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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.

168,695 papers · 148 categories

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3467101134 · Jun 202019922001200920172026
48 results for quadratic majorizers

QMME balances cost and speed in convex optimization.

problem Slow convergence of first-order methods and high cost of second-order methods.
method Minimizing quadratic majorants with fixed curvature at each iteration.
result QMME framework achieves sequential convergence under standard assumptions.

Proposes MM-DUST for efficient generalized lasso solution paths.

problem Efficiently solve generalized lasso problems in large-scale and non-linear models.
method Majorization-minimization dual stagewise algorithm incorporating quadratic majorizers and stagewise learning.
result Established the uniform convergence of approximated solution paths.

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 paper, we consider an 0\ell_{0}-norm penalized formulation of the generalized eigenvalue problem (GEP), aimed at extracting the leading sparse generalized eigenvector of a matrix pair. The formulation involves maximization of a discontinuous nonconcave objective function over a nonconvex constraint set, and is…

2014-08-28abs ↗pdf ↗

This work characterizes, analytically and numerically, two major effects of the quadratic Wasserstein (W2W_2) distance as the measure of data discrepancy in computational solutions of inverse problems. First, we show, in the infinite-dimensional setup, that the W2W_2 distance has a smoothing effect on the inversion pro…

2019-11-15abs ↗pdf ↗

The small-ball method was introduced as a way of obtaining a high probability, isomorphic lower bound on the quadratic empirical process, under weak assumptions on the indexing class. The key assumption was that class members satisfy a uniform small-ball estimate: that Pr(fκfL2)δPr(|f| \geq κ\|f\|_{L_2}) \geq δ for given const…

2017-09-04abs ↗pdf ↗

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.

Gaussian equivalence fails for simple polynomial embeddings in quadratic scaling RF models.

problem Failure of Gaussian equivalence in polynomial feature embeddings under quadratic scaling.
method Introduced Conditional Gaussian Equivalent (CGE) model to capture non-Gaussian behavior.
result Correct asymptotics derived for training and test errors in CGE model.

Develops variational framework for LQG risk-sensitive MFGs with major-minor interactions.

problem Risk-sensitive optimal control in LQG systems with major-minor interactions.
method Variational approach, nonlinear necessary and sufficient condition of optimality, equivalent risk-neutral measure, Markovian closed-loop best-response strategies.
result Derives optimal control strategies for LQG risk-sensitive MFGs with major-minor interactions, establishing Nash and ε\varepsilon-Nash equilibria.

We undertake a fundamental study of network equilibria modeled as solutions of fixed point equations for monotone linear functions with saturation nonlinearities. The considered model extends one originally proposed to study systemic risk in networks of financial institutions interconnected by mutual obligations and is…

2019-12-10abs ↗pdf ↗

Alt-GDA outperforms Sim-GDA in minimax games with near-optimal local convergence.

problem Minimax optimization convergence rate comparison
method Alternating Gradient Descent-Ascent (Alt-GDA) vs. Simultaneous Gradient Descent-Ascent (Sim-GDA)
result Alt-GDA achieves near-optimal local convergence rate for strongly convex-strongly concave problems, while Sim-GDA converges slower.

This work improves texture segmentation by automatically tuning hyperparameters for Total-Variation.

problem The challenge is to automatically select hyperparameters for Total-Variation texture segmentation.
method The approach involves extending Stein's unbiased gradient estimator to handle correlated Gaussian noise, leading to an automatic tuning method.
result The method provides an automatic way to select hyperparameters for Total-Variation texture segmentation.

The paper classifies biharmonic quadratic maps between spheres, proving their energy density properties.

problem Classifying non-harmonic biharmonic quadratic forms between spheres.
method Proving non-harmonic biharmonic quadratic forms have constant energy density and classifying them.
result Non-harmonic biharmonic quadratic forms have constant energy density (m+1)/2(m+1)/2.

New method learns particle system potentials from unlabeled data.

problem Learning potentials of interacting particle systems from unlabeled data with trajectory information missing.
method Introduces a self-test loss function based on stochastic evolution equation.
result Method outperforms baseline methods in robust estimation of large, high-dimensional systems.

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 ↗

Consider an analytic map of a neighborhood of 0 in a vector space to a Euclidean space. Suppose that this map takes all germs of lines passing through 0 to germs of circles. Such a map is called rounding. We introduce a natural equivalence relation on roundings and prove that any rounding, whose differential at 0 has r…

2002-12-06abs ↗pdf ↗

A lot of attention has been devoted to multimedia indexing over the past few years. In the literature, we often consider two kinds of fusion schemes: The early fusion and the late fusion. In this paper we focus on late classifier fusion, where one combines the scores of each modality at the decision level. To tackle th…

2012-07-04abs ↗pdf ↗

This paper classifies quadratic form parameters over integers and computes their Witt groups.

problem Classifying quadratic form parameters over integers and computing their Witt groups.
method Study of quadratic forms and extended quadratic forms over the integers, defining and comparing different definitions of extended quadratic forms.
result Classification of all quadratic form parameters over the integers and computation of their Witt groups.

Inspired by complexity and diversity of biological neurons, our group proposed quadratic neurons by replacing the inner product in current artificial neurons with a quadratic operation on input data, thereby enhancing the capability of an individual neuron. Along this direction, we are motivated to evaluate the power o…

2019-01-17abs ↗pdf ↗

Finite intersection numbers between horizontal foliations of quadratic differentials.

problem Intersection properties of horizontal foliations in quadratic differentials.
method Joint continuity of intersection number in L1L^1-norm.
result Intersection number is finite and jointly continuous.

Reinforcement Learning(RL) with sparse rewards is a major challenge. We propose \emph{Hindsight Trust Region Policy Optimization}(HTRPO), a new RL algorithm that extends the highly successful TRPO algorithm with \emph{hindsight} to tackle the challenge of sparse rewards. Hindsight refers to the algorithm's ability to l…

2019-07-29abs ↗pdf ↗

Paper proves flat metrics from holomorphic quadratic differentials can be identified by length spectrum.

problem Identifying flat metrics from holomorphic quadratic differentials.
method Proved using length spectrum on closed oriented surfaces.
result Flat metrics from holomorphic quadratic differentials can be distinguished by their length spectrum.

Study automorphism groups of Inoue surfaces using quadratic number fields.

problem Understanding automorphism groups of Inoue surfaces.
method Construction and description of automorphism groups using quadratic number fields.
result Automorphism groups of Inoue surfaces S(+)/S()S^{(+)}/S^{(-)} described in terms of quadratic number fields.

A Finsler space is called Ricci-quadratic if its Ricci curvature Ric(x,y)Ric(x,y) is quadratic in yy. It is called a Berwald space if its Chern connection defines a linear connection directly on the underlying manifold MM. In this article, we prove that a homogeneous Randers space is Ricci-quadratic if and only if it is of…

2012-07-07abs ↗pdf ↗

Proves transitivity of a specific class of quadratic polynomials.

problem Transitivity of pure Hurwitz classes of post-critically finite quadratic polynomials.
method Uses mapping classes of the sphere with finitely many marked points.
result Establishes transitivity for pure Hurwitz classes of post-critically finite quadratic polynomials.

Self-test loss functions improve data-driven modeling of weak-form operators and gradient flows.

problem Challenges in selecting test functions for data-driven modeling involving weak-form operators and gradient flows.
method Introducing self-test loss functions that depend on unknown parameters and are quadratic.
result Self-test loss functions conserve energy for gradient flows and coincide with log-likelihood ratios for stochastic differential equations.

Loss functions with a large number of saddle points are one of the major obstacles for training modern machine learning models efficiently. First-order methods such as gradient descent are usually the methods of choice for training machine learning models. However, these methods converge to saddle points for certain ch…

2019-01-21abs ↗pdf ↗