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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.

168,742 papers · 148 categories

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2.4%4.8%7.1%9.5% · May 199719922001200920172026
48 results for superlinear decay

New method improves smoothness of minimizing currents near singular points.

problem Improving smoothness of minimizing currents near singular points.
method New method to estimate the full singular set of the foliation by minimizers and proof of superlinear decay of closeness.
result Generic smoothness of minimizers improved to n9εnn-9-\varepsilon_n for n11n \geq 11.

New quasi-Newton method guarantees global superlinear convergence.

problem Global convergence and superlinear convergence of quasi-Newton methods.
method Hybrid proximal extragradient method with online learning for Hessian approximation.
result First globally convergent quasi-Newton method with explicit superlinear convergence rate.

New averaging technique speeds up Newton method convergence.

problem Superlinear convergence of stochastic Newton methods with noisy Hessians.
method Hessian averaging to reduce noise and maintain superlinear convergence.
result Hessian averaging achieves superlinear convergence with a non-asymptotic rate.

New method achieves superlinear convergence rate with limited memory.

problem Achieving superlinear convergence rate in quasi-Newton methods with limited memory.
method Limited-memory Greedy BFGS (LG-BFGS) method with displacement aggregation and basis vector selection.
result Explicit non-asymptotic superlinear convergence rate demonstrated.

Paper proposes new Langevin samplers for sampling from log-concave distributions with superlinear gradient growth.

problem Sampling from log-concave distributions with superlinear gradient growth.
method Proposes two novel discretizations of kinetic Langevin SDEs, showing contractivity and log-Sobolev inequality.
result Establishes non-asymptotic bounds in 2-Wasserstein distance between sampled distributions and target measures.

Improved stability for matrix recovery from rank-one measurements.

problem Phase retrieval problem of recovering rank-one positive semidefinite matrices.
method Developed a smoothing Newton method based on Bures-Wasserstein gradient descent.
result Superlinear convergence with rigorous guarantees and stable implementation.

The study shows that the visible range from a point on harmonic manifolds follows an exponential distribution.

problem Understanding the visible range from a point on harmonic manifolds.
method Analyzing Poisson Boolean models on harmonic manifolds, focusing on the geometric mechanism of tube volumes around geodesic segments.
result The visible range from a point on harmonic manifolds follows an exponential distribution.

New algorithm TUSLA improves learning of non-convex neural networks.

problem Optimizing non-convex loss functions in neural networks with superlinear gradient growth.
method Tamed Unadjusted Stochastic Langevin Algorithm (TUSLA) based on SGLD with taming technology.
result Finite-time guarantees for TUSLA to find approximate minimizers of empirical and population risks.

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 ↗

KSS method converges and recovers correct clustering under certain conditions.

problem Subspace clustering for semi-randomly sampled data.
method Local convergence analysis and recovery guarantee for KSS method.
result KSS method converges superlinearly and finds correct clustering within loglog N iterations.

Paper proposes a new method to efficiently incorporate curvature information in stochastic optimization.

problem Minimizing nonconvex functions with limited curvature information.
method Structured stochastic quasi-Newton method using partial Hessian information.
result Global convergence to stationary point and local superlinear convergence rate established.

RELTA-SGLD stabilizes nonconvex SGLD updates with a lighter taming scheme.

problem Stabilizing superlinear stochastic-gradient updates in nonconvex optimization.
method Threshold-based taming with relative-growth principle for stability.
result Polynomial moment stability and first-order stationary accuracy in nonconvex SGLD.

Study shows income inequality increases with city size, affecting only the wealthiest deciles.

problem Understanding income inequality in urban areas.
method Urban scaling analysis of total income scaling in population percentiles.
result Income in the poorest decile does not increase with city size, while the wealthiest deciles show superlinear scaling.

In a continuous-time model with multiple assets described by càdlàg processes, this paper characterizes superhedging prices, absence of arbitrage, and utility maximizing strategies, under general frictions that make execution prices arbitrarily unfavorable for high trading intensity. Such frictions induce a duality bet…

2015-06-19abs ↗pdf ↗

The paper develops efficient estimators for semi-parametric binary models in distributed computing.

problem Estimation and inference challenges in large-scale data under non-smooth objective functions.
method Proposes one-shot and multi-round divide-and-conquer estimators with adaptive kernel smoothing to relax constraints and achieve superlinear optimization error.
result Establishes quadratic convergence up to optimal statistical error rate and handles dataset heterogeneity and high-dimensional sparse parameters.

We consider a class of fractional stochastic volatility models (including the so-called rough Bergomi model), where the volatility is a superlinear function of a fractional Gaussian process. We show that the stock price is a true martingale if and only if the correlation ρρ between the driving Brownian motions of the …

2018-11-27abs ↗pdf ↗

We study an optimal liquidation problem under the ambiguity with respect to price impact parameters. Our main results show that the value function and the optimal trading strategy can be characterized by the solution to a semi-linear PDE with superlinear gradient, monotone generator and singular terminal value. We also…

2019-09-02abs ↗pdf ↗

We give a group theoretic characterization of geodesics with superlinear divergence in the Cayley graph of a right-angled Artin group A(G) with connected defining graph G. We use this to determine when two points in an asymptotic cone of A(G) are separated by a cut-point. As an application, we show that if G does not d…

2010-01-20abs ↗pdf ↗

Unique solutions found for wave-like decaying null infinity equations.

problem Wave-like decaying null infinity equations with spherically symmetric Einstein-scalar-field.
method Local and global unique solutions for small initial data.
result Sharp decaying condition for unique solutions.

Study on scalar curvature decay on non-compact manifolds linked at infinity.

problem Understanding scalar curvature decay on non-compact manifolds with topological linking at infinity.
method Analyzing polynomial decay, developing obstruction theory, using μμ--bubble exhaustions, and index theory.
result Topological linking at infinity forces polynomial decay of scalar curvature on manifolds of weakly bounded geometry.

Study on massless Vlasov equation on Reissner-Nordström spacetimes, showing decay rates and non-decay phenomena.

problem Analyzing decay and non-decay rates of solutions to the massless Vlasov equation on Reissner-Nordström spacetimes.
method Quantitative analysis of geodesic flow and comparison to wave equation instability results.
result Exponential decay rates in subextremal cases and polynomial rates in extremal cases, with non-decay of transversal derivatives in extremal cases.

Study examines wave equation decay and Strichartz estimates on conic manifolds.

problem Analyzing wave equation behavior on conic spaces with critical electromagnetic potentials.
method Established decay and Strichartz estimates through localized spectral measure construction.
result Extended and improved previous results on wave equation behavior with critical potentials.

State of the art methods in astronomical image reconstruction rely on the resolution of a regularized or constrained optimization problem. Solving this problem can be computationally intensive and usually leads to a quadratic or at least superlinear complexity w.r.t. the number of pixels in the image. We investigate in…

2016-12-14abs ↗pdf ↗

Weight decay stabilizes training dynamics by slowing progressive sharpening.

problem Understanding how weight decay affects training stability in deep learning models.
method Analyzing weight decay effects at the Edge of Stability, developing a mathematical framework.
result Weight decay dampens oscillations and stabilizes sharpness in CNNs, causing a phase transition in MLPs.

We generalize the notion of cusp excursion of geodesic rays by introducing for any k1k \geq 1 the kthk^{th} excursion in the cusps of a hyperbolic NN-manifold of finite volume. We show that on one hand, this excursion is at most linear for geodesics that are generic with respect to the hitting measure of a random walk.…

2019-04-25abs ↗pdf ↗

Last SGD iterate bounds for overparameterized linear regression.

problem Analyzing the last iterate risk bounds of SGD with decaying stepsize for overparameterized linear regression.
method Problem-dependent analysis of last iterate risk bounds of SGD with geometrically decaying stepsize.
result Proved nearly matching upper and lower bounds on the excess risk for last iterate SGD with geometrically decaying stepsize.

Optimal learning rates decay to zero in easy tasks and maintain a warmup phase in hard tasks.

problem Optimizing learning rates under functional scaling laws for model training.
method Deriving optimal learning-rate schedules based on exponents ss and ββ.
result Sharp phase transition between easy and hard tasks, with different decay behaviors.

We found that factors decay over time, with momentum fitting best.

problem Understanding how factors decay over time and their impact on performance.
method Derived a hyperbolic decay model for factors, tested against linear and exponential alternatives.
result Momentum exhibits hyperbolic decay, outperforming linear and exponential models.

The paper predicts and explains the decay of stock anomaly performance over time.

problem Predicting and explaining the drop in risk-adjusted performance of stock anomalies.
method The authors propose ex-ante characteristics based on hypotheses of out-of-sample decay and in-sample overfitting.
result The year of publication explains 30% of the variance in Sharpe decay across factors.

Study on nonlinear elliptic equations with variable exponents, proving existence and multiplicity of solutions.

problem Existence and multiplicity of solutions for Dirichlet boundary value problems involving (p(m),q(m))(p(m), q(m))-equation.
method Proved using the mountain pass theorem and Fountain theorem with Cerami sequences.
result Existence and multiplicity of solutions for (p(m),q(m))(p(m), q(m))-equation.

We give conditions which imply that a complete noncompact manifold with quadratic curvature decay has finite topological type. In particular, we find links between the topology of a manifold with quadractic curvature decay and some properties of the asymptotic cones of such a manifold.

2005-10-27abs ↗pdf ↗

Let a AA be the 1-skeleton of a triangulated topological annulus. We establish bounds on the combinatorial modulus of a refinement AA', formed by attaching new vertices and edges to AA, that depend only on the refinement and not on the structure of AA itself. This immediately applies to showing that a disk triangul…

2006-08-25abs ↗pdf ↗