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.
We introduce non-smooth symplectic forms on manifolds and describe corresponding Poisson structures on the algebra of Colombeau generalized functions. This is achieved by establishing an extension of the classical map of smooth functions to Hamiltonian vector fields to the setting of non-smooth geometry. For mildly sin…
Given a convex optimization problem and its dual, there are many possible first-order algorithms. In this paper, we show the equivalence between mirror descent algorithms and algorithms generalizing the conditional gradient method. This is done through convex duality, and implies notably that for certain problems, such…
In high dimensional sparse regression, pivotal estimators are estimators for which the optimal regularization parameter is independent of the noise level. The canonical pivotal estimator is the square-root Lasso, formulated along with its derivatives as a "non-smooth + non-smooth" optimization problem. Modern technique…
The paper develops bounds and regularity for minimal boundaries in non-smooth spaces with Ricci curvature.
problem Minimal boundaries in non-smooth spaces with Ricci curvature.
method Intrinsic theory of Laplacian bounds, PDE principle, sharp Laplacian bounds on distance function, regularity theory for perimeter-minimizing boundaries.
result Sharp Laplacian bounds and regularity results for perimeter-minimizing boundaries.
In this paper, we develop a novel {\bf ho}moto{\bf p}y {\bf s}moothing (HOPS) algorithm for solving a family of non-smooth problems that is composed of a non-smooth term with an explicit max-structure and a smooth term or a simple non-smooth term whose proximal mapping is easy to compute. The best known iteration compl…
We provide improved convergence rates for various \emph{non-smooth} optimization problems via higher-order accelerated methods. In the case of ℓ∞ regression, we achieves an O(ε−4/5) iteration complexity, breaking the O(ε−1) barrier so far present for previous methods. We arrive at a similar rate fo…
Using tools and results from geometric measure theory, we give a simple new proof of the main result (Theorem 1.3) in K. Kondo and M. Tanaka, Approximation of Lipschitz Maps via Immersions and Differentiable Exotic Sphere Theorems, \textit{Nonlinear Anal.} \textbf{155} (2017), 219--249, as well as the converse statemen…
In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure corresponding to that penalty should be enforced. Typically the parameters are c…
In this paper we consider the problem of minimizing composite objective functions consisting of a convex differentiable loss function plus a non-smooth regularization term, such as L1 norm or nuclear norm, under Rényi differential privacy (RDP). To solve the problem, we propose two stochastic alternating direction m…
Wasserstein distributionally robust optimization (DRO) has recently achieved empirical success for various applications in operations research and machine learning, owing partly to its regularization effect. Although connection between Wasserstein DRO and regularization has been established in several settings, existin…
Generative Adversarial Networks (GANs) are one of the most practical methods for learning data distributions. A popular GAN formulation is based on the use of Wasserstein distance as a metric between probability distributions. Unfortunately, minimizing the Wasserstein distance between the data distribution and the gene…
We study hyperbolic polyhedral surfaces with faces isometric to regular hyperbolic polygons satisfying that the total angles at vertices are at least 2π. The combinatorial information of these surfaces is shown to be identified with that of Euclidean polyhedral surfaces with negative combinatorial curvature everywher…
Study proves solenoidal injectivity for tensor fields on curved manifolds with low regularity.
problem Injectivity for tensor fields on negatively curved manifolds with low regularity metrics.
method Pestov energy estimates for transport equation on non-smooth unit sphere bundle, keeping track of regularity, and using functions with more vertical than horizontal regularity.
result Proves solenoidal injectivity for tensor fields on simple Riemannian manifolds with C1,1 metrics and non-positive sectional curvature.
We consider first-order differential operators with locally bounded measurable coefficients on vector bundles with measurable coefficient metrics. Under a mild set of assumptions, we demonstrate the equivalence between the essential self-adjointness of such operators to a negligible boundary property. When the operator…
This paper presents an asynchronous incremental aggregated gradient algorithm and its implementation in a parameter server framework for solving regularized optimization problems. The algorithm can handle both general convex (possibly non-smooth) regularizers and general convex constraints. When the empirical data loss…
Difference of convex (DC) functions cover a broad family of non-convex and possibly non-smooth and non-differentiable functions, and have wide applications in machine learning and statistics. Although deterministic algorithms for DC functions have been extensively studied, stochastic optimization that is more suitable …
We propose an inference method to estimate sparse interactions and biases according to Boltzmann machine learning. The basis of this method is L1 regularization, which is often used in compressed sensing, a technique for reconstructing sparse input signals from undersampled outputs. L1 regularization impedes the …
The purpose of this work is to develop and study a distributed strategy for Pareto optimization of an aggregate cost consisting of regularized risks. Each risk is modeled as the expectation of some loss function with unknown probability distribution while the regularizers are assumed deterministic, but are not required…