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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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2955908851,180 · Jun 202019922001200920182026
48 results for minmax method

In this paper, we will study the existence problem of minmax minimal torus. We use classical conformal invariant geometric variational methods. We prove a theorem about the existence of minmax minimal torus in Theorem 5.1. Firstly we prove a strong uniformization result(Proposition 3.1) using method of [1]. Then we use…

2009-04-09abs ↗pdf ↗

The paper evaluates contingent claim prices using trajectory-based models without probabilistic assumptions.

problem Evaluating contingent claim prices in markets without probabilistic or topological assumptions.
method Develops a backward recursive method and dynamic programming to evaluate minmax bounds.
result Defines a global minmax optimization problem as a local one, reducing complexity.

Proves existence of a single-valued minimal hypersurface in compact manifolds.

problem Existence of multiplicity-1 minimal hypersurfaces in compact Riemannian manifolds.
method Modified minmax construction with Allen-Cahn approximation and valley point optimization.
result Existence of a smooth, closed minimal hypersurface with multiplicity 1 in bumpy metrics.

Study examines the scenario approach for robust optimization, focusing on nonconvex cases.

problem Robust optimization with nonconvex uncertainty sets.
method Scenario approach via i.i.d sampling, analysis of concentration of measures, asymptotic and finite sample guarantees.
result Obstruction to consistency in noncompact decision sets, finite sample guarantees for nonconvex problems.

New proof of minimal hypersurface existence in manifolds with positive Ricci curvature.

problem Existence of minimal hypersurfaces in manifolds with positive Ricci curvature.
method One-parameter minmax construction via Allen--Cahn energy.
result Existence of a multiplicity-1 closed minimal hypersurface.

The study finds a continuous map achieving minmax area under Legendrian constraints.

problem Finding minmax areas under Legendrian constraints in 5D Sasakian manifolds.
method Continuous conformal Legendrian map with bounded multiplicity satisfying a weak Hamiltonian Minimal Equation.
result Continuous map achieving minmax area with bounded multiplicity.

Gradient descent-ascent converges to strict local minmax equilibria with a finite timescale separation.

problem Analyzing the convergence of gradient descent-ascent in non-convex, non-concave games with a finite timescale separation.
method Investigates the role of a finite timescale separation parameter τ on gradient descent-ascent in two-player zero-sum games, providing convergence rates and non-convergence results.
result Gradient descent-ascent converges to strict local minmax equilibria for a finite timescale separation parameter τ*.

The study improves model selection by considering curvature in statistical manifolds.

problem Model selection and avoiding overfitting in statistical manifolds.
method Assuming a smooth manifold, using Riemannian geometry tools, and deriving minmax regret.
result Deriving a sharper expression for minmax regret in statistical manifolds.

Study on optimal rates for sequential probability assignment using smoothed analysis.

problem Optimal rates for sequential probability assignment under smoothed adversaries.
method General-purpose reduction from minimax rates to transductive learning, development of an efficient algorithm using MLE oracle.
result Optimal (logarithmic) fast rates for parametric and finite VC dimension classes, sublinear regret for general classes.

ADMM algorithm solves nonlinear matrix decompositions efficiently.

problem Nonlinear matrix decompositions for various applications.
method Alternating Direction Method of Multipliers (ADMM) for nonlinear matrix factorization.
result The method efficiently solves diverse nonlinear matrix decompositions.

Bayesian adversaries can outsmart traditional adversarial attacks.

problem Bayesian adversaries can manipulate machine learning models through small perturbations.
method Developed a continuous-time particle system (Abram) to approximate the gradient flow of the Bayesian adversarial robustness problem.
result Abram approximates the minimizer of the Bayesian adversarial robustness problem under certain assumptions.

New theory for area of Legendrian surfaces, proving smoothness and variational results.

problem Understanding the area of Legendrian surfaces under constraints.
method Introducing PHSLVs, proving sequential compactness, regularity, and variational results.
result Generalized regularity theory for Legendrian surfaces, achieving variational minima.

The paper improves the empirical bootstrap method for non-normal estimators.

problem Theoretical properties of empirical bootstrap for non-asymptotically normal estimators.
method Establishing limiting distribution, deriving consistency conditions, proposing alternative methods.
result The empirical bootstrap method can be asymptotically consistent under stability conditions.

AAS optimizes neural network PDE approximations by adaptively sampling.

problem Statistical errors from random samples in neural network PDE approximations.
method Minmax formulation to optimize neural network and training set samples.
result Reduces Monte Carlo approximation error for a given sample size.

Paper accelerates conformal prediction by using approximate leave-one-out estimators.

problem Limited computational cost for conformal prediction.
method Incorporates approximate leave-one-out estimators to accelerate conformal prediction.
result ALO-based methods achieve comparable coverage and efficiency to exact methods but with significantly reduced runtime.

Paper characterizes phase transition of TV minimization for sparse-gradient signal recovery.

problem Characterizing phase transitions of TV minimization for sparse-gradient signal recovery.
method Combines AMP conjectured phase transition curve and high-dimensional convex geometry.
result Fully characterizes the phase transition curve of TV minimization.

This work finds mixed equilibria in zero-sum games using interacting particle dynamics.

problem Finding mixed equilibrium points in continuous minmax games.
method A method based on entropic regularisation of two-layer zero-sum games with interacting particle dynamics.
result The sequence of empirical measures of the particle system satisfies a large deviation principle as the number of particles grows to infinity, implying convergence of the empirical measure and the Nikaidô-Isoda error.

The paper constructs critical points of area using min-max method with penalization and viscosity.

problem Constructing critical points of minimal surface area using relaxed functional.
method Min-max construction with penalization and viscosity method.
result Critical points converge to smooth minimal immersions under entropy condition.

Paper proposes a new approach to improve WGAN training and achieves state-of-the-art results.

problem Difficulty in training GANs, especially Wasserstein GANs.
method Introduces a consistency term to enforce Lipschitz continuity in WGAN training.
result Achieves inception score of more than 5.0 with only 1,000 CIFAR-10 images and exceeds 90% accuracy on CIFAR-10 with 4,000 labeled images.

New method improves support estimation for unknown distributions.

problem Estimating the support size of an unknown distribution.
method Regularized Weighted Chebyshev Approximations, joint optimization of bias and variance, linear programming.
result Significant improvements in worst-case risk for synthetic data and accurate bacterial genus estimation for microbiome data.

Study analyzes symmetric two-armed Bernoulli bandit problem with zero mean gap.

problem Analyzing symmetric two-armed Bernoulli bandit problem with zero mean gap.
method Associated with a solution of a linear heat equation, compute leading order terms of minmax optimal regret and pseudoregret.
result Explicitly compute leading order terms in three scaling regimes for the gap.

Proposes an adversarial algorithm to learn unbiased representations via HGR coefficient.

problem Learning fair representations without sensitive attribute information.
method Adversarial algorithm using Hirschfeld-Gebelein-Renyi (HGR) maximal correlation coefficient.
result Significant improvements in bias mitigation compared to existing methods.

GANs can learn hierarchical distributions in real-world images efficiently.

problem Understanding and efficiently learning complex, real-world distributions with GANs.
method Formally studying how GANs can learn hierarchically generated distributions close to real-life image distributions using SGDA.
result Training GANs via SGDA can efficiently learn distributions with a 'forward super-resolution' structure, both in sample and time complexities.

SMP estimator improves density and logistic regression under misspecification.

problem Improper estimator for optimal excess risk in misspecified models.
method SMP minimizes a new excess risk bound for statistical learning.
result SMP achieves optimal excess risk of O((d+B2R2)/n)O((d + B^2R^2)/n) for logistic regression.

The study connects Gaussian quadrature methods to sigma-point methods in filtering and smoothing.

problem Understanding the relationship between Gaussian quadrature and sigma-point methods.
method Interpreting sigma-point methods as Gaussian quadrature methods with specific covariance functions, and discussing criteria for selecting sigma-point locations.
result Many sigma-point methods can be seen as Gaussian quadrature methods with specific covariance functions, and this interpretation extends to multivariate Gauss--Hermite integration methods and related spherical cubature rules.

A new method combines Laplace and Variational Bayes for scalable inference.

problem Complex models and large datasets make exact inference infeasible.
method Low-Rank Variational Bayes Correction (VBC) using Laplace method and Variational Bayes correction in a lower dimension.
result The method ensures scalability in both model complexity and data size.