arXiv research

Geometric models for algebraic suspensions using affine deformation spaces.

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness assumptions, which do not apply to many modern applications of SGD with non-smooth object…

A new subdivision scheme for Heisenberg group values with central smoothness loss.

The three operator splitting scheme was recently proposed by [Davis and Yin, 2015] as a method to optimize composite objective functions with one convex smooth term and two convex (possibly non-smooth) terms for which we have access to their proximity operator. In this short note we provide an alternative proof for the…

New methods improve convergence in non-convex non-smooth learning problems.

We study first-order optimization methods obtained by discretizing ordinary differential equations (ODEs) corresponding to Nesterov's accelerated gradient methods (NAGs) and Polyak's heavy-ball method. We consider three discretization schemes: an explicit Euler scheme, an implicit Euler scheme, and a symplectic scheme.…

Extends algebraic geometry to include spaces with corners.

Study evaluates UK CDC schemes, finding intergenerational cross-subsidies in flat-accrual schemes and dynamic-accrual schemes can reduce but not eliminate them.

A new method for computing image curvature efficiently and accurately.

If $X$ is a smooth manifold then the $\mathbb R$-algebra $C^\infty(X)$ of smooth functions $c:X\to\mathbb R$ is a $C^\infty$-$ring$. That is, for each smooth function $f:{\mathbb R}^n\to\mathbb R$ there is an $n$-fold operation $Φ_f:C^\infty(X)^n\to C^\infty(X)$ acting by $Φ_f:(c_1,\ldots,c_n)\mapsto f(c_1,...,c_n)$, a…

A new dynamic learning-rate scheme for optimization.

This is a survey of the author's paper arXiv:1001.0023 on "Algebraic Geometry over C-infinity rings". If X is a smooth manifold then the R-algebra C^\infty(X) of smooth functions c : X --> R is a "C-infinity ring". That is, for each smooth function f : R^n --> R there is an n-fold operation Φ_f : C^\infty(X)^n --> C^\i…

We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In our numerical study we obtain high-order numerical convergence also for non-zero …

Study shows convergence of cscK surfaces in Hilbert scheme.

MARINA-P improves non-smooth federated optimization with adaptive stepsizes.

Novel framework improves randomized smoothing for various norms.

We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results like unconditional stability in the sense of von Neumann are presented. Where the a…

Proves a generalized vanishing theorem for quasi-smooth stacks, with applications in K-theory and birational geometry.

We present a framework to train a structured prediction model by performing smoothing on the inference algorithm it builds upon. Smoothing overcomes the non-smoothness inherent to the maximum margin structured prediction objective, and paves the way for the use of fast primal gradient-based optimization algorithms. We …

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and the non-smooth part is equipped with a simple proximal mapping. We propose a pr…

We consider the approximation of stochastic differential equations (SDEs) with non-Lipschitz drift or diffusion coefficients. We present a modified explicit Euler-Maruyama discretisation scheme that allows us to prove strong convergence, with a rate. Under some regularity and integrability conditions, we obtain the opt…

The purpose of this article is twofold. First we outline a general construction scheme for producing simply-connected minimal symplectic 4-manifolds with small Euler characteristics. Using this scheme, we illustrate how to obtain irreducible symplectic 4-manifolds homeomorphic but not diffeomorphic to $\CP#(2k+1)\CPb$ …

In this article, a three-time levels compact scheme is proposed to solve the partial integro-differential equation governing the option prices under jump-diffusion models. In the proposed compact scheme, the second derivative approximation of unknowns is approximated by the value of unknowns and their first derivative …

Paper develops Euler scheme for fractional delay diff. eqs with additive noise.

Constructs noncommutative spaces for D-branes on complex algebraic spaces.

Paper develops a new method for optimal stopping in American options.

Paper analyzes complexity of solving nonconvex-strongly-concave problems.

Proposes a curriculum-based scheme to smooth CNN feature embeddings.

Scheme minimizes $p$-elastic energy of curves over time.

In usual stochastic volatility models, the process driving the volatility of the asset price evolves according to an autonomous one-dimensional stochastic differential equation. We assume that the coefficients of this equation are smooth. Using Itô's formula, we get rid, in the asset price dynamics, of the stochastic i…

The paper analyzes convergence of Riemannian SA schemes for stochastic optimization.

Improved MLMC method for robust and efficient probability and density estimation.

AdaGrad fails to adapt to Hölder-smoothness in composite optimization problems.

In this paper, we study rational sections of the relative Picard scheme of a linear system on a smooth projective variety. We prove that if the linear system is basepoint-free and the locus of non-integral divisors has codimension at least two, then all rational sections of the relative Picard scheme come from restrict…

We show that the Debarre-de Jong conjecture that the Fano scheme of lines on a smooth hypersurface of degree at most n in n-dimensional projective space must have its expected dimension, and the Beheshti-Starr conjecture that bounds the dimension of the Fano scheme of lines for hypersurfaces of degree at least n in n-d…

Improves safety region certification for smoothed classifiers without changing smoothing scheme.

Introduces a new theoretical framework for exponential smoothing.

Unified framework for efficient Gaussian process inference.

Adapts PALM to solve NMF with smooth and sparse solutions.

This is a sequel of our paper [arXiv:1809.08425] on the Quot-scheme limit and variational properties of Donaldson's functional, which established its coercivity for slope stable holomorphic vector bundles over smooth projective varieties. Assuming that the coercivity is uniform in a certain sense, we provide a new proo…

The paper analyzes mirror descent in measure spaces and its applications.

Conditional independence testing is a fundamental problem underlying causal discovery and a particularly challenging task in the presence of nonlinear and high-dimensional dependencies. Here a fully non-parametric test for continuous data based on conditional mutual information combined with a local permutation scheme …

A fast, accurate method for pricing American options with free boundaries.

LSAM optimizes deep learning training with improved efficiency.

We investigate the common underlying discrete structures for various smooth and discrete nets. The main idea is to impose the characteristic properties of the nets not only on elementary quadrilaterals but also on larger parameter rectangles. For discrete planar quadrilateral nets, circular nets, $Q^*$-nets and conical…

We propose an adaptive smoothing algorithm based on Nesterov's smoothing technique in \cite{Nesterov2005c} for solving "fully" nonsmooth composite convex optimization problems. Our method combines both Nesterov's accelerated proximal gradient scheme and a new homotopy strategy for smoothness parameter. By an appropriat…

Solves a complex mathematical problem on curved surfaces.

We study the partial resolutions of singularities related to Hilbert schemes of points on an affine space. Consider a quotient of a vector space $V$ by an action of a finite group $G$ of linear transforms. Under some additional assumptions, we prove that the partial desingularization of Hilbert type is smooth only if t…