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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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4794141188 · May 202619922001200920172026
48 results for min-max risk

The study uncovers the breakdown of Gaussian universality in high-dimensional empirical risk minimization.

problem Understanding the breakdown of Gaussian universality in high-dimensional empirical risk minimization.
method Extending the Convex Gaussian Min-Max Theorem to non-Gaussian settings, deriving asymptotic min-max characterizations, and proving asymptotic equivalence of regularizers.
result The projection of the ERM estimator onto a test covariate approximately follows a Gaussian convolution under certain conditions.

Study properties of Black-Scholes equation solutions for puttable bonds with credit risk.

problem Properties of solutions to Black-Scholes equation for puttable bonds with credit risk.
method Solution representation, min-max estimation, gradient estimates, strict monotonicity analysis.
result Derivation of analytical pricing formulae for puttable bonds with credit risk.

Framework for worst-case generation using Wasserstein space optimization.

problem Evaluating robustness and stress-testing systems under distribution shifts.
method Min-max optimization over continuous probability distributions in Wasserstein space.
result Global convergence guarantees for the proposed Gradient Descent Ascent scheme.

The worst-case training principle that minimizes the maximal adversarial loss, also known as adversarial training (AT), has shown to be a state-of-the-art approach for enhancing adversarial robustness. Nevertheless, min-max optimization beyond the purpose of AT has not been rigorously explored in the adversarial contex…

2019-06-09abs ↗pdf ↗

Study on double descent behavior in two-layer neural networks for binary classification.

problem Understanding the double descent phenomenon in model test error.
method Two-layer neural network with ReLU activation for binary classification. Quantified model size by sample-to-dimension ratio. Empirical risk minimization using Convex Gaussian Min Max Theorem.
result Observed and investigated the double descent behavior of model test error.

The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence measures. Surprisingly, an equally important problem, estimating an unknown Markov ch…

2018-10-28abs ↗pdf ↗

Equity-Transformer solves NP-hard min-max routing problems efficiently.

problem Min-max routing problems with multiple agents and large-scale applications.
method Sequential planning approach with Transformer and equitable workload distribution inductive biases.
result Significant runtime and cost reductions in min-max mTSP and min-max mPDP tasks.

The paper solves min-max widths on a 3-sphere and strengthens multiplicity theorems.

problem Which min-max widths of the unit 3-sphere lie between 2π22π^2 and 8π?
method Homological min-max theory and stronger versions of multiplicity one theorems.
result Proves the 10th to 13th min-max widths of the unit 3-sphere lie between 2π22π^2 and 8π.

Adaptive momentum method solves non-convex min-max problems.

problem Non-convex min-max optimization problems in training generative adversarial networks.
method Proposes an adaptive momentum algorithm for non-convex min-max optimization.
result Establishes non-asymptotic convergence rates for the proposed algorithm.

New methods solve min-max problems on manifolds using Riemannian Hamiltonians.

problem Min-max optimization on Riemannian manifolds.
method Riemannian Hamiltonian methods (RHM) to minimize the Hamiltonian function.
result RHM leads to correct search directions and global optimality in min-max problems.

We prove that in a closed manifold of dimension between 3 and 7 with a bumpy metric, the min-max minimal hypersurfaces associated with the volume spectrum introduced by Gromov, Guth, Marques-Neves, are two-sided and have multiplicity one. This confirms a conjecture by Marques-Neves. We prove that in a bumpy metric each…

2019-01-04abs ↗pdf ↗

Study how predictions affect the data they're based on, improving generalization guarantees.

problem How well do models generalize when predictions influence the data they're trained on?
method Embed performative predictions into statistical learning theory and prove generalization bounds.
result There's a fundamental trade-off between affecting data and learning from it.

Epoch-GDA achieves optimal convergence rate for SCSC min-max problems.

problem Solving stochastic min-max problems with strong convexity and strong concavity.
method Epoch-wise stochastic gradient descent ascent method (Epoch-GDA) without additional assumptions.
result Achieves the optimal rate of O(1/T)O(1/T) for the duality gap of general SCSC min-max problems.

New framework models algorithmic decisions affecting data distribution, enabling efficient learning.

problem Algorithmic decisions can alter data distribution, affecting model performance.
method Model performative effects as push-forward measures, estimating gradients under shift operators.
result Prove convexity of performative risk, allowing more accurate models to be harder to classify.

The paper bounds the min-max width of embedded circles on spheres and manifolds.

problem Bounding the min-max width of embedded circles on spheres and manifolds.
method Inducing a sweepout by pairs of points in embedded circles from a given sweepout of the sphere by closed curves.
result Lower bounds for the Birkhoff min-max invariant of a Riemannian sphere in terms of the min-max width of its embedded circles.

In this paper, we study the shape of the min-max minimal hypersurface produced by Almgren-Pitts-Schoen-Simon \cite{AF62, AF65, P81, SS81} in a Riemannian manifold (Mn+1,g)(M^{n+1}, g) of positive Ricci curvature for all dimensions. The min-max hypersurface has a singular set of Hausdorff codimension 77. We characterize the …

2015-04-04abs ↗pdf ↗

The study proves a generic multiplicity one theorem for GG-invariant minimal hypersurfaces.

problem Proving a generic multiplicity one theorem for GG-invariant minimal hypersurfaces.
method Equivariant min-max theory and analysis of GG-homology classes.
result Shows a generic multiplicity one theorem for GG-invariant minimal hypersurfaces.

This study reveals a Min-Max property in LeNet's convolutional layers, enhancing adversarial robustness.

problem Uncertainty in the connection weights of convolutional layers in neural networks.
method Demonstrates the Min-Max property through back propagation-based training and a simplified convolution formulation.
result The Min-Max property improves adversarial robustness, indicating a stronger uncertainty in the model parameters.

New Gaussian min-max theorem extends classical results to non-i.i.d. Gaussian matrices.

problem Extending classical Gaussian min-max theorems to non-i.i.d. Gaussian matrices.
method Identifying a new pair of Gaussian processes that satisfy comparison inequalities.
result New Gaussian min-max and convex Gaussian min-max theorems with applications in multi-source Gaussian regression and binary classification.

Generic density of equivariant min-max hypersurfaces in Riemannian manifolds.

problem Finding generic density of equivariant min-max hypersurfaces in Riemannian manifolds.
method Weyl asymptotic law for GG-equivariant volume spectrum, generic density result.
result Generic density of equivariant min-max hypersurfaces in Riemannian manifolds.

We characterize the Zoll Riemannian metrics on a given simply connected spin closed manifold as those Riemannian metrics for which two suitable min-max values in a finite dimensional loop space coincide. We also show that on odd dimensional Riemannian spheres, when certain pairs of min-max values in the loop space coin…

2018-09-23abs ↗pdf ↗

New geometric invariant from min-max width of spheres on Riemannian 2-spheres.

problem Understanding the min-max width of spheres associated to distance functions.
method Application of min-max methods to pairs of points on Riemannian 2-spheres.
result The min-max width does not always equal half the length of a simple closed geodesic.

Given a Riemannian manifold and a closed submanifold, we find a geodesic segment with free boundary on the given submanifold. This is a corollary of the min-max theory which we develop in this article for the free boundary variational problem. In particular, we develop a modified Birkhoff curve shortening process to ac…

2015-04-04abs ↗pdf ↗

In this paper, we develop a min-max theory for the construction of constant mean curvature (CMC) hypersurfaces of prescribed mean curvature in an arbitrary closed manifold. As a corollary, we prove the existence of a nontrivial, smooth, closed, almost embedded, CMC hypersurface of any given mean curvature cc. Moreover…

2017-07-25abs ↗pdf ↗

The study finds anisotropic minimal surfaces in 3-manifolds with smooth boundaries.

problem Finding smooth anisotropic minimal surfaces in closed 3-manifolds.
method Min-max construction with elliptic integrands, uniform upper bound for density ratios.
result Obtains a smooth anisotropic minimal surface in a closed 3-manifold.

In this paper, we study the shape of the min-max minimal hypersurface produced by Almgren-Pitts in \cite{A2}\cite{P} corresponding to the fundamental class of a Riemannian manifold (Mn+1,g)(M^{n+1}, g) of positive Ricci curvature with 2n62\leq n\leq 6. We characterize the Morse index, area and multiplicity of this min-max hyp…

2012-10-07abs ↗pdf ↗

We show that the sum of the Morse indices of the Willmore spheres realising the width of Willmore type sweep-outs is bounded by the number of the parameters of the min-max. As an application, we deduce that among the true Willmore spheres realising the min-max sphere eversion, at most one of them one has index 1, while…

2018-08-23abs ↗pdf ↗

Improved algorithms for convex-concave min-max optimization and monotone variational inequalities.

problem Efficiently solving constrained convex-concave min-max problems and monotone variational inequalities.
method Higher-order methods achieving iteration complexities of O(1/T^{ rac{p+1}{2}}) for p-th order derivatives.
result Achieved improved convergence rates for min-max and monotone variational inequalities.

New algorithm solves min-max optimization problems in a decentralized manner.

problem Solving min-max saddle point games in a decentralized and adaptive manner.
method Developed a decentralized adaptive momentum (DADAM3^3) algorithm for min-max optimization.
result DADAM3^3 achieves non-asymptotic rates of convergence for finding Nash equilibrium points.

Optimizes solving complex min-max problems with stochastic and nonconvex elements.

problem Min-max problems with stochastic and nonconvex elements.
method Combines conic nonexpansiveness, refined inexact Halpern iteration, and multilevel Monte Carlo estimator.
result Optimal or best-known complexity guarantees for $ρ< rac{1}{L}$, improving previous results.