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.
Properties of two classes of generally convex sets in the n-dimentional real Euclidean space, called m-semiconvex and weakly m-semiconvex, 1<=m<n, are investigated in the present work. In particular, it is established that an open set with smooth boundary in the plan which is weakly 1-semiconvex but not 1-semiconvex co…
Equipped with the L^2-distortion distance, the space "X" of all metric measure spaces (X,d,m) is proven to have nonnegative curvature in the sense of Alexandrov. Geodesics and tangent spaces are characterized in detail. Moreover, classes of semiconvex functionals and their gradient flows on "X" are presented.
We consider an optimal stochastic impulse control problem over an infinite time horizon motivated by a model of irreversible investment choices with fixed adjustment costs. By employing techniques of viscosity solutions and relying on semiconvexity arguments, we prove that the value function is a classical solution to …
Given a real-valued function c defined on the cartesian product of a generic Carnot group $\G$ and the first layer V1 of its Lie algebra, we introduce a notion of c horizontal convex (c H-convex) function on $\G$ as the supremum of a suitable family of affine functions; this family is defined pointwisely, and …
We prove that ideal sub-Riemannian manifolds (i.e., admitting no non-trivial abnormal minimizers) support interpolation inequalities for optimal transport. A key role is played by sub-Riemannian Jacobi fields and distortion coefficients, whose properties are remarkably different with respect to the Riemannian case. As …
We consider in this paper the optimal approximations of convex univariate functions with feed-forward Relu neural networks. We are interested in the following question: what is the minimal approximation error given the number of approximating linear pieces? We establish the necessary and sufficient conditions and uniqu…
We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements from a given system of elements. There is an increasing interest in building such …
Neural approximate computing gains enormous energy-efficiency at the cost of tolerable quality-loss. A neural approximator can map the input data to output while a classifier determines whether the input data are safe to approximate with quality guarantee. However, existing works cannot maximize the invocation of the a…
Approximate symmetries of geodesic equations on 2-spheres are studied. These are the symmetries of the perturbed geodesic equations which represent approximate path of a particle rather than exact path. After giving the exact symmetries of the geodesic equations, two different approaches to study the approximate symmet…
We are concerned with an approximation problem for a symmetric positive semidefinite matrix due to motivation from a class of nonlinear machine learning methods. We discuss an approximation approach that we call {matrix ridge approximation}. In particular, we define the matrix ridge approximation as an incomplete matri…
Approximating complex curves with simple parametric curves is widely used in CAGD, CG, and CNC. This paper presents an algorithm to compute a certified approximation to a given parametric space curve with cubic B-spline curves. By certified, we mean that the approximation can approximate the given curve to any given pr…
Recently, variational approximations such as the mean field approximation have received much interest. We extend the standard mean field method by using an approximating distribution that factorises into cluster potentials. This includes undirected graphs, directed acyclic graphs and junction trees. We derive generaliz…
We are interested in approximation of a multivariate function f(x1,…,xd) by linear combinations of products u1(x1)⋯ud(xd) of univariate functions ui(xi), i=1,…,d. In the case d=2 it is a classical problem of bilinear approximation. In the case of approximation in the L2 space the bili…
In this paper, we propose a low-rank approximation method based on discrete least-squares for the approximation of a multivariate function from random, noisy-free observations. Sparsity inducing regularization techniques are used within classical algorithms for low-rank approximation in order to exploit the possible sp…
Neural network based approximate computing is a universal architecture promising to gain tremendous energy-efficiency for many error resilient applications. To guarantee the approximation quality, existing works deploy two neural networks (NNs), e.g., an approximator and a predictor. The approximator provides the appro…
We discuss Bayesian methods for learning Bayesian networks when data sets are incomplete. In particular, we examine asymptotic approximations for the marginal likelihood of incomplete data given a Bayesian network. We consider the Laplace approximation and the less accurate but more efficient BIC/MDL approximation. We …
Gradient descent trains shallow neural networks to approximate functions in 1D.
problem Approximating functions in 1D with shallow neural networks trained by gradient descent.
method Gradient descent optimization of non-convex weight space for finite width networks in 1D.
result Gradient descent can approximate functions in 1D with a minimal number of weights, balancing practical performance and theoretical capabilities.