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.
In this paper, we study global existence and blow up properties to Lp norm preserving non-local heat flows. We first study two kinds of Lp norm preserving non-local flows and prove that these flows have the global solutions. Finally, we give a example to show that one kind of this heat flow may blow up in $L^{\in…
Paper addresses concentration of distances for fractional quasi p-norms, identifying conditions for concentration and anti-concentration.
problem Understanding concentration of distances for fractional quasi p-norms in high dimensions.
method Analyzes conditions for concentration and anti-concentration of distances for fractional quasi p-norms.
result Identifies conditions for concentration and anti-concentration of fractional quasi p-norms, ruling out some approaches and specifying conditions for control.
In this paper, we propose ℓp-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the sparsity of the second-order KKT points of the ℓp-norm regularized models…
The paper proposes a new method for dictionary learning using ℓp-norm maximization.
problem Complete dictionary learning problem in signal processing and data analytics.
method The paper investigates ℓp-norm maximization approaches for complete dictionary learning, proving global maximizers are close to the true dictionary and developing an efficient algorithm based on the generalized power method.
result The ℓp-based approaches are more efficient and robust than conventional methods, with p=3 performing best.
We give improved algorithms for the ℓp-regression problem, minx∥x∥p such that Ax=b, for all p∈(1,2)∪(2,∞). Our algorithms obtain a high accuracy solution in O~p(m2p+∣p−2∣∣p−2∣)≤O~p(m31) iterations, where each iteration requires s…
Max-convolution is an important problem closely resembling standard convolution; as such, max-convolution occurs frequently across many fields. Here we extend the method with fastest known worst-case runtime, which can be applied to nonnegative vectors by numerically approximating the Chebyshev norm $\| \cdot \|_\infty…
The Schatten-p norm (0<p<1) has been widely used to replace the nuclear norm for better approximating the rank function. However, existing methods are either 1) not scalable for large scale problems due to relying on singular value decomposition (SVD) in every iteration, or 2) specific to some p values, e.g., $1/…
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 investigate stability and local minimizing properties of the Riemannian functional defined by the L^p norm of the curvature tensor on the space of Riemannian metrics on a closed manifold. Riemannian metrics with constant curvature and products of such metrics are critical points of this functional. We prove that the…
We study stability and local minimizing properties of Lp- norms of Riemannian curvature tensor denoted by Rp by variational methods. We compute the Hessian of Rp at compact rank 1 symmetric spaces and prove that they are stable for Rp for certain values of p > 2. A similar resu…
Given a sequence of complete Riemannian manifolds (Mn) of the same dimension, we construct a complete Riemannian manifold M such that for all p∈(1,∞) the Lp-norm of the Riesz transform on M dominates the Lp-norm of the Riesz transform on Mn for all n. Thus we establish the following dichoto…
We extend a result of the second author \cite[Theorem 1.1]{soggekaknik} to dimensions d≥3 which relates the size of Lp-norms of eigenfunctions for 2<p<d−12(d+1) to the amount of L2-mass in shrinking tubes about unit-length geodesics. The proof uses bilinear oscillatory integral estimates of Lee …
We apply the integral formula of volumes to the family of graded linear series constructed from any test configuration. This solves the conjecture raised by Witt--Nyström so that the sequence of spectral measures for the induced C∗-action on the central fiber converges to the canonical Duistermatt--Heckman …
In this paper we prove several results on the geometry of surfaces immersed in R3 with small or bounded L2 norm of ∣A∣. For instance, we prove that if the L2 norm of ∣A∣ and the Lp norm of H, p>2, are sufficiently small, then such a surface is graphical away from its boundary. We also prove …
We propose practical algorithms for entrywise ℓp-norm low-rank approximation, for p=1 or p=∞. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better approximations, faster, than state of the art. From a theoretical standpoint, we show that th…
We provide a necessary and sufficient condition that Lp-norms, 2<p<6, of eigenfunctions of the square root of minus the Laplacian on 2-dimensional compact boundaryless Riemannian manifolds M are small compared to a natural power of the eigenvalue λ. The condition that ensures this is that their L2 norms ove…
The study of adversarial robustness has so far largely focused on perturbations bound in p-norms. However, state-of-the-art models turn out to be also vulnerable to other, more natural classes of perturbations such as translations and rotations. In this work, we thoroughly investigate the vulnerability of neural networ…
We derive the mapping between two of the most pervasive utility functions, the mean square error (MSE) and the concordance correlation coefficient (CCC, ρc). Despite its drawbacks, MSE is one of the most popular performance metrics (and a loss function); along with lately ρc in many of the sequence prediction…
Adversarial examples are malicious inputs crafted to cause a model to misclassify them. Their most common instantiation, "perturbation-based" adversarial examples introduce changes to the input that leave its true label unchanged, yet result in a different model prediction. Conversely, "invariance-based" adversarial ex…
New algorithm samples matrix rows proportional to their ℓ_p norm in a turnstile data stream.
problem Sampling rows of a dynamic matrix efficiently in a turnstile data stream.
method Develops a novel algorithm for sampling rows proportional to their ℓ_p norm in a turnstile data stream, returning sampled row indexes and approximated sampling probabilities.
result Achieves (1+ε) approximation for logistic regression in a turnstile data stream with polynomial sketch size.
We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007-2009. Our methodology is based on topological data analysis (TDA). We use persistence homology to detect and quantify topological patterns that appear in multidimensional…
We refine and generalize several interpolation inequalities bounding the Lp norm of a probability density with respect to the reference measure μ by its Sobolev norm and the Kantorovich distance to μ on a smooth weighted Riemannian manifold satisfying CD(0,∞) condition.
After appropriate normalizations an embedded disk whose second fundamental form has large norm contains a multi-valued graph, provided the L^P norm of the mean curvature is sufficiently small. This generalizes to non-minimal surfaces a well known result of Colding and Minicozzi.
The Willmore conjecture states that any immersion F:T^2 -> R^n of a 2-torus into flat euclidean space satisfies ∫T2H2≥2π2. We prove it under the condition that the L^p-norm of the Gaussian curvature is sufficiently small.