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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.

168,742 papers · 148 categories

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193386578771 · Jun 202019922001200920172026
48 results for operator monotone functions

Proves monotonicity of parabolic frequency on all manifolds without curvature assumptions.

problem Monotonicity of parabolic frequency on manifolds.
method Analyzes parabolic frequency function on manifolds, proving monotonicity without curvature assumptions.
result Monotonicity of parabolic frequency on all manifolds, no curvature assumption needed.

In this expository article, we discuss various monotonicity formulas for parabolic and elliptic operators and explain how the analysis of the function spaces and the geometry of the underlining spaces are intertwined. After briefly discussing some of the well-known analytical applications of monotonicity for parabolic …

2012-05-30abs ↗pdf ↗

A new stochastic primal--dual algorithm for solving a composite optimization problem is proposed. It is assumed that all the functions/operators that enter the optimization problem are given as statistical expectations. These expectations are unknown but revealed across time through i.i.d. realizations. The proposed al…

2019-01-23abs ↗pdf ↗

New positive mass theorem for hyperbolic 3-manifolds using Green functions.

problem Proving a positive mass theorem for asymptotically hyperbolic 3-manifolds.
method Using a monotonicity formula for the Green function of the Laplace operator.
result Established a new positive mass theorem for three-dimensional manifolds.

A new method solves variational inequality problems with multiple constraints without needing optimal Lagrange multipliers.

problem Solving variational inequality problems with multiple functional constraints efficiently.
method Constrained Gradient Method (CGM) for Minty variational inequality problems.
result The Constrained Gradient Method achieves complexity similar to projection-based methods but with cheaper oracles.

In this work we generalise various recent results on the evolution and monotonicity of the eigenvalues of certain geometric operators under specified geometric flows. Given a closed, compact Riemannian manifold (Mn,g(t))\big(M^n,g(t)\big) and a smooth function ηC(M)η\in C^{\infty}(M) we consider the family of operators $\mathbb{…

2017-06-19abs ↗pdf ↗

New methods solve MI problems with locally Lipschitz operators, improving solution efficiency.

problem Solving monotone inclusions with locally Lipschitz continuous operators.
method Primal-dual extrapolation methods using backtracking line search.
result Improved operation complexity for solving MI problems.

Geometrically studies Moore-Penrose inverse and polar decomposition continuity.

problem Continuity of Moore-Penrose inverse for perturbations by operator ideals.
method Geometric construction using essential codimension and Banach-Lie group action.
result Moore-Penrose inverse is a real analytic map between manifolds.

Study solves optimal portfolio selection using HJB equation.

problem Optimal portfolio selection problem.
method Maximal monotone operator method, Banach fixed-point theorem, Fourier transform, monotone operators technique.
result Existence and uniqueness of solution to HJB equation.

The paper solves a complex financial optimization problem using a novel mathematical technique.

problem Optimizing portfolio selection in financial markets.
method Maximal monotone operator method and Riccati transformation.
result Existence and uniqueness of a solution to the transformed parabolic equation in a Sobolev space.

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

New algorithms solve monotone inclusions and convex-concave minimax problems.

problem Solving maximally monotone equations and inclusions.
method Developed new accelerated algorithms based on Halpern-type fixed-point iteration and Popov's past extra-gradient method.
result Achieved O(1/k)\mathcal{O}(1/k) convergence rates for various problems.

The consultative papers for the Basel II Accord require rating systems to provide a ranking of obligors in the sense that the rating categories indicate the creditworthiness in terms of default probabilities. As a consequence, the default probabilities ought to present a monotonous function of the ordered rating catego…

2002-07-23abs ↗pdf ↗

In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a subclass of non-convex optimization that provides both theoretical and practical guar…

2019-09-25abs ↗pdf ↗

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

Differentiable sorting and rank normalization are incompatible, with specific conditions for admissibility.

problem Incompatibility between differentiable sorting and rank normalization.
method Formalized admissibility through monotone invariance, batch independence, and rank-space stability conditions.
result Different gap-sensitive and batchwise relaxations of rank normalization violate the conditions for admissibility.

This paper shows how to learn variational inequalities fast with strong monotonicity.

problem Learning variational inequalities efficiently.
method Extending convex optimization techniques to variational inequalities with strong monotonicity.
result Fast generalization rates of Θ(1/ε)Θ(1/ε) for learning variational inequalities.

Fixed points of mean section operators found in convex bodies.

problem Characterizing fixed points of mean section operators in convex bodies.
method Characterization of rotation equivariant operators using spherical Laplacian mass distribution, and application of Minkowski valuations.
result Euclidean balls are the only fixed points of mean section operators in a C2C^2 neighborhood of the unit ball.

The paper investigates quantitative rigidity using Colding's monotonicity formulas for Ricci curvature.

problem Quantifying rigidity in manifolds with nonnegative Ricci curvature.
method Investigates pinching of Colding's monotone functionals and constructs kk-splitting functions.
result Quantitative control of splitting functions by pinching at independent points controls the distance to the nearest cone.

Solves capillary curvature problems for specific p values.

problem Capillary curvature problems for n<p<1-n < p < 1 and θ(0,π2)θ\in (0,\fracπ{2}).
method Iterative scheme based on capillary Minkowski problem and capillary curvature image operators.
result Fixed points of capillary curvature image operators correspond to solutions of capillary LpL_p-Minkowski problem.

The study finds monotonic properties of harmonic functions on 3-manifolds with a flat end.

problem Understanding harmonic functions on 3-manifolds with specific ends.
method Derives monotonic properties of positive harmonic functions on 3-manifolds with nonnegative scalar curvature and asymptotically flat ends.
result Rigidity characterization of spatial Schwarzschild manifolds with two ends.

In [S. Basu, A. Gabrielov, N. Vorobjov, Semi-monotone sets. arXiv:1004.5047v2 (2011)] we defined semi-monotone sets, as open bounded sets, definable in an o-minimal structure over the reals, and having connected intersections with all translated coordinate cones in R^n. In this paper we develop this theory further by d…

2012-01-02abs ↗pdf ↗

DM framework improves robustness and efficiency in latent-mixture models.

problem Efficient and robust inference in latent-mixture models.
method Divergence-minimization framework with monotonic convergence and robustness guarantees.
result DM yields consistent and asymptotically normal estimators under correct specification.

Non-affine aggregation rules cannot preserve monotonicity in convex learning.

problem Designing non-affine aggregation rules that maintain monotonicity in convex learning.
method Proving that monotonicity of aggregated gradients is preserved only if the aggregation rule is positively affine.
result Non-affine aggregation prevents steady convergence and substantially degrades algorithmic stability.

Develops a first-order interior-point method for solving constrained variational inequalities.

problem Solving constrained variational inequalities with nontrivial constraints.
method ADMM-based interior-point method for constrained VIs (ACVI).
result First-order interior-point method with global convergence guarantees for general cVI problems.

Study learns a neuron with non-monotonic activation functions.

problem Learning a single neuron with non-monotonic activation functions.
method Gradient descent (GD) with conditions on activation function and input distribution.
result Learnability of non-monotonic activation functions is established without monotonicity assumption.

Derives monotonic quantities for pp-harmonic functions on manifolds.

problem Understanding pp-harmonic functions on manifolds with nonnegative scalar curvature.
method Derives local and global monotonic quantities associated with pp-harmonic functions.
result Establishes inequalities relating mass, capacity, and Willmore functional.

In this paper, we mainly investigate continuity, monotonicity and differentiability for the first eigenvalue of the pp-Laplace operator along the Ricci flow on closed manifolds. We show that the first pp-eigenvalue is strictly increasing and differentiable almost everywhere along the Ricci flow under some curvature a…

2009-12-24abs ↗pdf ↗

In this paper we generalize the monotonicity formulas of [C] for manifolds with nonnegative Ricci curvature. Monotone quantities play a key role in analysis and geometry; see, e.g., [A], [CM1] and [GL] for applications of monotonicity to uniqueness. Among the applications here is that level sets of Green's function on …

2012-09-20abs ↗pdf ↗

Researchers extend monotonicity formulas for harmonic functions in RCD(0,N) spaces.

problem Generalizing monotonicity formulas for harmonic functions in mRCD(0,N){ m RCD}(0,N) spaces.
method New estimates for harmonic functions and a functional version of the outer volume cone theorem.
result Proven rigidity and almost rigidity statements for harmonic functions in mRCD(0,N){ m RCD}(0,N) spaces.

Paper tackles stochastic kk-submodular bandits with full feedback, achieving sublinear regret.

problem Online optimization of kk-submodular functions with full-bandit feedback.
method Proposes online algorithms for various kk-submodular stochastic combinatorial multi-armed bandit problems.
result Achieves sublinear αα-regret bounds for multiple kk-submodular stochastic combinatorial multi-armed bandit problems.