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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.

168,657 papers · 148 categories

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3468102136 · Jun 202019922001200920172026
48 results for parametric inequalities

New inequalities for convex curves with multiple geometric factors.

problem Establishing inequalities for convex curves with multiple geometric factors.
method Parametric isoperimetric-type inequalities for closed convex curves with parameter conditions and equality conditions.
result Derived new inequalities and improved versions of existing inequalities.

New proof of Willmore inequality using geometric divergence inequality.

problem Proving the Willmore inequality for bounded domains.
method Using a parametric geometric inequality derived from a divergence form geometric differential inequality.
result New proofs of quantitative Willmore-type and weighted Minkowski inequalities.

Study examines surfaces with bounded fractional mean curvature, proving control over local parametrization.

problem Understanding surfaces with bounded fractional mean curvature.
method Investigates bounded L^p-norm of fractional mean curvature, proving control over local parametrization.
result Proves control over local parametrization, leading to lower Ahlfors-regularity, weak Michael-Simon type inequality, and stability application.

We consider concepts and models for measuring inequality in the distribution of resources with a focus on how inequality varies as a function of covariates. Lorenz introduced a device for measuring inequality in the distribution of income that indicates how much the incomes below the uth^{th} quantile fall short of the…

2006-10-27abs ↗pdf ↗

In this paper, we deals with isoperimetric-type inequalities for closed convex curves in the Euclidean plane R^2. We derive a family of parametric inequalities involving the following geometric functionals associated to a given convex curve with a simple Fourier series proof: length, area of the region included by the …

2011-02-28abs ↗pdf ↗

The study generalizes Minkowski inequalities for curves on surfaces.

problem Generalizing Minkowski inequalities for curves on Riemannian surfaces.
method Introducing a generalized Minkowski average using parametrized curves and proving the inequality for constant-speed curves.
result A family of constant-speed curves on a Riemannian surface satisfies the Brunn-Minkowski inequality with respect to the Riemannian area form if and only if the geodesic curvature is determined by a function κ satisfying a specific inequality.

Paper relaxes assumptions for non-parametric estimation in pairwise learning.

problem Generalization performance of non-parametric estimation for pairwise learning.
method Significantly relaxes restrictive assumptions, constructs structured deep ReLU neural network, and designs targeted hypothesis space.
result Establishes a sharp oracle inequality for empirical minimizer with general hypothesis space for Lipschitz continuous pairwise losses.

The paper sets bounds on how much regret is unavoidable in adaptive LQR with unknown B-matrix.

problem Understanding the limits of adaptive LQR with unknown B-matrix.
method Local asymptotic minimax regret lower bounds using van Trees' inequality and Bellman error representation.
result Logarithmic regret is impossible if the parametrization induces an uninformative optimal policy.

Locally private methods detect changes in time series data.

problem Detecting distributional changes in time series data under local differential privacy.
method Proposed locally differentially private algorithms based on randomized response and binary mechanisms.
result Theoretical performance bounds and empirical validation of detection accuracy.

We study the intrinsic structure of parametric minimal discs in metric spaces admitting a quadratic isoperimetric inequality. We associate to each minimal disc a compact, geodesic metric space whose geometric, topological, and analytic properties are controlled by the isoperimetric inequality. Its geometry can be used …

2016-02-22abs ↗pdf ↗

We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle inequality which demonstrates that this procedure provably mitigates the variance in…

2019-02-02abs ↗pdf ↗

The paper proves concentration inequalities for diffusion processes.

problem Proving concentration inequalities for diffusion processes.
method Analysis via the Poisson equation for a broad class of subexponentially ergodic processes.
result Demonstrates power of concentration inequalities in validating conditions for Lasso estimation and sampling algorithms.

New adaptive methods for constrained convex optimization and variational inequalities.

problem Optimization of constrained convex problems and variational inequalities.
method AdaACSA and AdaAGD+ are accelerated methods that achieve nearly-optimal convergence rates for smooth and non-smooth functions.
result Achieve nearly-optimal convergence rates for both smooth and non-smooth functions, even with stochastic gradients.

Unconditional proof of Demailly's transcendental Morse inequality for higher cohomology classes using a general gauge-fixing for the Monge-Ampère-type equation.

problem Unconditional proof of Demailly's transcendental Morse inequality for higher cohomology classes
method General gauge-fixing for the (a,b)(a,b) Monge-Ampère-type equation
result Unconditional proof of Demailly's transcendental Morse inequality for higher-degree forms

New function class characterizes loss landscape of deep neural networks without over-parametrization.

problem Complex loss landscape of deep neural networks without over-parametrization.
method Proposed a novel class of functions to characterize loss landscape without over-parametrization.
result Gradient-based optimizers possess theoretical guarantees of convergence under the new function class assumption.

This paper studies the rates of convergence for learning distributions implicitly with the adversarial framework and Generative Adversarial Networks (GANs), which subsume Wasserstein, Sobolev, MMD GAN, and Generalized/Simulated Method of Moments (GMM/SMM) as special cases. We study a wide range of parametric and nonpar…

2018-11-07abs ↗pdf ↗

The Barankin bound is generalized to the vector case in the mean square error sense. Necessary and sufficient conditions are obtained to achieve the lower bound. To obtain the result, a simple finite dimensional real vector valued generalization of the Riesz representation theorem for Hilbert spaces is given. The bound…

2017-06-30abs ↗pdf ↗

A new GP method enforces physical constraints in probabilistic terms.

problem Unbounded model in GP regression leading to infeasible values.
method Introduces a new GP method using QHMC to enforce soft inequality and monotonicity constraints.
result Improves accuracy and reduces variance in GP model.

Paper analyzes sparse aggregation in GLMs with Kullback-Leibler risk bounds.

problem Sparse aggregation in GLMs for parameter approximation.
method Exponential weighted aggregation scheme with Kullback-Leibler risk bounds.
result Sharp oracle inequality for Kullback-Leibler risk with leading constant 1 and minimax-optimal rate of aggregation.

Homology of the circle with non-trivial local coefficients is trivial. From this well-known fact we deduce geometric corollaries concerning links of codimension two. In particular, the Murasugi-Tristram signatures are extended to invariants of links formed of arbitrary oriented closed codimension two submanifolds of an…

2010-09-07abs ↗pdf ↗

The Neyman-Pearson (NP) paradigm in binary classification seeks classifiers that achieve a minimal type II error while enforcing the prioritized type I error controlled under some user-specified level αα. This paradigm serves naturally in applications such as severe disease diagnosis and spam detection, where people h…

2018-02-07abs ↗pdf ↗

We compare two statistical models of three binary random variables. One is a mixture model and the other is a product of mixtures model called a restricted Boltzmann machine. Although the two models we study look different from their parametrizations, we show that they represent the same set of distributions on the int…

2017-09-15abs ↗pdf ↗

We solve the classical problem of Plateau in the setting of proper metric spaces. Precisely, we prove that among all disc-type surfaces with prescribed Jordan boundary in a proper metric space there exists an area minimizing disc which moreover has a quasi-conformal parametrization. If the space supports a local quadra…

2015-02-23abs ↗pdf ↗

We propose a family of variational approximations to Bayesian posterior distributions, called αα-VB, with provable statistical guarantees. The standard variational approximation is a special case of αα-VB with α=1α=1. When α(0,1]α\in(0,1], a novel class of variational inequalities are developed for linking the Bayes risk …

2017-10-09abs ↗pdf ↗

We study in this paper previously defined by V.N. Berestovskii and C.P. Plaut δδ-homogeneous spaces in the case of Riemannian manifolds. Every such manifold has non-negative sectional curvature. The universal covering of any δδ-homogeneous Riemannian manifolds is itself δδ-homogeneous. In turn, every simply connecte…

2006-11-20abs ↗pdf ↗

Study non-parametric frequency-domain system identification from finite samples.

problem Frequency-domain system identification from limited data.
method Empirical Transfer Function Estimate (ETFE) under sub-Gaussian colored noise and stability assumptions.
result ETFE estimates are concentrated around true values with a finite-sample rate of Ntot1/3N_{\mathrm{tot}}^{-1/3} for all frequencies in the H \mathcal{H}_{\infty} norm.