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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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48 results for polynomial steps

Lower bounds on MALA and HMC for well-conditioned distributions.

problem Understanding the performance limits of Metropolized sampling methods.
method Analyzing the Metropolis-adjusted Langevin algorithm (MALA) and multi-step Hamiltonian Monte Carlo (HMC) with a leapfrog integrator.
result Nearly-tight lower bound of Ω~(κd)\widetildeΩ(κd) on the mixing time of MALA from an exponentially warm start.

Reward-poisoning attacks can force RL agents to learn bad policies, and we categorize and quantify their feasibility.

problem Reward-poisoning attacks can manipulate RL agents to learn undesirable policies.
method Categorize attacks by infinity-norm constraint, provide thresholds for feasibility, and develop adaptive attack strategies.
result Adaptive reward-poisoning attacks can achieve the nefarious policy in polynomial steps, while non-adaptive attacks require exponential steps.

Polyak step size GD reaches final radius of convergence after log iterations.

problem Statistical and computational complexities of Polyak step size GD.
method Generalized smoothness and Lojasiewicz conditions, stability of gradients.
result Polyak step size GD reaches final statistical radius of convergence after logarithmic number of iterations.

Deep learning accelerates Monte Carlo SDE simulations with large time steps.

problem Accurate simulation of SDEs with large time steps.
method Polynomial chaos expansion with neural network learned stochastic collocation points.
result Data-driven scheme achieves strong convergence in Monte Carlo simulations.

Paper develops an online learning algorithm for functional data models.

problem Recovering slope functions or predictors in functional data models.
method Online regularized learning algorithm in reproducing kernel Hilbert spaces with polynomially decaying step-size.
result Established fast convergence rates for estimation error without capacity assumption.

As a new step in the study of rectangularly-colored knot polynomials, we reformulate the prescription of arXiv:1606.06015 for twist knots in the double-column representations R=[rr]R=[rr] in terms of skew Schur polynomials. These, however, are mysteriously shifted from the standard topological locus, what makes further gen…

2016-10-15abs ↗pdf ↗

Study of two-layer NNs under Gaussian mixtures data, proving polynomial models equivalent to neural networks.

problem Training and generalization performance of two-layer NNs under structured Gaussian mixture data.
method Asymptotic analysis of two-layer NNs after one gradient descent step under Gaussian mixture data assumption.
result High-order polynomial models equivalent to nonlinear neural networks under certain conditions.

Develops new bounds for deterministic samplers in diffusion models.

problem Analyzing deterministic samplers in diffusion generative models.
method Operational interpretation of deterministic sampling; restoration and degradation steps.
result First polynomial convergence bounds for DDIM-type samplers.

The paper shows the computation of the noncommutative generalization of the A-polynomial of the trefoil knot. The classical A-polynomial was introduced by Cooper, Culler, Gillet, Long and Shalen, and was generalized to the context of Kauffman bracket skein modules by the author in joint work with Frohman and Lofaro. A …

2000-04-25abs ↗pdf ↗

The paper discusses polynomial convergence to conical Kähler-Einstein metrics.

problem Understanding the convergence of Kähler-Einstein metrics to conical structures.
method Two-step degeneration theory and algebraic singularity analysis.
result Singular Kähler-Einstein metrics are conical if curvature grows quadratically near a point.

Develops a generalized version of Chung's Lemma for stochastic optimization methods.

problem Establishing asymptotic convergence rates for stochastic optimization methods under various step size rules.
method Generalized version of Chung's Lemma for a broader family of step size rules.
result Demonstrates tight non-asymptotic convergence rates for various stochastic methods.

A 2-step nilpotent Lie algebra n is called nonsingular if ad(X): n --> [n,n] is onto for any X not in [n,n]. We explore nonsingular algebras in several directions, including the classification problem (isomorphism invariants), the existence of canonical inner products (nilsolitons) and their automorphism groups (maxima…

2012-09-13abs ↗pdf ↗

This paper studies HOMFLY polynomials of specific and infinite classes of knots.

problem Computing HOMFLY polynomials in general is difficult; this paper examines specific cases.
method Examined two specific knots and a general infinite class of knots.
result Observed apparent patterns in the polynomials of specific knots and conjectured properties of the general class.

We present an affine-invariant random walk for drawing uniform random samples from a convex body KRn\mathcal{K} \subset \mathbb{R}^n that uses maximum volume inscribed ellipsoids, known as John's ellipsoids, for the proposal distribution. Our algorithm makes steps using uniform sampling from the John's ellipsoid of the …

2018-03-06abs ↗pdf ↗

Paper corrects a proof about biharmonic hypersurfaces with three distinct curvatures.

problem Proving constant mean curvature for biharmonic hypersurfaces with three distinct principal curvatures.
method Analyzing the resultant of polynomials to identify a special case.
result In the special case, the hypersurface still has constant mean curvature.

For each even classical pretzel knot P(2k1+1,2k2+1,2k3)P(2k_1+1,2k_2+1,2k_3), we determine the character variety of irreducible SL(2,C){\rm SL}(2,\mathbb{C})-representations, and clarify the steps of computing its A-polynomial.

2018-10-18abs ↗pdf ↗

If n\mathfrak{n} is a Z+d\mathbb{Z}^d_+-graded nilpotent finite dimensional Lie algebra over a field of characteristic zero, it is well known that dimH(n)L(p)\dim H^{\ast }(\mathfrak{n})\geq L(p) where pp is the polynomial associated to the grading and L(p)L(p) is the sum of the absolute values of the coefficients of pp. From …

2012-08-31abs ↗pdf ↗

Speech-driven facial animation involves using a speech signal to generate realistic videos of talking faces. Recent deep learning approaches to facial synthesis rely on extracting low-dimensional representations and concatenating them, followed by a decoding step of the concatenated vector. This accounts for only first…

2019-12-12abs ↗pdf ↗

We study the Gibbs sampling algorithm for continuous determinantal point processes. We show that, given a warm start, the Gibbs sampler generates a random sample from a continuous kk-DPP defined on a dd-dimensional domain by only taking poly(k)\text{poly}(k) number of steps. As an application, we design an algorithm to ge…

2018-10-20abs ↗pdf ↗

Temporal Difference Learning analysis under non-i.i.d. data and nonlinear approximation.

problem Finite-sample behavior of TD(0) under non-i.i.d. data and nonlinear approximation.
method High-probability, finite-sample analysis of vanilla TD(0) on polynomially mixing Markov data, assuming Holder continuity and bounded generalized gradients.
result Bounds on the convergence rate of TD(0) with high probability, matching known i.i.d. rates and holding even with nonstationary initialization.

Proposes an exponentially increasing step-size for faster parameter estimation in statistical models.

problem Slow convergence of gradient descent in locally convex loss functions.
method Exponentially increasing step-size in gradient descent algorithm.
result Converges linearly to optimal solution under homogeneous assumptions.

In this paper, we study the online learning algorithm without explicit regularization terms. This algorithm is essentially a stochastic gradient descent scheme in a reproducing kernel Hilbert space (RKHS). The polynomially decaying step size in each iteration can play a role of regularization to ensure the generalizati…

2017-10-10abs ↗pdf ↗

Gradient descent with growing learning rate enables learning non-linear features in neural networks.

problem Learning non-linear features in two-layer neural networks.
method Using gradient descent with a learning rate that grows with the sample size.
result Multiple rank-one components emerge, each corresponding to a specific polynomial feature.

This paper establishes strong lower bounds for learning in revealing POMDPs.

problem Understanding the fundamental limits of reinforcement learning in revealing partially observable Markov Decision Processes (POMDPs).
method Develops strong PAC and regret lower bounds for learning in revealing POMDPs using multi-step revealing POMDPs as a case study.
result Strong polynomial lower bounds for learning in revealing POMDPs, achieving significantly smaller gaps against current upper bounds.

Polynomial-time reachability for LTI systems with TLL NN controllers is achieved.

problem Bounding the reachable set of LTI systems controlled by TLL NN controllers.
method Polynomial-time computation of exact one-step reachable set and tight bounding box via two methods.
result Exact reachability computation in polynomial time for TLL NN controllers.

Chebyshev steps improve convergence in deep-unfolded gradient descent.

problem Improving convergence speed in iterative algorithms.
method Introducing Chebyshev steps to bound convergence rate of gradient descent.
result Chebyshev steps lead to asymptotically optimal convergence rate.

We show how to efficiently project a vector onto the top principal components of a matrix, without explicitly computing these components. Specifically, we introduce an iterative algorithm that provably computes the projection using few calls to any black-box routine for ridge regression. By avoiding explicit principal …

2016-02-22abs ↗pdf ↗

Factorization machines and polynomial networks are supervised polynomial models based on an efficient low-rank decomposition. We extend these models to the multi-output setting, i.e., for learning vector-valued functions, with application to multi-class or multi-task problems. We cast this as the problem of learning a …

2017-05-22abs ↗pdf ↗

Polynomial convergence proved for SGM, improving over previous methods.

problem Learning probability distributions from data and generating samples efficiently.
method Proved polynomial convergence for SGM using accurate score estimates.
result First polynomial convergence guarantees for SGM, independent of dimensionality.

New method uses Hermite polynomials for American option valuation.

problem Valuation of American options with complex jump-diffusion dynamics.
method Hermite polynomial expansions of transition density and early exercise premium.
result Converging approximations to true option prices and exercise boundaries.

This paper is a new step in the project of systematic description of colored knot polynomials started in arXiv:1506.00339. In this paper, we managed to explicitly find the inclusive Racah matrix, i.e. the whole set of mixing matrices in channels R^3->Q with all possible Q, for R=[3,1]. The calculation is made possible …

2016-05-08abs ↗pdf ↗

In the first of these two lectures, I describe a gauge theory approach to understanding quantum knot invariants as Laurent polynomials in a complex variable q. The two main steps are to reinterpret three-dimensional Chern-Simons gauge theory in four dimensional terms and then to apply electric-magnetic duality. The var…

2014-01-27abs ↗pdf ↗