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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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48 results for maximally monotone operators

Study solves optimal portfolio selection using HJB equation.

problem Optimal portfolio selection problem.
method Maximal monotone operator method, Banach fixed-point theorem, Fourier transform, monotone operators technique.
result Existence and uniqueness of solution to HJB equation.

New algorithms solve monotone inclusions and convex-concave minimax problems.

problem Solving maximally monotone equations and inclusions.
method Developed new accelerated algorithms based on Halpern-type fixed-point iteration and Popov's past extra-gradient method.
result Achieved O(1/k)\mathcal{O}(1/k) convergence rates for various problems.

New methods solve MI problems with locally Lipschitz operators, improving solution efficiency.

problem Solving monotone inclusions with locally Lipschitz continuous operators.
method Primal-dual extrapolation methods using backtracking line search.
result Improved operation complexity for solving MI problems.

The paper solves a complex financial optimization problem using a novel mathematical technique.

problem Optimizing portfolio selection in financial markets.
method Maximal monotone operator method and Riccati transformation.
result Existence and uniqueness of a solution to the transformed parabolic equation in a Sobolev space.

In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a subclass of non-convex optimization that provides both theoretical and practical guar…

2019-09-25abs ↗pdf ↗

New method improves submodular maximization for machine learning applications.

problem Inexact monotonicity in submodular functions limits traditional algorithms' performance.
method Introduces monotonicity ratio as a continuous version of monotonicity, leading to improved approximation guarantees.
result Improved approximation ratios for movie recommendation, quadratic programming, and image summarization.

Geometrically studies Moore-Penrose inverse and polar decomposition continuity.

problem Continuity of Moore-Penrose inverse for perturbations by operator ideals.
method Geometric construction using essential codimension and Banach-Lie group action.
result Moore-Penrose inverse is a real analytic map between manifolds.

New algorithm maximizes non-monotone adaptive submodular functions in linear time.

problem Maximizing non-monotone adaptive submodular functions subject to a cardinality constraint.
method Developed a linear-time algorithm for non-monotone adaptive submodular maximization.
result Achieved a 1/eε1/e-ε approximation ratio with O(nε2logε1)O(nε^{-2}\log ε^{-1}) value oracle queries.

Differentially private algorithms for submodular maximization under various constraints.

problem Maximizing decomposable submodular functions under constraints while preserving privacy.
method Designing differentially private algorithms for both monotone and non-monotone decomposable submodular maximization under general matroid constraints.
result Improved utility guarantees and competitive performance compared to non-private algorithms.

This is a revised version of our short note [arxiv.math.DG/0403065] where we discuss the monotonicity of the eigen-values of the Laplacian operator to the Ricci-Hamilton flow on a compact or a complete non-compact Riemannian manifold. We show that the eigenvalue of the Lapacian operator on a compact domain associated w…

2005-11-11abs ↗pdf ↗

The paper studies continuous submodular functions and their optimization.

problem Maximizing continuous submodular functions in poly. time.
method Characterization of continuous submodularity, operations preserving it, and algorithms for constrained maximization.
result Continuous submodularity is equivalent to a weak DR property, leading to continuous DR-submodular functions with the full DR property.

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 this expository article, we discuss various monotonicity formulas for parabolic and elliptic operators and explain how the analysis of the function spaces and the geometry of the underlining spaces are intertwined. After briefly discussing some of the well-known analytical applications of monotonicity for parabolic …

2012-05-30abs ↗pdf ↗

The paper characterizes optimal dynamic portfolios for a modified mean-variance utility.

problem Optimal dynamic portfolio choice for a modified mean-variance utility.
method Complete characterization under minimal assumptions, no restrictions on asset return moments.
result Maximal MMV utility is linked to the monotone Sharpe ratio, with global squared MSR as the nominal yield.

The paper tackles robust submodular maximization under matroid constraints, providing approximation algorithms for summary extraction.

problem Maximizing submodular functions while ensuring high value even after deletions.
method Constant-factor approximation algorithms for centralized and streaming settings, considering both non-monotone and monotone objectives.
result Approximation algorithms with space complexity depending on matroid rank and deleted elements, achieving improved factors in monotone cases.

New method tackles online DR-submodular maximization with improved regret guarantees.

problem Online maximization of non-monotone DR-submodular functions over down-closed convex sets.
method 1/e-linearization through exponential reparametrization, surrogate potential, and reduction to online linear optimization.
result Achieves O(T1/2)O(T^{1/2}) static regret with single gradient query per round, improving state of the art.

The study calculates Weyl entropy in spacetime regions and shows its monotonic behavior.

problem Calculating and understanding Weyl entropy in spacetime regions.
method Introducing a candidate density for Weyl entropy in perfect fluid regions and analyzing its behavior in compact spacetime regions.
result Weyl entropy is shown to be monotonic in time and maximal in vacuum static metrics.

The paper examines lattice homology invariants of Seifert homology spheres.

problem Understanding homology cobordism invariants for Seifert fibered integral homology 3-spheres.
method Utilizes lattice homology and Heegaard Floer homology to study invariants.
result Reproves and extends the invariance of Seifert homology spheres' dd-invariants and maximal monotone subroots.

New accelerators for EM improve convergence speed in complex mixture models.

problem Improving the convergence speed of the EM algorithm for complex mixture models.
method Derive a new operator connecting global descent and local convergence, and use it to develop two acceleration strategies.
result Two new acceleration strategies (G-Accelerator and Geo-Adaptive) significantly improve EM algorithm performance.

A new stochastic primal--dual algorithm for solving a composite optimization problem is proposed. It is assumed that all the functions/operators that enter the optimization problem are given as statistical expectations. These expectations are unknown but revealed across time through i.i.d. realizations. The proposed al…

2019-01-23abs ↗pdf ↗

Paper tackles stochastic kk-submodular bandits with full feedback, achieving sublinear regret.

problem Online optimization of kk-submodular functions with full-bandit feedback.
method Proposes online algorithms for various kk-submodular stochastic combinatorial multi-armed bandit problems.
result Achieves sublinear αα-regret bounds for multiple kk-submodular stochastic combinatorial multi-armed bandit problems.

In this work we generalise various recent results on the evolution and monotonicity of the eigenvalues of certain geometric operators under specified geometric flows. Given a closed, compact Riemannian manifold (Mn,g(t))\big(M^n,g(t)\big) and a smooth function ηC(M)η\in C^{\infty}(M) we consider the family of operators $\mathbb{…

2017-06-19abs ↗pdf ↗

Additive Gaussian process framework handles monotonicity constraints in high dimensions.

problem Handling monotonicity constraints in high-dimensional data.
method Additive Gaussian process framework with MaxMod algorithm for dimension reduction.
result Framework enables to satisfy monotonicity constraints everywhere in the input space.

New algorithm for competing influence spread in unknown networks.

problem Maximizing influence spread in a social network with unknown probabilities.
method Combinatorial multi-armed bandit (CMAB) framework, Triggering Probability Modulated (TPM) condition, OCIM-TS, OCIM-OFU, OCIM-ETC.
result Sublinear Bayesian and frequentist regret for OCIM-TS and OCIM-OFU, respectively.

Study proves boundedness of operators in variable exponent Morrey spaces.

problem Boundedness of operators in global Morrey-type spaces with variable exponents.
method Analysis of Hardy-Littlewood maximal operator and potential type operator in variable exponent Morrey spaces.
result Boundedness of the Hardy-Littlewood maximal operator and potential type operator in global Morrey-type spaces with variable exponents.

Non-affine aggregation rules cannot preserve monotonicity in convex learning.

problem Designing non-affine aggregation rules that maintain monotonicity in convex learning.
method Proving that monotonicity of aggregated gradients is preserved only if the aggregation rule is positively affine.
result Non-affine aggregation prevents steady convergence and substantially degrades algorithmic stability.

In this paper, we mainly investigate continuity, monotonicity and differentiability for the first eigenvalue of the pp-Laplace operator along the Ricci flow on closed manifolds. We show that the first pp-eigenvalue is strictly increasing and differentiable almost everywhere along the Ricci flow under some curvature a…

2009-12-24abs ↗pdf ↗

New algorithms reduce regret for online submodular maximization under various conditions.

problem Online optimization of submodular functions with adversarial or random utilities.
method Characterized strongly DR-submodular functions and derived bounds for different utility classes.
result Logarithmic regret bounds for adversarial strongly DR-submodular functions and submodular functions with random order.

In this paper we study a robust expected utility maximization problem with random endowment in discrete time. We give conditions under which an optimal strategy exists and derive a dual representation for the optimal utility. Our approach is based on a general representation result for monotone convex functionals, a fu…

2017-12-20abs ↗pdf ↗