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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.

168,657 papers · 148 categories

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4284126168 · May 202619922001200920172026
48 results for intrinsic moment norm

We present a proof due to Duistermaat that the gradient flow of the norm squared of the moment map defines a deformation retract of the appropriate piece of the manifold onto the zero level set of the moment map. Duistermaat's proof is an adaptation of Lojasiewicz's argument for analytic functions to functions which ar…

2004-10-27abs ↗pdf ↗

In this paper we shall illustrate that each polytopal moment-angle complex can be understood as the intersection of the minima of corresponding Siegel leaves and the unit sphere, with respect to the maximum norm. Consequently, an alternative proof of a rigidity theorem of Bosio and Meersseman is obtained; as piecewise …

2014-04-06abs ↗pdf ↗

The paper analyzes the performance of empirical risk minimization for pp-norm linear regression.

problem Empirical risk minimization on pp-norm linear regression.
method Analyzes performance under various conditions and moment assumptions.
result High probability excess risk bounds for empirical risk minimizer, matching asymptotic rates.

Study differentially private linear regression with heavy-tailed data.

problem Differentially private 1\ell_1-norm linear regression with heavy-tailed data.
method Exponential mechanism for 2\ell_2-norm bounded second moment; relaxation to 2\ell_2-norm bounded θθ-th moment; coordinate-wise bounded moments.
result Achieved upper bounds for privacy-preserving linear regression under various moment conditions.

Improved estimation of concentration using half-spaces for adversarial vulnerability.

problem Understanding the concentration of measure phenomenon and its impact on adversarial vulnerability.
method Extending Gaussian Isoperimetric Inequality to non-spherical Gaussian measures and arbitrary ℓ_p-norms, using half-spaces to estimate concentration.
result Proposed method finds tighter intrinsic robustness bounds, providing evidence against concentration as a cause of adversarial vulnerability.

We study Hamiltonian spaces associated with pairs (E,A), where E is a Courant algebroid and A\subset E is a Dirac structure. These spaces are defined in terms of morphisms of Courant algebroids with suitable compatibility conditions. Several of their properties are discussed, including a reduction procedure. This set-u…

2008-01-10abs ↗pdf ↗

Coadjoint orbits for the group SO(6) parametrize Riemannian G-reductions in six dimensions, and we use this correspondence to interpret symplectic fibrations between these orbits, and to analyse moment polytopes associated to the standard Hamiltonian torus action on the coadjoint orbits. The theory is then applied to d…

2008-10-15abs ↗pdf ↗

In this paper we investigate the convergence properties of the upwards gradient flow of the norm-square of a moment map on the space of representations of a quiver. The first main result gives a necessary and sufficient algebraic criterion for a complex group orbit to intersect the unstable set of a given critical poin…

2013-07-14abs ↗pdf ↗

We explicitly compute the intrinsic volume of the set of real (and real symmetric) matrices of Frobenius norm one and given corank (the case of matrices with zero determinant as a special case). We give asymptotic formulas for our computations and we discuss several examples and applications.

2014-01-20abs ↗pdf ↗

The paper extends manifold learning to arbitrary norms, improving molecular motion mapping.

problem Improving manifold learning for non-Euclidean norms.
method Determines the limiting differential operator for graph Laplacians using any norm.
result A modified Laplacian eigenmaps algorithm using Earthmover's distance outperforms Euclidean methods in molecular motion mapping.

Study nearest-neighbor radii under dependent sampling, finding they remain informative.

problem Analyzing nearest-neighbor radii under dependent sampling.
method Consider strong mixing dependent observations, establish distribution-free almost sure convergence and sharp non-asymptotic moment bounds.
result Nearest-neighbor geometry remains informative under dependence sampling.

The paper trivializes moment maps for various geometric structures.

problem Trivializing moment maps for different geometric structures.
method General framework of a reductive group GG acting on a smooth affine variety, using Kempf-Ness theory, Morse theory, and ideas from Nakajima and Kronheimer.
result Locally trivial fibration of moment maps over a regular locus of the center of the Lie algebra of a maximal compact subgroup.

The paper refines and generalizes worst-case law invariant convex risk measures.

problem Developing robust convex risk measures under uncertainty sets.
method Generalizing closed forms for worst-case law invariant convex risk measures with uncertainty sets based on norms and moment constraints.
result Explicit closed forms for convex risk measures are developed and assessed through numerical simulations.

Study resolvent convergence for random matrices with general covariance profiles.

problem Analyzing resolvent convergence for random matrices with non-identically distributed columns.
method Using moments of quadratic forms and deterministic equivalents, the study provides bounds on the trace of matrix products.
result The trace of matrix products is close to the trace of a deterministic equivalent, controlled by matrix norms.

We prove three facts about intrinsic geometry of surfaces in a normed (Minkowski) space. When put together, these facts demonstrate a rather intriguing picture. We show that (1) geodesics on saddle surfaces (in a space of any dimension) behave as they are expected to: they have no conjugate points and thus minimize len…

2010-11-25abs ↗pdf ↗

Study on estimating rank-one tensors in noisy data with heavy tails.

problem Estimating rank-one spiked tensors in the presence of heavy tailed errors.
method Analysis of spectral norm of random tensors with iid entries.
result Signal strength requirements for optimal estimation are similar for heavy tailed and Gaussian noise, but vanish for noise with finite fourth moment.

Paper uses TDA to assess cryptocurrency risk by measuring phase space instability.

problem Traditional risk measures fail to capture market dynamics' geometric structure.
method Applied Takens' Delay Embedding Theorem to generate point cloud, computed persistent homology groups, defined Topological Persistence Norm.
result Proposed leverage calibration heuristic based on persistence of 1-dimensional cycles.

We consider two stage estimation with a non-parametric first stage and a generalized method of moments second stage, in a simpler setting than (Chernozhukov et al. 2016). We give an alternative proof of the theorem given in (Chernozhukov et al. 2016) that orthogonal second stage moments, sample splitting and n1/4n^{1/4}-…

2017-04-12abs ↗pdf ↗

Unified high-probability regret bounds for online convex optimisation with randomised gradient estimators.

problem Online convex optimisation with randomised gradient estimators for q\ell_q-Lipschitz losses.
method FTRL with randomised two-point finite-difference gradient estimators based on cone-measure sampling from r\ell_r-spheres.
result Unified high-probability regret bounds for all p,q,r[1,]p,q,r \in [1,\infty].

We prove explicit upper and lower bounds for the L1L^1-moment spectra for the Brownian motion exit time from extrinsic metric balls of submanifolds PmP^m in ambient Riemannian spaces NnN^{n}. We assume that PP and NN both have controlled radial curvatures (mean curvature and sectional curvature, respectively) as view…

2010-09-07abs ↗pdf ↗

Any Riemannian manifold has a canonical collection of valuations (finitely additive measures) attached to it, known as the intrinsic volumes or Lipschitz-Killing valuations. They date back to the remarkable discovery of H. Weyl that the coefficients of the tube volume polynomial are intrinsic invariants of the metric. …

2019-12-19abs ↗pdf ↗

New estimator tackles multi-task linear regression with outliers, avoiding eigenvalue lower bounds.

problem Multi-task linear regression with contaminated tasks and eigenvalue lower bounds failure.
method Matrix-weighted norm regularization and relative balancedness condition.
result Prediction MSE bounds match Duan and Wang (2023) under weaker spectral assumptions.

We study the column subset selection problem with respect to the entrywise 1\ell_1-norm loss. It is known that in the worst case, to obtain a good rank-kk approximation to a matrix, one needs an arbitrarily large nΩ(1)n^{Ω(1)} number of columns to obtain a (1+ε)(1+ε)-approximation to the best entrywise 1\ell_1-norm low ra…

2020-04-16abs ↗pdf ↗

New SQ lower bounds for NGCA without requiring chi-squared condition.

problem Proving SQ hardness for NGCA under moment-matching conditions.
method General SQ lower bound methodology applied to NGCA under moment-matching conditions.
result Proved near-optimal SQ lower bounds for NGCA without chi-squared condition.

We consider non-parametric estimation and inference of conditional moment models in high dimensions. We show that even when the dimension DD of the conditioning variable is larger than the sample size nn, estimation and inference is feasible as long as the distribution of the conditioning variable has small intrinsic…

2019-01-11abs ↗pdf ↗

In this paper we answer positively a question raised by Kapovich and Leeb in a paper titled "Finsler bordifications of symmetric and certain locally symmetric spaces". Specifically, we show that for a finite-dimensional vector space with a polyhedral norm, its horofunction compactification is homeomorphic to the dual u…

2016-07-02abs ↗pdf ↗

Study well-posedness of SPDE on Riemannian manifolds with rough initial conditions.

problem Well-posedness of parabolic Anderson model on Riemannian manifolds with rough initial conditions.
method Construct intrinsic Gaussian noises, explore global geometry, use Feynman-Kac formula.
result Show well-posedness with non-positive curvature and conditions on αα.

Reasoning based on causality, instead of association has been considered as a key ingredient towards real machine intelligence. However, it is a challenging task to infer causal relationship/structure among variables. In recent years, an Independent Mechanism (IM) principle was proposed, stating that the mechanism gene…

2019-09-02abs ↗pdf ↗

The space of symplectic connections on a symplectic manifold is a symplectic affine space. M. Cahen and S. Gutt showed that the action of the group of Hamiltonian diffeomorphisms on this space is Hamiltonian and calculated the moment map. This is analogous to, but distinct from, the action of Hamiltonian diffeomorphism…

2014-10-06abs ↗pdf ↗

Polynomial-time private algorithm for robust estimation of mean and covariance in the presence of outliers.

problem Estimating mean and covariance in the presence of adversarial outliers.
method Stabilizing convex relaxations using a new estimate-dependent noise injection mechanism.
result First efficient private robust estimation algorithm for covariance without condition-number assumptions.

In this article, we prove energy quantization for approximate (intrinsic and extrinsic) biharmonic maps into spheres where the approximate map is in LlogLL \log L. Moreover, we demonstrate that if the LlogLL\log L norm of the approximate maps does not concentrate, the image of the bubbles are connected without necks.

2013-12-20abs ↗pdf ↗

Gradient descent on Hadamard manifolds converges to boundary points, solving optimization problems.

problem Optimization on Hadamard manifolds with unbounded convex functions.
method Gradient descent, duality theorem, moment-weight inequality.
result Gradient descent converges to boundary points, solving optimization problems.