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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.

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13274053 · Jun 202019922001200920172026
48 results for reach

We determine the optimal strategy for investing in a Black-Scholes market in order to maximize the probability that wealth at death meets a bequest goal bb, a type of goal-seeking problem, as pioneered by Dubins and Savage (1965, 1976). The individual consumes at a constant rate cc, so the level of wealth required fo…

2015-03-03abs ↗pdf ↗

Various problems in manifold estimation make use of a quantity called the reach, denoted by τ_Mτ\_M, which is a measure of the regularity of the manifold. This paper is the first investigation into the problem of how to estimate the reach. First, we study the geometry of the reach through an approximation perspective. W…

2017-05-12abs ↗pdf ↗

Current reinforcement learning (RL) algorithms can be brittle and difficult to use, especially when learning goal-reaching behaviors from sparse rewards. Although supervised imitation learning provides a simple and stable alternative, it requires access to demonstrations from a human supervisor. In this paper, we study…

2019-12-12abs ↗pdf ↗

The reach of a submanifold is a crucial regularity parameter for manifold learning and geometric inference from point clouds. This paper relates the reach of a submanifold to its convexity defect function. Using the stability properties of convexity defect functions, along with some new bounds and the recent submanifol…

2020-01-22abs ↗pdf ↗

Study shows spheres in high dimensions have maximum volume if they are smooth and have a specific reach.

problem Finding the maximum volume of a smooth submanifold in Euclidean space.
method Using the concept of reach and volume, the study proves a volume inequality for submanifolds with a specific reach.
result Smooth submanifolds in Euclidean space have maximum volume if their reach is 1 and they are congruent to a unit sphere.

We determine the optimal strategies for purchasing term life insurance and for investing in a risky financial market in order to maximize the probability of reaching a bequest goal while consuming from an investment account. We extend Bayraktar and Young (2015) by allowing the individual to purchase term life insurance…

2014-12-06abs ↗pdf ↗

Designing rewards for Reinforcement Learning (RL) is challenging because it needs to convey the desired task, be efficient to optimize, and be easy to compute. The latter is particularly problematic when applying RL to robotics, where detecting whether the desired configuration is reached might require considerable sup…

2019-06-13abs ↗pdf ↗

Two new estimators reduce costs and improve accuracy for EHR outcome prediction.

problem Sparse estimate distributions, high computational cost, and high sampling variance in EHR outcome prediction.
method Proposed SCOPE and REACH estimators that leverage next-token probability distributions.
result SCOPE and REACH match Monte Carlo accuracy with token reductions of 2.5-3.4 times and variance guarantees.

The paper examines how background risk affects portfolio selection and optimal reinsurance design.

problem Maximizing the probability of reaching a financial goal in the presence of background risk.
method Quantile formulation method to derive optimal solutions explicitly.
result The presence of background risk does not change the solution shape but alters the parameter values.

The paper explores how to measure and optimize ad reach while maintaining user privacy.

problem Measuring ad reach while preserving user privacy in online advertising.
method Introduces kk-anonymity and probabilistic discounting for frequency capping.
result Privacy introduces a significant performance drop but with manageable costs.

Eikonal-Constrained QRL improves goal-reaching in reinforcement learning.

problem Reward design and out-of-distribution generalization in reinforcement learning.
method Eikonal-Constrained Quasimetric Reinforcement Learning (Eik-QRL) using the Eikonal PDE.
result Eik-QRL achieves state-of-the-art performance in offline goal-conditioned navigation and manipulation tasks.

Sparse reward problems are one of the biggest challenges in Reinforcement Learning. Goal-directed tasks are one such sparse reward problems where a reward signal is received only when the goal is reached. One promising way to train an agent to perform goal-directed tasks is to use Hindsight Learning approaches. In thes…

2018-09-16abs ↗pdf ↗

MpFL models clients as strategic players to reach equilibrium with less communication.

problem Real-world clients act independently with individual objectives, not aligned with a shared global model.
method MpFL uses game-theoretic modeling and PEARL-SGD algorithm for local updates and communication.
result PEARL-SGD reaches an equilibrium with less communication than non-local updates in stochastic setup.

Autonomous agents that must exhibit flexible and broad capabilities will need to be equipped with large repertoires of skills. Defining each skill with a manually-designed reward function limits this repertoire and imposes a manual engineering burden. Self-supervised agents that set their own goals can automate this pr…

2019-03-08abs ↗pdf ↗

The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated.Two types of networks are next constructed for each distance measure definition. It is shown that the globalization process can be best charac…

2009-10-19abs ↗pdf ↗

Improves data-driven reachability estimation for complex systems.

problem Estimating reachable states in complex dynamical systems with unknown parameters.
method Uses Christoffel functions and conformal prediction to improve sample efficiency and robustness.
result Guaranteed convergence to the true reach set with improved sample efficiency and robustness.

New algorithm detects communities even with corrupted data, reaching Kesten-Stigum threshold.

problem Robust community detection in stochastic block model with node corruptions.
method Polynomial-time algorithm using Grothendieck norm of principal submatrices.
result First algorithm to achieve weak recovery at Kesten-Stigum threshold with node corruptions.

Generative Adversarial Networks are a new family of generative models, frequently used for generating photorealistic images. The theory promises for the GAN to eventually reach an equilibrium where generator produces pictures indistinguishable for the training set. In practice, however, a range of problems frequently p…

2018-11-07abs ↗pdf ↗

We study properly immersed ancient solutions of the codimension one mean curvature flow in nn-dimensional Euclidean space, and classify the convex hulls of the subsets of space reached by any such flow. In particular, it follows that any compact convex ancient mean curvature flow can only have a slab, a halfspace or a…

2019-01-16abs ↗pdf ↗

Given a sample of an abstract manifold immersed in some Euclidean space, we describe a way to recover the singular homology of the original manifold. It consists in estimating its tangent bundle -- seen as subset of another Euclidean space -- in a measure theoretic point of view, and in applying measure-based filtratio…

2019-12-06abs ↗pdf ↗

Study finds a non-locally contractible rr-convex set.

problem Find an rr-convex set which is not locally contractible.
method Constructs a counterexample of a non-locally contractible rr-convex set.
result Proves that the class of supports with positive reach of absolutely continuous distributions includes strictly the class of rr-convex supports.

In important applications involving multi-task networks with multiple objectives, agents in the network need to decide between these multiple objectives and reach an agreement about which single objective to follow for the network. In this work we propose a distributed decision-making algorithm. The agents are assumed …

2018-12-20abs ↗pdf ↗

Extends mapping results to non-compact Riemannian manifolds with positive reach.

problem Extending mapping results to non-compact Riemannian manifolds with positive reach.
method Using a criterion by A. Petrunin and results by B. Bulanyi and J. Van Schaftingen, the study extends critical Sobolev mappings.
result Extended maps satisfy an exponential weak-type Sobolev-Marcinkiewicz estimate.

This paper studies the problems of vehicle make & model classification. Some of the main challenges are reaching high classification accuracy and reducing the annotation time of the images. To address these problems, we have created a fine-grained database using online vehicle marketplaces of Turkey. A pipeline is prop…

2018-08-23abs ↗pdf ↗

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.

In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set C\mathcal{C}. We propose a generic framework that yields convergence to a second-order stationary point of the problem, if the convex set C\mathcal{C} is simple for a quadratic objectiv…

2018-09-06abs ↗pdf ↗

We determine how an individual can use life insurance to meet a bequest goal. We assume that the individual's consumption is met by an income, such as a pension, life annuity, or Social Security. Then, we consider the wealth that the individual wants to devote towards heirs (separate from any wealth related to the afor…

2014-02-21abs ↗pdf ↗

The paper sets limits for GNNs solving PDEs to avoid under-reaching phenomenon.

problem Under-reaching phenomenon in GNNs solving PDEs.
method Sharp lower bounds for message-passing iterations based on PDE characteristics.
result Proposed lower bounds ensure efficient information propagation in GNNs.