arXiv research

Paper examines risk measure expansions under FGM dependence, improving accuracy at extreme levels.

A second order family of special Lagrangian submanifolds of complex m-space is a family characterized by the satisfaction of a set of pointwise conditions on the second fundamental form. For example, the set of ruled special Lagrangian submanifolds of complex 3-space is characterized by a single algebraic equation on t…

Study second order integrability of Einstein deformations on Riemannian and Kähler manifolds.

A new algorithm for solving constrained convex optimization problems efficiently.

Study the stability of membranes using Helfrich energy and second variation formula.

SOLBP extends efficient inference to uncertain Bayesian networks.

The paper classifies second-order superintegrable systems with torsion and semi-degeneracy.

Estimates for harmonic functions in curved spaces.

Paper derives estimates for complex Hessian equations on Hermitian manifolds.

Negative step sizes improve second-order methods for neural networks.

We apply the Cartan equivalence method to the study of real analytic second order ODEs under the local real analytic diffeomorphism of $\C^2$ which are area-preserving. This enables us to give a characterization of the second order ODEs which are equivalent to $y^{\prime\prime}=0$ under such transformations. Moreover w…

Paper discusses optimal CP for second-order predictions.

Estimates for complex Hessian equations on Hermitian manifolds.

New optimality conditions for sub-Riemannian geodesics derived.

Two new algorithms improve federated optimization under second-order similarity.

In the present paper we establish the necessary and sufficient conditions for two ordinary differential equations of the form $y"{}^2+A(x,y,y') y"+B(x,y,y')=0$ to be equivalent under the action of the pseudogroup of contact transformations. These conditions are formulated in terms of integrals of some one-dimensional d…

Unified asymptotic treatment for VaR- and expectile-based systemic risk measures.

Investigates second-order conditions for Cayley forms in eight dimensions.

A generalized Lepage form for second-order Lagrangians is described.

We study the fillability (or embeddability) of 3-dimensional $CR$ structures under the geometric flows. Suppose we can solve a certain second order equation for the geometric quantity associated to the flow. Then we prove that if the initial $CR$ structure is fillable, then it keeps having the same property as long as …

Modern proximal and stochastic gradient descent (SGD) methods are believed to efficiently minimize large composite objective functions, but such methods have two algorithmic challenges: (1) a lack of fast or justified stop conditions, and (2) sensitivity to the objective function's conditioning. In response to the firs…

New Lagrangian approach for optimal control of second-order systems.

Derives derivatives of risk measures for various types of portfolio losses.

Let (M,g) be an arbitrary pseudo-Riemannian manifold of dimension at least 3. We determine the form of all the conformal symmetries of the conformal (or Yamabe) Laplacian on (M,g), which are given by differential operators of second order. They are constructed from conformal Killing 2-tensors satisfying a natural and c…

The paper is mainly devoted to systematic developments and applications of geometric aspects of second-order variational analysis that are revolved around the concept of parabolic regularity of sets. This concept has been known in variational analysis for more than two decades while being largely underinvestigated. We …

Extends Calabi operator to Riemannian locally symmetric spaces.

We prove local existence for the second order Renormalization Group flow initial value problem on closed Riemannian manifolds $(M,g)$ in general dimensions, for initial metrics whose sectional curvatures $K_P$ satisfy the condition $1+αK_P > 0$, at all points $p \in M$ and planes $P \subset T_p M$. This extends results…

The paper finds conditions for certain hypersurfaces to be totally umbilical.

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 derive a priori second order estimates for solutions of a class of fully nonlinear elliptic equations on Riemannian manifolds under some very general structure conditions. We treat both equations on closed manifolds, and the Dirichlet problem on manifolds with boundary without any geometric restrictions to the bound…

The paper resolves a conjecture about curvature conditions on manifolds.

In 1883, as an early result, Sophus Lie established an explicit necessary and sufficient condition for an analytic second order ordinary differential equation y_xx = F(x,y,y_x) to be equivalent, through a point transformation (x,y) --> (X(x,y), Y(x,y)), to the Newtonian free particle equation Y_XX = 0. This result, pre…

We propose a method to infer causal structures containing both discrete and continuous variables. The idea is to select causal hypotheses for which the conditional density of every variable, given its causes, becomes smooth. We define a family of smooth densities and conditional densities by second order exponential mo…

Natural gradient descent, which preconditions a gradient descent update with the Fisher information matrix of the underlying statistical model, is a way to capture partial second-order information. Several highly visible works have advocated an approximation known as the empirical Fisher, drawing connections between ap…

In this paper, we provide an overview of first-order and second-order variants of the gradient descent method that are commonly used in machine learning. We propose a general framework in which 6 of these variants can be interpreted as different instances of the same approach. They are the vanilla gradient descent, the…

A new method for faster optimization in high dimensions.

In this paper we put together some tools from differential topology and analysis in order to study second order semi-linear partial differential equations on a Riemannian manifold $M$. We look for solutions that are constants along orbits of a given group action. Using some results obtained by Helgason in [J DIFFER GEO…

We consider a closed Willmore surface properly immersed in ${\R}^m$ (m>2) with square-integrable second fundamental form, and with one point-singularity of finite arbitrary integer order. Using the "conservative" reformulation of the Willmore equation introduced in a previous paper by the second author, we show that, i…

In two recent papers necessary and sufficient conditions for a given system of second-order ordinary differential equations to be of Lagrangian form with additional dissipative forces were derived. We point out that these conditions are not independent and prove a stronger result accordingly.

Associative submanifolds $A$ in nearly parallel $G_2$-manifolds $Y$ are minimal 3-submanifolds in spin 7-manifolds with a real Killing spinor. The Riemannian cone over $Y$ has the holonomy group contained in ${\rm Spin(7)}$ and the Riemannian cone over $A$ is a Cayley submanifold. Infinitesimal deformations of associat…

Study on maximum principles for nonlinear equations on Riemannian manifolds.

Investigates optimal execution under time-varying liquidity, preventing price manipulation.

New geometric quantities help classify manifolds and relate to entropy.

We study gradient-based optimization methods obtained by directly discretizing a second-order ordinary differential equation (ODE) related to the continuous limit of Nesterov's accelerated gradient method. When the function is smooth enough, we show that acceleration can be achieved by a stable discretization of this O…

In this paper we establish a gap phenomenon for immersed surfaces with arbitrary codimension, topology and boundaries that satisfy one of a family of systems of fourth-order anisotropic geometric partial differential equations. Examples include Willmore surfaces, stationary solitons for the surface diffusion flow, and …

Proposes second-order Esscher transform for Lévy models in financial markets.

Trust region and cubic regularization methods have demonstrated good performance in small scale non-convex optimization, showing the ability to escape from saddle points. Each iteration of these methods involves computation of gradient, Hessian and function value in order to obtain the search direction and adjust the r…

For incomplete sub-Riemannian manifolds, and for an associated second-order hypoelliptic operator, which need not be symmetric, we identify two alternative conditions for the validity of Gaussian-type upper bounds on heat kernels and transition probabilities, with optimal constant in the exponent. Under similar conditi…