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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.

169,341 papers · 148 categories

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70139209278 · Jun 202019922001200920182026
48 results for maximum convexity

New guarantees for MRLEs in prediction accuracy.

problem Prediction accuracy in high-dimensional statistics.
method Derive guarantees for MRLEs in Kullback-Leibler divergence under convex parametrization and positive homogeneity.
result MRLEs are broadly consistent in prediction regardless of model conditions.

Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables as possible. We show that there exists a maximum such extension, with explicit …

2013-04-30abs ↗pdf ↗

Convex hypersurfaces evolve to spheres under a specific flow.

problem Volume preserving nonhomogeneous mean curvature flow of convex hypersurfaces.
method Monotonicity of isoperimetric ratio, inner and outer radius control, maximum principle arguments.
result Closed convex hypersurfaces converge to round spheres.

The paper solves a thermodynamics problem about crystal shape.

problem Understanding if minimizing free energy with convex potential and mass constraint generates a convex crystal.
method Utilized a stability theorem, convexity, and a new maximum principle approach to prove a three-dimensional convexity theorem.
result Completely settled the Almgren problem in R3\mathbb R^3 under generic conditions.

Paper proves convex domains have one maximum for semi-stable solutions.

problem Analyzing critical points of semi-stable solutions on convex domains.
method Relating critical points to an auxiliary function and using topological degree.
result Positive, semi-stable solutions have exactly one non-degenerate critical point.

Uniqueness of convex self-similar solutions shown for a specific curvature flow.

problem Uniqueness of strictly convex closed self-similar solutions to the Gauss curvature flow.
method Introduced a Pogorelov type computation and applied the strong maximum principle.
result Uniqueness of strictly convex closed smooth self-similar solutions to the αα-Gauss curvature flow with (1/n)<α<1+(1/n)(1/n) < α< 1+(1/n).

New principle for harmonic maps helps study higher-dimensional submanifolds.

problem Understanding unboundedness of totally geodesic projections in higher codimension.
method Introducing a flexible notion of convexity and applying it to harmonic and conformal maps.
result New maximum principle for harmonic maps applicable to various geometric settings.

New framework inscribes maximum volume ellipsoid for structured matrix factorization.

problem Structured matrix factorization with columns in unit simplex.
method Maximum volume inscribed ellipsoid (MVIE) via facet enumeration and convex optimization.
result MVIE framework guarantees exact recovery under certain conditions.

Solves indirect supervision problems with linear methods.

problem Structured prediction with indirect supervision.
method Solves linear system to estimate sufficient statistics, then uses convex optimization for parameter estimation.
result Effective in learning with privacy constraints and from count-based annotations.

Spectrahedral regression fits convex functions via a non-convex optimization problem.

problem Fitting convex functions to data sets.
method Fitting a spectrahedral function (maximum eigenvalue of an affine matrix expression) to the data via an alternating minimization algorithm.
result The alternating minimization algorithm converges geometrically to a small ball around the optimal parameter.

We consider geometric flow equations for contracting and expanding normal velocities, including powers of the Gauss curvature, of the mean curvature, and of the norm of the second fundamental form, and ask whether - after appropriate rescaling - closed strictly convex surfaces converge to spheres. To prove this, many a…

2015-01-28abs ↗pdf ↗

Maximum Variance Unfolding is one of the main methods for (nonlinear) dimensionality reduction. We study its large sample limit, providing specific rates of convergence under standard assumptions. We find that it is consistent when the underlying submanifold is isometric to a convex subset, and we provide some simple e…

2012-08-31abs ↗pdf ↗

Study proves radial symmetry in convex cones using subharmonic functions.

problem Proving radial symmetry in convex cones with boundary conditions.
method Using maximum principle and integral identities for subharmonic functions.
result Proves radial symmetry and Serrin-type results for partially overdetermined problems.

The paper extends convexity results for translating solitons in higher dimensions.

problem Characterizing translating solitons in higher-dimensional spaces.
method Generalization of Spruck-Xiao and Spruck-Sun's convexity results for 11-homogeneous curvature functions.
result Characterizations of grim reaper cylinders under curvature constraints.

We study a robust maximization problem from terminal wealth and consumption under a convex constraints on the portfolio. We state the existence and the uniqueness of the consumption-investment strategy by studying the associated quadratic backward stochastic differential equation (BSDE in short). We characterize the op…

2013-07-02abs ↗pdf ↗

SNEPPPs use squared neural networks to efficiently model Poisson point processes.

problem Efficiently modeling Poisson point processes with flexibility.
method Parameterizing intensity function with squared norm of a two-layer neural network.
result Closed-form integration of intensity function for quadratic time computation.

The paper solves a maximum entropy sampling problem with efficient algorithms and performance guarantees.

problem Selecting the most informative principal submatrix from a covariance matrix.
method Derive a novel convex integer program, develop efficient sampling algorithms with approximation bounds, and analyze local search algorithms.
result Efficient algorithms with near-optimal performance guarantees for solving MESP and A-MESP.

Paper learns Markov models from data with low-rank optimization.

problem Learning Markov models from a single trajectory with latent structure.
method Two maximum likelihood estimation methods: convex with nuclear-norm regularization and nonconvex with rank constraint. Novel DC programming algorithm for nonconvex estimator.
result Accurate estimation of full transition model with trajectory length proportional to state space.

Study finds finitely many non-congruent polygonal domains with same Steklov spectrum.

problem Inverse Steklov problem on convex polygons.
method Analysis of Steklov eigenvalues and isoperimetric bounds.
result For almost all convex polygonal domains, there exist at most finitely many non-congruent domains with the same Steklov spectrum.

We simplify inference for TPP models with latent structures.

problem Intractable marginalization in TPP models with latent structures.
method Approximate inference over latent variables using a tight upper bound on the approximation gap.
result Improved results for models like Survival Analysis.

Harmonic maps pull convex functions on metric spaces to subharmonic ones.

problem Understanding how convex functions behave under harmonic maps on metric spaces.
method Proving subharmonicity of pullbacks of convex functions by harmonic maps in metric spaces.
result The pullback of a convex function by a harmonic map is subharmonic in metric spaces.

Study centers of convex polyhedrons that are independent of parameters.

problem Characterize centers of convex polyhedrons that are independent of parameters.
method Investigate centers defined by Riesz potential and Poisson's integral, providing necessary and sufficient conditions for independence.
result Necessary and sufficient condition for existence of centers independent of parameters.

Classifies ancient solutions to curvature flows on the sphere.

problem Classifying ancient solutions to curvature flows on the sphere.
method Geometric techniques including maximum principle, rigidity result, and Alexandrov reflection argument.
result Any convex, quasi-ancient solution must be stationary or a family of shrinking geodesic spheres.

A nearly tight convex relaxation for sparse Naive Bayes features.

problem Feature selection in large-scale Naive Bayes classification.
method Proposes a convex relaxation for the combinatorial maximum-likelihood problem of feature selection in Naive Bayes.
result The convex relaxation bounds become tight as marginal feature contributions decrease, providing a nearly optimal solution.

A number of discrete and continuous optimization problems in machine learning are related to convex minimization problems under submodular constraints. In this paper, we deal with a submodular function with a directed graph structure, and we show that a wide range of convex optimization problems under submodular constr…

2013-09-26abs ↗pdf ↗