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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.

169,341 papers · 148 categories

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98195293390 · Jun 202019922001200920182026
48 results for linear inequalities

Develops inequalities for high-dimensional linear processes with dependent innovations.

problem Estimating high-dimensional VAR(p) systems and HAC covariance estimation.
method Concentration inequalities for ll_\infty norm of vector linear processes with sub-Weibull, mixingale innovations.
result Obtained concentration bounds for the maximum entrywise norm of lag-hh autocovariance matrices.

The paper studies optimal transport in linear quadratic systems and derives interpolation inequalities.

problem Optimal transport problem in Linear Quadratic optimal control systems.
method Well-posedness of the Monge problem, regularity of optimal transport map, displacement interpolation of measures.
result Derivation of general interpolation inequalities for entropy functionals.

Extends Gaussian process approach to handle linear inequality constraints.

problem Real-world problems with inequality constraints.
method Finite-dimensional Gaussian approach with linear inequality constraints, MCMC techniques.
result Efficient results on data fitting and uncertainty quantification.

Unified approach to discrete and smooth isoperimetric inequalities of arbitrary order.

problem Finding higher order isoperimetric inequalities for both discrete and smooth curves.
method Unified approach via Fourier analysis of linear operators.
result Unified upper and lower bounds for isoperimetric deficit in smooth curves.

Sharp bounds on uniform generalization errors in binary linear classification.

problem Understanding the uniform generalization errors in binary linear classification.
method Isoperimetric arguments, Poincaré and log-Sobolev inequalities for joint distributions.
result Sharp concentration bounds on uniform generalization errors, almost sure convergence in broad settings.

Polyak-Łojasiewicz inequality simplifies linear convergence proofs.

problem Proving linear convergence without strong convexity.
method Using Polyak-Łojasiewicz inequality to analyze various optimization methods.
result New analyses and proofs of linear convergence for multiple machine learning problems.

The paper proves waist inequalities for convex bodies and their linear images.

problem Understanding geometric characteristics of convex bodies through waist inequalities.
method Connections between Gromov's and Milman's work, proving waist inequalities for convex bodies and their linear images.
result Any convex body has a linear image satisfying a waist inequality with a universal constant.

This paper proves AdaGrad and Adam converge linearly under PL inequality.

problem Understanding the convergence of adaptive gradient methods.
method Unified approach proving AdaGrad and Adam converge linearly under PL inequality.
result AdaGrad and Adam converge linearly when the cost function is smooth and satisfies PL inequality.

Study shows long-term solutions for complex equations on curved spaces.

problem Long-term behavior of solutions to fully non-linear parabolic equations on Hermitian manifolds.
method Used general assumptions and derived a Harnack inequality for the linearized equation.
result Proved the long-time existence and convergence of solutions.

Neural networks solve variational inequalities for optimal stopping problems.

problem Solving variational inequalities for optimal stopping problems in finance.
method Proposed neural network approach using loss functions directly incorporating variational inequality on whole domain.
result Existence and convergence of neural networks whose losses converge to zero.

The study proves a gap theorem for CAT(0) spaces with a constant below 1/(6√π).

problem Proving isoperimetric inequalities in non-positive curvature spaces.
method Introduced minimal tetrahedra to prove a linear inequality.
result Established a gap theorem for CAT(0) spaces with a constant below 1/(6√π).

This paper approximates Gaussian process emulators with constraints and noisy data.

problem Realistic stochastic emulators with inequality constraints and noisy observations.
method Monte Carlo and Markov Chain Monte Carlo methods with noise term.
result Improved performance of MC and MCMC samplers with noisy observations and constraints.

New inequality for regression risk with random design and noise.

problem Excess risk in least-squares regression with random design and heteroscedastic noise.
method Proved a new concentration inequality for the excess risk in least-squares regression with random design and heteroscedastic noise, separating linearized and quadratic processes.
result Generalized the approach to quadratic contrasts and random design.

On a Riemannian metric-measure space, we establish an Alexandrov-Bakelman-Pucci type measure estimate connecting Bakry-Émery Ricci curvature lower bound, modified Laplacian and the measure of certain special sets. We apply this estimate to prove Harnack inequalities for the modified Laplacian operator and fully non-lin…

2011-02-28abs ↗pdf ↗

Study shows how many samples are needed for accurate predictions with graph-structured sparsity.

problem Finding the minimum number of samples for accurate sparse vector recovery.
method Used Fano's inequality on graph-structured ensembles to establish lower bounds.
result Proved necessary number of samples for weighted graph model.

The aim of this paper is to prove isoperimetric inequalities on submanifolds of the Euclidean space using mass transportation methods. We obtain a sharp ?weighted isoperimetric inequality? and a nonsharp classical inequality similar to the one obtained by J. Michael and L. Simon. The proof relies on the description of …

2009-08-19abs ↗pdf ↗

The paper finds inequalities for eigenvalues of fourth order elliptic operators on Riemannian manifolds.

problem Eigenvalue inequalities for fourth order elliptic operators on Riemannian manifolds.
method Analyzes eigenvalues of fourth order elliptic operators in divergence form with Dirichlet boundary conditions on bounded domains in compact Riemannian manifolds.
result General inequalities for eigenvalues are derived.

The paper generalizes the Cauchy-Schwarz-Bunyakovsky inequality and applies it to elasticity problems.

problem Applying the Cauchy-Schwarz-Bunyakovsky inequality to elasticity problems.
method Presentation of discrete and integral forms, n-dimensional generalizations, and strengthened CBS inequality.
result The strengthened CBS inequality is crucial for elasticity problems.

We prove a linear trace Li-Yau-Hamilton inequality for the Kaehler-Ricci flow. We then use this sharp differential inequality to study the Liouville properties of the plurisubharmonic functions on complete Kaehler manifolds with nonnegative bisectional curvature.

2002-11-14abs ↗pdf ↗

Proposes a method to impose linear inequality constraints on neural networks.

problem Imposing prior knowledge on neural network activations.
method Directly incorporates constraints into the network architecture using stochastic gradient descent.
result Significantly speeds up inference at test time with up to two orders of magnitude improvement.

Gradient bounds and Liouville theorems for quasi-linear equations on manifolds with nonnegative Ricci curvature.

problem Establishing bounds and theorems for solutions to quasi-linear elliptic equations on compact manifolds with nonnegative Ricci curvature.
method Gradient bounds, Liouville-type theorems, local splitting theorem, Harnack-type inequality, ABP estimate.
result Gradient bounds and Liouville-type theorems for solutions to quasi-linear equations on compact manifolds with nonnegative Ricci curvature.

The paper develops new inequalities for Markov chain sums, linking them to mixing time.

problem Establishing concentration inequalities for Markov chain sums.
method Developed novel concentration inequalities for geometrically ergodic Markov chains, linking bounds to mixing time constants.
result Explicit bounds for additive functionals of Markov chains, linked to Rosenthal inequality constants and mixing properties.

We establish refinements of the classical Kato inequality for sections of a vector bundle which lie in the kernel of a natural injectively elliptic first-order linear differential operator. Our main result is a general expression which gives the value of the constants appearing in the refined inequalities. These consta…

1999-09-21abs ↗pdf ↗

Proves homological inequality for cycles in Hadamard spaces of asymptotic rank 2.

problem Establishing isoperimetric inequalities in Hadamard spaces of asymptotic rank two.
method Homological inequality for cycles in dimensions at least 2, assuming finite linearly controlled asymptotic dimension.
result Homological inequality for general cycles in Hadamard 3-manifolds and finite-dimensional CAT(0) cube complexes.

The paper proves inequalities and formulas for submanifolds in specific warped product manifolds.

problem Understanding geometric properties of submanifolds in warped product manifolds.
method Proving linear isoperimetric inequalities and monotonicity formulas for submanifolds with bounded mean curvature vector.
result Lower bound estimates for the volume of submanifolds in terms of the warping function.

The paper studies Harnack inequalities on Finsler metric measure spaces.

problem Analyzing Harnack inequalities on Finsler metric measure spaces.
method Using weighted Ricci curvature and distortion conditions, the authors derive an elliptic p-Harnack inequality.
result The paper establishes an elliptic p-Harnack inequality and derives Hölder continuity and gradient estimates for positive harmonic functions.

Study non-Gaussian measures' concentration properties in metric spaces.

problem Concentration properties for non-linear Gaussian functionals with non-Gaussian tails.
method Prove generalised Transportation-Cost Inequalities (TCIs) for specific functionals.
result Extended TCIs for rough volatility and Parabolic Anderson Model.

This paper consider penalized empirical loss minimization of convex loss functions with unknown non-linear target functions. Using the elastic net penalty we establish a finite sample oracle inequality which bounds the loss of our estimator from above with high probability. If the unknown target is linear this inequali…

2013-12-12abs ↗pdf ↗