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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.

169,051 papers · 148 categories

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16334965 · May 202619922001200920182026
48 results for interior penalty

Piecewise Linear-Quadratic (PLQ) penalties are widely used to develop models in statistical inference, signal processing, and machine learning. Common examples of PLQ penalties include least squares, Huber, Vapnik, 1-norm, and their asymmetric generalizations. Properties of these estimators depend on the choice of pena…

2017-06-06abs ↗pdf ↗

Regularized least-squares approaches have been successfully applied to linear system identification. Recent approaches use quadratic penalty terms on the unknown impulse response defined by stable spline kernels, which control model space complexity by leveraging regularity and bounded-input bounded-output stability. T…

2013-09-30abs ↗pdf ↗

We describe a novel binary classification technique called Banded SVM (B-SVM). In the standard C-SVM formulation of Cortes et al. (1995), the decision rule is encouraged to lie in the interval [1, \infty]. The new B-SVM objective function contains a penalty term that encourages the decision rule to lie in a user specif…

2011-07-12abs ↗pdf ↗

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but nontrivial to project onto their intersection. Algorithms based on Newton's metho…

2012-11-16abs ↗pdf ↗

Develops consistent approximations for composite optimization problems.

problem Significant errors in solutions due to approximations in optimization problems.
method Specifies conditions for well-behaved approximations in minimizers, stationary points, and level-sets for a broad class of composite problems.
result Framework of consistent approximations for composite problems, including stochastic, neural-network, and multi-objective optimization.

Estimates for special Lagrangian curvature equations in critical and convex cases.

problem Interior estimates for special Lagrangian curvature equations.
method Establishes a priori interior curvature and gradient estimates.
result Proves interior curvature and gradient estimates for special Lagrangian curvature equations.

Paper proves interior regularity estimates for complex Monge-Ampère solutions.

problem Interior regularity of solutions to complex Monge-Ampère equations.
method Proves interior C1,α\mathcal C^{1,α} and C0,α\mathcal C^{0,α} estimates for solutions with C1,α\mathcal C^{1,α} and C0,α\mathcal C^{0,α} data.
result Generalizes Bedford-Taylor interior C1,1\mathcal C^{1,1} estimate to C1,α\mathcal C^{1,α} and C0,α\mathcal C^{0,α}.

This paper compiles formulas involving differential operators and interior products.

problem Scattered identities in differential geometry involving various operators.
method Compilation and extension of formulas using the Schouten-Nijenhuis bracket and interior product.
result New formulas involving the de Rham codifferential and interior product.

This paper reverses a construction by merging boundary critical points into an interior one.

problem Pushing interior critical points to the boundary and splitting them into two boundary points.
method Specific assumptions allow merging two boundary critical points into one interior critical point.
result Merging two boundary critical points into a single interior critical point.

The study provides interior curvature estimates for convex graphs satisfying a specific quotient equation.

problem Interior curvature estimates for convex graphs.
method Analyzes convex graphs satisfying the quotient equation σnσn2(λ)=f(X)>0\frac{σ_{n}}{σ_{n-2}}(λ)=f(X)>0.
result Interior curvature estimates for convex graphs.

The interior polynomial is an invariant of (signed) bipartite graphs, and the interior polynomial of a plane bipartite graph is equal to a part of the HOMFLY polynomial of a naturally associated link. The HOMFLY polynomial PL(v,z)P_L(v,z) is a famous link invariant with many known properties. For example, the HOMFLY polynom…

2018-04-26abs ↗pdf ↗

Interior C2C^{2} estimates for sum Hessian quotient equations on Riemannian manifolds

problem Interior C2C^{2} estimates for sum Hessian quotient equations on Riemannian manifolds
method Interior C2C^{2} estimates for sum Hessian quotient equations on Riemannian manifolds
result Interior C2C^{2} estimates at the center of a geodesic ball

The study provides interior estimates for QkQ_k-flows and translators in Rn+1\mathbb{R}^{n+1}.

problem Estimating QkQ_k-flows and translators in Rn+1\mathbb{R}^{n+1}.
method Proved interior gradient and second order estimates.
result Non-existence of QkQ_k-translators asymptotic to o(x)o(|x|).

IPO optimizes reinforcement learning with constraints for better performance.

problem Maximizing long-term reward while satisfying cumulative constraints in decision problems.
method Interior-point Policy Optimization (IPO) using logarithmic barrier functions.
result IPO outperforms state-of-the-art baselines in reward maximization and constraint satisfaction.

The study calculates best Sobolev constants with sharp Hardy terms in Euclidean and hyperbolic spaces.

problem Computing best Sobolev constants with sharp Hardy terms in different environments.
method Analyzes constants in Euclidean and hyperbolic spaces with interior and boundary point singularities.
result Computed best Sobolev constants for Hardy-Sobolev inequalities with sharp terms.

3-manifolds and handlebody interiors with nonnegative scalar curvature are topologically rigid.

problem Characterizing contractible 3-manifolds and handlebody interiors under nonnegative scalar curvature.
method Proving diffeomorphism and genus bounds using nonnegative scalar curvature.
result Contractible 3-manifolds and handlebody interiors with nonnegative scalar curvature are topologically rigid.

Gradient penalty improves GAN performance by inducing a large-margin classifier.

problem Improving GAN performance and addressing vanishing gradients.
method A unifying framework of expected margin maximization, showing gradient penalties induce large-margin classifiers.
result Gradient penalties reduce vanishing gradients and produce better generated outputs.

Study examines insider trading with penalties, finding optimal penalties increase quickly for small orders.

problem Analyzing the impact of penalties on insider trading behavior and market efficiency.
method Formal economic model with penalty functions, existence and uniqueness theorems, and optimization.
result Optimal penalties increase quickly for small orders, signaling extreme events and incorporating information into prices.

The paper studies robust risk measures with linear penalties under uncertain distributions.

problem Risk measurement under distributional uncertainty.
method Robust distortion risk measures with linear penalty function under distributional constraints.
result Explicit characterization of optimal quantile distribution and value function.

The study confirms conjectures about normals to convex polytopes in 3D space.

problem Concurrent normals problem for convex polytopes in 3D.
method Analyzes the PL concurrent normals problem for convex polytopes, proving conjectures for specific cases.
result Polytopes in 3D have points with 10 normals from interior points, confirmed for all tetrahedra and triangular prisms.

The paper studies fully nonlinear equations on Hermitian manifolds, proving existence and interior estimates.

problem Proving existence and interior estimates for fully nonlinear equations on Hermitian manifolds.
method Derives interior estimates and establishes the existence of smooth solutions for the Dirichlet problem and equations on closed manifolds.
result Derives interior estimates and establishes the existence of smooth solutions for the Dirichlet problem and equations on closed manifolds.