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.
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and mathematical finance, concerning degenerate diffusion processes. We show that th…
Classical multi-armed bandit problems use the expected value of an arm as a metric to evaluate its goodness. However, the expected value is a risk-neutral metric. In many applications like finance, one is interested in balancing the expected return of an arm (or portfolio) with the risk associated with that return. In …
KSG mutual information estimator, which is based on the distances of each sample to its k-th nearest neighbor, is widely used to estimate mutual information between two continuous random variables. Existing work has analyzed the convergence rate of this estimator for random variables whose densities are bounded away fr…
In this paper we continue the study of spectral properties of Laplacians associated with an arbitrary smooth distribution on a compact manifold, initiated in a previous paper. Under assumption that the singular foliation generated by the distribution is smooth, we prove that the Laplacian associated with the distributi…
In this paper, we discuss spectral properties of Laplacians associated with an arbitrary smooth distribution on a compact manifold. First, we give a survey of results on generalized smooth distributions on manifolds, Riemannian structures and associated Laplacians. Then, under the assumption that the singular foliation…
We construct an unbounded representative for the shriek class associated to the embeddings of spheres into Euclidean space. We equip this unbounded Kasparov cycle with a connection and compute the unbounded Kasparov product with the Dirac operator on Rn+1. We find that the resulting spectral triple for the…
Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this paper, we provide a novel framework to obtain uniform deviation bounds for loss…
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…
It is shown that the compactly supported identity component of the diffeomorphism group of the 2-dimensional punctured torus Tp2 is an unbounded group. It follows that the fragmentation norm of Tp2 is unbounded.
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) high-probability regret under unbounded noise, and established O(mpoly(logT)) regret bound for strongly convex costs and sub-Gaussian noise.
result Achieved ildeO(T) high-probability regret under unbounded noise, and O(mpoly(logT)) regret bound for specific noise and cost conditions.
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.
In this paper, we provided conditions for an entire constant mean curvature Killing graph lying inside a possible unbounded region to be necessarily a slice.
In this paper, we propose a novel perturbation-based exploration method in bandit algorithms with bounded or unbounded rewards, called residual bootstrap exploration (\texttt{ReBoot}). The \texttt{ReBoot} enforces exploration by injecting data-driven randomness through a residual-based perturbation mechanism. This nove…
We construct a complete, embedded minimal surface in euclidean 3-space which has unbounded Gaussian curvature. It has infinite genus, infinitely many catenoidal type ends and one limit end.
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), which can be regarded as a notion of curvature on graphs. Furthermore, we obtain some applications of Li-Yau inequality, including Harnack inequality, hea…