arXiv research

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

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

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

Study random walks on groups with superlinear divergent geodesics.

New quasi-Newton method guarantees global superlinear convergence.

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

Study on existence of ground states on curved spaces with conditions on potential growth.

New algorithm tames non-linear growth in stochastic optimization.

We study the evolution of strictly mean-convex entire graphs over $R^n$ by Inverse Mean Curvature flow. First we establish the global existence of starshaped entire graphs with superlinear growth at infinity. The main result in this work concerns the critical case of asymptotically conical entire convex graphs. In this…

We study some qualitative properties of ancient solutions of superlinear heat equations on a Riemannian manifold, with particular interest in positivity and constancy in space.

Paper improves a method for fast global and local convergence in optimization.

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

New averaging technique speeds up Newton method convergence.

New method achieves superlinear convergence rate with limited memory.

Study optimal healthcare spending under Epstein-Zin preferences for longevity.

Improved stability for matrix recovery from rank-one measurements.

Measures of wealth and production have been found to scale superlinearly with the population of a city. Therefore, it makes economic sense for humans to congregate together in dense settlements. A recent model of population dynamics showed that population growth can become superexponential due to the superlinear scalin…

This paper solves the consumption-investment problem under Epstein-Zin preferences on a random horizon. In an incomplete market, we take the random horizon to be a stopping time adapted to the market filtration, generated by all observable, but not necessarily tradable, state processes. Contrary to prior studies, we do…

Knots are commonly found in molecular chains such as DNA and proteins, and they have been considered to be useful models for structural analysis of these molecules. One interested quantity is the minimum number of monomers necessary to realize a molecular knot. The minimum lattice length $\mbox{Len}(K)$ of a knot $K$ i…

New methods optimize functions faster with less gradient accuracy needed.

Memory-constrained algorithms need superlinear memory for efficient convex optimization.

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. …

New method improves smoothness of minimizing currents near singular points.

KSS method converges and recovers correct clustering under certain conditions.

New sampling algorithms for complex distributions without log-concavity.

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

The study examines how gamma positivity and PL homeomorphism types affect simplicial spheres.

OSGM uses online learning to adapt stepsize for faster convergence.

The paper investigates model collapse in language models from a probabilistic perspective.

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

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…

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

Kernel methods form a powerful, versatile, and theoretically-grounded unifying framework to solve nonlinear problems in signal processing and machine learning. The standard approach relies on the kernel trick to perform pairwise evaluations of a kernel function, which leads to scalability issues for large datasets due …

Kernel methods form a theoretically-grounded, powerful and versatile framework to solve nonlinear problems in signal processing and machine learning. The standard approach relies on the \emph{kernel trick} to perform pairwise evaluations of a kernel function, leading to scalability issues for large datasets due to its …

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 $ρ$ between the driving Brownian motions of the …

Study PL bordism theories with quantitative bounds on filling simplices.

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…

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…

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…

We generalize the notion of cusp excursion of geodesic rays by introducing for any $k \geq 1$ the $k^{th}$ excursion in the cusps of a hyperbolic $N$-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.…

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

The techniques and analysis presented in this thesis provide new methods to solve optimization problems posed on Riemannian manifolds. These methods are applied to the subspace tracking problem found in adaptive signal processing and adaptive control. A new point of view is offered for the constrained optimization prob…

NR retraction approximates geodesics on submanifolds efficiently.

Historical economic growth in countries of the former USSR is analysed. It is shown that Unified Growth Theory is contradicted by the data, which were used, but not analysed, during the formulation of this theory. Unified Growth Theory does not explain the mechanism of economic growth. It explains the mechanism of Malt…

Artificial Neural Networks (ANNs) have received increasing attention in recent years with applications that span a wide range of disciplines including vital domains such as medicine, network security and autonomous transportation. However, neural network architectures are becoming increasingly complex and with an incre…

The Unified Growth Theory is a puzzling collection of myths based on illusions created by hyperbolic distributions. Some of these myths are discussed. The examination of data shows that the three stages of growth (Malthusian Regime, Post-Malthusian Regime and Modern Growth Regime) did not exist and that Industrial Revo…

Historical economic growth in Asia (excluding Japan) is analysed. It is shown that Unified Growth Theory is contradicted by the data, which were used (but not analysed) during the formulation of this theory. Unified Growth Theory does not explain the mechanism of economic growth. It explains the mechanism of Malthusian…

Study confined subgroups in groups with contracting elements, showing their growth rate is strictly greater than half of the ambient growth rate.