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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.

168,695 papers · 148 categories

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79158237316 · Jun 202019922001200920172026
48 results for starting solutions

We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related problems. This is useful when optimizing the output of a stochastic simulator that fails to provide derivative information, for which Bayesian opt…

2016-08-11abs ↗pdf ↗

We give a complete solution to the existence problem for gravitating vortices with non-negative topological constant c0c \geqslant 0. Our first main result builds on previous results by Yang and establishes the existence of solutions to the Einstein-Bogomol'nyi equations, corresponding to c=0c=0, in all admissible Kähle…

2019-11-21abs ↗pdf ↗

This is the second part of the investigation started in [Stationary solutions and asymptotic flatness I]. We prove here that Strongly Stationary ends having cubic volume growth are Weakly Asymptotically Flat. Combined with the results of the previous paper this shows that Strongly Stationary ends are Asymptotically Fla…

2013-10-01abs ↗pdf ↗

In this work we study generalization of neural networks in gradient-based meta-learning by analyzing various properties of the objective landscapes. We experimentally demonstrate that as meta-training progresses, the meta-test solutions, obtained after adapting the meta-train solution of the model, to new tasks via few…

2019-07-16abs ↗pdf ↗

We study the evolution of hypersurfaces in spacetime initial data sets by their null mean curvature. A theory of weak solutions is developed using the level-set approach. Starting from an arbitrary mean convex, outer untapped hypersurface Ω0\partialΩ_0, we show that there exists a weak solution to the null mean curvatu…

2015-03-13abs ↗pdf ↗

Adaptive SAA solves large-scale stochastic linear programs efficiently.

problem Solving large-scale two-stage stochastic linear programs.
method Iterative algorithm with adaptive sample size and warm starts.
result The algorithm converges to the true solution set with a probabilistic guarantee.

Warm starts improve variational quantum algorithms by avoiding barren plateaus.

problem Barren plateaus in variational quantum algorithms limit scaling.
method Exploring warm starts in iterative variational methods for quantum circuits.
result Warm starts can lead to substantial gradients in small regions, suggesting trainability.

Study shows uniform bounds on torsion and curvature for Chern-Ricci flow solutions.

problem Understanding singularity types in long-time solutions of Chern-Ricci flow.
method Extended results from Kähler-Ricci flow to Chern-Ricci flow, focusing on uniform bounds on torsion and curvature.
result Uniform bounds on torsion and curvature for solutions starting from metrics of the same ˉ\partial \bar{\partial} class.

We explicitly describe the solution of the G2_2-Laplacian flow starting from an extremally Ricci-pinched closed G2_2-structure on a compact 7-manifold and we investigate its properties. In particular, we show that the solution exists for all real times and that it remains extremally Ricci-pinched. This result holds m…

2018-07-03abs ↗pdf ↗

This article presents an analysis of the normalized Yamabe flow starting at and preserving a class of compact Riemannian manifolds with incomplete edge singularities and negative Yamabe invariant. Our main results include uniqueness, long-time existence and convergence of the edge Yamabe flow starting at a metric with …

2016-05-12abs ↗pdf ↗

We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error subject to a bound on the nuclear norm. Our algorithm iteratively replaces the missing…

2009-06-11abs ↗pdf ↗

New method achieves optimal sample complexity without warm-start in bilevel optimization.

problem Optimizing smooth objective functions with fixed point constraints in meta-learning and equilibrium models.
method Fixed point iterations at lower-level and projected inexact gradient descent at upper-level.
result Achieves near optimal sample complexity O(ε2)O(ε^{-2}) and ildeO(ε1) ilde{O}(ε^{-1}) samples.

Paper presents a method to solve variational inequalities with general constraints without requiring analytic solutions.

problem Solving variational inequalities with general constraints.
method A primal-dual approach using approximate subproblem solutions and warm-starting.
result The method converges with a rate of O(1K)O(\frac{1}{\sqrt{K}}) for LL-Lipschitz and monotone operators.

We study the short maturity asymptotics for prices of forward start Asian options under the assumption that the underlying asset follows a local volatility model. We obtain asymptotics for the cases of out-of-the-money, in-the-money, and at-the-money, considering both fixed strike and floating Asian options. The expone…

2017-10-09abs ↗pdf ↗

Local search algorithms applied to optimization problems often suffer from getting trapped in a local optimum. The common solution for this deficiency is to restart the algorithm when no progress is observed. Alternatively, one can start multiple instances of a local search algorithm, and allocate computational resourc…

2014-01-16abs ↗pdf ↗

Accelerates optimal transport computation by 10x with spectral insights.

problem Exponential slow-down of convergence in Entropic Optimal Transport as regularization weakens.
method Spectral insights and spectral warm-start strategy to mitigate convergence issues.
result Faster convergence compared to the reference method Sinkhorn algorithm.

Playlist recommendation involves producing a set of songs that a user might enjoy. We investigate this problem in three cold-start scenarios: (i) cold playlists, where we recommend songs to form new personalised playlists for an existing user; (ii) cold users, where we recommend songs to form new playlists for a new us…

2019-01-18abs ↗pdf ↗

Starting with a model conical Kähler metric, we prove a uniform scalar curvature bound for solutions to the conical Kähler-Ricci flow assuming a semi-ampleness type condition on the twisted canonical bundle. In the proof, we also establish uniform estimates for the potentials and their time derivatives.

2015-05-08abs ↗pdf ↗

Clarifies when solutions to stochastic PDEs stay near given subsets.

problem Understanding the proximity of solutions to stochastic PDEs to given subsets.
method Analyzes distance between closed sets and solutions to stochastic PDEs.
result Clarifies conditions for solutions to stay near given subsets.

The paper explores moduli space of heterotic system using two deformation paths.

problem Exploring the moduli space of the heterotic system.
method Considering two dual deformation paths starting from a Kähler solution, one along Bott-Chern cohomology class and the other along Aeppli cohomology class. Using the implicit function theorem to prove local existence of heterotic solutions.
result Established an initial step to construct local moduli coordinates around a Kähler solution.

We produce solutions to the Kähler-Ricci flow emerging from complete initial metrics g0g_0 which are C0C^0 Hermitian limits of Kähler metrics. Of particular interest is when g0g_0 is Kähler with unbounded curvature. We provide such solutions for a wide class of U(n)U(n)-invariant Kähler metrics g0g_0 on nn dimensional c…

2014-02-26abs ↗pdf ↗

Study on singularities of Chern-Ricci flow on complex manifolds.

problem Understanding finite-time singularities of the Chern-Ricci flow.
method Extending Guedj-Lu's approach to establish uniform a priori estimates for degenerate complex Monge-Ampère equations, applied to Chern-Ricci flows on complex log terminal varieties.
result Showed solutions starting from positive currents are smooth outside some analytic subset.

Study shows how flat flow solutions in 2D converge to disks.

problem Understanding the asymptotics of area-preserving mean curvature flow in 2D.
method Analyzes flat flow solutions starting from bounded sets of finite perimeter.
result Flat flow solutions converge to a union of equally sized disks with exponential rate.

In this paper, we study the design and analysis of experiments conducted on a set of units over multiple time periods where the starting time of the treatment may vary by unit. The design problem involves selecting an initial treatment time for each unit in order to most precisely estimate both the instantaneous and cu…

2019-11-09abs ↗pdf ↗

The goal of this paper is to give an efficient computation of the 3-point Gromov-Witten invariants of Fano hypersurfaces, starting from the Picard-Fuchs equation. This simplifies and to some extent explains the original computations of Jinzenji. The method involves solving a gauge-theoretic differential equation, and o…

2006-02-15abs ↗pdf ↗