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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.

168,982 papers · 148 categories

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65131196261 · Jun 202019922001200920172026
48 results for strong constraint

Algorithm tackles constrained reinforcement learning with concave-convex and knapsack constraints.

problem Constrained episodic reinforcement learning with concave rewards and convex constraints.
method Modular analysis with strong theoretical guarantees for concave-convex and knapsack settings.
result Significantly outperforms existing approaches in constrained episodic environments.

Study on revenue management with limited switches, achieving strong performance and reduced switch counts.

problem Resource-constrained dynamic pricing with limited switching constraints.
method Developed algorithms for blind network revenue management and bandits with knapsacks, achieving optimal regret rates.
result Optimal regret rates are fully characterized by a piecewise-constant function of the switching budget and resource constraints.

Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead to unwanted shrinkage. This paper explores instead penalizing the squared distanc…

2017-11-03abs ↗pdf ↗

This work proposes ACTC for adaptive distributed learning under communication constraints.

problem Adaptive distributed learning in networks with communication constraints.
method ACTC (Adapt-Compress-Then-Combine) strategy with diffusion exchange of compressed updates.
result ACTC iterates converge to the optimizer with significant bit savings.

Tikhonov regularization is robust under specific martingale constraints in distributionally robust optimization.

problem Distributionally robust optimization and regularization of learning models.
method Optimal transport approach with martingale constraints.
result Tikhonov regularization is optimal transport robust under specified martingale constraints.

Solves batch policy learning with constraints using flexible meta-algorithm and OPE.

problem Efficiently use pre-collected behavior data and mediate among competing objectives and constraints.
method Flexible meta-algorithm with any batch RL and online learning subroutines, specific instantiation, and OPE method.
result Achieves strong empirical results and OPE performance in various domains, including car driving.

New model improves community detection in networks with strong assortativity.

problem Classic SBMs fail to recover assortative communities in networks with reduced information.
method Introduced a constrained SBM with strong assortativity constraints and efficient algorithms.
result Significant boost in community recovery capabilities, especially close to information-theoretic threshold.

Deep learning models reconstruct volatility surfaces from noisy data under no-arbitrage constraints.

problem Reconstructing implied volatility surfaces from sparse and noisy option quotes.
method Compared multiple neural architectures including Transformers, U-Nets, and variational autoencoders.
result Transformer and U-Net architectures achieve strong reconstruction accuracy, especially under sparse observation regimes.

Recent work in learning ontologies (hierarchical and partially-ordered structures) has leveraged the intrinsic geometry of spaces of learned representations to make predictions that automatically obey complex structural constraints. We explore two extensions of one such model, the order-embedding model for hierarchical…

2017-08-01abs ↗pdf ↗

Optimal dividend strategy with ratcheting and capital injection under Cramér-Lundberg model.

problem Optimal dividend payout for an insurance company with ratcheting constraints and capital injections.
method Systematic probabilistic and PDE-based approach to solve HJB equation, constructing strong solution and optimal strategy.
result Existence and uniqueness of strong solution, explicit optimal feedback control strategy.

Unified framework for unlearning in diffusion models using KL divergence and likelihood constraints.

problem Removing undesirable data or concepts while preserving utility of pretrained models.
method Constrained optimization framework based on reverse and forward KL divergences, and likelihood constraints.
result Our KL-constrained approach achieves superior retention-unlearning tradeoffs compared to weight-based baselines.

ALIAS uses RL to learn DAGs without acyclicity constraints.

problem Efficiently learning DAGs from observational data without acyclicity constraints.
method ALIAS employs RL to generate DAGs in a single step with optimal complexity, bypassing acyclicity constraints.
result ALIAS outperforms state-of-the-art methods in causal discovery.

Framework for robust decision making in changing environments with privacy constraints.

problem Interactive decision making in changing environments with constraints.
method Hybrid Decision Making with Structured Observations (hybrid DMSO) framework, local differentially private decision making, query-based learning, robust and smooth decision making.
result Strong connections and bounds derived for DEC, SQ dimension, local minimax complexity, learnability, and joint differential privacy.

This paper optimizes dividend payout rates with a drawdown constraint in a stochastic model.

problem Optimizing dividend payout rates while avoiding drawdowns in a stochastic model.
method Solving a path-dependent stochastic control problem using Hamilton-Jacobi-Bellman equations and PDE methods.
result Explicit characterization of an optimal feedback control strategy, including two free boundaries and the running maximum surplus process.

Privacy constraints affect learning Markov Random Fields differently.

problem Learning Markov Random Fields under differential privacy constraints.
method Algorithms for structure and parameter learning under pure, concentrated, and approximate differential privacy.
result Privacy constraints impose a strong separation between structure and parameter learning in high-dimensional data.

Paper relaxes the Lipschitz constraint in WGANs to improve performance.

problem WGANs do not always outperform other GAN variants due to imperfect implementation of the Lipschitz condition.
method Proposes a new dual form of Wasserstein distance (Sobolev duality) that relaxes the Lipschitz constraint but maintains gradient property.
result SWGAN, based on Sobolev duality, outperforms existing methods in experiments.

Dunfield-Garoufalidis and Boyer-Zhang proved that the A-polynomial of a nontrivial knot in S3S^{3} is nontrivial. In this paper, we use holonomy perturbations to prove the non-triviality of the A-polynomial for a nontrivial, null-homotopic knot in an irreducible 3-manifold. Also, we give a strong constraint on the A-po…

2013-04-26abs ↗pdf ↗

Improved diffusion models for inverse problems by integrating data consistency constraints.

problem Errors in earlier steps of diffusion models during posterior sampling.
method Guided Decoupled Posterior Sampling (GDPS) with data consistency constraint.
result GDPS achieves state-of-the-art performance, improving accuracy over existing methods.

This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the structure of a learning problem in which the statistical loss appears as a constr…

2018-07-21abs ↗pdf ↗

End-to-end method learns geometry and appearance for multi-view object detection.

problem Challenges in multi-view object detection, including viewpoint, lighting, and scale variability.
method Jointly learns multi-view geometry and warping for robust cross-view object detection.
result Superior performance compared to baselines on a new street-level panorama data set.

We prove that the Whitehead link complement and the (-2, 3, 8) pretzel link complement are the minimal volume orientable hyperbolic 3-manifolds with two cusps, with volume 3.66... = 4 x Catalan's constant. We use topological arguments to establish the existence of an essential surface which provides a lower bound on vo…

2008-03-31abs ↗pdf ↗

New approach to optimal dividend timing with limited payouts.

problem Optimal timing of dividends with a constraint on the number of payouts.
method Developed a new type of time-inconsistent stochastic impulse control problem, derived the optimal solution in the precommitment sense, and formulated it as a sequential dynamic game.
result An equilibrium strategy derived for the problem, showing strong subgame perfect Nash equilibrium.

If a knot K bounds a genus one Seifert surface F in the 3-sphere and F contains an essential simple closed curve alpha that has induced framing 0 and is smoothly slice, then K is smoothly slice. Conjecturally, the converse holds. It is known that if K is slice, then there are strong constraints on the algebraic concord…

2011-09-07abs ↗pdf ↗

We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the feasible set of densities and propose a general recipe for such problems. We apply …

2013-09-26abs ↗pdf ↗

We investigate geometric aspects of double field theory (DFT) and its formulation as a doubled membrane sigma-model. Starting from the standard Courant algebroid over the phase space of an open membrane, we determine a splitting and a projection to a subbundle that sends the Courant algebroid operations to the correspo…

2018-02-20abs ↗pdf ↗

Wilson loops in N=4{\cal N}=4 supersymmetric Yang-Mills theory correspond at strong coupling to extremal surfaces in AdS5AdS_5. We study a class of extremal surfaces known as special Legendrian submanifolds. The "hemisphere" corresponding to the circular Wilson loop is an example of a special Legendrian submanifold, and w…

2002-11-24abs ↗pdf ↗

A novel method relaxes binary constraints to non-negative spheres for multi-matching and clustering.

problem Optimization problems over binary matrices with injectivity constraints.
method Non-negative spherical relaxation followed by conditional power iteration.
result Automatic adjustment of the continuous parameter related to universe size.

Researchers created a continuous Markov martingale that mimics Brownian motion but lacks the strong Markov property.

problem Constructing a continuous Markov martingale with Brownian marginals that misses the strong Markov property.
method Developed a new approach to create a continuous Markov martingale that differs from Brownian motion in terms of the strong Markov property.
result A continuous Markov martingale with Brownian marginals that lacks the strong Markov property was successfully constructed.

New algorithm learns Gaussian mixtures privately with optimal sample complexity.

problem Learning parameters of Gaussian mixtures under differential privacy constraints.
method Differentially private algorithm based on Achlioptas and McSherry's approach.
result Sample complexity matches non-private algorithm up to lower order terms.