant line bundle over XX. We use the Witten deformation of the Dolbeault complex of LL to show, that the cohomology of the sheaf of holomorphic sections of the induced bundle on the Mumford quotient of (X,L)(X,L) i…

1998-09-24abs ↗pdf ↗

A new deep neural network tackles nonlinear functional regression with improved dimensionality reduction.

problem Nonlinear functional regression in infinite-dimensional functional data analysis.
method Functional deep neural network with adaptive kernel embedding and projection steps.
result Explicit rates of approximating nonlinear smooth functionals are derived, and the network is shown to be effective in both simulated and real datasets.

Study optimal consumption with drawdown limits over a fixed time frame.

problem Maximizing utility with consumption limits during a fixed period.
method Extended utility maximization problem with drawdown constraint, using PDE arguments and dual transform.
result Existence and uniqueness of classical solution to HJB variational inequality, with explicit free boundaries.

Improved reSGLD accelerates convergence in non-convex learning problems.

problem Inefficient swaps due to noisy energy estimators in reSGLD.
method Variance reduction for noisy energy estimators, theoretical analysis, and numerical experiments.
result Exponential acceleration in convergence for non-convex learning problems.

In real algebraic geometry, Lojasiewicz's theorem asserts that any integral curve of the gradient flow of an analytic function that has an accumulation point has a unique limit. Lojasiewicz proved this result in the early 1960s as a consequence of his gradient inequality. Many problems in calculus of variations are que…

2014-02-20abs ↗pdf ↗

American put options are among the most frequently traded single stock options, and their calibration is computationally challenging since no closed-form expression is available. Due to the higher flexibility in comparison to European options, the mathematical model involves additional constraints, and a variational in…

2016-11-19abs ↗pdf ↗

We obtain estimates on the character of the cohomology of an S1S^1-equivariant holomorphic vector bundle over a Kaehler manifold MM in terms of the cohomology of the Lerman symplectic cuts and the symplectic reduction of MM. In particular, we prove and extend inequalities conjectured by Wu and Zhang. The proof is bas…

1997-12-19abs ↗pdf ↗

Additive Gaussian process framework handles monotonicity constraints in high dimensions.

problem Handling monotonicity constraints in high-dimensional data.
method Additive Gaussian process framework with MaxMod algorithm for dimension reduction.
result Framework enables to satisfy monotonicity constraints everywhere in the input space.

Many models of market dynamics make use of the idea of wealth exchanges among economic agents. A simple analogy compares the wealth in a society with the energy in a physical system, and the trade between agents to the energy exchange between molecules during collisions. However, while in physical systems the equiparti…

2010-07-03abs ↗pdf ↗

Gradient maps of real reductive group actions on manifolds studied.

problem Analyzing gradient maps of real reductive group actions on manifolds.
method Examined gradient maps μpμ_{\mathfrak{p}} on submanifolds XX of ZZ.
result Gradient flow of ff has a unique limit and critical points in the same orbit belong to the same KK-orbit.

Paper proposes a new method to optimize deep neural networks with sparse regularization.

problem Difficulty in achieving optimal convergence rates for deep neural networks due to sparsity constraints.
method Introduces a novel penalized estimation method for sparse DNNs, resolving computational and theoretical issues.
result Establishes an oracle inequality for the excess risk of the proposed sparse-penalized DNN estimator and derives convergence rates.

The study applies wealth thermalization hypothesis to social networks and explains inequality.

problem Explains inequality in human society through wealth thermalization hypothesis.
method Uses Random Matrix Theory and social networks with nonlinear perturbation.
result Shows that wealth distribution follows Rayleigh-Jeans distribution, leading to inequality.

We introduce a vector bundle version of the complex Monge-Ampere equation motivated by a desire to study stability conditions involving higher Chern forms. We then restrict ourselves to complex surfaces, provide a moment map interpretation of it, and define a positivity condition (MA positivity) which is necessary for …

2018-04-11abs ↗pdf ↗

Upper Confidence Bound (UCB) method is arguably the most celebrated one used in online decision making with partial information feedback. Existing techniques for constructing confidence bounds are typically built upon various concentration inequalities, which thus lead to over-exploration. In this paper, we propose a n…

2019-06-12abs ↗pdf ↗

MSRL learns a representation maximizing mutual info with response variables.

problem Learning sufficient representations for complex, multi-dimensional data.
method Variational mutual information, deep neural networks, generalized Dudley's inequality.
result MSRL achieves consistent and accurate representation learning.

New proof of Willmore inequality using geometric divergence inequality.

problem Proving the Willmore inequality for bounded domains.
method Using a parametric geometric inequality derived from a divergence form geometric differential inequality.
result New proofs of quantitative Willmore-type and weighted Minkowski inequalities.

Deep models can't generate heavy-tailed samples well.

problem Understanding the limitations of deep generative models in generating samples with heavy tails.
method Unified framework using concentration of measure and convex geometry, Gromov-Levy inequality.
result Deep generative models are not universal generators and can only produce concentrated samples with light tails.

ULA estimates covariance of log-concave distributions efficiently.

problem Estimating covariance matrices of log-concave distributions efficiently.
method Unadjusted Langevin algorithm (ULA) for sampling and covariance estimation.
result Sample complexity of single-chain ULA is smaller than that of parallel ULA by a logarithmic factor.