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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.

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96192287383 · May 202619922001200920172026
48 results for uniform-in-time bounds

Improved error estimate for SGLD sampling algorithm.

problem Establishing a precise error bound for SGLD.
method Sharp uniform-in-time error estimate for SGLD under mild assumptions.
result Uniform-in-time O(η2)O(η^2) bound for KL-divergence between SGLD and Langevin diffusion.

Uniform bounds for neural network convergence without strong convexity assumptions.

problem Understanding the convergence of neural networks in the feature-learning regime.
method Establishing uniform-in-time weak propagation-of-chaos via mean-field deterministic Wasserstein-gradient-flow dynamics.
result Uniform bounds on the difference between infinite-width and finite-width neural network outputs, showing that fewer neurons can achieve a desired loss.

Uniform-in-time analysis for Stein Variational Gradient Descent across various metrics.

problem Understanding long-term behavior of finite-particle systems in relation to their mean-field limits.
method Developed uniform-in-time propagation-of-chaos results for continuous-time SVGD using cutoff strategies and finite-dimensional theories.
result Uniform-in-time propagation-of-chaos bounds in various metrics, including Langevin kernel Stein discrepancy, Wasserstein-1, and Wasserstein-2 distances.

Uniform diffusion approximation for SGD in non-convex settings.

problem Finite-time diffusion approximation for SGD.
method Establishing uniform-in-time diffusion approximation with strong convexity and mild conditions.
result Uniform-in-time diffusion approximation of SGD without convexity of each loss function.

Study shows uniform-time chaos propagation in mean field Langevin dynamics.

problem Understanding the convergence of marginal distributions in mean field dynamics.
method Assumed functional convexity of energy, used LpL^p-convergence and Wasserstein metrics.
result Uniform-in-time propagation of chaos proved in both L2L^2-Wasserstein and relative entropy.

Optimized AIS scheme reduces bias and MSE for general proposals.

problem Performing Monte Carlo integration with general proposals.
method Global optimization of χ²-divergence using stochastic gradient Langevin dynamics.
result Explicit theoretical guarantees for uniform-in-time MSE reduction.

Improved SGD bounds for machine learning models with Markovian noise.

problem Uniform high-probability bounds for SGD under PL condition with Markovian noise.
method Combining Poisson equation for Markovian noise and probabilistic induction for almost-sure bounds.
result Matching 1/k1/k decay rate for expected suboptimality.

Improved particle approximation for mean-field neural networks.

problem Particle approximation error for mean-field neural networks.
method Improved particle approximation error by leveraging the problem structure in risk minimization.
result Established an LSI-constant-free particle approximation error concerning the objective gap.

Stability result for a popular algorithm in optimal transport.

problem Stability of the Iterative Proportional Fitting Procedure in time and metric.
method Uniform stability analysis in the 1-Wasserstein metric.
result Quantitative stability result for entropy-regularized Optimal Transport and Schrödinger bridges.

New sampling algorithms for complex distributions without log-concavity.

problem Efficient sampling from complex, high-dimensional distributions.
method Randomized splitting Langevin Monte Carlo (RSLMC) algorithm.
result Uniform-in-time error bounds for RSLMC and RLMC algorithms.

Work on SGDm under heavy-tailed noise, revealing its generalization properties.

problem Understanding generalization of SGDm under heavy-tailed noise.
method Analysis of continuous-time limit (SDE) and discrete-time SGDm, establishing generalization bounds.
result SGDm can have worse generalization in the presence of heavy-tailed noise for quadratic loss functions.

Unified stability bounds for noisy SGD across convex and non-convex losses.

problem Deriving generalization bounds for noisy stochastic gradient descent.
method Unified approach using Lyapunov functions and applied probability.
result Time-uniform stability bounds for SGD on various loss functions.

The paper studies mean curvature flow with contact angles in high-dimensional cylinders.

problem Mean curvature flow with prescribed contact angles in a high-dimensional cylinder.
method Derives uniform-in-time gradient bounds and presents a trichotomy result for asymptotic behavior.
result The solution converges to a translating solution with positive speed when a specific condition is met.

Develops a framework for analyzing neural networks and ODE models using control theory.

problem Analyzing deep neural networks and neural ODE models trained with stochastic gradient algorithms.
method Identifies connections between control theory, deep learning, and statistical sampling; derives Pontryagin's optimality principle and Mean-Field Langevin dynamics.
result Derives explicit convergence rates and provides quantitive bounds on generalization error, showing dimension-independent rates.

Develops a new algorithm for estimating model parameters using interacting particle systems.

problem Estimating parameters of latent variable models.
method Interacting Particle Langevin Algorithm (IPLA) based on Langevin diffusion.
result Nonasymptotic optimisation error bounds for the estimator.

In this paper we consider the class A\mathcal{A} of those solutions u(x,t)u(x,t) to the conjugate heat equation ddtu=Δu+Ru\frac{d}{dt}u = -Δu + Ru on compact Kähler manifolds MM with c1>0c_1 > 0 (where g(t)g(t) changes by the unnormalized Kähler Ricci flow, blowing up at T<T < \infty), which satisfy Perelman's differential Harnack i…

2006-01-17abs ↗pdf ↗

New algorithm for solving minimax problems over distributions converges to Nash equilibrium.

problem Solving minimax problems over probability distributions.
method Symmetric Mean-field Langevin Dynamics (MFL-AG and MFL-ABR) with weighted averaging and best response dynamics.
result Converges to mixed Nash equilibrium with average-iterate and last-iterate convergence.

Improved sampling from mean-field stationary distributions.

problem Sampling from the stationary distribution of mean-field SDEs.
method Decoupling the problem into two aspects: approximation of mean-field SDE and sampling from finite-particle distribution.
result Improved guarantees in various settings, including optimizing neural networks.

Improved PoC for MFLD reduces approximation error and provides model ensemble guarantees.

problem Quantifying optimization complexity in mean-field Langevin dynamics.
method Refined defective log-Sobolev inequality for neural network training.
result Improved PoC result with reduced approximation error and theoretical model ensemble guarantees.

Improved convergence rates for MFLD in various gradient estimators.

problem Proving convergence rates for mean-field Langevin dynamics with stochastic gradient updates.
method General framework for propagation of chaos, including finite-particle approximation, time-discretization, and stochastic gradient approximation.
result Improved convergence rates for SGD and SVRG settings.

Wide neural networks learn features under μμP, identifying weights and decomposing support.

problem Feature learning in wide neural networks under μμP.
method Proving mean-field limit, characterizing identifiability, sparse-dictionary decomposition, and feature-learning-error decomposition.
result The triple (w,Dorb,S)(w^*, D^*_{\mathrm{orb}}, S^*) identifies the natural learning cell of the architecture-data pair (σ,ρ)(σ, ρ).

Gaussian-SVGD dynamics converge to Gaussian distributions under certain conditions.

problem Understanding the theoretical properties of SVGD, especially for Gaussian targets.
method Detailed theoretical study of Gaussian-SVGD dynamics, considering both mean-field PDE and discrete particle systems.
result Gaussian-SVGD dynamics converge linearly to the Gaussian distribution closest to the target in KL divergence.

The study optimizes bounds for comparing training and population loss.

problem Optimizing bounds for comparing training and population loss.
method Derives generic information-theoretic and PAC-Bayesian generalization bounds using convex comparator functions.
result The tightest possible bound is obtained with the comparator being the convex conjugate of the CGF of the bounding distribution.

Paper improves PAC-Bayes bounds for various loss types.

problem Improving PAC-Bayes bounds for different types of losses.
method Introducing new high-probability PAC-Bayes bounds for bounded and general tail behaviors losses, and extending to anytime-valid bounds.
result New fast-rate and mixed-rate bounds for losses with bounded ranges, and parameter-free bounds for losses with general tail behaviors.

Improved bounds for Monte Carlo Rademacher Averages using self-bounding functions.

problem Proving sharper concentration bounds for MCERA.
method Deriving new bounds through self-bounding functions and concentration of measure.
result Novel bounds depend on data-dependent quantities, improving over standard methods.

Jiang et al. (2020) found no uniformly tight generalization bounds for neural networks in the overparameterized setting.

problem Finding uniformly tight generalization bounds for neural networks in the overparameterized setting.
method Examined more than a dozen generalization bounds, proving that no bounds can be uniformly tight in the overparameterized setting.
result No generalization bounds can be uniformly tight in the overparameterized setting.

Willmore-type inequalities for bounded domains in manifolds with curvature bounds.

problem Establishing inequalities for bounded domains in manifolds with curvature bounds.
method Using asymptotic or integral Ricci curvature bounds to establish inequalities.
result Recovering a recent inequality of Jin-Yin.

Uniform entropy bound for Ricci shrinkers with bounded curvature.

problem Bounding entropy for Ricci shrinkers with specific curvature constraints.
method Establishing uniform entropy bounds for simply connected Ricci shrinkers with a finite second homotopy group and uniform curvature bounds.
result Uniform entropy bound for simply connected Ricci shrinkers with a finite second homotopy group and uniform curvature bounds.

Sharp lower bound for Hodge Laplacian on Kähler hyperbolic manifolds.

problem Finding a sharp lower bound for the spectrum of the Hodge Laplacian.
method Explicitly expressed in terms of the supremum norm of the 1-form.
result Explicit spectral lower bounds for bounded symmetric domains.

Uniform bounds for eigenvalues of Hodge Laplacian on manifolds with lower Ricci curvature.

problem Establishing bounds for eigenvalues of Hodge Laplacian under lower Ricci curvature.
method Using geometric assumptions including lower Ricci curvature, injectivity radius, and diameter bounds.
result Uniform eigenvalue bounds for the Hodge Laplacian and connection Laplacian.