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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.

168,742 papers · 148 categories

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316394125 · May 202619922001200920172026
48 results for quadratic inequalities

The paper studies optimal transport in linear quadratic systems and derives interpolation inequalities.

problem Optimal transport problem in Linear Quadratic optimal control systems.
method Well-posedness of the Monge problem, regularity of optimal transport map, displacement interpolation of measures.
result Derivation of general interpolation inequalities for entropy functionals.

Proves non-positivity of Hirzebruch form on stable weights and connects to flat logarithmic connections.

problem Non-positivity of Hirzebruch form on stable weights
method Kempf--Ness and frame-potential inequality
result Zero locus of Hirzebruch form on stable weights corresponds to flat logarithmic connections

In a seminal paper "Volumen und Oberfläche" (1903), Minkowski introduced the basic notion of mixed volumes and the corresponding inequalities that lie at the heart of convex geometry. The fundamental importance of characterizing the extremals of these inequalities was already emphasized by Minkowski himself, but has to…

2019-02-26abs ↗pdf ↗

Study shows uniqueness of solutions on complex manifolds without requiring solution decay.

problem Uniqueness of solutions to Monge-Ampere equation on complex manifolds.
method Caccioppoli inequality techniques applied to Kähler manifolds with sub-quadratic volume growth.
result Uniqueness of bounded C1,1C^{1,1} solutions to Monge-Ampere equation without decay requirement.

Optimally estimates stability in Lorentzian isoperimetric inequalities.

problem Stability estimates in Lorentzian isoperimetric inequalities.
method Quantitative stability estimates using Fraenkel asymmetry and Lipschitz bounds.
result Optimal stability estimates with universal constants for Lorentzian isoperimetric inequalities.

New algorithm tackles stochastic optimization with inequality constraints.

problem Stochastic optimization with inequality constraints in various applications.
method Active-set stochastic sequential quadratic programming (StoSQP) with a differentiable exact augmented Lagrangian.
result Global convergence for any initialization, KKT residuals converge to zero almost surely.

Researchers found a quadratic estimate for embedding higher-dimensional simplices into sphere-connected sums.

problem Estimating the number of handles required for embedding higher-dimensional simplices into sphere-connected sums.
method Combining geometric topology, combinatorics, and linear algebra.
result Presented a quadratic estimate gckn2g \ge c_k n^2 for embedding kk-faces of nn-simplex.

A new method solves variational inequality problems with multiple constraints without needing optimal Lagrange multipliers.

problem Solving variational inequality problems with multiple functional constraints efficiently.
method Constrained Gradient Method (CGM) for Minty variational inequality problems.
result The Constrained Gradient Method achieves complexity similar to projection-based methods but with cheaper oracles.

To estimate the conditional probability functions based on the direct problem setting, V-matrix based method was proposed. We construct V-matrix based constrained quadratic programming problems for which the inequality constraints are inconsistent. In particular, we would like to present that the constrained quadratic …

2018-08-27abs ↗pdf ↗

Paper introduces a new outer measure for continuous price paths with instant enforcement.

problem Defining a new outer measure for continuous price paths with instant enforcement.
method Introducing an outer measure on the space [0,+)imesΩ[0, +\infty) imes \Omega that assigns zero value to instantly blockable sets.
result Proves BDG inequalities and an Itô-type integral for the modified measure.

The Plateau-Douglas problem asks to find an area minimizing surface of fixed or bounded genus spanning a given finite collection of Jordan curves in Euclidean space. In the present paper we solve this problem in the setting of proper metric spaces admitting a local quadratic isoperimetric inequality for curves. We more…

2019-04-04abs ↗pdf ↗

New method solves optimization problems with stochastic objectives and constraints.

problem Optimization problems with stochastic objectives and deterministic constraints.
method Trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method.
result Global almost-sure convergence to first-order stationary points under standard assumptions.

In this article we exhibit the largest constant in a quadratic isoperimetric inequality which ensures that a geodesic metric space is Gromov hyperbolic. As a particular consequence we obtain that Euclidean space is a borderline case for Gromov hyperbolicity in terms of the isoperimetric function. We prove similar resul…

2006-09-11abs ↗pdf ↗

The paper provides concentration inequalities for Markov chain variance estimators.

problem Estimating the variance of Markov chains with concentration properties.
method Martingale decomposition method for uniformly geometrically ergodic Markov chains.
result Explicit control of the p-th moment of the OBM estimator difference and dependence on p and mixing time.

Data processing inequalities link Fisher information to local differential privacy constraints.

problem Understanding how Fisher information scales with local differential privacy constraints.
method Developed data processing inequalities for Fisher information under local differential privacy.
result Implications for private estimation with optimal bounds and error rates.

New conditions ensure Dantzig-Wolfe relaxation matches rank-constrained optimization problems.

problem Rank-constrained optimization problems with linear matrix inequalities.
method Investigates Dantzig-Wolfe relaxation and develops conditions for exactness.
result Conditions for extreme point, convex hull, and objective exactness.

Let XX be a Banach space or more generally a complete metric space admitting a conical geodesic bicombing. We prove that every closed LL-Lipschitz curve γ:S1Xγ:S^1\rightarrow X may be extended to an LL-Lipschitz map defined on the hemisphere f:H2Xf:H^2\rightarrow X. This implies that XX satisfies a quadratic isoperimetri…

2018-10-02abs ↗pdf ↗

In this article, we follow the study of quadratic backward SDEs with jumps,that is to say for which the generator has quadratic growth in the variables (z; u), started in our accompanying paper [15]. Relying on the existence and uniqueness result of [15], we define the corresponding g-expectations and study some of the…

2014-03-06abs ↗pdf ↗

Sharp Sobolev inequalities proved on manifolds with non-negative Ricci curvature.

problem Proving sharp Sobolev inequalities on noncompact Riemannian manifolds with non-negative Ricci curvature.
method Using Optimal Mass Transportation with quadratic distance cost.
result Sharp LpL^p-Sobolev and LpL^p-logarithmic Sobolev inequalities established for p>1p>1 and p=1p=1.

The study proves a gap theorem for CAT(0) spaces with a constant below 1/(6√π).

problem Proving isoperimetric inequalities in non-positive curvature spaces.
method Introduced minimal tetrahedra to prove a linear inequality.
result Established a gap theorem for CAT(0) spaces with a constant below 1/(6√π).

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 ↗

Sharp 2-Wasserstein bounds for DDPMs derived from Föllmer process.

problem Sampling error bounds for DDPMs in 2-Wasserstein distance.
method Lipschitz-type conditions on score function, Föllmer process, and log-concave target distributions.
result Sharp upper bounds for DDPMs in 2-Wasserstein distance, optimal in dimension and steps.

The paper establishes a Miyaoka-Yau type inequality for hyperplane arrangements in complex projective space.

problem Finding a lower bound for the total sum of multiplicities of codimension 2 intersection subspaces of a hyperplane arrangement.
method Using a quadratic form defined by the intersection poset of the hyperplane arrangement, and applying the Bogomolov-Gieseker inequality for parabolic bundles.
result The inequality Q(a,,a)0Q(a, \ldots, a) \leq 0 gives a lower bound for the total sum of multiplicities of codimension 2 intersection subspaces of the hyperplane arrangement, with equality conditions provided.

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.

Proves error bounds for PGD, extending log-Sobolev and Talagrand inequalities.

problem Maximum likelihood estimation of large latent variable models.
method Extending log-Sobolev and Talagrand inequalities to models with strongly concave log-likelihoods.
result Non-asymptotic error bounds for PGD in models satisfying LSI and PŁI.

Missing responses is a missing data format in which outcomes are not always observed. In this work we develop kernel machines that can handle missing responses. First, we propose a kernel machine family that uses mainly the complete cases. For the quadratic loss, we then propose a family of doubly-robust kernel machine…

2018-06-07abs ↗pdf ↗

Study noncollapsed F-limit metric solitons, proving properties similar to smooth Ricci shrinkers.

problem Understanding noncollapsed F-limit metric solitons in Ricci flow.
method Systematic study and proving properties similar to smooth Ricci shrinkers.
result Proves quadratic lower bound for scalar curvature, local gap theorem, global Sobolev inequality, and optimal volume growth lower bound.

We characterize locally Lipschitz mappings and existence of Lipschitz extensions through a first order nonlinear system of PDEs. We extend this study to graded group-valued Lipschitz mappings defined on compact Riemannian manifolds. Through a simple application, we emphasize the connection between these PDEs and the Ru…

2007-11-30abs ↗pdf ↗