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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.

169,051 papers · 148 categories

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101203304405 · Jun 202019922001200920182026
48 results for unbounded case

New inequalities for unbounded functions improve denoising score matching.

problem Statistical error bounds for denoising score matching with unbounded objective functions.
method Derive new concentration inequalities using McDiarmid's inequality and Rademacher complexity bounds.
result Improved statistical error bounds for denoising score matching.

The paper provides gradient estimates for Neumann semigroups on manifolds with boundary under unbounded curvature conditions.

problem Gradient estimates for Neumann semigroups on manifolds with boundary under unbounded curvature conditions.
method Establishes Bismut-type formulas and gradient estimates for Feynman--Kac semigroups on Riemannian manifolds with boundary, under geometric conditions formulated in terms of Ricci curvature and second fundamental form.
result Derives pointwise gradient estimates for the Neumann semigroup under variable, possibly unbounded, lower curvature bounds.

New neural network rates for unbounded domains with weighted Sobolev spaces.

problem Improving neural network approximation rates for unbounded domains.
method Embedding results for weighted Fourier-Lebesgue spaces in weighted Sobolev spaces, followed by asymptotic approximation rates.
result Asymptotic approximation rates for shallow neural networks without curse of dimensionality for unbounded domains and Muckenhoupt weights.

This memoir presents a systematic study of the utility maximization problem of an investor in a constrained and unbounded financial market. Building upon the work of Hu et al. (2005) [Ann. Appl. Probab., 15, 1691--1712] in a bounded framework, we extend our analysis to the more challenging unbounded case. Our methodolo…

2017-07-01abs ↗pdf ↗

We produce solutions to the Kähler-Ricci flow emerging from complete initial metrics g0g_0 which are C0C^0 Hermitian limits of Kähler metrics. Of particular interest is when g0g_0 is Kähler with unbounded curvature. We provide such solutions for a wide class of U(n)U(n)-invariant Kähler metrics g0g_0 on nn dimensional c…

2014-02-26abs ↗pdf ↗

Paper solves a complex equation for unbounded convex sets.

problem Solving the LpL_p dual Minkowski problem for unbounded closed sets.
method Using variational properties of Monge-Ampère functionals, the paper proves existence, regularity, and uniqueness of solutions.
result Existence, regularity, and uniqueness of solutions to the Monge-Ampère type equation for p1p \geq 1.

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 ↗

For a domain ΩRnΩ\subset\mathbb R^n, we introduce the concept of a uniformly CmC^m defining function. We characterize uniformly CmC^m defining functions in terms of the signed distance function for the boundary and provide a large class of examples of unbounded domains with uniformly CmC^m defining functions. Some of ou…

2011-11-17abs ↗pdf ↗

Paper studies long-run risk optimization with dyadic impulses for unbounded processes.

problem Long-run risk optimization problem with unbounded and non-uniformly ergodic processes.
method Adapting weight norm approach, combining geometric drift and local minorization property.
result Existence of solution to Bellman equation for risk-averse parameters.

Advances FTPL results for bandit problems with unbounded perturbations.

problem Improving analytical foundations of FTPL in bandit problems.
method Revisiting classical FTRL-FTPL duality for unbounded perturbations.
result Establishes Best-of-Both-Worlds (BOBW) results for FTPL under a broad family of asymmetric unbounded perturbations.

New algorithm tackles multiclass transductive online learning with unbounded labels.

problem Characterizing optimal mistake bound for unbounded label spaces.
method Introducing new combinatorial dimensions (Level-constrained Littlestone and Branching dimensions) to characterize online learnability.
result Established trichotomy of possible minimax rates for unbounded label spaces: Θ(T)Θ(T), Θ(logT)Θ(\log T), or Θ(1)Θ(1).

Solves open problem on universally consistent online learning with unbounded losses.

problem Open problem on universally consistent online learning with unbounded losses.
method Constructs random measurable partitions of the instance space.
result Simple memorization rule is optimistically universal for any unbounded loss.

Given a completely arbitrary surface, whether or not it has bounded curvature, or even whether or not it is complete, there exists an instantaneously complete Ricci flow evolution of that surface that exists for a specific amount of time [GT11]. In the case that the underlying Riemann surface supports a hyperbolic metr…

2013-02-22abs ↗pdf ↗

New method for Bayesian neural networks with unbounded weights.

problem Posterior inference for Bayesian neural networks with unbounded weights.
method Conditionally Gaussian representation for efficient posterior inference.
result Interpretable and computationally efficient procedure for posterior inference.

This paper completes the analysis of Choulli et al. Non-Arbitrage up to Random Horizons and after Honest Times for Semimartingale Models and contains two principal contributions. The first contribution consists in providing and analysing many practical examples of market models that admit classical arbitrages while the…

2013-12-09abs ↗pdf ↗

Improved SGD with AdaGrad stepsizes adapts to unknown parameters and unbounded gradients.

problem Adaptive optimization with unknown parameters and unbounded gradients.
method Stochastic Gradient Descent with AdaGrad stepsizes, without assuming problem parameters or strong global Lipschitz conditions.
result Sharp rates of convergence in both low-noise and high-noise regimes, supporting an affine variance noise model.

Two new algorithms improve performance in adversarial bandits with unbounded losses.

problem Adversarial Multi-Armed Bandits with unbounded losses.
method Developed UMAB-NN and UMAB-G for non-negative and general unbounded losses respectively.
result UMAB-NN achieves the first adaptive and scale-free regret bound for non-negative unbounded losses.

Constructs unbounded Kasparov product for sphere embeddings into Euclidean space.

problem Embedding spheres into Euclidean space and their associated Kasparov cycles.
method Constructs unbounded Kasparov cycles, equips with connections, computes unbounded Kasparov product with Dirac operator, identifies index cycles.
result Spectral triple for algebra C(Sn)C(\mathbb S^n) differs from round sphere Dirac operator by index cycle.

The paper shows how curves converge to a grim reaper with unbounded slopes.

problem Curvature flow with unbounded boundary slopes.
method Uniform interior gradient estimates for symmetric and non-symmetric curves.
result The flow converges to a grim reaper in Cloc2,1((1,1)imesR)C^{2,1}_{loc} ((-1,1) imes \R) topology.

The Einstein/Abelian-Yang-Mills Equations reduce in the stationary and axially symmetric case to a harmonic map with prescribed singularities $\p\colon\R^3\smΣ\to\H^{k+1}_\C$ into the (k+1)(k+1)-dimensional complex hyperbolic space. In this paper, we prove the existence and uniqueness of harmonic maps with prescribed sing…

1995-09-19abs ↗pdf ↗

It is shown that the compactly supported identity component of the diffeomorphism group of the 2-dimensional punctured torus Tp2\mathbb T^2_p is an unbounded group. It follows that the fragmentation norm of Tp2\mathbb T^2_p is unbounded.

2011-03-18abs ↗pdf ↗

Study focal surfaces of wave fronts with unbounded curvatures.

problem Characterizing singularities of focal surfaces near non-degenerate singular points.
method Characterizations based on types of singularities and geometrical properties of initial fronts.
result Investigation of Gaussian curvature behavior of focal surfaces.

Study ancient solutions on graphs with unbounded Laplacians, generalizing previous results.

problem Understanding ancient solutions on graphs with unbounded Laplacians.
method Generalizing Colding and Minicozzi's theorem and Hua's result to graphs with unbounded Laplacians.
result The dimension of the space of ancient solutions of polynomial growth is bounded by the dimension of harmonic functions with the same growth.

New method estimates volatility for processes with jumps of unbounded variation.

problem Estimating volatility of processes with jumps of unbounded variation.
method Developed a new volatility estimator using debiasing of truncated realized quadratic variation.
result Method outperforms existing alternatives in simulations.

Let SS be a compact oriented surface. We construct homogeneous quasimorphisms on Diff(S,area)Diff(S, area), on Diff0(S,area)Diff_0(S, area) and on Ham(S)Ham(S) generalizing the constructions of Gambaudo-Ghys and Polterovich. We prove that there are infinitely many linearly independent homogeneous quasimorphisms on Diff(S,area)Diff(S, area), on $Diff_0(…

2017-07-19abs ↗pdf ↗

We prove a general existence result for instantaneously complete Ricci flows starting at an arbitrary Riemannian surface which may be incomplete and may have unbounded curvature. We give an explicit formula for the maximal existence time, and describe the asymptotic behaviour in most cases.

2010-07-19abs ↗pdf ↗

Study shows unbounded Pontryagin numbers on curved manifolds.

problem Understanding unbounded Pontryagin numbers on curved manifolds.
method Analyzing rational linear combinations of Pontryagin numbers and their relation to the universal elliptic genus.
result Proves existence of unbounded Pontryagin numbers on nonnegatively curved spin manifolds.

Paper tackles online control of linear systems with unbounded noise.

problem Online control of linear systems under unbounded noise with unknown convex cost functions.
method Developed an algorithm achieving ildeO(T) ilde{O}(\sqrt{T}) high-probability regret under unbounded noise, and established O(mpoly(logT)) O({ m poly} (\log T)) regret bound for strongly convex costs and sub-Gaussian noise.
result Achieved ildeO(T) ilde{O}(\sqrt{T}) high-probability regret under unbounded noise, and O(mpoly(logT)) O({ m poly} (\log T)) regret bound for specific noise and cost conditions.

New method combines adaptive learning rate and flexible prediction for online loss aggregation.

problem Online aggregation of unbounded losses using shifting experts.
method Adapted AdaHedge algorithm with Fixed Share meta-algorithm for signed unbounded losses.
result Improved shifting regret and validity of regret bounds in adversarial setting.

Study sequences of solutions to Taubes's Seiberg-Witten equations with unbounded energy.

problem Behavior of solutions with unbounded energy and their limiting nodal sets.
method Novel maximum principle for unbounded energy solutions, connection to vector field dynamics.
result Limiting nodal set converges to invariant set of vector field XX for slow energy growth.

New approach finds solutions to games with unbounded controls.

problem Existence of equilibrium in mean-field games with unbounded controls.
method Weak formulation and new existence/stability results for quadratic-growth generalized McKean-Vlasov BSDEs.
result Existence of equilibrium result for non-Markovian mean-field games with unbounded control space.

A theorem of Jorgensen and Thurston implies that the volume of a hyperbolic 3-manifold is bounded below by a linear function of its Heegaard genus. Heegaard surfaces and bridge surfaces often exhibit similar topological behavior; thus it is natural to extend this comparison to ask whether a (g,b)(g,b)-bridge surface for a…

2015-12-12abs ↗pdf ↗