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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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4897145193 · Jun 202019922001200920172026
48 results for strict convexity

We introduce a geometrically transparent strict saddle property for nonsmooth functions. This property guarantees that simple proximal algorithms on weakly convex problems converge only to local minimizers, when randomly initialized. We argue that the strict saddle property may be a realistic assumption in applications…

2019-12-16abs ↗pdf ↗

There are two parts of this paper. First, we discovered an explicit formula for the complex Hessian of the weighted log-Bergman kernel on a parallelogram domain, and utilised this formula to give a new proof about the strict convexity of the Mabuchi functional along a smooth geodesic. Second, when a C^{1,1}-geodesic co…

2017-11-27abs ↗pdf ↗

We show the equivalence of the definitions of very strict CD(K,N)CD(K,N) -condition defined, on one hand, using (only) the entropy functionals, and on the other, the full displacement convexity class DCN\mathcal{DC}_N. In particular, we show that assuming the convexity inequalities for the critical exponent implies it for al…

2019-06-18abs ↗pdf ↗

Local rigidity proved for convex hypersurfaces in spaces of constant curvature.

problem Proving rigidity of convex hypersurfaces in spaces of constant curvature.
method Analyzing isometric convex hypersurfaces in spaces of constant curvature of dimension n4n\ge4.
result Two convex isometric hypersurfaces are congruent locally around their corresponding under strict convexity isometries.

Let (X,L) be a polarized projective complex manifold. We show, by a simple toric one-dimensional example, that Mabuchi's K-energy functional on the geodesically complete space of bounded positive (1,1)-forms in the first Chern class of L, endowed with the Mabuchi metric, is not strictly convex modulo automorphisms. How…

2017-10-25abs ↗pdf ↗

New tensor recovery method improves efficiency under strict complementarity.

problem Efficiently recovering low-rank tensors using tensor nuclear norm.
method Developed strict complementarity condition for tensor nuclear norm ball and applied to gradient methods.
result Standard gradient methods achieve linear convergence and nearly linear runtime under strict complementarity.

Improved Frank-Wolfe algorithm for polytopes converges linearly with dimension dependence on optimal face.

problem Efficiently solving convex minimization problems over polytopes with linear rate.
method Revisiting Frank-Wolfe algorithm with strict complementarity assumption and away-steps.
result Linear convergence rate independent of polytope dimension for optimal face.

Strong geodesic convex function and strong monotone vector field of order mm on Riemannian manifolds have been established. A characterization of strong geodesic convex function of order mm for the continuously differentiable functions has been discussed. The relation between the solution of a new variational inequal…

2017-05-29abs ↗pdf ↗

Develops measures for non-Borel Anosov groups on Furstenberg boundary.

problem Measuring non-Borel Anosov groups on the Furstenberg boundary.
method Theory of Patterson--Sullivan measures, strict convexity, entropy rigidity.
result Existence, uniqueness, and ergodicity of measures on Furstenberg boundary.

The Hessian of the renormalized volume of geometrically finite hyperbolic 33-manifolds without rank-11 cusps, computed at the hyperbolic metric gg with totally geodesic boundary of the convex core, is shown to be a strictly positive bilinear form on the tangent space to Teichmüller space. The metric gg is known fro…

2015-03-27abs ↗pdf ↗

We investigate special lcs and twisted Hamiltonian torus actions on strict lcs manifolds and characterize them geometrically in terms of the minimal presentation. We prove a convexity theorem for the corresponding twisted moment map, establishing thus an analog of the symplectic convexity theorem of Atiyah and Guillemi…

2018-05-01abs ↗pdf ↗

In this paper we derive robust super- and subhedging dualities for contingent claims that can depend on several underlying assets. In addition to strict super- and subhedging, we also consider relaxed versions which, instead of eliminating the shortfall risk completely, aim to reduce it to an acceptable level. This yie…

2016-02-19abs ↗pdf ↗

The goal of this paper is to measure the non-convexity of compact and smooth connected components of real algebraic plane curves. We study these curves first in a general setting and then in an asymptotic one. In particular, we consider sufficiently small levels of a real bivariate polynomial in a small enough neighbou…

2019-07-19abs ↗pdf ↗

Gradient descent-ascent converges to strict local minmax equilibria with a finite timescale separation.

problem Analyzing the convergence of gradient descent-ascent in non-convex, non-concave games with a finite timescale separation.
method Investigates the role of a finite timescale separation parameter τ on gradient descent-ascent in two-player zero-sum games, providing convergence rates and non-convergence results.
result Gradient descent-ascent converges to strict local minmax equilibria for a finite timescale separation parameter τ*.

This study of properly or strictly convex real projective manifolds introduces notions of parabolic, horosphere and cusp. Results include a Margulis lemma and in the strictly convex case a thick-thin decomposition. Finite volume cusps are shown to be projectively equivalent to cusps of hyperbolic manifolds. This is pro…

2011-09-03abs ↗pdf ↗

Study Hamiltonian diffeomorphisms on symplectic manifolds and properties of invariant convex functions.

problem Properties of invariant convex functions under Hamiltonian diffeomorphisms.
method Analysis of the adjoint action and properties of invariant convex functions.
result Continuous convex functions invariant under Hamiltonian diffeomorphisms are also invariant under strict rearrangements.

We identify a condition for regularity of optimal transport maps that requires only three derivatives of the cost function, for measures given by densities that are only bounded above and below. This new condition is equivalent to the weak Ma-Trudinger-Wang condition when the cost is C4C^4. Moreover, we only require (n…

2012-12-19abs ↗pdf ↗

Let URnU\subseteq\mathbb{R}^{n} be open and convex. We show that every (not necessarily Lipschitz or strongly) convex function f:URf:U\to\mathbb{R} can be approximated by real analytic convex functions, uniformly on all of UU. In doing so we provide a technique which transfers results on uniform approximation on bounded …

2011-12-05abs ↗pdf ↗

We study convergence properties of Stochastic Gradient Descent (SGD) for convex objectives without assumptions on smoothness or strict convexity. We consider the question of establishing that with high probability the objective evaluated at the candidate minimizer returned by SGD is close to the minimal value of the ob…

2018-10-22abs ↗pdf ↗

In this paper, we extend the work in \cite{D}\cite{ChrusLiWe}\cite{ChrusCo}\cite{Co}. We weaken the asymptotic conditions on the second fundamental form, and we also give an L6L^{6}-norm bound for the difference between general data and Extreme Kerr data or Extreme Kerr-Newman data by proving convexity of the renormali…

2012-08-31abs ↗pdf ↗

We study the evolution of complete non-compact convex hypersurfaces in Rn+1\mathbb{R}^{n+1} by the inverse mean curvature flow. We establish the long time existence of solutions and provide the characterization of the maximal time of existence in terms of the tangent cone at infinity of the initial hypersurface. Our proo…

2018-11-12abs ↗pdf ↗

We prove a \emph{query complexity} lower bound on rank-one principal component analysis (PCA). We consider an oracle model where, given a symmetric matrix MRd×dM \in \mathbb{R}^{d \times d}, an algorithm is allowed to make TT \emph{exact} queries of the form w(i)=Mv(i)w^{(i)} = Mv^{(i)} for i{1,,T}i \in \{1,\dots,T\}, where v(i)v^{(i)}

2017-04-14abs ↗pdf ↗

The paper proves geometric inequalities and their stabilities for curves in hyperbolic space.

problem Geometric inequalities and their stabilities for curves in hyperbolic space.
method Curve flow for shifted principal curvatures, Heintze-Karcher type inequality for h-convex curves.
result Geometric inequalities and their stabilities for curves in hyperbolic space.

We consider the problem of minimizing the relative perimeter under a volume constraint in an unbounded convex body CRn+1C\subset \mathbb{R}^{n+1}, without assuming any further regularity on the boundary of CC. Motivated by an example of an unbounded convex body with null isoperimetric profile, we introduce the concept of…

2016-06-13abs ↗pdf ↗

The study examines mean curvature flow and Heegaard surfaces in lens spaces.

problem Analyzing mean convex two-spheres and Heegaard tori in lens spaces.
method Proves path-connectedness of moduli spaces of mean convex two-spheres and Heegaard tori in manifolds with nonnegative Ricci curvature.
result There are always either one or two path components of mean convex Heegaard tori in lens spaces, depending on the ambient manifold's homotopy type.