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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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4590135180 · Jun 202019922001200920172026
48 results for unbounded ranges

Paper develops estimators for unbounded density ratios with applications in error control.

problem Estimating density ratios with unbounded domains and ranges.
method Least squares and logistic regression loss functions for density ratio estimation.
result Established upper bounds on estimation errors with optimal rates for unbounded density ratios.

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.

Investigates RI strategies for life insurers with LRD mortality rates.

problem Effect of long-range dependent mortality rates on RI strategies.
method Volterra mortality model, compound Poisson process, open-loop equilibrium mean-variance criterion.
result Explicit equilibrium RI controls derived and uniqueness studied.

New algorithms adapt to both gradient norms and comparator norms in online learning.

problem Adapting to both gradient norms and comparator norms in online learning.
method Developed parameter-free and scale-free algorithms for unbounded online convex optimization.
result Improved regret bounds for scale-invariant online prediction with linear models.

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 ↗

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 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.

Interaction graphs, such as those recording emails between individuals or transactions between institutions, tend to be sparse yet structured, and often grow in an unbounded manner. Such behavior can be well-captured by structured, nonparametric edge-exchangeable graphs. However, such exchangeable models necessarily ig…

2019-05-28abs ↗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 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.

Sequential tests for nonparametric hypotheses using supermartingales.

problem Designing valid sequential tests for nonparametric null hypotheses.
method Using elicitable and identifiable functionals, nonnegative supermartingales, and Online Convex Optimization.
result Rigorous guarantees on asymptotic power for a wide range of alternative hypotheses.

We study the barycentric straightening of simplices in irreducible symmetric spaces of non-compact type. We show that, for an n-dimensional symmetric space of rank r>1, the p-Jacobian has uniformly bounded norm, as soon as p is at least n-r+2. As a consequence, for a non-compact, connected, semisimple real Lie group G,…

2015-03-22abs ↗pdf ↗

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 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 ↗

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.

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 ↗

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.

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.

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.

We study ancient solutions of polynomial growth to both continuous-time and discrete-time heat equations on graphs with unbounded Laplacians. We generalize Colding and Minicozzi's theorem [CM19] on manifolds, and the result [Hua19] on graphs with normalized Laplacians to the setting of graphs with unbounded Laplacians:…

2019-10-07abs ↗pdf ↗

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.

Study L2L^2-cohomology in unbounded geometry manifolds.

problem Invariance of L2L^2-cohomology under quasi-isometries on unbounded ends.
method Uniform homotopy equivalence, quasi-isometry on unbounded ends, mapping cone for L2L^2-cohomology.
result Invariance of L2L^2-cohomology groups under quasi-isometry on unbounded ends.

Study shows convergence rate for empirical minimizer of unbounded functions with fast growth.

problem Convergence rate of empirical minimizer for unbounded functions with fast growth.
method Analyzes L1L^1-distance convergence rate of the empiric minimizer for coercive functions sampled with noise.
result Convergence rate is bounded above by ann1/qa_n n^{-1/q}, where qq is the dimension and an=o(nε)a_n = o(n^\varepsilon) for every ε>0\varepsilon > 0.