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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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2825648451,127 · Jun 202019922001200920172026
48 results for unbounded data

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.

Study unbounded sl3\mathfrak{sl}_3-laminations around punctures.

problem Classify and understand structures of sl3\mathfrak{sl}_3-laminations at punctures.
method Relate to root data, classify signed webs, describe tropicalization, clarify relationships with other approaches.
result Clarify the relationship between sl3\mathfrak{sl}_3-laminations and other approaches.

Efficiently estimates quantiles and maximum in unbounded datasets with differential privacy.

problem Efficiently estimating quantiles and maximum in unbounded datasets with differential privacy.
method Simple invocation of a subroutine called AboveThreshold, iteratively called in Sparse Vector Technique.
result Improved estimates on highest quantiles with robustness and accuracy.

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.

The paper solves the Dirichlet problem for minimal surfaces on unbounded helicoidal domains.

problem Solving the Dirichlet problem for minimal surfaces on unbounded helicoidal domains.
method Analyzes GG-invariant solutions in C2,αC^{2,α} domains with helicoidal projections.
result Existence of GG-invariant solutions with controlled gradient at infinity.

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.

The paper proves a regret bound for a sub-Gaussian mixture on unbounded data.

problem Tackles the challenge of achieving regret bounds for sub-Gaussian mixtures on unbounded data.
method Uses path-wise (deterministic) regret bounds and a cumulative variance process to derive the bound.
result Shows that on a specific event, the regret is eventually bounded by ln(ln V_T).

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 ↗

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.

This paper tightens the law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.

problem Developing nonasymptotic concentration bounds for empirical KL_inf with optimal constants and rates.
method Presenting a tight law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.
result A tight law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.

Paper tackles unbounded density ratio estimation for covariate shift adaptation.

problem Understudied challenge in statistical learning: unbounded density ratios.
method Three-step estimation method: relative density ratio, truncation, and transformation.
result Established rigorous convergence guarantees for density ratio and regression estimators.

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 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.

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.

Improved sampling from Gaussian distributions with privacy constraints.

problem Sampling from unbounded Gaussian distributions with differential privacy.
method First $\widetilde{\mathcal{O}}\left(d ight)$-sample algorithm for unbounded Gaussians under $\left(\varepsilon, δ ight)$-differential privacy.
result A quadratic improvement over previous results, settling an open question.

In this paper we introduce the curvature of densely defined universal connections on Hilbert CC^{*}-modules relative to a spectral triple (or unbounded Kasparov module), obtaining a well-defined curvature operator. Fixing the spectral triple, we find that modulo junk forms, the curvature only depends on the represente…

2019-11-12abs ↗pdf ↗

Deep neural networks classify unbounded Gaussian mixture data without dimensionality issues.

problem Binary classification of unbounded Gaussian mixture data.
method Deep ReLU neural networks with non-asymptotic upper bounds and convergence rates.
result Deep ReLU networks can classify unbounded Gaussian mixture data without dimensionality constraints.

New method estimates volatility for Lévy processes with unbounded jumps efficiently.

problem Efficient estimation of volatility for Lévy processes with unbounded jumps.
method Developed a new estimator based on high-order expansions of truncated moments.
result Method outperforms existing alternatives in estimating volatility.

In this paper, we derive Li-Yau inequality for unbounded Laplacian on complete weighted graphs with the assumption of the curvature-dimension inequality CDE(n,K)CDE'(n,K), which can be regarded as a notion of curvature on graphs. Furthermore, we obtain some applications of Li-Yau inequality, including Harnack inequality, hea…

2018-01-18abs ↗pdf ↗

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 ↗

Investigates optimal consumption and investment strategies in non-Markovian markets with unbounded parameters.

problem Optimal consumption and investment strategies in non-Markovian markets with unbounded parameters.
method Martingale optimal principle and quadratic BSDEs with exponential moment.
result Establishes optimal strategies for consumption and investment.

In infinite dimensional Heisenberg group, degenerate distances linked to unbounded curvature.

problem Degenerate distances and unbounded curvature in infinite dimensional Heisenberg group.
method Construct left invariant weak Riemannian and sub-Riemannian metrics, adapt sectional curvature definition.
result Degenerate distances coincide with unbounded sectional curvature.

Nowadays, every device connected to the Internet generates an ever-growing stream of data (formally, unbounded). Machine Learning on unbounded data streams is a grand challenge due to its resource constraints. In fact, standard machine learning techniques are not able to deal with data whose statistics is subject to gr…

2019-11-17abs ↗pdf ↗

New algorithms for online learning without boundedness or Lipschitz loss assumptions.

problem Online learning with unbounded domains and non-Lipschitz losses.
method Developed an algorithm with a specific regret bound and used it for saddle-point optimization.
result First algorithm achieving non-trivial dynamic regret in an unbounded domain for non-Lipschitz losses.

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.