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.
Study improves Harnack estimates for porous medium equation under geometric flow.
problem Improving Harnack estimates for solutions to the porous medium equation under evolving metrics.
method Differential Harnack estimates for positive solutions to the porous medium equation with potential on time-dependent Riemannian metrics evolving by geometric flow.
result New Harnack estimates for the porous medium equation under geometric flow.
We prove the statistical consistency of kernel Partial Least Squares Regression applied to a bounded regression learning problem on a reproducing kernel Hilbert space. Partial Least Squares stands out of well-known classical approaches as e.g. Ridge Regression or Principal Components Regression, as it is not defined as…
For a convex domain D bounded by the hypersurface ∂D in a space of constant curvature we give sharp bounds on the width R−r of a spherical shell with radii R and r that can enclose ∂D, provided that normal curvatures of ∂D are pinched by two positive constants. Furthermore, in the …
This paper studies the partial estimation of Gaussian graphical models from high-dimensional empirical observations. We derive a convex formulation for this problem using ℓ1-regularized maximum-likelihood estimation, which can be solved via a block coordinate descent algorithm. Statistical estimation performance …
Let Ω be a pseudoconvex domain with C2-smooth boundary in CPn. We prove that the ∂ˉ−NeumannoperatorNexistsfor(p,q)−formsonΩ.Furthermore,thereexistsat_0>0suchthattheoperatorsN,\bar\partial^*N,\bar\partial N$ and the Bergman projection are regular in the Sobolev …
In the modern age, rankings data is ubiquitous and it is useful for a variety of applications such as recommender systems, multi-object tracking and preference learning. However, most rankings data encountered in the real world is incomplete, which prevents the direct application of existing modelling tools for complet…
For a Riemannian manifold Mn+1 and a compact domain Ω⊂Mn+1 bounded by a hypersurface ∂Ω with normal curvature bounded below, estimates are obtained in terms of the distance from O to ∂Ω for the angle between the geodesic line joining a fixed interior point O in Ω to a point on…
New algorithm for risk-sensitive reinforcement learning with natural policy gradients.
problem Risk-sensitive reinforcement learning with downside risk constraints.
method Introduce a new Bellman equation to estimate the lower partial moment of returns, use natural policy gradients, and extend Reward Constrained Policy Optimization.
result Sample-efficient estimation of partial moments and effective risk-sensitive control.
We prove that the partial C0-estimate holds for metrics along Aubin's continuity method for finding Kähler-Einstein metrics, confirming a special case of a conjecture due to Tian. We use the method developed in recent work of Chen-Donaldson-Sun on the analogous problem for conical Kähler-Einstein metrics.
Study shows offline RL under Q⋆-approximation and partial coverage is harder than previously thought.
problem Theoretical limits of offline reinforcement learning under Q⋆-approximation and partial coverage.
method Introduced a decision-estimation framework to decompose offline RL complexity into decision and value estimation errors.
result Answered the open question by proving sample inefficiency under partial coverage is not guaranteed by Q⋆-realizability and Bellman completeness.
Let Mn be an n-dimensional Riemannian manifold with boundary ∂M. Assume that Ricci curvature is bounded from below by (n−1)k, for $k\in \RR$, we give a sharp estimate of the upper bound of $ρ(x)=\dis(x, \partial M)$, in terms of the mean curvature bound of the boundary. When ∂M is compact, th…
Let Ω be a bounded domain with C∞ boundary in an n-dimensional C∞ Riemannian manifold, and let ϱ be a non-negative bounded function defined on ∂Ω. It is well-known that for the biharmonic equation Δ2u=0 in Ω with the 0-Dirichlet boundary condition, there exists an infinite se…
This paper provides estimation and inference methods for an identified set's boundary (i.e., support function) where the selection among a very large number of covariates is based on modern regularized tools. I characterize the boundary using a semiparametric moment equation. Combining Neyman-orthogonality and sample s…