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.
Lipschitz and horizontal maps from an n-dimensional space into the (2n+1)-dimensional Heisenberg group $\H^n$ are abundant, while maps from higher-dimensional spaces are much more restricted. DeJarnette-Hajłasz-Lukyanenko-Tyson constructed horizontal maps from Sk to $\H^n$ which factor through n-spheres and sh…
We prove the Proportionality Principle for the Lipschitz simplicial volume without any restriction on curvature. Our argument is based on the construction of a suitable \emph{pseudostraightening} for simplices.
The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to generalize the concept of Lipschitz smoothness condition to the relative smoothn…
We generalize the notion of integral Menger curvature introduced by Gonzalez and Maddocks by decoupling the powers in the integrand. This leads to a new two-parameter family of knot energies intMp,q. We classify finite-energy curves in terms of Sobolev-Slobodeckij spaces. Moreover, restricting to the range of para…
Let us consider a Riemannian manifold M (either separable or non-separable). We prove that, for every ε>0, every Lipschitz function f:M→R can be uniformly approximated by a Lipschitz, C1-smooth function g with $\Lip(g)\le \Lip(f)+ε$. As a consequence, every Riemannian manifold is uniformly …
In this paper, we study the convergence of generative adversarial networks (GANs) from the perspective of the informativeness of the gradient of the optimal discriminative function. We show that GANs without restriction on the discriminative function space commonly suffer from the problem that the gradient produced by …
In \cite{kamz} the author proved that every quasiconformal harmonic mapping between two Jordan domains with C1,α, 0<α≤1, boundary is bi-Lipschitz, providing that the domain is convex. In this paper we avoid the restriction of convexity. More precisely we prove: any quasiconformal harmonic mapping between two …
We prove that Lipschitz intrinsic graphs in the Heisenberg groups Hn, with n>1, which are vanishing viscosity solutions of the minimal surface equation are smooth.
The mean curvature flow is the gradient flow of volume functionals on the space of submanifolds. We prove a fundamental regularity result of the mean curvature flow in this paper: a Lipschitz submanifold with small local Lipschitz norm becomes smooth instantly along the mean curvature flow. This generalizes the regular…
We propose a generic framework based on a new stochastic variance-reduced gradient descent algorithm for accelerating nonconvex low-rank matrix recovery. Starting from an appropriate initial estimator, our proposed algorithm performs projected gradient descent based on a novel semi-stochastic gradient specifically desi…
Lipschitz continuity recently becomes popular in generative adversarial networks (GANs). It was observed that the Lipschitz regularized discriminator leads to improved training stability and sample quality. The mainstream implementations of Lipschitz continuity include gradient penalty and spectral normalization. In th…
In binary classification and regression problems, it is well understood that Lipschitz continuity and smoothness of the loss function play key roles in governing generalization error bounds for empirical risk minimization algorithms. In this paper, we show how these two properties affect generalization error bounds in …
The study connects polyhedral manifolds to Riemannian ones with geometric bounds.
problem Connecting polyhedral manifolds to Riemannian manifolds with geometric constraints.
method Using a theorem by C. Lange and B. Bowditch, the study bounds the curvature and injectivity radius of Riemannian manifolds.
result Polyhedral manifolds with bounded geometry are bi-Lipschitz homeomorphic to Riemannian manifolds with controlled curvature and injectivity radius.
GroupSort neural networks can approximate Lipschitz continuous functions.
problem Understanding and improving the expressive power of neural networks with Lipschitz constraints.
method Introduced and studied GroupSort neural networks with constraints on weights, proving their ability to approximate Lipschitz continuous functions.
result GroupSort networks can represent any Lipschitz continuous piecewise linear functions and are well-suited for approximating general Lipschitz continuous functions.
Generative adversarial networks (GANs) are one of the most popular approaches when it comes to training generative models, among which variants of Wasserstein GANs are considered superior to the standard GAN formulation in terms of learning stability and sample quality. However, Wasserstein GANs require the critic to b…
We show that for every Lipschitz function f defined on a separable Riemannian manifold M (possibly of infinite dimension), for every continuous ε:M→(0,+∞), and for every positive number r>0, there exists a C∞ smooth Lipschitz function g:M→R such that ∣f(p)−g(p)∣≤ε(p) for every …
Wasserstein distributionally robust optimization (DRO) has recently achieved empirical success for various applications in operations research and machine learning, owing partly to its regularization effect. Although connection between Wasserstein DRO and regularization has been established in several settings, existin…
We consider the stochastic composition optimization problem proposed in \cite{wang2017stochastic}, which has applications ranging from estimation to statistical and machine learning. We propose the first ADMM-based algorithm named com-SVR-ADMM, and show that com-SVR-ADMM converges linearly for strongly convex and Lipsc…
We prove a Lipschitz-Volume rigidity theorem in Alexandrov geometry, that is, if a 1-Lipschitz map f:X=⨿Xℓ→Y between Alexandrov spaces preserves volume, then it is a path isometry and an isometry when restricted to the interior of X. We furthermore characterize the metric structure on Y with re…
We construct a smooth compact n-dimensional manifold Y with one point singularity such that all its Lipschitz homotopy groups are trivial, but Lipschitz mappings Lip(S^n,Y) are not dense in the Sobolev space W^{1,n}(S^n,Y). On the other hand we show that if a metric space Y is Lipschitz (n-1)-connected, then Lipschitz …