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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.

168,657 papers · 148 categories

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16334965 · May 202619922001200920172026
48 results for sublinear contraction

The paper addresses pricing interest rate derivatives in markets with volatility uncertainty.

problem Pricing interest rate derivatives under uncertainty about volatility.
method Modeling volatility uncertainty with G-Brownian motion and defining forward sublinear expectation.
result Developed robust pricing formulas for interest rate derivatives.

Proves Calabi-Yau theorem for certain nonnegative curvature manifolds.

problem Proving a Calabi-Yau type theorem for specific manifolds.
method Existence result for bounded regions with weakly mean-concave boundary.
result Proves contractibility of certain manifolds with positive scalar curvature.

Supplier learns to price contracts against a learning retailer.

problem Designing data-driven pricing policies for a supplier facing a learning retailer.
method Connecting to non-stationary online learning, proposing dynamic pricing policies for discrete and continuous demand.
result Supplier's pricing policies lead to sublinear regret bounds under various retailer learning policies.

The paper shows how sublinear biLipschitz equivalences affect Morse boundaries of metric spaces.

problem Understanding how sublinear biLipschitz equivalences affect Morse boundaries of metric spaces.
method Defining sublinear biLipschitz equivalence and Morse boundaries, proving invariance under SBEs, using sublinear rays.
result κ-Morse boundaries of proper geodesic metric spaces are invariant under suitable sublinear biLipschitz equivalences.

Paper predicts high-frequency futures return directions using mean-uncertainty methods.

problem Data imbalance in short-term price movements of futures markets.
method Employed mean-uncertainty logistic regression and support vector machines under sublinear expectation framework.
result Mean-uncertainty approaches outperform conventional methods in classification metrics and average returns.

Improved online Q-learning for MDPs with concentration bounds.

problem Online Q-learning in infinite-horizon discounted MDPs with sublinear regret for large gaps.
method Smoothed εnε_n-Greedy exploration scheme combining εnε_n-greedy and Boltzmann exploration, analyzed using concentration bounds for contractive Markovian stochastic approximation.
result Near-ildeO(N9/10) ilde{O}(N^{9/10}) regret bound for Smoothed εnε_n-Greedy exploration scheme.

Sublinear LSVI via LSH reduces runtime to sublinear in actions.

problem Efficiently estimating value functions in reinforcement learning with sublinear runtime.
method Formulated as approximate maximum inner product search, used LSH to solve with sublinear time complexity.
result Sublinear runtime while maintaining LSVI's regret.

The aim of this paper is to introduce the sublinear Higson corona and show that the sublinear Higson corona of Euclidean cone of P and X is decomposed into the product of P and that of X. Here P is a compact metric space and X is unbounded proper metric space. For example, the sublinear Higson corona of n-dimensional E…

2010-02-25abs ↗pdf ↗

This study reveals statistical patterns in ERC20 token transactions on Ethereum blockchain.

problem Understanding transactional dynamics in decentralized systems.
method Examined over 44 million ERC20 token transfers, categorized by address type (EOA or SC), and analyzed using scaling laws.
result EOA-driven transactions exhibit consistent statistical behavior, while SC-driven activity displays sublinear scaling and bursty activity.

We give a proof of the sublinear tracking property for sample paths of random walks on various groups acting on spaces with hyperbolic-like properties. As an application, we prove sublinear tracking in Teichmueller distance for random walks on mapping class groups, and on Cayley graphs of a large class of finitely gene…

2012-10-27abs ↗pdf ↗

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that…

2012-05-11abs ↗pdf ↗

New sublinear sketches improve ANN and KDE for massive data streams.

problem Efficiently approximate nearest neighbors and kernel density estimation in large datasets.
method Developed sublinear space and query time algorithms for ANN and A-KDE in streaming and sliding-window models.
result Achieved near-optimal trade-offs between memory size and approximation error for ANN.

Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued functions (which form a nonlinear space), equivalently, on random closed sets. …

2019-03-12abs ↗pdf ↗

The paper develops methods for time-varying constrained online convex optimization.

problem Time-varying loss and constraint functions in online convex optimization.
method Model-based augmented Lagrangian methods (MALM) for time-varying and delayed feedback.
result Sublinear regret and constraint violation for both time-varying and delayed feedback scenarios.

For α(1,2)α\in (1,2), we present a generalized central limit theorem for αα-stable random variables under sublinear expectation. The foundation of our proof is an interior regularity estimate for partial integro-differential equations (PIDEs). A classical generalized central limit theorem is recovered as a special case, p…

2014-09-28abs ↗pdf ↗

New algorithms for constrained online optimization with memory and predictions.

problem Control of constrained dynamical systems and scheduling with reconfiguration budgets.
method Proposed algorithms achieving sublinear regret and constraint violation under time-varying constraints, both with and without predictions.
result First algorithms achieving sublinear regret and constraint violation in constrained online optimization with memory.

Sharp Liouville theorem for minimal graphs on manifolds with nonnegative Ricci curvature.

problem Characterizing smooth solutions to minimal hypersurface equations on manifolds with nonnegative Ricci curvature.
method Gradient estimate for minimal graphs over ΣΣ with small linear growth of the negative parts of graphic functions via iteration.
result Every smooth solution uu to minimal hypersurface equation on ΣΣ is a constant provided uu has sublinear growth for its negative part.

Open problem seeks an online learning algorithm for binary classification.

problem Existence of an online learning algorithm for binary classification with sublinear mistakes.
method Assumption of sequence allowing learning algorithm's existence.
result Specific condition determines sequence's learnability.

Efficiently trains large GMMs with millions to billions of parameters.

problem Training large Gaussian Mixture Models (GMMs) is computationally expensive.
method Derives a variational approximation integrated with mixtures of factor analyzers (MFAs) to reduce complexity.
result Sublinear scaling in training GMMs, achieving significant speed-ups.

Extends tracking guarantees for time-varying variational inequalities.

problem Tracking solutions of time-varying variational inequalities.
method Extends existing results to sublinear solution paths and periodic problems.
result Discrete dynamical systems of periodic time-varying VI can exhibit chaotic behavior or converge to the solution.

Develops geometric foundations for sublinear Morse boundaries in mapping class groups and Teichmüller spaces.

problem Capturing generic directions in mapping class groups and Teichmüller spaces.
method Develops tools for modeling hulls of median rays in hierarchically hyperbolic spaces via CAT(0) cube complexes.
result Sublinear Morse boundaries are visibility spaces and admit continuous equivariant injections into the boundary of the curve graph.

LaPSRL achieves optimal regret for isoperimetric RL distributions.

problem Designing RL algorithms with sublinear regret for non-log-concave distributions.
method Posterior Sampling (PSRL) and Langevin sampling (LaPSRL) for isoperimetric distributions.
result LaPSRL achieves order-optimal regret and subquadratic complexity.

New approach for distributed online optimization of non-convex losses with sublinear regret.

problem Regret evaluation and consensus in distributed, multi-agent systems with non-convex losses.
method Composite regret metric and consensus-based online normalized gradient (CONGD) approach for pseudo-convex losses; offline optimization oracle for general non-convex losses.
result First sublinear regret bound for general distributed online non-convex learning.

LIBO optimizes repeated bandit tasks without prior knowledge or regret.

problem Optimizing repeated bandit tasks without prior knowledge or regret.
method LIBO sequentially meta-learns a kernel to adapt to the environment and solve tasks with the latest estimate.
result LIBO achieves sublinear lifelong regret, converging to oracle performance as more tasks are solved.

The paper connects discrete choice models to multi-armed bandit algorithms with sublinear regret bounds.

problem Optimizing user choices in a multi-armed bandit setting.
method Establishes connections between discrete choice models and multi-armed bandit algorithms, providing sublinear regret bounds and novel algorithms.
result Sublinear regret bounds for a family of algorithms, including the Exp3 algorithm.

The paper explores coalescent contractions in contractible spaces, providing criteria and examples.

problem Existence and absence of coalescent contractions in contractible spaces.
method Analysis of contractible finite simplicial complexes and criteria for coalescent contractions.
result Criteria for contractible finite simplicial complexes that ensure no coalescent contractions.

An adversarial bandit problem with memory constraints is studied where only the statistics of a subset of arms can be stored. A hierarchical learning policy that requires only a sublinear order of memory space in terms of the number of arms is developed. Its sublinear regret orders with respect to the time horizon are …

2020-02-26abs ↗pdf ↗

New framework guides resource usage to achieve sublinear regret in adversarial settings.

problem Achieving sublinear regret in online decision making with changing reward and cost distributions.
method General primal-dual methods guided by spending plans that ensure balanced resource usage.
result Achieves sublinear regret with respect to spending plans that balance resource usage.

Two-stage mechanism designs reduce regret in recommender systems with stochastic covariates.

problem Designing effective recommender systems with user covariates sampled online.
method Two-stage algorithm integrating incentivized exploration with offline learning methods.
result Achieves sublinear regret while maintaining incentive compatibility.

The output scores of a neural network classifier are converted to probabilities via normalizing over the scores of all competing categories. Computing this partition function, ZZ, is then linear in the number of categories, which is problematic as real-world problem sets continue to grow in categorical types, such as …

2015-08-07abs ↗pdf ↗

Faster algorithms for solving multichain MDPs under average-reward criterion.

problem Navigating towards the best connected component in multichain MDPs.
method Developed algorithms to better solve the navigational subproblem, achieving faster convergence rates.
result Improved rates of convergence and sharper complexity measures for multichain MDPs.

Probabilistic programming languages can simplify the development of machine learning techniques, but only if inference is sufficiently scalable. Unfortunately, Bayesian parameter estimation for highly coupled models such as regressions and state-space models still scales poorly; each MCMC transition takes linear time i…

2014-11-06abs ↗pdf ↗

Study on scheduling jobs with unknown types, achieving sublinear excess cost.

problem Optimizing job scheduling with unknown job types and varying durations.
method Design of algorithms for non-preemptive and preemptive scenarios, proving lower bounds.
result Preemptive algorithms can significantly outperform non-preemptive ones when job types have distinct durations.