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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.

168,742 papers · 148 categories

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201401602802 · Jun 202019922001200920172026
48 results for infinite-dimensional optimization

Paper investigates optimal transport map estimation in infinite-dimensional spaces.

problem Estimating optimal transport maps in infinite-dimensional spaces is challenging.
method Characterizes γγ-smoothness for optimal transport maps and develops a polynomial-rate estimator.
result Shows polynomial-order minimax risk for optimal transport map estimation.

Diffeologies unify infinite-dimensional geometry and PDEs, enhancing classical function spaces.

problem Combining infinite-dimensional geometry and PDEs for optimization problems.
method Review and extension of classical function spaces and mapping spaces.
result Diffeologies provide a unified framework for evolution equations and optimization problems.

The paper explores infinite-dimensional nonholonomic and vakonomic systems.

problem Understanding dynamics of infinite-dimensional systems with constraints.
method Visualizing and revisiting classical and new examples of nonholonomic and vakonomic systems.
result Infinite-dimensional systems exhibit both nonholonomic and vakonomic dynamics.

Paper tackles infinite-dimensional optimization and Bayesian learning for stochastic differential equations.

problem Learning the drift function of stochastic differential equations with uncertainty quantification.
method Combines infinite-dimensional optimization results with Bayesian hierarchical framework, incorporating shrinkage priors for sparse learning.
result Systematic approach for accurate learning of stochastic differential equations with uncertainty quantification.

Solves infinite horizon portfolio problem with path-dependent labor income.

problem Infinite horizon portfolio choice with path-dependent labor income.
method Solves an infinite dimensional stochastic optimal control problem using explicit solutions to the HJB equation.
result Explicit solutions to the optimal controls in feedback form are found.

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

Study stabilizes adversarial training in neural networks over infinite-dimensional spaces.

problem Stability issues in adversarial training of neural networks.
method Functional analysis of minimax optimization over infinite-dimensional spaces of continuous functions and probability measures.
result Convergence property of minimax problems under certain conditions, interpreted as stabilization techniques.

Investor optimizes investment timing with future knowledge, overcoming transaction costs.

problem Optimal investment timing with future peeking, constrained by transaction costs.
method Solves control problem with infinite-dimensional memory using Gaussian Volterra integral equations.
result Explicit solution to optimal investment problem in Bachelier setting.

This research optimizes Andrews plots for better visual clarity in high-dimensional data.

problem Visualizing high-dimensional datasets with clarity and aesthetics.
method Developed a method to add spectral smoothing to Andrews plots to reduce visual clutter.
result Optimal spatial-spectral smoothing leads to more aesthetically pleasing and clutter-free visualizations.

The paper solves optimal control problems for stochastic delay equations.

problem Optimal control of stochastic delay differential equations.
method Rewriting the problem in an infinite-dimensional Hilbert space, using dynamic programming and viscosity solutions.
result Characterizes the value function as the unique viscosity solution of the Hamilton-Jacobi-Bellman equation.

We study the learnability of a class of compact operators known as Schatten--von Neumann operators. These operators between infinite-dimensional function spaces play a central role in a variety of applications in learning theory and inverse problems. We address the question of sample complexity of learning Schatten-von…

2019-01-29abs ↗pdf ↗

We consider an infinite dimensional optimization problem motivated by mathematical economics. Within the celebrated "Arbitrage Pricing Model", we use probabilistic and functional analytic techniques to show the existence of optimal strategies for investors who maximize their expected utility.

2015-08-31abs ↗pdf ↗

Develops methods for estimating constrained function-valued parameters in infinite-dimensional models.

problem Estimating function-valued parameters with structural constraints in complex models.
method Characterizes constrained solutions as minimizers of penalized population risk, using a Lagrange-type formulation and path through unconstrained space.
result Proposes estimators that achieve optimal risk and constraint satisfaction, applicable across various statistical learning approaches.

Study on infinite-dimensional Heisenberg groups using hypoelliptic heat kernels.

problem Properties of hypoelliptic heat kernels on infinite-dimensional reduced Heisenberg groups.
method Construction and study of hypoelliptic heat kernels on infinite-dimensional reduced Heisenberg groups.
result Hypoelliptic logarithmic Sobolev inequalities on the space.

Paper analyzes Langevin dynamics for solving infinite-dimensional Bayesian inverse problems.

problem Solving high-dimensional Bayesian inverse problems in infinite-dimensional function spaces.
method Preconditioned Langevin dynamics with score-based generative models (SGMs).
result Derives error estimates and sufficient conditions for global convergence in Kullback-Leibler divergence.

Proposes an algorithm for infinite-dimensional sparse learning in system identification.

problem System identification without known model structures.
method Atomic norm regularization and greedy algorithm for solving an infinite-dimensional group lasso problem.
result The proposed algorithm outperforms benchmark methods in impulse response fitting and pole location estimation.

New rates for GLD and SGLD in infinite-dimensional spaces without dimensionality issues.

problem Gradient Langevin dynamics and SGLD convergence rates in high-dimensional spaces.
method Analysis of GLD and SGLD in infinite-dimensional Hilbert spaces, using stochastic differential equations and Markov chains.
result Derivation of dimension-free convergence rates for GLD and SGLD.

Smooth structures on infinite dimensional Grassmannians and non-commutative cross-ratios.

problem Smooth structures on infinite dimensional Grassmannians and non-commutative cross-ratios.
method Analyzing and expanding the notion of non-commutative cross-ratios, proving their smoothness.
result Smoothness of non-commutative cross-ratios.

The paper proposes a Gaussian mixture model for Hilbert-space-valued data.

problem Challenges in characterizing probability measures for infinite-dimensional random objects.
method Gaussian mixture framework based on kernel mean embeddings.
result The proposed algorithm yields a dense class of approximations in infinite-dimensional spaces.

New algorithms improve machine learning performance with explicit regret bounds.

problem Improving machine learning performance with explicit regret bounds.
method Projection-based linear regression algorithms with a focus on modern machine-learning models and their algorithmic performance.
result Established a priori regret bounds with explicit λ-dependence.

We extend rectified flow to infinite-dimensional Hilbert space.

problem Extending rectified flow to infinite-dimensional spaces.
method Established a rigorous functional formulation using the superposition principle for continuity equations.
result Demonstrated superior performance compared to existing models.

New non-trivial Kaehler-Ricci solitons found in infinite dimensional complex space forms.

problem Non-trivial Kaehler-Ricci solitons in infinite dimensional complex space forms.
method Exhibited families of non trivial radial Kaehler-Ricci solitons in infinite dimensional complex space forms.
result Non-trivial Kaehler-Ricci solitons exist in infinite dimensional complex space forms, contradicting previous finite dimensional results.

New algorithms improve GP inference without approximations, achieving better results.

problem Inexact stochastic optimization methods in Gaussian Processes leading to biased results.
method Exact stochastic inference for GPs with finite dimensional RKHS, extending to infinite dimensions.
result Achieves better experimental results than existing methods in constrained resource settings.

Introduces a new geometric framework for probability distributions.

problem Developing a geometric framework for probability distributions.
method Introduces p\ell^p-information geometry and defines the 2\ell^2-probability simplex via the qq-root transform.
result Defines a noncanonical differentiable structure and qq-root map as an isometry.

This research develops approximation theory for OOMs of infinite-dimensional processes.

problem Developing an approximation theory for OOMs of infinite-dimensional processes.
method Establishing an inner product structure and proving continuity of observable operators.
result A fundamental obstacle in making an infinite-dimensional space of future distributions into a Hilbert space is described.

We consider infinite dimensional optimization problems motivated by the financial model called Arbitrage Pricing Theory. Using probabilistic and functional analytic tools, we provide a dual characterization of the super-replication cost. Then, we show the existence of optimal strategies for investors maximizing their e…

2019-04-25abs ↗pdf ↗

This paper explores topological aspects of index theory for infinite-dimensional manifolds.

problem Formulating index theory for infinite-dimensional manifolds with LT-actions.
method Introducing RKK-theory and constructing assembly maps for proper LT-spaces.
result Formulation of infinite-dimensional Poincaré duality and assembly maps.

Infinite-dimensional SBDMs improve image generation across multiple resolutions.

problem Efficient image generation at high resolutions and across different levels.
method Developed SBDMs in infinite-dimensional setting, using trace class operators and operator networks.
result Improved efficiency and generalization across resolution levels.

NEON uses neural networks to optimize functions in infinite-dimensional spaces.

problem Optimizing composite functions in function spaces.
method NEON (Neural Epistemic Operator Networks) for sequential decision-making.
result NEON achieves state-of-the-art performance with fewer parameters.

Develops control and observer methods for complex systems.

problem Controlling and observing infinite-dimensional systems with boundary actuation.
method Energy-Casimir method and port-Hamiltonian system representation.
result Control law and observer designed for Kirchhoff-Love plate example.