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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.

169,341 papers · 148 categories

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60119179238 · Jun 202019922001200920182026
48 results for size inequalities

Establishes inequalities linking body size, mass, angular momentum, and charge.

problem Understanding the relationship between a body's size, mass, angular momentum, and charge.
method Analyzes axisymmetric initial data sets for the Einstein equations, using a computable notion of size.
result Provides black hole existence criteria even in the time-symmetric case.

Improved variational inequality algorithms using adaptive step sizes.

problem Solving monotone variational inequalities and convex-concave min-max problems efficiently.
method Adaptive step sizes that eliminate hyperparameters and global Lipschitz continuity requirements.
result Eliminated the need for the golden ratio in the algorithm and improved complexity bounds.

Analyzes regional wealth inequalities in Italy using various statistical methods.

problem Examining regional wealth disparities in Italy over 2007-2011.
method Used frequency-size plots, cumulative distribution function plots, scatter plots, rank-size plots, and transformed aggregated tax income data into Gini, Theil, and Herfindahl-Hirschman indices.
result Confirmed significant regional wealth differences in Italy, with Molise being a notable case.

Quantized Stochastic Primal-Dual Methods for Distributed Optimization

problem Distributed optimization with stochastic gradients and finite-bit communication
method q-PDGD, a quantized stochastic primal-dual method
result Linear contraction to an explicit neighborhood under RSI, O(1/k) convergence under PL inequality

Universal algorithm for variational inequalities adapts to smoothness and noise.

problem Variational inequalities from monotone operators, including convex minimization and saddle-point problems.
method Mirror-Prox algorithm with adaptive step-size.
result Achieves optimal rates for smooth/non-smooth, noisy/noiseless settings without prior knowledge.

Developing a scientific understanding of cities in a fast urbanizing world is essential for planning sustainable urban systems. Recently, it was shown that income and wealth creation follow increasing returns, scaling superlinearly with city size. We study scaling of per capita incomes for separate census defined incom…

2015-09-03abs ↗pdf ↗

The abstract discusses geometric inequalities related to black hole formation.

problem Establishing geometric inequalities for black hole formation.
method Applying Bekenstein's entropy bounds and Penrose's inequality to axisymmetric bodies.
result New criteria for black hole formation involving angular momentum, charge, and matter energy.

New insights into stochastic methods for solving variational inequalities.

problem Understanding convergence behaviors of stochastic algorithms in variational inequalities.
method Re-casting SEG/SGDA as Markov Chains to analyze their probabilistic structures.
result The average iterate is asymptotically normal with a unique invariant distribution for various VIPs.

Study analyzes financial distributions and inequality in professional cycling teams.

problem Financial inequality and concentration among cycling teams.
method Rank-size law and various inequality indices applied to Tour de France data.
result Financial gains distribution is hyperbolic with a decay exponent of about -1, contrary to Pareto principle.

New inequalities for matrix supermartingales converge under various conditions.

problem Convergence and maximal inequalities of supermartingales in positive semidefinite matrices.
method Developed new concentration inequalities for matrix supermartingales.
result New inequalities for matrix supermartingales under different tail conditions.

Novel concentration inequalities are obtained for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We derive distribution-free deviation bounds with sublinear exponents in deviation size for missing mass and improve the results of Berend and Kontorovich (2013) and Yari Saeed…

2015-03-20abs ↗pdf ↗

This work establishes always-valid risk bounds for online matrix completion.

problem Challenges in establishing always-valid concentration inequalities for online matrix completion.
method Combines non-asymptotic martingale concentration and regularized low-rank matrix regression.
result Establishes always-valid risk bound process for online matrix completion.

New estimates for nodal and singular sets of parabolic inequalities.

problem Understanding the structure of nodal and singular sets in parabolic inequalities.
method Establishing new estimates for the size and structure of nodal and singular sets using parabolic Lipschitz coefficients.
result Almost all nodal and singular sets are covered by regular parabolic Lipschitz graphs with estimates.

This paper combines three techniques to reduce communications in distributed variational inequalities.

problem Efficiently communicating solutions in large-scale distributed variational inequalities.
method Combining similarity, compression, and local steps to reduce communication rounds and cost.
result Best theoretical guarantees of communication complexity and superior performance in adversarial learning experiments.

Two new algorithms solve privacy-constrained SVI and SSP problems.

problem Privacy-constrained stochastic variational inequality and saddle-point problems.
method Proposed Noisy Stochastic Extragradient (NSEG) and Noisy Inexact Stochastic Proximal Point (NISPP) algorithms.
result Optimal risk bounds for weak gap function with sampling with replacement.

Study convergence of simulated annealing in continuous and discrete settings.

problem Analyzing convergence rate of simulated annealing methods.
method Apply Eyring-Kramers law to prove polynomial decay of tail probabilities.
result Explicit rate of convergence for continuous and discrete simulated annealing.

Improved analysis of extragradient methods for structured VIPs.

problem Efficiently solving large-scale VIPs with weaker conditions.
method Single-call stochastic extragradient methods with expected residual condition.
result Convergence guarantees for quasi-strongly monotone and weak Minty VIPs.

The paper proves concentration inequalities for diffusion processes.

problem Proving concentration inequalities for diffusion processes.
method Analysis via the Poisson equation for a broad class of subexponentially ergodic processes.
result Demonstrates power of concentration inequalities in validating conditions for Lasso estimation and sampling algorithms.

Bounds neural network output distribution to Gaussian for random initialization.

problem Quantifying the distribution of randomly initialized deep neural networks.
method Quantitative Gaussian approximation using quadratic Wasserstein distance.
result Explicit inequalities show how network sizes affect Gaussian behavior.

The paper introduces a sampling theory for graphons with a Poincaré inequality and proves consistency.

problem Sampling on large graphs is challenging due to their non-Euclidean nature.
method The paper introduces a signal sampling theory for graphons, proving a Poincaré inequality and showing consistency.
result Unique sampling sets for graphon signals are consistent across graph sequences.

We are concerned with obtaining novel concentration inequalities for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We not only derive - for the first time - distribution-free Bernstein-like deviation bounds with sublinear exponents in deviation size for missing mass, but …

2015-03-10abs ↗pdf ↗

ST-BCP narrows the coverage gap in BCP by transforming nonconformity scores.

problem The looseness in BCP's coverage guarantee due to Markov's inequality.
method Introduces a data-dependent transformation of nonconformity scores.
result Reduces the average coverage gap from 4.20% to 1.12% on benchmarks.

This paper establishes non-asymptotic oracle inequalities for the prediction error and estimation accuracy of the LASSO in stationary vector autoregressive models. These inequalities are used to establish consistency of the LASSO even when the number of parameters is of a much larger order of magnitude than the sample …

2013-11-04abs ↗pdf ↗

Bob predicts a future observation based on a sample of size one. Alice can draw a sample of any size before issuing her prediction. How much better can she do than Bob? Perhaps surprisingly, under a large class of loss functions, which we refer to as the Cover-Hart family, the best Alice can do is to halve Bob's risk. …

2012-06-15abs ↗pdf ↗

We define a capacity which measures the size of Weinstein tubular neighbourhoods of Lagrangian submanifolds. In symplectic vector spaces this leads to bounds on the codisc radius for any closed Lagrangian submanifold in terms of Viterbo's isoperimetric inequality. Moreover, we prove a generalization of Gromov's packing…

2012-10-08abs ↗pdf ↗

The paper improves confidence regions for band-limited functions using tighter norm bounds and majority voting.

problem Constructing reliable confidence regions for band-limited functions from noisy data.
method Improved norm bounds using Hoeffding's inequality and empirical Bernstein bound, majority voting to aggregate intervals.
result Confidence intervals retain their simultaneous coverage guarantee even when aggregated from random subsamples.

Paper presents a low-cost algorithm for bipartite ranking with improved sample size requirements.

problem Bipartite ranking's quadratic dependence on sample size makes it computationally expensive.
method Uses a novel uniform risk bound based on matrix and vector concentration inequalities to achieve low cost and competitive performance.
result Shows that the sample size required for competitive performance is not quadratic, improving efficiency.

The data processing inequality doesn't always hold in practice, showing benefits in low-level tasks.

problem The data processing inequality suggests no benefit in pre-processing for classification.
method Theoretical and empirical study of binary classification setup with deep neural networks.
result Pre-classification processing can improve classification accuracy for any finite number of training samples.

New inequalities help optimize first-order algorithms for statistical risk analysis.

problem Optimizing first-order iterative algorithms for statistical risk analysis.
method Introducing basic inequalities that connect implicit and explicit regularization.
result The basic inequalities translate the number of iterations into an effective regularization coefficient.

Polyak-Łojasiewicz inequality simplifies linear convergence proofs.

problem Proving linear convergence without strong convexity.
method Using Polyak-Łojasiewicz inequality to analyze various optimization methods.
result New analyses and proofs of linear convergence for multiple machine learning problems.

Extends spectral torus band inequalities for compact manifolds with scalar curvature bounds.

problem Proving upper bounds for the width of compact manifolds with boundary.
method Utilizes spacetime harmonic functions, μ-bubbles, and spinorial Callias operators.
result Generalizes Schoen-Yau black hole existence theorem to higher dimensions.

New weighted Lasso estimates improve logistic regression performance with measurement error.

problem Improper Lasso estimates in sparse logistic regression with equal penalties.
method Proposed weighted Lasso estimates using McDiarmid inequality for non-asymptotic oracle inequalities.
result Finite sample behavior illustrated by non-asymptotic oracle inequalities for estimation and prediction errors.

A new framework for brain mapping using statistical agnostic methods.

problem Estimating brain connectivity with limited data and controlling false positives.
method Statistical Agnostic Mapping (SAM) based on concentration inequalities.
result Relieves instability and provides less conservative p-value correction.

Study flat flow solutions to Mullins-Sekerka and area-preserving curvature flows on planar flat torus.

problem Behavior of flat flow solutions on planar flat torus.
method Sharp quantitative Alexandrov inequality derivation for periodic smooth sets.
result Flat flows converge to specific configurations exponentially fast.

New algorithm approximates maximum of certain distributions on subsets.

problem Finding maximum of distributions on subsets.
method Connection between sampling and optimization via exchange inequalities and local random walks.
result Simple nearly-optimal approximation algorithm for MAP inference.

Study generalizes matrix completion with side info in low noise settings.

problem Matrix completion with side information in low noise conditions.
method Inductive matrix completion with i.i.d. subgaussian noise, uniform sampling, and side information.
result Generalization bounds with noise scaling, convergence to zero, and logarithmic dependence on matrix size.