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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.

168,742 papers · 148 categories

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138275413550 · Jun 202019922001200920172026
48 results for lower bound constraint

The paper solves a consumption-investment problem with state-dependent lower bounds.

problem A life-time consumption-investment problem with a state-dependent lower bound on consumption.
method Transformed the problem into a state-independent control problem to apply standard theory.
result Explicit optimal strategies provided for both homogeneous and non-homogeneous constraints.

New methods for efficient exploration under unknown linear constraints in bandits.

problem Optimizing decisions under unknown linear constraints in bandit problems.
method Lagrangian relaxation, computationally efficient extensions of existing methods, constraint-adaptive stopping rule.
result LAGEX achieves asymptotically optimal sample complexity, LATS shows asymptotic optimality up to novel constants.

Lower bounds for geodesic ball volume in 3D with Ricci curvature constraints.

problem Finding volume bounds in 3D manifolds with Ricci curvature limits.
method Providing lower bounds for geodesic ball volume with upper bounds on Ricci curvature.
result Established lower bounds for geodesic ball volume under Ricci curvature constraints.

We study distributed estimation methods under communication constraints in a distributed version of the nonparametric random design regression model. We derive minimax lower bounds and exhibit methods that attain those bounds. Moreover, we show that adaptive estimation is possible in this setting.

2018-04-03abs ↗pdf ↗

ACOL learns constraints from human preferences in driving simulations.

problem Learning constraints from human preferences in driving simulations.
method Adaptive Constraint Learning (ACOL) algorithm for constrained linear best-arm identification.
result ACOL's sample complexity matches worst-case lower bound and is significantly tighter in the average case.

The class of Riemannian orbifolds of dimension n defined by a lower bound on the sectional curvature and the volume and an upper bound on the diameter has only finitely many members up to orbifold homeomorphism. Furthermore, any class of isospectral Riemannian orbifolds with a lower bound on the sectional curvature is …

2014-01-03abs ↗pdf ↗

We investigate the structure of good deal bounds, which are subintervals of a no-arbitrage pricing bound, for financial market models with convex constraints as an extension of Arai and Fukasawa (2014). The upper and lower bounds of a good deal bound are naturally described by a convex risk measure. We call such a risk…

2015-06-01abs ↗pdf ↗

Study on efficient estimation of Gaussian mean with limited communication.

problem Estimating Gaussian mean under communication constraints.
method Decomposition into localization and refinement stages, development of communication-efficient and statistically optimal procedures.
result Established minimax rates of convergence and developed optimal procedures.

Smooths metrics on manifolds with curvature bounds and injectivity radius constraints.

problem Smooth metrics on manifolds with curvature and injectivity constraints.
method Bi-Lipschitz smoothing with controlled smoothing and volume lower bounds.
result Proves existence of smooth metrics with curvature bounds and injectivity radius constraints.

We show how to compute lower bounds for the supremum Bayes error if the class-conditional distributions must satisfy moment constraints, where the supremum is with respect to the unknown class-conditional distributions. Our approach makes use of Curto and Fialkow's solutions for the truncated moment problem. The lower …

2011-05-15abs ↗pdf ↗

The paper studies heat kernels on weighted Riemannian manifolds with curvature bounds.

problem Estimating heat kernels on weighted Riemannian manifolds with lower Ricci curvature bounds.
method Establishing parabolic Harnack inequalities, proving Gaussian bounds for heat kernels, and constructing Li-Yau-type gradient estimates.
result Gaussian upper and lower bounds for the heat kernel, Liouville theorem, uniqueness property, and eigenvalue bounds.

We overview main topics and ideas in spaces with their scalar curvatures bounded from below, and present a more detailed exposition of several known and some new geometric constraints on Riemannian spaces implied by the lower bounds on their scalar curvatures

2019-08-28abs ↗pdf ↗

We prove that the Whitehead link complement and the (-2, 3, 8) pretzel link complement are the minimal volume orientable hyperbolic 3-manifolds with two cusps, with volume 3.66... = 4 x Catalan's constant. We use topological arguments to establish the existence of an essential surface which provides a lower bound on vo…

2008-03-31abs ↗pdf ↗

Study contextual bandits with stage-wise constraints, proving regret bounds and extending results.

problem Contextual bandits with stage-wise constraints in high probability and expectation settings.
method Upper-confidence bound algorithms for linear and non-linear reward/cost functions, extending to multiple constraints.
result Regret bounds for various settings, including non-linear reward/cost functions.

Improved regret bounds for contextual combinatorial semi-bandits with linear payoffs.

problem Maximizing rewards in decision-making problems with feature vectors and constraints.
method Proposed C^2UCB algorithm and modified reward estimates for general constraints.
result Optimal regret bounds of C^2UCB algorithm and modified algorithm for various constraints.

The entropy-degree theorem applies to Alexandrov spaces with curvature constraints.

problem Geometric obstructions and volume bounds in singular spaces.
method Developed new degree theorem for Alexandrov spaces using integral currents.
result Entropy-volume minimization prevents metric singularities in Gromov-Hausdorff limits.

New computational lower bounds for clustering and related problems.

problem Statistical-computational gaps in high-dimensional clustering problems.
method Investigation of low-degree polynomials in latent space models to derive lower bounds.
result New and sharper computational lower bounds for clustering, sparse clustering, and biclustering.

VRPG algorithm optimizes convex constraints with non-asymptotic guarantees.

problem Stochastic convex optimization under convex constraints.
method Natural variance reduced proximal gradient (VRPG) algorithm.
result VRPG achieves local minimax lower bound up to constants and log factor of NN.

New lower bounds for private covariance estimation of Gaussian distributions are proven.

problem Proving tight lower bounds for private estimation tasks under differential privacy.
method Generalized fingerprinting method for exponential families and private Assouad method.
result Tight lower bounds for private covariance estimation in Frobenius and spectral norms.

Lower bounds on Bayes risk for realizable models derived using information theory.

problem Deriving lower bounds on Bayes risk for realizable machine learning models.
method Information-theoretic analysis using rate-distortion theory and mutual information.
result Lower bounds on Bayes risk for realizable models, matching known bounds up to logarithmic factors.

New method tackles bilevel optimization with polyhedral constraints.

problem Challenges in bilevel optimization with active-set changes and expensive Hessian inversions.
method Logarithmic barrier smoothing and proxy-gradient algorithm for differentiable approximation.
result Stationarity rates of O(K2/3)O(K^{-2/3}) in deterministic setting and O(K2/5)O(K^{-2/5}) under stochastic noise.

Intersectional constraints improve selection outcomes by reducing inequality.

problem Persistent inequality and reduced utility in selection processes due to implicit bias.
method Introducing intersectional constraints to mitigate the adverse effects of implicit bias in selection processes.
result Intersectional constraints can recover almost all the utility achievable in the absence of implicit bias, offering a significant advantage over non-intersectional constraints.

BILBO optimizes bilevel problems without repeated lower-level optimizations.

problem Challenges in bilevel optimization, especially in noisy, constrained, and derivative-free settings.
method BILevel Bayesian Optimization (BILBO) that optimizes both levels simultaneously, using confidence-bounds and function query selection.
result Theoretical and empirical evidence of BILBO's effectiveness on various problems.

Graph-based framework for provably robust adversarial training.

problem Adversarial robustness of machine learning models.
method Formulates adversarial robustness as loss minimization with a Lipschitz constraint, using graph-based discretization and primal-dual algorithms.
result Establishes a connection between elliptic operators and adversarial learning, and proves fundamental lower bounds on adversarial sensitivity.

VA-LUCB identifies best arm with variance constraint, achieving optimal sample complexity.

problem Identifying the best arm with variance constraint under fixed confidence.
method Parameter-free algorithm VA-LUCB, analyzing sample complexity and proving lower bounds.
result Optimal sample complexity up to a logarithmic factor in HVAH_{VA}, demonstrated by experiments.

Optimal distributed testing under communication constraints with shared randomness.

problem Signal detection in a distributed system with limited communication.
method Derivation of minimax testing errors, distributed testing algorithms, and theoretical lower bounds.
result Consistent nonparametric distributed testing is possible even with minimal communication.

Upper bound for conjugate radius in open manifolds with scalar curvature and spectrum constraints.

problem Bounding the conjugate radius of open manifolds with specific curvature and spectrum conditions.
method Established an upper bound using scalar curvature and bottom-of-spectrum constraints.
result For certain conditions, the conjugate radius is no more than π.