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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.

169,291 papers · 148 categories

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243485728970 · Jun 202019922001200920182026
48 results for optimal L^2 extension

Optimal L2 extension theorem for holomorphic vector bundles with singular metrics.

problem Establishing conditions for optimal L2 extension in complex geometry.
method Analyzing singular Nakano positivity and applying L2 extension theorem.
result Necessary condition for equality in optimal L2 extension theorem.

Optimal L2L^2 extension of sections from subvarieties in Kähler manifolds.

problem Extending holomorphic sections from subvarieties in weakly pseudoconvex manifolds.
method Using optimal L2L^2 extension for holomorphic sections of a holomorphic vector bundle.
result Achieved optimal L2L^2 extension of sections from subvarieties in weakly pseudoconvex Kähler manifolds.

Study optimal holomorphic extensions on complex manifolds with transitivity property.

problem Optimal holomorphic extensions on complex manifolds with transitivity property.
method Use Toeplitz operators and transitivity property for optimal holomorphic extensions.
result Transitivity property of optimal holomorphic extensions with small defect.

A new machine learning approach for generating high-quality chordal extensions.

problem Defining the definitive relation between chordal extension and optimization algorithm performance.
method On-policy imitation learning scheme mimicking the minimum degree rule to generate high-quality chordal extensions.
result On-policy imitation learning approach effectively learns the minimum degree policy and produces graphs with desirable fill-in characteristics.

Jensen simplifies machine learning and optimization with an extensible toolkit.

problem Complex machine learning and optimization tasks in production environments.
method Develops a framework for convex functions and optimization algorithms, enabling easy deployment and extension.
result Jensen allows for quick model deployment and extension with minimal code, making machine learning accessible.

The paper solves conjectures related to strong openness and optimal L2L^2 extension.

problem Strong openness of multiplier ideal sheaves and optimal L2L^2 extension.
method Solution of conjectures related to Demailly's strong openness and related conjectures.
result Optimal L2L^2 extension implies Berndtsson's positivity of vector bundles.

Study optimal holomorphic extensions for jets along submanifolds as tensor powers increase.

problem Optimal holomorphic extensions of jets along submanifolds for high tensor powers.
method Careful study of Schwartz kernels and Bergman projectors for asymptotic analysis.
result Explicit asymptotic formula for the extension operator as tensor power tends to infinity.

Optimizes submodular extensions for efficient marginal estimation.

problem Efficiently compute approximate marginals for submodular energy functions.
method Equivalence between submodular extensions and LP relaxations for MAP estimation; worst-case optimality established.
result Worst-case optimal submodular extension for various models.

The paper characterizes positivity of holomorphic vector bundles via LpL^p-estimates and extensions.

problem Characterizing positivity of holomorphic vector bundles using LpL^p-estimates and extensions.
method Introducing four conditions for Hermitian (or Finsler) vector bundles and characterizing Nakano and Griffiths positivity.
result Characterization of Nakano and Griffiths positivity via specific LpL^p-conditions.

Solves portfolio optimization with cardinality constraints using column generation.

problem Portfolio optimization with cardinality constraints.
method Column generation method applied to a subset of assets in a master convex quadratic problem, using dual information to propose new assets.
result Solves portfolio optimization problems efficiently with cardinality constraints.

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel selection. It turns out that many of the related estimation problems can be cast…

2011-08-03abs ↗pdf ↗

We consider the problem of extending functions φ:\to S^n to functions u:B^{n+1}\to S^n for n=2,3. We assume φto belong to the critical space W^{1,n} and we construct a W^{1,(n+1,\infty)}-controlled extension u. The Lorentz-Sobolev space W^{1,(n+1,\infty)} is optimal for such controlled extension. Then we use such resul…

2013-02-22abs ↗pdf ↗

Paper proposes efficient optimizers for large language models with fast convergence and low memory usage.

problem Designing efficient optimizers for large language models with low-memory requirements and fast convergence.
method Structured Fisher information matrix approximation and low-rank extension framework.
result New optimizers (RACS and Alice) achieve better convergence and lower memory usage than existing methods.

Solves Merton's investment-consumption problem with certainty equivalent approach.

problem Maximizing CRRA utility of consumption over time and investment mix.
method Identifies a certainty equivalent problem for the Merton problem, reformulates it as an SOCP, and applies it to model predictive control.
result The certainty equivalent problem can be solved as an SOCP, facilitating model predictive control.

PALS extends PAL for optimizing stochastic simulators efficiently.

problem Optimizing stochastic simulators with high output variance and expensive evaluations.
method Bayesian optimization with probabilistic models, extending PAL for stochastic settings.
result PALS outperforms other methods in optimizing stochastic simulators.

The maximal dilatation of certain minimal Lagrangian extensions is bounded by a constant.

problem Bounding the maximal dilatation of minimal Lagrangian extensions.
method Analyzing two one-parameter families of minimal Lagrangian extensions.
result Constraints on the optimal constant C for the maximal dilatation.

Regularized empirical risk minimization with constrained labels (in contrast to fixed labels) is a remarkably general abstraction of learning. For common loss and regularization functions, this optimization problem assumes the form of a mixed integer program (MIP) whose objective function is non-convex. In this form, t…

2016-02-22abs ↗pdf ↗

Local conditions on boundaries of CC^\infty Levi-flat hypersurfaces, in case the boundary is a generic submanifold, are studied. For nontrivial real analytic boundaries we get an extension and uniqueness result, which forces the hypersurface to be real analytic. This allows us to classify all real analytic generic bou…

2006-12-03abs ↗pdf ↗

Bayes-optimal learning of deep random networks with Gaussian weights is studied.

problem Learning a target function corresponding to a deep, extensive-width, non-linear neural network with random Gaussian weights.
method Closed-form expressions for Bayes-optimal test error, ridge regression, kernel and random features regression are computed.
result Optimally regularized ridge regression and kernel regression achieve Bayes-optimal performances, while logistic loss yields a near-optimal test error for classification.

ODTLearn learns optimal decision trees for predictive and prescriptive tasks.

problem Learning optimal decision trees for high-stakes predictive and prescriptive tasks.
method Mixed-integer optimization framework and object-oriented design.
result Implementation of optimal decision trees for various tasks.

Non-negative matrix factorization (NMF) approximates a non-negative matrix XX by a product of two non-negative low-rank factor matrices WW and HH. NMF and its extensions minimize either the Kullback-Leibler divergence or the Euclidean distance between XX and WTHW^T H to model the Poisson noise or the Gaussian noise.…

2012-07-14abs ↗pdf ↗

Model shows how discount rates affect intergenerational equity in climate mitigation.

problem Intergenerational equity in climate mitigation decisions.
method Extended DICE model with stochastic discount rates and financing extensions.
result Discount-rate uncertainty amplifies intergenerational inequality in climate mitigation.

POAP and pySOT improve surrogate optimization of expensive functions.

problem Optimizing expensive functions with concurrent evaluations.
method Event-driven asynchronous framework for optimization strategies.
result Asynchronous computation offers significant speed-up advantages.

We provide some theoretical extensions and a calibration protocol for our former dynamic optimal execution model. The Hawkes parameters and the propagator are estimated independently on financial data from stocks of the CAC40. Interestingly, the propagator exhibits a smoothly decaying form with one or two dominant time…

2015-06-29abs ↗pdf ↗

Paper extends cohomology classes and holomorphic sections on subvarieties.

problem Tackles extension of cohomology classes and holomorphic sections on subvarieties.
method Uses quotient sheaves of multiplier ideal sheaves of quasi-plurisubharmonic functions.
result Provides positive answers to questions and generalizes existing L2L^2 extension theorems.

MOBO-OSD optimizes multi-objective functions using orthogonal search directions.

problem Challenging multi-objective optimization problem.
method Solves multiple constrained optimization problems along orthogonal search directions.
result Consistently outperforms state-of-the-art algorithms.

A new convex loss function optimizes set predictions with balanced size and coverage.

problem Optimizing set predictions with balanced size and coverage.
method Proposes a convex loss function using Choquet integrals for nondecreasing subset-valued functions.
result Optimal trade-offs between conditional probabilistic coverage and set size.

The paper develops optimal strategies for high-dimensional statistical arbitrage using factor models and stochastic control.

problem Optimal strategies for high-dimensional statistical arbitrage in a factor model setting.
method Combines factor models with stochastic control to derive optimal strategies.
result Closed-form optimal strategies for market-neutral portfolios in a high-dimensional setting.

Paper develops privacy-preserving algorithms for online submodular optimization.

problem Online submodular optimization under differential privacy constraints.
method Develops algorithms for both full information and bandit feedback settings, using Lovasz extensions and unbiased estimates.
result Achieves low expected regret with differential privacy guarantees in both settings.