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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.

168,786 papers · 148 categories

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1.6%3.1%4.7%6.3% · Feb 199619922001200920172026
48 results for monotonic decrease

GradaGrad adapts learning rate non-monotonically, overcoming AdaGrad's step size decrease.

problem Fixed learning rate in AdaGrad leads to step size decrease over time.
method Introduces GradaGrad, which grows or shrinks the learning rate based on a different accumulation in the denominator.
result GradaGrad achieves similar convergence rates as AdaGrad and demonstrates non-monotone adaptation.

In this paper, we study the relation of the monotonicity of Hawking Mass and geometric flow problems. We show that along the Hamilton-DeTurck flow with bounded curvature coupled with the modified mean curvature flow, the Hawking mass of the hypersphere with a sufficiently large radius in Schwarzschild spaces is monoton…

2008-05-26abs ↗pdf ↗

Recent reports have described that the equivalent sample size (ESS) in a Dirichlet prior plays an important role in learning Bayesian networks. This paper provides an asymptotic analysis of the marginal likelihood score for a Bayesian network. Results show that the ratio of the ESS and sample size determine the penalty…

2012-03-15abs ↗pdf ↗

Large GD stepsizes improve margins and speed up training for non-homogeneous networks.

problem Training efficiency and margin improvement in non-homogeneous two-layer networks.
method Investigation of two distinct phases in GD training, showing margin growth and empirical risk decrease.
result Large GD stepsizes lead to faster convergence and improved margins in non-homogeneous networks.

Gradient descent on neural nets often operates at the Edge of Stability, where loss behavior is complex but loss decreases over time.

problem Understanding the optimization dynamics of neural networks at the Edge of Stability.
method Empirical demonstration of gradient descent behavior in neural network training.
result Gradient descent on neural networks typically occurs at the Edge of Stability, where loss behavior is non-monotonic but loss decreases over time.

The paper analyzes high-dimensional kernel regression, showing different risk curves based on data and regularization.

problem Characterizing generalization properties of high-dimensional kernel ridge regression.
method Bias-variance decomposition of the expected excess risk, considering different regularization schemes and data eigen-profiles.
result The risk curve of kernel regression can be double-descent-like, bell-shaped, or monotonic, depending on n, d, and regularization level.

Nonnegative matrix factorization (NMF) factorizes a non-negative matrix into product of two non-negative matrices, namely a signal matrix and a mixing matrix. NMF suffers from the scale and ordering ambiguities. Often, the source signals can be monotonous in nature. For example, in source separation problem, the source…

2015-05-01abs ↗pdf ↗

New models ensure monotonicity in preference learning, improving accuracy especially with limited data.

problem Failure of widely used preference learning models to maintain monotonicity.
method Proposed Linear Generalized Bradley-Terry models with Diffusion Priors.
result New models improve accuracy, especially with limited data.

Proves flows of two-convex Lagrangians are regular, global, and converge.

problem Proves regularity, global existence, and convergence of Lagrangian mean curvature flows in the two-convex case.
method Uses a newly discovered monotone quantity to control two-convexity.
result Proves results for the mean curvature flow of area-decreasing Lagrangian submanifolds.

ATSM are widely applied for pricing of bonds and interest rate derivatives but the consistency of ATSM when the short rate, r, is unbounded from below remains essentially an open question. First, the standard approach to ATSM uses the Feynman-Kac theorem which is easily applicable only when r is bounded from below. Sec…

2004-04-05abs ↗pdf ↗

The paper proves a transformation theorem under a monotone property of almost Euclidean factors of geodesic balls.

problem The non-increasing property of numbers of almost Euclidean factors of geodesic balls.
method Proves a transformation theorem under a non-decreasing property compared to the non-increasing property.
result Shows that for a manifold with nonnegative Ricci curvature, if its universal cover is polar at infinity and the number of almost Euclidean factors is monotone, then its fundamental group is finitely generated and virtually abelian.

Numerical observations on martingale couplings are confirmed under certain conditions.

problem Understanding the validity of numerical observations on maximizers and minimizers of martingale couplings.
method Investigation of sufficient conditions and counterexamples for the property to hold.
result The non-decreasing property of martingale couplings is preserved for maximizers under specific conditions.

In this article, we introduce a mass-decreasing flow for asymptotically flat three-manifolds with nonnegative scalar curvature. This flow is defined by iterating a suitable Ricci flow with surgery and conformal rescalings and has a number of nice properties. In particular, wormholes pinch off and nontrivial spherical s…

2011-07-16abs ↗pdf ↗

Topological entropy decreases strictly along Ricci flow near hyperbolic metrics.

problem Understanding entropy changes in flows near hyperbolic metrics.
method Analysis of geodesic flow on Riemannian manifolds with variable negative curvature.
result Topological entropy strictly decreases along normalized Ricci flow near hyperbolic metrics.

Monotonic Linear Interpolation property in neural networks persists despite non-convexity.

problem Understanding the geometric properties of neural network loss landscapes.
method Tools from differential geometry to analyze the monotonicity of neural network weights.
result Sufficient conditions for the Monotonic Linear Interpolation property under mean squared error.

As surrogate functions of L0L_0-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank matrix recovery. However, different from convex optimization, solving the nonconvex l…

2014-04-29abs ↗pdf ↗

We consider a closed manifold M with a Riemannian metric g(t) evolving in direction -2S(t) where S(t) is a symmetric two-tensor on (M,g(t)). We prove that if S satisfies a certain tensor inequality, then one can construct a forwards and a backwards reduced volume quantity, the former being non-increasing, the latter be…

2009-05-14abs ↗pdf ↗

This work explains how large neural networks generalize well despite overparameterization.

problem Understanding the generalization behavior of large neural networks.
method Theoretical analysis of approximation and generalization errors in regression and classification tasks.
result Deep overparameterized neural networks are statistically consistent across different tasks when regularization is applied.

Study non-monotonic loss functions in CRC, achieving valid risk control with large calibration samples.

problem Non-monotonic loss functions in CRC, violating existing theory's monotonicity assumption.
method Finite grid selection, calibration sample size analysis, Lipschitz continuity, monotonicity, distribution shift.
result Valid CRC achieved with large calibration samples, optimal excess risk rate of log(m)/n\sqrt{\log(m)/n}.

Improved analysis of extragradient methods for structured VIPs.

problem Efficiently solving large-scale VIPs with weaker conditions.
method Single-call stochastic extragradient methods with expected residual condition.
result Convergence guarantees for quasi-strongly monotone and weak Minty VIPs.

We study convexity and monotonicity properties for prices of bonds and bond options when the short rate is modeled by a diffusion process. We provide conditions under which convexity of the price in the short rate is guaranteed. Under these conditions the price is decreasing in the drift and increasing in the volatilit…

2007-02-15abs ↗pdf ↗

We extend short-time existence and stability of the Dirichlet energy flow as proven in a previous paper by the authors to a broader class of energy functionals. Furthermore, we derive some monotonely decreasing quantities for the Dirichlet energy flow and investigate an equation of soliton type. In particular, we show …

2012-01-05abs ↗pdf ↗

In financial time series there are periods in which the value increases or decreases monotonically. We call those periods elemental trends and study the probability distribution of their duration for the indices DJIA, NASDAQ and IPC. It is found that the trend duration distribution often differs from the one expected u…

2012-11-13abs ↗pdf ↗

Study eigenvalues of surfaces with collapsing handles or cross caps.

problem Understanding eigenvalues on surfaces with added handles or cross caps.
method Careful construction of surfaces with collapsing handles or cross caps; analysis of eigenvalues under different conditions.
result Eigenvalues of the first eigenvalue on surfaces can be strictly increased or decreased based on initial symmetries.

In this paper, we investigate the attractive properties of the proximal gradient algorithm with inertia. Notably, we show that using alternated inertia yields monotonically decreasing functional values, which contrasts with usual accelerated proximal gradient methods. We also provide convergence rates for the algorithm…

2018-01-17abs ↗pdf ↗

FISAR uses neural networks to optimize safe reinforcement learning with forward-invariant constraints.

problem Safe reinforcement learning with constraints in safety-critical environments.
method Imposing linear constraints on policy parameters' updating dynamics, using a DNN-based optimizer to satisfy these constraints.
result The policy decreases constraint violation and maximizes cumulative reward monotonically.

In this paper, we extend the ββ-CNMF to two dimensions and derive exact multiplicative updates for its factors. The new updates generalize and correct the nonnegative matrix factor deconvolution previously proposed by Schmidt and Mørup. We show by simulation that the updates lead to a monotonically decreasing ββ-dive…

2018-11-05abs ↗pdf ↗

The paper tackles rested bandits with non-decreasing and concave rewards, deriving lower bounds and an efficient algorithm.

problem Studying the sample complexity and optimal strategies for rested bandits with specific reward properties.
method Deriving regret lower bounds and designing an efficient algorithm R-ed-UCB with theoretical and empirical analysis.
result An efficient algorithm R-ed-UCB with a regret bound of O~(T23)\widetilde{\mathcal{O}}(T^{\frac{2}{3}}) under certain conditions.

Two new methods improve monotonic constraint enforcement in regression and classification trees.

problem Improving monotonic constraints in regression and classification trees.
method Proposed two new methods: one yields better results than LightGBM, the other yields even better results but is slower.
result The best method consistently beats the current implementation of LightGBM, achieving up to 1% loss reduction.

New metric shows how different regularization methods affect deep linear networks.

problem Understanding the training dynamics of deep linear networks.
method Introduced a new metric called layer imbalance to analyze training dynamics. Demonstrated behavior of different regularization methods and stochastic gradient descent.
result Different regularization methods behave similarly, leading to a flat minima.