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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.

168,657 papers · 148 categories

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0111 · Aug 202019922001200920172026
3 results for minimization-majorization

Paper proposes an algorithm for robust estimation using Huber's criterion.

problem Non-convexity and non-robustness of joint maximum likelihood estimation.
method Block-wise minimization majorization framework with data-adaptive step sizes.
result Improved convergence and robustness in sparse learning.

Method identifies low-dimensional structure in high-dimensional probability measures.

problem Identifying low-dimensional structure in high-dimensional probability measures.
method Extends prior work on minimizing majorizations of the Kullback-Leibler divergence to identify optimal approximations within a specific class of measures.
result Connection between dimensional logarithmic Sobolev inequality and approximations with the ansatz.

BMM algorithm improves convergence for nonconvex optimization problems.

problem Constrained nonsmooth nonconvex optimization problems.
method Block majorization-minimization with diminishing radius.
result Improved convergence rate for nonconvex optimization problems.