Research
On-device research index

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.

169,341 papers · 148 categories

Trend · papers per month

135270405540 · Jun 202019922001200920182026
48 results for upper estimations

The paper finds upper limits for the first eigenvalue of the p-Laplacian on Riemannian manifolds.

problem Finding upper bounds for the first eigenvalue of the p-Laplacian on Riemannian manifolds.
method Gradient estimates for positive solutions to the p-Laplacian equation were derived.
result Upper bound estimates of the first nontrivial eigenvalue of the p-Laplacian were established.

Estimating and assessing the risk of a large portfolio is an important topic in financial econometrics and risk management. The risk is often estimated by a substitution of a good estimator of the volatility matrix. However, the accuracy of such a risk estimator for large portfolios is largely unknown, and a simple ine…

2013-02-05abs ↗pdf ↗

ACP-UCB1 ranks arms based on upper-tail performance, improving stochastic bandit algorithms.

problem Stochastic bandit algorithms often favor arms with strong upper-tail performance, which is not well-addressed by classical mean-reward criteria.
method ACP-UCB1 combines an adaptive conformal estimate of the upper endpoint with a UCB-type optimism bonus.
result ACP-UCB1 achieves logarithmic upper-quantile regret with per-arm contribution \(O( icefrac{\log n}{Δ_j^{\mathrm{ACP}}})\).

We estimate risk measures in Markov cost processes with lower and upper bounds.

problem Estimating risk measures in infinite-horizon discounted costs within Markov processes.
method Truncation scheme and lower/upper bounds for CVaR and variance estimation.
result Upper and lower bounds for CVaR and variance estimation match up to logarithmic factors.

This paper provides fast estimates for complex option types.

problem Estimating prices for constrained multiple exercise American options.
method Lookahead search for lower estimates and nearest-neighbor martingale for upper estimates.
result Probabilistic convergence guarantees for the algorithms.

The paper tackles estimating optimal policy value in linear bandits with general context distributions.

problem Estimating the optimal policy value in linear bandits with general context distributions.
method The paper provides lower bounds and an algorithm for sublinear estimation of VV^* under stronger assumptions.
result A practical algorithm that estimates a problem-dependent upper bound on VV^* with O~(d)\widetilde{\mathcal{O}}(\sqrt{d}) samples.

New upper diameter estimate for manifolds with positive Bakry-Émery Ricci curvature.

problem Bounding the diameter of manifolds with specific curvature properties.
method Developed a new upper diameter estimate using Bakry-Émery Ricci curvature and potential function bounds.
result Improved previous diameter estimates for complete Riemannian manifolds.

Paper estimates upper bound of analytic torsion under Arakelov metric.

problem Estimating the analytic torsion under Arakelov metric.
method Defined and analyzed the regularized determinant of Laplacian, providing an asymptotic upper bound.
result The logarithm of analytic torsion is asymptotically upper bounded by gg for g>1g>1.

This paper introduces a set of algorithms for Monte-Carlo Bayesian reinforcement learning. Firstly, Monte-Carlo estimation of upper bounds on the Bayes-optimal value function is employed to construct an optimistic policy. Secondly, gradient-based algorithms for approximate upper and lower bounds are introduced. Finally…

2013-03-11abs ↗pdf ↗

The paper develops estimators for variance in graph structures using fused lasso.

problem Variance estimation in graph-structured problems.
method Developed linear time estimator for homoscedastic case and total variation regularization estimator for heteroscedastic case.
result Minimax rates and consistency for variance estimation in various graph structures.

In this paper, we consider low rank matrix estimation using either matrix-version Dantzig Selector A^λd\hat{A}_λ^d or matrix-version LASSO estimator A^λL\hat{A}_λ^L. We consider sub-Gaussian measurements, i.e.i.e., the measurements X1,,XnRm×mX_1,\ldots,X_n\in\mathbb{R}^{m\times m} have i.i.d.i.i.d. sub-Gaussian entries. Suppose $\textrm…

2014-03-25abs ↗pdf ↗

We consider a complete noncompact smooth Riemannian manifold MM with a weighted measure and the associated drifting Laplacian. We demonstrate that whenever the qq-Bakry-Émery Ricci tensor on MM is bounded below, then we can obtain an upper bound estimate for the heat kernel of the drifting Laplacian from the upper b…

2013-04-11abs ↗pdf ↗

Improved estimator for least squares using random projections achieves smaller error.

problem Improving the accuracy of least squares solutions for large-scale problems.
method James-Stein estimator applied to Gaussian sketching of least squares problems.
result Upper and lower bounds match when SNR is small and data matrix is well-conditioned.

Upper diameter bound for manifolds with positive scalar curvature.

problem Estimating the maximum size of manifolds with positive scalar curvature.
method Proving an upper diameter bound using scalar curvature integral, Yamabe constant, and manifold dimension.
result The power of scalar curvature integral in diameter estimates is sharp and occurs at round spheres with canonical metric.

The study proves stability of quermassintegral inequalities in hyperbolic space.

problem Stability of quermassintegral inequalities for horospherically convex hypersurfaces in hyperbolic space.
method Using initial value independent curvature estimates for locally constrained flows of inverse type.
result Explicit exponent of the deficit in the quermassintegral inequality is given and does not depend on dimension.

Sharp upper bounds found for solutions of a specific equation on Riemannian manifolds.

problem Finding upper bounds for solutions of a specific equation on Riemannian manifolds.
method Proved sharp upper estimates of weak subsolutions to the Leibenson equation on Riemannian manifolds with non-negative Ricci curvature.
result Improved and proved a conjecture about upper bounds for solutions of the Leibenson equation.

The paper studies heat kernels on modified manifolds and bounds their properties.

problem Bounding heat kernels on modified Riemannian manifolds.
method Derives upper bounds and gradient estimates for the heat kernel of (M,ildeg)(M, ilde{g}).
result Establishes upper bounds and gradient estimates for the heat kernel of modified manifolds.

The study estimates the expressiveness of GCNs with bounds on the number of linear regions.

problem Characterizing the expressiveness of graph convolutional networks (GCNs).
method Estimates the number of linear regions for one-layer and multi-layer GCNs.
result GCNs with multiple layers have exponentially more expressivity per parameter than one-layer GCNs.

We establish a uniform estimate for the injectivity radius of the past null cone of a point in a general Lorentzian manifold foliated by spacelike hypersurfaces and satisfying an upper curvature bound. Precisely, our main assumptions are, on one hand, upper bounds on the null curvature of the spacetime and the lapse fu…

2010-08-30abs ↗pdf ↗

TAKDE optimizes kernel density estimation for real-time dynamic processes.

problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.

Let MnM^n be an nn-dimensional Riemannian manifold with boundary M\partial M. Assume that Ricci curvature is bounded from below by (n1)k(n-1)k, for $k\in \RR$, we give a sharp estimate of the upper bound of $ρ(x)=\dis(x, \partial M)$, in terms of the mean curvature bound of the boundary. When M\partial M is compact, th…

2013-06-21abs ↗pdf ↗

Inequalities for Riemannian manifolds with upper sectional curvature bounds.

problem Bounding Laplace eigenvalues of Riemannian manifolds with sectional curvature constraints.
method Developed inequalities for all Laplace eigenvalues of Riemannian manifolds with upper sectional curvature bounds, extending to conformal metrics and minimal submanifolds.
result Explicit estimates for Laplace eigenvalues of minimal submanifolds in terms of ambient space geometric quantities.