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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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179358536715 · Jun 202019922001200920172026
48 results for log concave functions

Log-concavity proven for multinomial likelihoods under specific constraints.

problem Log-concavity of multinomial likelihoods under interval censoring constraints.
method Proved log-concavity by showing M-convex subsets of the discrete simplex.
result Likelihood function is completely log-concave.

The paper develops inequalities for log-concave functions and related surface areas.

problem Understanding log-concave functions and their inequalities.
method Establishing new inequalities through f-divergences and functional affine surface areas.
result New inequalities on functional affine surface area and bounds for Kullback-Leibler divergence.

New algorithms improve convergence rates for non-log-concave sampling and log-partition estimation.

problem Efficiently sampling from non-log-concave distributions and estimating their log-partition function.
method Analysis of information-based complexity, study of polynomial-time sampling algorithms.
result Optimal rates for sampling and log-partition estimation sometimes exceed those for optimization.

Study minimax risk of score estimation for log-concave distributions.

problem Minimizing risk in score estimation for log-concave distributions.
method Developed subclasses of log-concave densities and constructed a locally adaptive, multiscale estimator.
result Established minimax rates for score estimation over specific subclasses of log-concave densities.

The paper extends risk measures to two-step approximations and studies log-concave distributions.

problem Extending classical risk measures to two-step approximations.
method Optimization problem for determining optimal regime thresholds and values for log-concave distributions.
result Conditions for the uniqueness of regime changing in log-concave distributions.

Study improves sampling from non-log-concave distributions using Fisher information.

problem Sampling from non-log-concave distributions with high Fisher information guarantees.
method Proximal sampler with RGO implementation, leveraging log-concave sampling results.
result Improved complexity guarantee in relative Fisher information for non-log-concave sampling.

Improves SGM convergence bounds in W2-distance without strict assumptions.

problem Convergence bounds for SGMs in W2-distance require stringent assumptions.
method Novel framework using the OU process and PDE analysis.
result Log-concavity evolves from weak to strong over time.

Establishes log-concavity estimates for convex domains' first Dirichlet eigenfunctions.

problem Quantifying the Hessian of log-concave eigenfunctions on convex domains.
method Analyzes log-concavity properties of the first Dirichlet eigenfunction on convex domains.
result Obtains quantitative estimates for the Hessian of logu\log u.

The Links-Gould polynomial of alternating knots is shown to be log-concave and positive.

problem Verifying the positivity and log-concavity of the Links-Gould polynomial for alternating knots.
method Formulated a conjecture and verified it computationally for all 51.3 million knots with up to 19 crossings.
result All but 544 knots satisfy a stronger log-concavity condition.

Random scan CAVI converges linearly under log-concave assumptions.

problem Analyzing the convergence rate of random scan Coordinate Ascent Variational Inference (CAVI) under log-concave conditions.
method Building on previous work, we analyze the random scan version of CAVI using optimal transport geometry.
result We obtain tight linear convergence rates for the random scan version of CAVI.

New bounds for generative models under weaker assumptions.

problem Establishing convergence guarantees for generative models under weak assumptions.
method Non-asymptotic 2-Wasserstein distance bounds for probability flow ODEs under weak log-concavity and Lipschitz continuity.
result Concrete convergence rates for generative models, including non-log-concave distributions.

Introduces CSLC models to bridge deep generative models and classical algorithms.

problem Mode collapse and memorization issues in deep generative models and restrictive assumptions in classical algorithms.
method Introduces conditionally strongly log-concave (CSLC) models, factorizing data distribution into strongly log-concave conditional distributions.
result Efficient parameter estimation and sampling algorithms with theoretical guarantees for non-log-concave data distributions.

New lower bounds for sampling from log-concave distributions in higher dimensions.

problem Proving lower bounds for sampling from log-concave distributions in higher dimensions.
method Multiscale construction inspired by geometric measure theory and reduction to block Krylov algorithms.
result Query lower bounds for sampling from log-concave distributions in higher dimensions are established.

Zigzag sampling algorithm efficiently samples from strongly log-concave distributions with low computational cost.

problem Sampling from strongly log-concave distributions efficiently and with low computational complexity.
method Zigzag sampling algorithm with warm start assumption, focusing on gradient evaluations.
result Achieves ε error in chi-square divergence with computational cost of O(κ²d^(1/2)(log(1/ε))^(3/2)) gradient evaluations.

Paper proves super log-concavity of first eigenfunction for certain hyperbolic domains.

problem Proving super log-concavity of first eigenfunction for horo-convex domains in hyperbolic space.
method Analyzes properties of Laplacian eigenfunctions in hyperbolic geometry.
result Optimal proof of super log-concavity for horo-convex domains with constraints.

A new sampling method for log-concave distributions with warm starts and barriers.

problem Sampling from log-concave distributions constrained by convex bodies with barriers.
method Robust sampling framework using spectral approximations to Hessian of barrier functions.
result Improved mixing times for polytopes and spectrahedra, faster than previous methods.

CAVI converges for log-concave measures via optimal transport.

problem Finding the closest product measure to a log-concave measure via CAVI.
method Adapting coordinate descent techniques from Euclidean space to optimal transport for log-concave densities.
result Proves convergence of CAVI for log-concave densities and provides rates of convergence under additional conditions.

Gibbs sampler contracts entropy under strong log-concavity, improving mixing time.

problem Improving the mixing time of Gibbs sampler under strong log-concavity.
method Analyzing Gibbs sampler contraction under strong log-concavity, providing sharp contraction rate.
result Gibbs sampler contracts entropy linearly with condition number and independent of dimension under strong log-concavity.

Log-concave coefficient sequences for two-bridge knots proved.

problem Proving log-concavity of Alexander polynomial coefficient sequences for alternating knots.
method Introducing a polynomial Δ(t)Δ(t) associated to Christoffel words and proving its log-concavity.
result Strong Fox conjecture for two-bridge knots proved.

Study optimal portfolio choice with risk control for log-returns.

problem Optimal portfolio choice with risk management in continuous-time markets.
method Characterized optimal terminal wealth using concave envelope, derived analytical expressions for optimal wealth and policy, found efficient frontier.
result Efficient frontier is concave curve connecting minimum-risk to growth-optimal portfolios, not a vertical line.

The study provides guarantees for diffusion-based models under log-concave data, offering best-known convergence rates.

problem Theoretical guarantees for convergence of diffusion-based generative models under log-concave data distributions.
method Assumption of strongly log-concave data distributions, Lipschitz continuous functions for score estimation, and novel auxiliary process.
result Best known upper bounds for Wasserstein-2 distance between Gaussian distribution and sampling algorithm.

Algorithm samples from composite log-concave distributions using gradient evaluations and restricted Gaussian oracles.

problem Sampling from composite log-concave distributions with limited gradient evaluations.
method Proximal gradient algorithm with RGO for gg and strong/strongly convex conditions for ff.
result Achieves εε error in total variation distance in O~(κdlog4(1/ε))\widetilde{\mathcal O}(κ\sqrt d \log^4(1/ε)) iterations.

The paper studies stability of mean-field variational inference for log-concave distributions.

problem Stability of mean-field variational inference for log-concave distributions.
method Novel approach via linearized optimal transport, lifting non-convex problem to convex optimization over transport maps.
result Dimension-free Lipschitz continuity of the MFVI optimizer with respect to the target distribution, measured in 2-Wasserstein distance.

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave functions on the unit simplex measure the concentration of capital, and their gr…

2019-10-30abs ↗pdf ↗

Paper proposes new Langevin samplers for sampling from log-concave distributions with superlinear gradient growth.

problem Sampling from log-concave distributions with superlinear gradient growth.
method Proposes two novel discretizations of kinetic Langevin SDEs, showing contractivity and log-Sobolev inequality.
result Establishes non-asymptotic bounds in 2-Wasserstein distance between sampled distributions and target measures.

Improved sampling for diffusion models and log-concave distributions.

problem Efficient sampling for diffusion models and log-concave distributions.
method Algorithms for sampling with δδ-error in polylog(1/δ)\mathrm{polylog}(1/δ) steps using accurate score estimates.
result Exponential improvement in complexity over previous results.

The main results are two characterisations of log-concave densities in terms of the collection of lift zonoids corresponding to a peacock. These notions are recalled and connected to arbitrage-free asset pricing in financial mathematics.

2016-10-28abs ↗pdf ↗

Study proves Alexander polynomials of certain 4-braid knots satisfy a conjecture and gives formulas for log-concave sequences.

problem Proving the Alexander polynomials of certain 4-braid knots satisfy Fox's Trapezoidal Conjecture.
method Analyzes families of alternating 4-braids and nn-braids, providing explicit formulas and verifying log-concavity.
result Explicit formulas for signature and first 4 coefficients of Alexander polynomials, showing log-concavity.