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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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4385128170 · Jun 202019922001200920172026
48 results for injectivity constraints

Smooths metrics on manifolds with curvature bounds and injectivity radius constraints.

problem Smooth metrics on manifolds with curvature and injectivity constraints.
method Bi-Lipschitz smoothing with controlled smoothing and volume lower bounds.
result Proves existence of smooth metrics with curvature bounds and injectivity radius constraints.

Optimal dividend strategy with ratcheting and capital injection under Cramér-Lundberg model.

problem Optimal dividend payout for an insurance company with ratcheting constraints and capital injections.
method Systematic probabilistic and PDE-based approach to solve HJB equation, constructing strong solution and optimal strategy.
result Existence and uniqueness of strong solution, explicit optimal feedback control strategy.

A novel method relaxes binary constraints to non-negative spheres for multi-matching and clustering.

problem Optimization problems over binary matrices with injectivity constraints.
method Non-negative spherical relaxation followed by conditional power iteration.
result Automatic adjustment of the continuous parameter related to universe size.

This paper examines the assumptions of the derived equivalence between dropout noise injection and L2L_2 regularisation for logistic regression with negative log loss. We show that the approximation method is based on a divergent Taylor expansion, making, subsequent work using this approximation to compare the dropout …

2019-05-27abs ↗pdf ↗

New method controls posterior collapse in VAEs without network architecture constraints.

problem Posterior collapse in VAEs reduces diversity of generated samples.
method Introduces Latent Reconstruction (LR) loss to control posterior collapse.
result Controls posterior collapse on various datasets without architectural constraints.

We study several geometric and group theoretical problems related to Kodaira fibrations, to more general families of Riemann surfaces, and to surface-by-surface groups. First we provide constraints on Kodaira fibrations that fiber in more than two distinct ways, addressing a question by Catanese and Salter about their …

2020-01-11abs ↗pdf ↗

Sharp inequalities on curved spaces with bounded curvature.

problem Establishing inequalities on curved spaces with curvature constraints.
method Using Sobolev and Moser-Trudinger inequalities on noncompact Riemannian manifolds with Ricci curvature bounded below.
result Best constants for inequalities on curved spaces with curvature constraints.

The paper optimizes dividend strategies for companies with assets and liabilities under solvency constraints.

problem Maximizing dividends while adhering to solvency requirements in the face of correlated asset and liability movements.
method Developed verification lemmas to show optimal barrier dividend strategies in two cases: with and without shareholder funding.
result Optimal dividend strategies are barrier-type, derived in closed form and illustrated.

Novel method HAO mitigates Graph Injection Attack by preserving homophily.

problem Graph Injection Attack's high flexibility can harm graph homophily.
method Introduce homophily unnoticeability constraint and Harmonious Adversarial Objective (HAO).
result GIA with HAO breaks homophily-based defenses and outperforms previous attacks.

The paper shows regularization can't always find all optimal solutions in constrained ML.

problem Finding the right balance between model accuracy and constraint satisfaction.
method Formal demonstration of the limitations of regularization-based approaches in non-convex cases.
result There are optimal solutions for constrained problems that do not correspond to any multiplier value.

Optimal portfolio tracking with dynamic capital injection into a ratcheting benchmark.

problem Optimizing a portfolio's performance by dynamically adding capital to a non-decreasing benchmark.
method Formulated as an unconstrained control problem with a running maximum cost, transformed into an auxiliary problem with a nonlinear HJB equation, solved using probabilistic representation and stochastic flow analysis.
result Established the existence of a unique classical solution to the HJB equation, providing feedback optimal portfolio strategies.

Synthesizes sensor likelihoods to enforce accuracy constraints in uncertain systems.

problem Designing sensing architectures for systems with uncertain or unavailable sensor models and accuracy requirements.
method Inverts the design flow, synthesizing measurement likelihoods that minimize Kullback-Leibler divergence from the prior while enforcing an accuracy bound.
result The method synthesizes a maximum-entropy posterior and induced likelihood, accommodating various discrepancy metrics.

In this paper, the extension of the framework of Learning from Constraints (LfC) to a distributed setting where multiple parties, connected over the network, contribute to the learning process is studied. LfC relies on the generic notion of "constraint" to inject knowledge into the learning problem and, due to its gene…

2019-11-13abs ↗pdf ↗

This paper studies the optimal dividend problem with capital injection under the constraint that the cumulative dividend strategy is absolutely continuous. We consider an open problem of the general spectrally negative case and derive the optimal solution explicitly using the fluctuation identities of the refracted-ref…

2017-09-19abs ↗pdf ↗

Study optimal consumption with relaxed benchmarks and drawdown constraints.

problem Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint.
method Transformed stochastic control problem into regular control problem with state-control constraints, then solved using dual transform and optimal consumption behavior.
result Closed-form solution for optimal investment and consumption in feedback form.

Arguments in favor of injecting symbolic knowledge into neural architectures abound. When done right, constraining a sub-symbolic model can substantially improve its performance and sample complexity and prevent it from predicting invalid configurations. Focusing on deep probabilistic (logical) graphical models -- i.e.…

2019-12-19abs ↗pdf ↗

Domain knowledge helps detect adversarial examples in multi-label classification.

problem Detecting adversarial examples in multi-label classification.
method Convert domain knowledge into constraints and inject them into a semi-supervised learning problem.
result Domain-knowledge constraints help detect adversarial examples effectively.

The paper extends Merton's problem by adding benchmark tracking, finding optimal strategies.

problem Maximizing consumption utility with a trade-off against benchmark performance.
method Developed a convex duality theorem and derived optimal strategies for specific cases.
result Found optimal portfolio and consumption strategies for CRRA utility and geometric Brownian motion benchmarks.

Injectivity of ReLU networks is characterized for generative models and inverse problems.

problem Injectivity in ReLU networks for generative models and inverse problems.
method Layerwise analysis, worst-case Lipschitz constants, differential topology, random projections.
result Global injectivity of ReLU networks requires expansivity between 3.4 and 10.5 for Gaussian matrices.

The paper analyzes optimal dividend and capital injection strategies under time-inconsistent preferences.

problem Optimal dividend and capital injection strategies under time-inconsistent preferences.
method Diffusion risk model with general discount functions, weak equilibrium definition, HJB equation system.
result Explicit solutions and threshold types of optimal strategies derived under different discount functions.

A quasi-geodesic is Morse if and only if it is strongly contracting in injective spaces.

problem Characterizing Morse quasi-geodesics in injective spaces.
method Proving equivalence between Morse and strongly contracting quasi-geodesics.
result Injective metric spaces have the Morse local-to-global property and acylindrically hyperbolic groups with Morse elements.

This paper connects noise injection to Bayesian inference for neural networks, improving model uncertainty.

problem Improving the reliability and confidence of neural network predictions through uncertainty quantification.
method Introducing noise into neural network parameters during training and inference to estimate prediction uncertainty.
result The MCNI method outperforms baseline models in regression and classification tasks.

Lecture notes on group actions on injective spaces and Helly graphs.

problem Understanding group actions on specific metric spaces.
method Review of injective metric spaces and Helly graphs, elementary properties, constructions, and exercises.
result Presentation of various constructions of injective metric spaces and Helly graphs with interesting group actions.

Reservoir subspace injection improves online ICA by preserving injected features.

problem Discarding injected features in top-nn whitening can degrade performance.
method Formalized reservoir subspace injection (RSI) and developed diagnostics (IER, SSO, ρ_x) to identify and mitigate the failure mode.
result RSI controller preserves passthrough retention, improving performance by up to 2.2 dB.

Injective and surjective neural operators for function spaces.

problem Tackles injective and surjective neural operators in function spaces.
method Combines prior work in ReLU and operator learning, uses Fredholm theory and Leray-Schauder degree theory.
result Injective and surjective neural operators are universal approximators and maintain their properties in finite-rank implementations.

Nonuniform tubular neighborhoods of curves in Euclidean n-space are studied by using weighted distance functions and generalizing the normal exponential map. Different notions of injectivity radii are introduced to investigate singular but injective exponential maps. A generalization of the thickness formula is obtaine…

2007-05-16abs ↗pdf ↗

In this paper, we obtain two-sided bounds for the volumes of the Aloff-Wallach spaces W(p,q),W(p,q), compute maximal and minimal sectional curvature for the spaces W(n,n+1),W(n,n+1), and use this information to estimate the injectivity radii: We derive an upper bound for the injectivity radii of W(p,q)W(p,q) and a lower bound for the …

2005-11-24abs ↗pdf ↗

Injectivity of geodesic ray transform on specific Finsler manifolds proven.

problem Injectivity of geodesic ray transform on spherically symmetric reversible Finsler manifolds.
method Reduction to invertibility of generalized Abel transforms using angular Fourier series and Taylor expansions of geodesics.
result Injectivity of geodesic ray transform proven on specified Finsler manifolds.