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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.

168,695 papers · 148 categories

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163326488651 · Jun 202019922001200920172026
48 results for local linear smoothing

Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random forests as an adaptive kernel method, we pair the forest kernel with a local li…

2018-07-30abs ↗pdf ↗

The paper extends a variance gamma model to quadratic functions, reducing arbitrage and computational costs.

problem Creating an arbitrage-free interpolation for option pricing models.
method Generalizing the local variance gamma model to a piecewise quadratic local variance function.
result The quadratic model results in an arbitrage-free interpolation of class C3, reducing knots and computational cost.

Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving stochastic gradient methods named predictive local smoothness (PLS). First, we …

2018-05-23abs ↗pdf ↗

We prove the following result, conjectured by Alan Weinstein: every smooth proper Lie groupoid near a fixed point is locally linearizable, i.e. it is locally isomorphic to the associated groupoid of a linear action of a compact Lie group. In combination with a slice theorem of Weinstein, our result implies the smooth l…

2003-01-25abs ↗pdf ↗

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.

S.Bauer and M.Furuta defined a stable cohomotopy refinement of the Seiberg-Witten invariants. In this paper, we prove a vanishing theorem of Bauer-Furuta invariants for 4-manifolds with smooth Z/2-actions. As an application, we give a constraint on smooth Z/2-actions on homotopy K3#K3, and construct a nonsmoothable loc…

2007-05-11abs ↗pdf ↗

Piecewise linear activations create many spurious local minima in neural networks.

problem Understanding the loss surface of neural networks with piecewise linear activations.
method Proved the existence of infinite spurious local minima and partitioned the loss surface into smooth cells.
result Piecewise linear activations create many spurious local minima that are invariant under a continuous path.

Classifies local boundary conditions for Dirac-type operators on manifolds.

problem Determining all local smooth boundary conditions for Dirac-type operators.
method Combining general theory of boundary value problems for Dirac operators and pointwise considerations.
result Classification of local self-adjoint regular boundary conditions for Dirac spinors in dimensions 3 and 4.

Study on diffeologies on locally convex spaces and smooth multiplication of distributions.

problem Geometric characterization and smoothness of distribution multiplication.
method Investigation of canonical and cc^\infty-diffeologies on locally convex spaces, proving geometric characterizations, and comparing diffeologies.
result Established a framework for nonlinear distribution theory beyond manifolds, realizing microlocally multipliable distributions as a diffeological colimit.

New GP model estimates piecewise continuous functions.

problem Piecewise continuous regression functions in scientific and engineering applications.
method Local Gaussian process model with partitioned local data and joint estimation of boundaries.
result Superior performance over conventional GP models in estimating piecewise regression functions.

The network Lasso (nLasso) has been proposed recently as an efficient learning algorithm for massive networked data sets (big data over networks). It extends the well-known least absolute shrinkage and selection operator (Lasso) from learning sparse (generalized) linear models to network models. Efficient implementatio…

2019-03-26abs ↗pdf ↗

We show that on a compact Riemmanian manifold (M,g)(M,g), nodal sets of linear combinations of any p+1p+1 smooth functions form an admissible pp-sweepout provided these linear combinations have uniformly bounded vanishing order. This applies in particular to finite linear combinations of Laplace eigenfunctions. As a resul…

2016-04-14abs ↗pdf ↗

In this paper, we give a weak classification of locally linear pseudofree actions of the cyclic group of order 3 on a K3K3 surface, and prove the existence of such an action which can not be realized as a smooth action on the standard smooth K3K3 surface.

2006-04-13abs ↗pdf ↗

In 1960, J. Peetre proved the finiteness of the order of linear local operators. Later on, J. Slovák vastly generalized this theorem, proving the finiteness of the order of a broad class of (non-linear) local operators. In this paper, we use the language of sheaves and ringed spaces to prove a simpler version of Slovák…

2014-11-27abs ↗pdf ↗

Quasispheres can be approximated by smooth spheres.

problem Characterizing quasispheres using geometric conditions.
method Proving every quasisphere is a limit of smooth spheres and providing necessary and sufficient conditions for uniform quasispheres.
result Every quasisphere can be approximated by uniform quasispheres that satisfy specific geometric conditions.

We consider a global, nonlinear version of the Whitney extension problem for manifold-valued smooth functions on closed domains CC, with non-smooth boundary, in possibly non-compact manifolds. Assuming CC is a submanifold with corners, or is compact and locally convex with rough boundary, we prove that the restrictio…

2018-01-12abs ↗pdf ↗

PF-LaCG removes the need for knowing smoothness and strong convexity parameters for locally accelerated CG.

problem Locally accelerated CG requires knowledge of smoothness and strong convexity parameters.
method Parameter-Free Locally Accelerated CG (PF-LaCG) algorithm.
result PF-LaCG achieves local acceleration without requiring knowledge of smoothness and strong convexity parameters.

FedProx algorithm improved for non-smooth and heterogeneous data.

problem Theoretical understanding of FedProx for non-convex federated optimization.
method Local dissimilarity invariant convergence theory through algorithmic stability.
result Convergence guarantees for non-smooth FL problems and minibatch size.

Let XX be a closed, simply-connected, smooth, spin 4-manifold whose intersection form is isomorphic to n(E8)mHn(-E_8)\bigoplus mH, where HH is the hyperbolic form. In this paper, we prove that for nn such that n2 mod 4n\equiv 2 ~{\rm mod} ~4, there exists a locally linear pseudofree Z2\mathbb{Z}_2-action on XX which is nonsmo…

2010-10-31abs ↗pdf ↗

Given a piecewise linear (PL) function pp defined on an open subset of Rn\R^n, one may construct by elementary means a unique polyhedron with multiplicities $\D(p)$ in the cotangent bundle Rn×Rn\R^n\times \R^{n*} representing the graph of the differential of pp. Restricting to dimension 2, we show that any smooth functi…

2013-05-09abs ↗pdf ↗

Method solves nonconvex constrained optimization problems with a new augmented Lagrangian approach.

problem Nonconvex composite functional constraints with inequality constraints.
method First-order augmented Lagrangian method with smoothed prox-linear reformulation.
result Explicit convergence rates for the proposed method in terms of KKT residual.

We demonstrate new applications of the trace embedding lemma to the study of piecewise-linear surfaces and the detection of exotic phenomena in dimension four. We provide infinitely many pairs of homeomorphic 4-manifolds WW and WW' homotopy equivalent to S2S^2 which have smooth structures distinguished by several for…

2019-12-30abs ↗pdf ↗

New SGD covering technique yields dimension-independent generalization bounds.

problem Generalization of stochastic gradient descent in non-convex, non-smooth settings.
method Localized ε-covers for SGD trajectories, showing dimension-independent complexity.
result Generalization error upper bounded by O((lognlog(nP))/n)O(\sqrt{(\log n\log(nP))/n}).

Paper addresses ERM in LDP, reducing sample complexity for smooth and convex losses.

problem Achieving error α in ERM with non-interactive LDP, especially for high-dimensional data.
method Developed algorithms using Bernstein polynomial and polynomial approximation techniques.
result For smooth and convex losses, sample complexity is linear in dimensionality.

This paper develops a local analogue of the ADHM construction, which characterises ASD instantons defined over smooth bounded domains inside Euclidean R4\mathbb{R}^4 diffeomorphic to the 4-ball, in terms of infinite dimensional Hilbert spaces and bounded Hermitian linear operators satisfying an analogue of the ADHM equ…

2017-12-03abs ↗pdf ↗

Proves surjectivity of certain smooth maps with non-properness sets.

problem Surjectivity of linear operators and global diffeomorphisms of semialgebraic maps.
method Analytic proof involving CC^{\infty} semialgebraic local diffeomorphisms and linear partial differential operators.
result A new analytic conjecture for polynomial local diffeomorphisms of RnR^n implies known results.

We show that every closed, simply connected, spin topological 4-manifold except S4S^4 and S2×S2S^2\times S^2 admits a homologically trivial, pseudofree, locally linear action of Zp\mathbb{Z}_p for any sufficiently large prime number pp which is nonsmoothable for any possible smooth structure.

2008-08-31abs ↗pdf ↗

We show that there exist non-trivial piecewise-linear (PL) knots with isolated singularities Sn2SnS^{n-2}\subset S^n, n5n\geq 5, whose complements have the homotopy type of a circle. This is in contrast to the case of smooth, PL locally-flat, and topological locally-flat knots, for which it is known that if the complement…

2004-08-24abs ↗pdf ↗

We develop a 2D travel time tomography method which regularizes the inversion by modeling groups of slowness pixels from discrete slowness maps, called patches, as sparse linear combinations of atoms from a dictionary. We propose to use dictionary learning during the inversion to adapt dictionaries to specific slowness…

2017-12-16abs ↗pdf ↗

The paper tackles noisy combinations of continuous and step functions, providing conditions for their identification.

problem Recovering noisy observations as a combination of continuous and step functions.
method Topological and local properties of the functions are used to determine conditions for identification. A practical estimation algorithm is provided.
result Conditions for the identification of continuous and step functions based on their global and local properties.

Gradient descent converges linearly for overparameterized linear networks.

problem Convergence of gradient descent for overparameterized neural networks.
method Local Polyak-Lojasiewicz and Descent Lemma for overparameterized linear models.
result Gradient descent achieves linear convergence for two-layer linear networks under relaxed assumptions.

Geometric framework for dynamic feedback linearization of control systems with symmetry.

problem Dynamic feedback linearization of control systems with symmetry.
method Geometric framework based on Lie symmetry, systematic procedure for all smooth, generic system trajectories.
result Sufficient condition for dynamic feedback linearizability obtained.

The paper develops a minimax optimal method for high-dimensional regression using auxiliary data.

problem High-dimensional additive regression with heavy-tailed errors and transfer learning.
method Smooth backfitting estimator with local linear smoothing, followed by a two-stage estimation method.
result The method achieves the minimax optimal rate under certain conditions.

Policy gradient converges to globally optimal policy in nearly linear-quadratic systems.

problem Finding optimal policies in nonlinear control systems with partial information.
method Policy gradient algorithm designed for nearly linear-quadratic regulators with small Lipschitz nonlinear components.
result Policy gradient algorithm converges to globally optimal policy with linear rate.

New bounds for online portfolio selection without smoothness assumptions.

problem Online portfolio selection with non-Lipschitz, non-smooth losses.
method Data-dependent bounds using novel smoothness characterizations and FTRL with self-concordant regularizers.
result Achieves logarithmic regrets when data is 'easy' and sublinear worst-case regrets.

In this paper, we consider regression problems with one-hidden-layer neural networks (1NNs). We distill some properties of activation functions that lead to local strong convexity\mathit{local~strong~convexity} in the neighborhood of the ground-truth parameters for the 1NN squared-loss objective. Most popular nonlinear activation function…

2017-06-10abs ↗pdf ↗

In this paper we present a new theory of calculus over kk-dimensional domains in a smooth nn-manifold, unifying the discrete, exterior, and continuum theories. The calculus begins at a single point and is extended to chains of finitely many points by linearity, or superposition. It converges to the smooth continuum w…

2006-01-09abs ↗pdf ↗