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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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162324486648 · Jun 202019922001200920172026
48 results for log-convex functions

A new Bayesian filtering method speeds up stochastic Newton optimization.

problem Minimizing log-convex functions using stochastic methods.
method Contextualizes the problem as Bayesian inference, applying Bayesian filtering to update estimates.
result Establishes conditions for diminishing effect of older observations, akin to momentum.

Geodesic balls are isoperimetric in hyperbolic spaces with certain densities.

problem Proving isoperimetric properties in hyperbolic spaces with specific densities.
method Using geodesic balls and radial, strictly log-convex densities.
result Geodesic balls are isoperimetric in real hyperbolic space HRnH_{\mathbb R}^n.

We completely characterize isoperimetric regions in R^n with density e^h, where h is convex, smooth, and radially symmetric. In particular, balls around the origin constitute isoperimetric regions of any given volume, proving the Log-Convex Density Conjecture due to Kenneth Brakke.

2013-11-16abs ↗pdf ↗

The classic double bubble theorem says that the least-perimeter way to enclose and separate two prescribed volumes in RN\mathbb{R}^N is the standard double bubble. We seek the optimal double bubble in RN\mathbb{R}^N with density, which we assume to be strictly log-convex. For N=1N=1 we show that the solution is sometime…

2017-08-10abs ↗pdf ↗

The paper proves new inequalities in hyperbolic space using Euclidean methods.

problem Proving weighted isoperimetric inequalities in hyperbolic space.
method Using isoperimetric inequality with log-convex density in Euclidean space.
result Removed horo-convex assumption and proved new inequalities for star-shaped domains.

Proves monotonicity of parabolic frequency on all manifolds without curvature assumptions.

problem Monotonicity of parabolic frequency on manifolds.
method Analyzes parabolic frequency function on manifolds, proving monotonicity without curvature assumptions.
result Monotonicity of parabolic frequency on all manifolds, no curvature assumption needed.

In our previous paper [SIMAX 31 n.3 1491-1506(2010)], we studied the condition metric in the space of maximal rank matrices. Here, we show that this condition metric induces a Lipschitz-Riemann structure on that space. After investigating geodesics in such a nonsmooth structure, we show that the inverse of the smallest…

2009-10-30abs ↗pdf ↗

Study fine Pólya-Szegő inequalities in metric spaces with applications.

problem Fine Pólya-Szegő rearrangement inequalities in metric spaces.
method Theory of Sobolev and BV functions, synthetic Ricci bounds, isoperimetric inequality.
result New geometric and functional inequalities under Ricci lower bounds.

We study the isoperimetric problem for Euclidean space endowed with a continuous density. In dimension one, we characterize isoperimetric regions for a unimodal density. In higher dimensions, we prove existence results and we derive stability conditions, which lead to the conjecture that for a radial log-convex density…

2006-02-07abs ↗pdf ↗

Optimizes dividend control in a bankruptcy process using a special Levy process.

problem Optimizing dividend payouts in a bankruptcy process.
method Using a non-standard spectrally negative Levy process with endogenous regime switching.
result Optimal dividend control is of the barrier type and the optimal barrier can be identified.

Given a positive lower semi-continuous density ff on R2\mathbb{R}^2 the weighted volume Vf:=fL2V_f:=f\mathscr{L}^2 is defined on the L2\mathscr{L}^2-measurable sets in R2\mathbb{R}^2. The ff-weighted perimeter of a set of finite perimeter EE in R2\mathbb{R}^2 is written Pf(E)P_f(E). We study minimisers for the weighted isop…

2016-12-21abs ↗pdf ↗

We prove the exponential law A(E×F,G)A(E,A(F,G))\mathcal A(E \times F, G) \cong \mathcal A(E,\mathcal A(F,G)) (bornological isomorphism) for the following classes A\mathcal A of test functions: B\mathcal B (globally bounded derivatives), W,pW^{\infty,p} (globally pp-integrable derivatives), S\mathcal S (Schwartz space), D\mathcal D

2014-11-03abs ↗pdf ↗

Let C[M]C^{[M]} be a (local) Denjoy-Carleman class of Beurling or Roumieu type, where the weight sequence M=(Mk)M=(M_k) is log-convex and has moderate growth. We prove that the groups DiffB[M](Rn){\operatorname{Diff}}\mathcal{B}^{[M]}(\mathbb{R}^n), DiffW[M],p(Rn){\operatorname{Diff}}W^{[M],p}(\mathbb{R}^n), ${\operatorname{Diff}}{\mathcal{S}}{}_…

2014-04-28abs ↗pdf ↗

Sharp comparison theorems are derived for all eigenvalues of the (weighted) Laplacian, for various classes of weighted-manifolds (i.e. Riemannian manifolds endowed with a smooth positive density). Examples include Euclidean space endowed with strongly log-concave and log-convex densities, extensions to pp-exponential …

2015-08-03abs ↗pdf ↗

Develops methods for selecting and estimating smooth functional coefficients in high-dimensional multivariate functional data.

problem Functional predictor selection and estimation of smooth functional coefficients in high-dimensional multivariate functional data.
method Functional group-sparse regression methods in a generic Hilbert space of infinite dimension.
result Consistency of estimation and selection (oracle property) under infinite-dimensional Hilbert spaces.

FFBO optimizes functions as inputs and outputs, improving on existing BO methods.

problem Optimizing functions as both inputs and outputs in complex systems.
method Function-on-function Gaussian process (FFGP) model with a separable operator-valued kernel, scalar upper confidence bound (UCB) acquisition function, and scalable functional gradient ascent algorithm (FGA).
result FFBO outperforms existing methods in synthetic and real-world data.

Chirped sinosoids and interferometric phase plots are functions that are not periodic, but are the composition of a smooth function and a periodic function. These functions functions factor into a pair of maps: from their domain to a circle, and from a circle to their codomain. One can easily imagine replacing the circ…

2015-01-25abs ↗pdf ↗

The Fridman function is bounded by the injectivity radius for certain hyperbolic manifolds.

problem Bounding the Fridman function for hyperbolic manifolds.
method Analyzing the relationship between the Fridman function and the injectivity radius function.
result The Fridman function is bounded above by the injectivity radius function for certain hyperbolic manifolds.

The paper proves isoparametric functions on Finsler space forms under specific conditions.

problem Understanding isoparametric functions in Finsler space forms.
method Proving transnormal functions as isoparametric functions and constructing global and local isoparametric functions using the distance function.
result Generalization of Theorem B to Finsler space forms.

Paper introduces a nonparametric functional graphical model for random functions.

problem Estimating probabilistic conditional independence in functional graphical models.
method Functional sufficient dimension reduction to relax Gaussian or copula Gaussian assumptions.
result Enhances estimation accuracy and retains probabilistic conditional independence.

Robustifies elicitable functionals to handle small distribution misspecifications.

problem Determining uniquely optimal forecasts under distributional misspecification.
method Integrates statistical robustness into elicitable functionals using Kullback-Leibler divergence.
result Robust elicitable functionals admit unique solutions at the boundary of uncertainty regions.

The paper characterizes strong Hamel functions using symmetries and proves their preservation properties.

problem Characterizing strong Hamel functions and their symmetries in Finsler spaces.
method Analyzing geodesic spray, strong dual symmetries, and strong dynamical symmetries.
result Strong Hamel functions can be characterized in terms of strong dual symmetries and strong dynamical symmetries.

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

Study stabilizers of smooth functions on surfaces, focusing on Morse-Bott functions.

problem Understanding the homotopy type of stabilizers of smooth functions on surfaces.
method Analyzing the homotopy properties of stabilizers for a specific class of smooth functions.
result The homotopy type of the connected component of the identity map of the stabilizer is completely described for Morse-Bott functions.

The paper connects convex functions to p-subharmonic functions and proves their equivalence.

problem Understanding the relationship between convex functions and p-subharmonic functions.
method Average principle, variational methods, and PDE techniques.
result Convex functions on R^n are p-subharmonic for every p > 1.

A new deep neural network tackles nonlinear functional regression with improved dimensionality reduction.

problem Nonlinear functional regression in infinite-dimensional functional data analysis.
method Functional deep neural network with adaptive kernel embedding and projection steps.
result Explicit rates of approximating nonlinear smooth functionals are derived, and the network is shown to be effective in both simulated and real datasets.

New model for network analysis using functional data.

problem Existing network models treat nodes as functions, but this paper introduces functional edges.
method Transform adjacency matrix into functional adjacency tensor, apply Tucker decomposition, regularize basis matrices, and solve tensor completion problem.
result The model effectively captures community structure and handles irregular functional edge data.

The study finds a special type of smooth function on connected sums of manifolds.

problem Finding smooth functions that are Morse on preimages of non-extrema values.
method Investigates internally Morse (I-Morse) and neat with respect to Reeb graph (N-Reeb) functions.
result Constructs an IN-Morse-Reeb function on a connected sum of given manifolds.

NeuTSFlow models continuous functions behind time series forecasting.

problem Forecasting treats time series as discrete sequences, ignoring their continuous nature.
method NeuTSFlow uses Neural Operators to learn the transition between historical and future function families.
result NeuTSFlow outperforms traditional methods in forecasting accuracy and robustness.

New spectral functionals for Dirac operators with inner fluctuations computed.

problem Spectral functionals and Dirac operators with inner fluctuations.
method Extension of spectral functionals for Dirac operators with inner fluctuations.
result Computed spectral Einstein functional for Dirac operator with inner fluctuations on even-dimensional spin manifolds.

Regularizers change the geometric properties of loss functions in neural networks.

problem Understanding how different regularizers affect the geometric properties of loss functions in neural networks.
method Examined several regularizers, including weight decay, to determine if the regularized loss function becomes Morse.
result For certain regularizers, the regularized loss function becomes Morse, indicating a change in geometric properties.