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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.

169,181 papers · 148 categories

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141282422563 · Jun 202019922001200920182026
48 results for linear minimization

Minimal surfaces in third-order ODEs identified for linear second-order ODEs.

problem Characterizing minimal surfaces in third-order ODEs.
method Analyzing submanifolds of third-order ODEs as Riemannian manifolds.
result Linear second-order ODEs with y=±y+β(x)y''=\pm y+β(x) are the only minimal surfaces and totally geodesic.

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.

Stochastic heavy ball method achieves linear convergence for general loss minimization.

problem Minimizing generalization error in machine learning models.
method SGD steps with heavy ball momentum, focusing on expected loss, not finite-sum minimization.
result Established the first linear convergence result for the stochastic heavy ball method.

Diagonal linear networks converge to lasso regularization path during training.

problem Understanding the regularization behavior of diagonal linear networks.
method Analyzing the training trajectory of diagonal linear networks and comparing it to the lasso regularization path.
result The training trajectory of diagonal linear networks is closely related to the lasso regularization path.

Paper analyzes agnostic learning of mixed linear regression without generative models.

problem Learning mixed linear regression without assuming stochastic generation.
method Expectation Maximization (EM) and Alternating Minimization (AM) algorithms.
result AM and EM algorithms converge to population loss minimizers under standard conditions.

Algorithm minimizes regret in adaptive control of unknown linear systems.

problem Adaptive control of unknown linear systems with quadratic costs.
method Provably polynomial time algorithm using recent developments in system estimation and robust controller synthesis.
result First algorithm with high probability guarantees of sub-linear regret.

If a knot has the Alexander polynomial not equal to 1, then it is linear nn-colorable. By means of such a coloring, such a knot is given an upper bound for the minimal quandle order, i.e., the minimal order of a quandle with which the knot is quandle colorable. For twist knots, we study the minimal quandle orders in d…

2011-10-18abs ↗pdf ↗

We study surfaces in Euclidean space R3{\mathbb R}^3 that are minimal for a log-linear density φ(x,y,z)=αx+βy+γyφ(x,y,z)=αx+βy+γy, where α,β,γα,β,γ are real numbers not all zero. We prove that if a surface is φφ-minimal foliated by circles in parallel planes, then these planes are orthogonal to the vector (α,β,γ)(α,β,γ) and the surface must…

2014-10-09abs ↗pdf ↗

New method solves constrained self-concordant minimization problems efficiently.

problem Constrained self-concordant minimization problems.
method Newton Frank-Wolfe method using linear minimization oracles.
result The method uses nearly the same number of linear minimization calls as the Frank-Wolfe method.

Study shows TAP free energy minimization provides better posterior inference in high-dimensional linear models.

problem Deviation from true posterior mean and underestimation of posterior uncertainty in variational inference.
method Minimization of TAP free energy in a high-dimensional asymptotic framework, showing geometric and statistical properties.
result Local minimizer of TAP free energy provides consistent estimate of posterior marginals and correctly calibrated posterior inference.

The D\mathcal D-groupoid of symmetries is minimal under specific conditions.

problem Conditions for the minimality of the D\mathcal D-groupoid of symmetries of a projective structure.
method Analyzing the D\mathcal D-groupoid and its sub-groupoids, and relating it to the non-integrability of certain equations.
result The minimality of the D\mathcal D-groupoid is equivalent to the non-integrability of specific equations.

Minimal equators and homological systoles found in Berger projective spaces.

problem Tackles the minimality of real projective subspaces under Berger deformations.
method Uses the skew-adjoint endomorphism AVA_V to classify minimal subspaces and compute homological systoles.
result Equatorial hypersurfaces remain minimal, but not all real subspaces are minimal under Berger deformations.

The paper improves SVR with linear constraints for better model properties.

problem Improving Support Vector Regression with linear constraints.
method Generalized SMO algorithm for solving optimization with linear constraints.
result The proposed method shows better practical performance on various datasets.

Algorithm reduces regret in partially observable systems by learning dynamics and using optimistic control.

problem Minimizing regret in partially observable linear quadratic control systems with unknown dynamics.
method ExpCommit algorithm that learns model parameters and uses optimism in uncertainty.
result End-to-end sublinear regret upper bound of O~(T2/3)\tilde{\mathcal{O}}(T^{2/3}) for ExpCommit.

Optimal bounds for exp-concave stochastic minimization in terms of effective dimension.

problem Finding optimal statistical and computational complexity for exp-concave stochastic minimization.
method Derives optimal bounds using effective dimension and sketching techniques.
result Reveals connections between algorithmic stability and ridge leverage scores.

A triangulated piecewise-linear minimal surface in Euclidean 3-space defined using a variational characterization is critical for area amongst all continuous piecewise-linear variations with compact support that preserve the simplicial structure. We explicitly construct examples of such surfaces that are embedded and a…

2004-10-13abs ↗pdf ↗

Deep linear networks minimize sharpness, avoiding large eigenvalues.

problem Understanding optimization dynamics in deep linear networks for regression.
method Analyzing sharpness (largest eigenvalue of Hessian) of minimizers and gradient flow solutions.
result Gradient flow implicitly regularizes towards flat minima, with sharpness bounded by a constant.

Significant attention has been given to minimizing a penalized least squares criterion for estimating sparse solutions to large linear systems of equations. The penalty is responsible for inducing sparsity and the natural choice is the so-called l0l_0 norm. In this paper we develop a Momentumized Iterative Shrinkage Th…

2014-09-25abs ↗pdf ↗

New algorithm minimizes cumulative loss in dynamic linear bandits without prior knowledge of comparator switches.

problem Minimizing cumulative loss in dynamic linear bandits with unknown number of switches.
method Combining several bandit algorithms to adapt to unknown number of switches without prior knowledge.
result First algorithm achieving optimal regret guarantee of O(d(1+ST)T)\mathcal{O}\big(\sqrt{d(1+S_T) T}\big) up to poly-logarithmic terms.

New insights into optimization and generalization for linear models.

problem Understanding the implicit regularization of optimization methods for linear models.
method Investigating the norms minimized by interpolating solutions and using projections to move between solutions.
result Proving that for over-parameterized linear classification, projections onto the data-span enable the use of under-parameterized techniques.

ReLU networks implicitly favor low-rank solutions, but not as strongly as linear networks.

problem Understanding implicit regularization in ReLU networks for rank minimization.
method Analysis of gradient flow on ReLU networks, empirical testing.
result Gradient flow on ReLU networks does not necessarily minimize ranks, unlike in linear networks.

An embedding of a graph into R3\mathbb{R}^3 is said to be linear, if any edge of the graph is sent to be a line segment. And we say that an embedding ff of a graph GG into R3\mathbb{R}^3 is free, if π1(R3f(G))π_1(\mathbb{R}^3-f(G)) is a free group. It was known that for any complete graph its linear embedding is always free.…

2014-09-24abs ↗pdf ↗

Maximal surfaces in L3\mathbb{L}^3 correspond to timelike minimal surfaces.

problem Establishing a correspondence between maximal and timelike minimal surfaces in L3\mathbb{L}^3.
method Linear transformation between maximal surfaces and timelike minimal surfaces, preserving singularities and Gauss map.
result One-one correspondence and preservation of properties between maximal and timelike minimal surfaces.

Local LMO optimizes constrained problems using local linear minimization.

problem Constrained optimization problems with complex feasible sets.
method Designs a new projection-free gradient method using local linear minimization.
result Transfers convergence rates of Projected Gradient Descent to the projection-free world.