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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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48 results for p^λ-convex function

New geometric proof of convex function differentiability and approximation.

problem Second-order differentiability of convex functions and their approximations.
method Elementary geometric approach to prove classical and recent results.
result New proofs of Lusin approximation of convex functions and bodies by C1,1C^{1,1} functions.

Let URdU\subseteq\mathbb{R}^d be open and convex. We prove that every (not necessarily Lipschitz or strongly) convex function f:URf:U\to\mathbb{R} can be approximated by real analytic convex functions, uniformly on all of UU. We also show that C0C^0-fine approximation of convex functions by smooth (or real analytic) conv…

2012-01-23abs ↗pdf ↗

Convexity and convex functions play an important role in theoretical physics. To initiate a study of the possible uses of convex functions in General Relativity, we discuss the consequences of a spacetime (M,gμν)(M,g_{μν}) or an initial data set (Σ,hij,Kij)(Σ, h_{ij}, K_{ij}) admitting a suitably defined convex function. We show how…

2000-11-15abs ↗pdf ↗

Let URnU\subseteq\mathbb{R}^{n} be open and convex. We show that every (not necessarily Lipschitz or strongly) convex function f:URf:U\to\mathbb{R} can be approximated by real analytic convex functions, uniformly on all of UU. In doing so we provide a technique which transfers results on uniform approximation on bounded …

2011-12-05abs ↗pdf ↗

The paper connects convex functions to p-subharmonic functions and proves their equivalence.

problem Understanding the relationship between convex functions and p-subharmonic functions.
method Average principle, variational methods, and PDE techniques.
result Convex functions on R^n are p-subharmonic for every p > 1.

Characterizes convexity of distance functions on Riemannian manifolds.

problem Understanding convexity of distance functions on Riemannian manifolds.
method Characterization of proximal normal cones, separation theorems, and analysis of convex subsets' boundaries.
result Convexity of distance functions for various boundary conditions on Riemannian manifolds.

Least Squares Estimators are suboptimal for 5D convex functions.

problem Suboptimality of Least Squares Estimators in estimating multidimensional convex functions.
method Analysis of natural subclasses of convex functions in random and fixed design settings.
result Risk of LSE is n2/dn^{-2/d} while minimax risk is n4/(d+4)n^{-4/(d+4)} for d5d \geq 5.

Paper proves non-existence of certain convex functions on a Riemannian manifold with a pole.

problem Proving non-existence of specific convex functions on a Riemannian manifold with a pole.
method Developed notions of odd and even functions on a Riemannian manifold with a pole, proved non-existence of non-trivial and non-negative convex functions.
result Deduced non-existence of non-trivial and non-negative differentiable odd convex functions whose gradient is complete.

Proves convexity of minimizers in energy functions with convex potentials.

problem Connectedness and convexity of minimizers in energy functions involving surface tensions and convex potentials.
method Introduces a 'two-point function' to measure lack of convexity and prove negative second variation of the energy.
result Positively answers an old question of Almgren about connectedness and convexity of minimizers.

Extends DCP framework to Hadamard manifolds for geodesically convex functions.

problem Verifying convexity in nonlinear programs on Hadamard manifolds.
method Introduces Disciplined Geodesically Convex Programming (DGCP) framework, defining compositions and transformations for geodesically convex functions.
result Allows verification of geodesic convexity for a broader range of functions, including statistical estimators and matrix-valued optimization.

Established strong geodesic convex functions and their properties.

problem Geodesic convex functions and monotone vector fields on Riemannian manifolds.
method Characterization and relation establishment for strong geodesic convex functions.
result Relation between variational inequality solutions and strict minimizers for multiobjective programming.

First order methods can take extremely long to find global minima of non-convex functions.

problem Finding global minimizers of non-convex functions.
method Designing a family of non-convex functions and using statistical lower bounds for parameter estimation.
result First order methods can take exponential time to converge to a global minimizer.

New functions linked to curvature bounds in Lorentzian manifolds.

problem Curvature bounds in Lorentzian manifolds and their relation to convex functions.
method Established a connection between sectional curvature bounds and space-time convex and λλ-convex functions.
result Natural construction of space-time convex and λλ-convex functions.

Study on convex ordering in stochastic control for swing contracts, proving value function convexity.

problem Pricing of swing contracts under stochastic dynamics.
method Discrete-time stochastic optimal control problem, convexity propagation, Brownian diffusion model, Stein's formula.
result Value function is convex in underlying asset price, relaxation of convexity assumption for semi-convexity.

The paper explores convex functions on Riemannian manifolds and their geometric properties.

problem Existence and non-existence of convex functions on Riemannian manifolds.
method Analyzes geometric properties and conditions for the existence of convex functions on Riemannian manifolds.
result Geometric conditions ensuring the existence of convex functions on certain manifolds.

Optimally shows the distance between perturbed convex functions and their Γ-regularizations.

problem Understanding the difference between perturbed convex functions and their Γ-regularizations.
method Analyzing the compactly supported perturbation and the Γ-regularization of a strictly convex function.
result The optimal estimate of the distance between perturbed convex functions and their Γ-regularizations is shown to be o(ε)o(ε).

This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding non-convex optimization. For this purpose, this paper describes the design and use of…

2013-02-22abs ↗pdf ↗

Universal algorithm minimizes adaptive regret for various convex functions.

problem Minimizing adaptive regret in changing environments for multiple convex functions.
method Borrowing MetaGrad's idea of multiple learning rates and using sleeping experts.
result First universal algorithm for minimizing adaptive regret of convex functions.

New method for optimization on Hadamard manifolds with curvature-independent guarantees.

problem Curvature-dependent complexity in geodesic convex optimization.
method Introducing horospherical convexity and developing algorithms for optimization.
result Curvature-independent convergence of subgradient descent and Nesterov's method.

Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments such as analysis of conditional convex risk measures and the related variational problems and optimization problems. Random convex analysis is …

2016-03-23abs ↗pdf ↗

This paper optimizes functions of probability measures using particle gradient descent for displacement convex functions.

problem Optimizing functions of probability measures with displacement convex properties.
method Particle gradient descent applied to displacement convex functions with theoretical guarantees.
result Finite number of particles and computations are sufficient to find optimal solutions for displacement convex functions.

Empirical risk minimization frequently employs convex surrogates to underlying discrete loss functions in order to achieve computational tractability during optimization. However, classical convex surrogates can only tightly bound modular loss functions, sub-modular functions or supermodular functions separately while …

2016-04-12abs ↗pdf ↗

Optimal risk sharing without convex preferences using aggregate convexity.

problem Risk sharing among non-convex preferences.
method Aggregate convexity principles and Lyapunov convexity, combined with approximation arguments for law invariant risk measures.
result Derivation of a computationally tractable formula for the conjugate of the value function.

The paper explores different smooth map notions on convex sets and their relationships.

problem Exploring and comparing different smooth map notions on convex sets.
method Constructing a function that doesn't extend to a smooth function on any open neighborhood but does for CkC^k functions.
result Diffeological and Sikorski smoothness notions do not coincide for all convex sets.

We find a different approach to define convex functions in the sub-Riemannian setting. A function on a sub-Riemannian manifold is nonholonomically geodesic convex if its restriction to any nonholonomic (straightest) geodesic is convex. In the case of Carnot groups, this definition coincides with that by Danniell-Garofa…

2007-01-10abs ↗pdf ↗