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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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109217326434 · May 202619922001200920172026
48 results for quadratic bounds

Marden and Strebel established the Heights Theorem for integrable holomorphic quadratic differentials on parabolic Riemann surfaces. We extends the validity of the Heights Theorem to all surfaces whose fundamental group is of the first kind. In fact, we establish a more general result: the {\it horizontal} map which as…

2019-12-26abs ↗pdf ↗

Constructs manifolds with infinite Betti numbers and close to quadratic volume growth.

problem Understanding if manifolds with specific curvature bounds and volume growth must be of finite topological type.
method Constructs a family of (2+n)(2+n)-dimensional open manifolds with positive Ricci curvature and sectional curvature bounds.
result Volume growth can be arbitrarily close to quadratic, and Betti numbers are infinite.

New lower bounds improve logistic log-likelihood optimization and inference.

problem Designing computationally tractable lower bounds for logistic log-likelihoods.
method Developed a piece-wise quadratic lower bound that uniformly improves tangent quadratic minorizers.
result Improves the speed of convergence and accuracy of variational Bayes approximations.

Partition functions arise in a variety of settings, including conditional random fields, logistic regression, and latent gaussian models. In this paper, we consider semistochastic quadratic bound (SQB) methods for maximum likelihood inference based on partition function optimization. Batch methods based on the quadrati…

2013-09-05abs ↗pdf ↗

Optimizes quadratic bandits with tight Hessian-dependent sample complexity bounds.

problem Understanding optimal sample complexity for quadratic functions.
method Introduces energy allocation and optimal energy spectrum to prove tight lower bounds. Solves for Hessian-independent optimal algorithm.
result Proves optimal Hessian-dependent sample complexities and existence of a universally optimal algorithm.

Study sets a nontrivial upper limit on return forecasting accuracy.

problem Establishing a practical upper limit for return forecasting accuracy.
method Defined a coin-flip oracle model to theoretically outperform practical models and used its RextOOS2R^2_{ ext{OOS}} as an upper bound.
result Theoretical upper bound on RextOOS2R^2_{ ext{OOS}} is a quadratic function of directional accuracy.

Method solves complex optimization problems with high probability bounds.

problem Nonlinear equality constrained stochastic optimization problems.
method Step-search sequential quadratic programming method.
result High-probability bound on iteration complexity for first-order stationarity.

The study sets limits on how well systems can be controlled adaptively.

problem Learning to control unknown linear Gaussian systems with quadratic costs.
method Combining ideas from experiment design, estimation theory, and perturbation bounds of information matrices.
result Regret lower bounds of the order of T\sqrt{T} in the time horizon TT accurately capture control-theoretic parameters.

In this article, we prove the existence of bounded solutions of quadratic backward SDEs with jumps, that is to say for which the generator has quadratic growth in the variables (z,u). From a technical point of view, we use a direct fixed point approach as in Tevzadze [38], which allows us to obtain existence and unique…

2012-08-28abs ↗pdf ↗

LqgOpt learns optimal control in unknown LQG systems with minimal regret.

problem Adaptive control in partially observable linear quadratic Gaussian systems with unknown dynamics.
method Optimism in the face of uncertainty, predictor state evolution, closed-loop system identification, confidence bounds.
result Proves a regret upper bound of ildeO(T) ilde{\mathcal{O}}(\sqrt{T}) for LQG systems.

We study the problem of regret minimization in partially observable linear quadratic control systems when the model dynamics are unknown a priori. We propose ExpCommit, an explore-then-commit algorithm that learns the model Markov parameters and then follows the principle of optimism in the face of uncertainty to desig…

2020-01-31abs ↗pdf ↗

Unified analysis of first-order methods for smooth games using IQCs.

problem Certify convergence rates of first-order methods for smooth and strongly-monotone games.
method Adapted integral quadratic constraints (IQCs) to study first-order methods and derive tight upper bounds of convergence rates.
result First global convergence rate for the negative momentum method with O(κ1.5)\mathcal{O}(κ^{1.5}) iteration complexity.

New algorithm learns LQR with O(T)O(\sqrt{T}) regret using Langevin dynamics and excitation.

problem Learning LQR with a O(T)O(\sqrt{T}) regret bound.
method Thompson sampling with Langevin dynamics and excitation mechanism.
result Achieved O(T)O(\sqrt{T}) regret bound for LQR learning.

Bounds projective structure norms by bending lamination lengths.

problem Bounding the L2L^2-norm of projective structures.
method Using the Thurston parameterization and Krasnov-Schlenker's WW-volume theory.
result Upper bounds on L2L^2-norm of holomorphic quadratic differential by the length of bending lamination.

Proposes SPFB method for optimizing partition functions in stochastic learning.

problem Optimizing partition functions in stochastic learning settings.
method Stochastic Gradient Bound (SPFB) method based on upper-bounding the partition function with a quadratic surrogate.
result Sub-linear convergence rate of SPFB method and efficient training of deep learning models.

We investigate the LpL^p-boundness of the Riesz transform on Riemannian manifolds whose Ricci curvature has quadratic decay. Two criteria for the LpL^p-unboundness of the Riesz transform are given. We recover known results about manifolds that are Euclidean or conical at infinity.

2014-03-25abs ↗pdf ↗

Recently, deep learning has achieved huge successes in many important applications. In our previous studies, we proposed quadratic/second-order neurons and deep quadratic neural networks. In a quadratic neuron, the inner product of a vector of data and the corresponding weights in a conventional neuron is replaced with…

2018-07-31abs ↗pdf ↗

This paper shows how to create quadratic differentials with any given singularities.

problem Creating quadratic differentials with prescribed singularities.
method Using the flat metric induced by the differentials, the authors classify and construct quadratic differentials with specific singularities.
result Every pattern of local invariants can be obtained by a quadratic differential on some Riemann surface, with exceptions in genera zero and one.

Study resolvent convergence for random matrices with general covariance profiles.

problem Analyzing resolvent convergence for random matrices with non-identically distributed columns.
method Using moments of quadratic forms and deterministic equivalents, the study provides bounds on the trace of matrix products.
result The trace of matrix products is close to the trace of a deterministic equivalent, controlled by matrix norms.

BBVI with STL converges geometrically under perfect specification, with quadratic variance bound.

problem Convergence rate of BBVI with STL estimator.
method Proved geometric convergence rate with quadratic variance bound for BBVI with STL estimator.
result BBVI with STL converges geometrically under perfect variational family specification.

This paper sets lower bounds for scalar curvatures in Ricci flow singularity models.

problem Understanding scalar curvatures in Ricci flow singularity models.
method Developed high-dimensional theory of Hamilton's Ricci flow, including new monotonicity formulas, compactness theorem, and partial regularity theory.
result Obtained a quadratic decay lower bound for the scalar curvature in 4-dimensional non-Ricci-flat steady soliton singularity models.

New bounds on optimal transport regularization show faster convergence rates than previously known.

problem Understanding the localization rate of Quadratically Regularized Optimal Transport (QOT) optimizers.
method Established lower bounds and derived mean-squared deviation controls for QOT optimizers.
result Lower bound of support concentration rate ε1d+2\varepsilon^{\frac{1}{d+2}} in directed Hausdorff distance.

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the cost incurred by playing the certainty equivalent controller on the true system …

2019-02-21abs ↗pdf ↗

Quadratic differentials on Riemann surfaces uniquely determine foliations.

problem Understanding the relationship between quadratic differentials and foliations on Riemann surfaces.
method Extending prior results to arbitrary Fuchsian groups, analyzing measured foliations and their Dirichlet integrals.
result A finite-area holomorphic quadratic differential uniquely determines a horizontal foliation on a Riemann surface.

New bounds for adaptive control in high dimensions without fixed state space.

problem Adaptive control of linear systems in high or infinite dimensions.
method Novel perturbation bound for certainty equivalence, scaling with prediction error.
result First regret bounds for LQR in infinite dimensional systems, independent of ambient dimension.

Quantum algorithm speeds up MIP solving by a near-quadratic factor.

problem Solving Mixed Integer Programs (MIPs) efficiently.
method Incremental-Quantum-Branch-and-Bound algorithm combining quantum speedup with classical search heuristics.
result Universal near-quadratic speedup over classical Branch-and-Bound algorithms.

New analysis improves SGD for robust and quantile regression with sub-quadratic convergence.

problem Improving SGD for robust and quantile regression with sub-quadratic convergence.
method Piecewise Lyapunov function for first-order differentiable functions.
result First geometrical convergence result for sub-quadratic SGD.

Minimizing a convex, quadratic objective of the form fA,b(x):=12xAxb,xf_{\mathbf{A},\mathbf{b}}(x) := \frac{1}{2}x^\top \mathbf{A} x - \langle \mathbf{b}, x \rangle for A0\mathbf{A} \succ 0 is a fundamental problem in machine learning and optimization. In this work, we prove gradient-query complexity lower bounds for minimizing conv…

2018-07-24abs ↗pdf ↗

For a knot KK, Kakimizu introduced a simplicial complex whose vertices are all the isotopy classes of minimal genus spanning surfaces for KK. The first purpose of this paper is to prove the 1-skeleton of this complex has diameter bounded by a function quadratic in knot genus, whenever KK is atoroidal. The second pur…

2007-01-17abs ↗pdf ↗