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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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114228341455 · Jun 202019922001200920172026
48 results for van Trees bound

Study non-asymptotic estimation bounds for LTI models with Gaussian noise.

problem Estimating parameters of LTI models with non-asymptotic error bounds.
method Sharp non-asymptotic lower bounds using Cramér-Rao and van Trees inequalities, concentration results, and differential geometric constructions.
result Sharp and rate-optimal lower bounds for mean square estimation risk.

The paper sets bounds on how much regret is unavoidable in adaptive LQR with unknown B-matrix.

problem Understanding the limits of adaptive LQR with unknown B-matrix.
method Local asymptotic minimax regret lower bounds using van Trees' inequality and Bellman error representation.
result Logarithmic regret is impossible if the parametrization induces an uninformative optimal policy.

Study finds multiple solutions for Van der Waals-Cahn-Hilliard equation on manifolds.

problem Finding multiple solutions for a specific equation on manifolds.
method Combines Lusternik-Schnirelman and Morse theory with a photography method.
result Establishes multiplicity of solutions using topological invariants.

Ensemble learning is a statistical paradigm built on the premise that many weak learners can perform exceptionally well when deployed collectively. The BART method of Chipman et al. (2010) is a prominent example of Bayesian ensemble learning, where each learner is a tree. Due to its impressive performance, BART has rec…

2018-10-01abs ↗pdf ↗

We give multiplicity results for the solutions of a nonlinear elliptic equation, with an asymmetric double well potential of Van der Waals-Allen--Cahn--Hilliard type, satisfying a linear volume constraint, on a bounded Lipschitz domain $Ω\subset\mathds R^N$. The number of solutions is estimated in terms of topological …

2019-07-29abs ↗pdf ↗

The classical Van Est theory relates the smooth cohomology of Lie groups with the cohomology of the associated Lie algebra, or its relative versions. Some aspects of this theory generalize to Lie groupoids and their Lie algebroids. In this paper, continuing an idea from [18], we revisit the van Est theory using the Per…

2019-06-05abs ↗pdf ↗

New estimate reduces overfitting risk in machine learning models.

problem Error rate on test data may not reflect true population error due to adaptive data analysis practices.
method Introduces Rip van Winkle's Razor, a simple estimate of overfit to test data based on information content.
result Shows non-vacuous estimate of deviation in many modern settings.

Match van Stockum dust to vacuum metrics with a single parameter.

problem Matching van Stockum dust to vacuum metrics.
method 1-parametric family of non-static Papapetrou vacuum metrics, Ehlers and Kramer--Neugebauer transformations.
result Explicit examples of matching, including Bonnor metric and Lanczos--van Stockum dust metric.

The paper extends Thompson Sampling to infinite action spaces using information theory.

problem Addressing the limitation of finite action spaces in Thompson Sampling.
method Information-theoretic analysis, extending rate-distortion theory to infinite action spaces.
result Derives a near-optimal regret bound for bandits with infinite and continuous action spaces.

The Van Est homomorphism for a Lie groupoid GMG \rightrightarrows M, as introduced by Weinstein-Xu, is a cochain map from the complex C(BG)C^\infty(BG) of groupoid cochains to the Chevalley-Eilenberg complex C(A)C(A) of the Lie algebroid AA of GG. It was generalized by Weinstein, Mehta, and Abad-Crainic to a morphism from…

2014-03-05abs ↗pdf ↗

We give a lower bound to the dimension of a contractible manifold on which a given group can act properly discontinuously. In particular, we show that the nn-fold product of nonabelian free groups cannot act properly discontinuously on R2n1\R^{2n-1}.

2000-10-13abs ↗pdf ↗

We prove that any limit-interface corresponding to a locally uniformly bounded, locally energy-bounded sequence of stable critical points of the van der Waals--Cahn--Hilliard energy functionals with perturbation parameter tending to 0 is supported by an embedded smooth stable minimal hypersurface in low dimensions and …

2010-07-13abs ↗pdf ↗

The paper derives Gauss-Bonnet theorems for deformed connections in affine and rigid motions groups.

problem Computing curvature and geodesic curvature for surfaces and curves in affine and rigid motions groups.
method Defined deformed Schouten-Van Kampen connections, computed Gaussian curvature limits, and signed geodesic curvature.
result Derived Gauss-Bonnet theorems for deformed connections in affine and rigid motions groups.

We exhibit relations between van Kampen-Flores, Conway-Gordon-Sachs and Radon theorems, by presenting direct proofs of some implications between them. The key idea is an interesting relation between the van Kampen and the Conway-Gordon-Sachs numbers for restrictions of a map of (d+2)(d+2)-simplex to Rd\mathbb R^d to the $…

2017-04-02abs ↗pdf ↗

VB-groupoids define a special class of Lie groupoids which carry a compatible linear structure. In this paper, we show that their differentiable cohomology admits a refinement by considering the complex of cochains which are k-homogeneous on the linear fiber. Our main result is a Van Est theorem for such cochains. We a…

2016-02-22abs ↗pdf ↗

Graphs from van der Corput sequence embed into Chamanara surface.

problem Embedding graphs from van der Corput sequence into surfaces.
method Constructed 44-regular graphs from van der Corput sequence and Kronecker sequence, embedded into torus and Chamanara surface.
result Graphs from van der Corput sequence embed into Chamanara surface with one edge removal.

We present the Variational Adaptive Newton (VAN) method which is a black-box optimization method especially suitable for explorative-learning tasks such as active learning and reinforcement learning. Similar to Bayesian methods, VAN estimates a distribution that can be used for exploration, but requires computations th…

2017-11-15abs ↗pdf ↗

New method uses quantum annealing and VAN for better statistical mechanics calculations.

problem Difficulty in computing partition function in statistical mechanics.
method Combines quantum annealing samples with variational autoregressive networks.
result Enhanced accuracy in finite-size Sherrington-Kirkpatrick model.

This paper belongs to a series devoted to the study of the cohomology of classifying spaces. Generalizing the Weil algebra of a Lie algebra and Kalkman's BRST model, here we introduce the Weil algebra W(A)W(A) associated to any Lie algebroid AA. We then show that this Weil algebra is related to the Bott-Shulman-Stasheff…

2009-01-03abs ↗pdf ↗

We prove that for any contact 3-manifold supported by a spinal open book decomposition with planar pages, there is a universal bound on the Euler characteristic and signature of its minimal symplectic fillings. The proof is an application of the spine removal surgery operation recently introduced in joint work of the a…

2019-02-04abs ↗pdf ↗

New connections defined for a specific geometric structure.

problem Characterizing manifolds with a paracontact structure.
method Introduced and studied a pair of associated Schouten-van Kampen affine connections.
result Curvature properties of the connections are obtained.

Mirror descent linked to information ratio via Bayesian regret bounds.

problem Understanding stability in mirror descent and its relation to information ratio.
method Developed a connection between mirror descent and information ratio using Bayesian regret bounds.
result Mirror descent with suitable estimators and distributions achieves bounds similar to information-directed sampling.

We relate the embeddability of the simplicial complex [3]K[3]*K into Rn+2\mathbb{R}^{n+2} to that of KK into Rn\mathbb{R}^n. In brief, the embeddability of KK into Rn\mathbb{R}^n, in the metastable range 2n3(d+1)2n\geq 3(d+1), is equivalent to the embeddability of [3]K[3]*K into Rn+2\mathbb{R}^{n+2}. We show moreover than the van …

2020-01-17abs ↗pdf ↗

The paper calculates curvature limits and Gauss-Bonnet theorems in the Heisenberg group.

problem Computing curvature limits and Gauss-Bonnet theorems in the Heisenberg group.
method Sub-Riemannian limits of Gaussian curvature, Schouten-Van Kampen affine connections, and adapted connections.
result Gauss-Bonnet theorems associated with Schouten-Van Kampen affine connections in the Heisenberg group.

Study mini-batch SGD noise and its limits, proving complexity guarantees.

problem Analyzing the noise in mini-batch SGD and its impact on optimization.
method Examined the conditional covariance and diffusion limits of SGD under different sampling designs.
result Proved mean-square upper bounds and Fisher van Trees lower bounds for SGD, linking them to effective dimension and condition number.

The van Est map is a map from Lie groupoid cohomology (with respect to a sheaf taking values in a representation) to Lie algebroid cohomology. We generalize the van Est map to allow for more general sheaves, namely to sheaves of sections taking values in a (smooth or holomorphic) GG-module, where GG-modules are struc…

2019-09-24abs ↗pdf ↗

Paper derives closed-form solutions for CEV model using semiclassical approximation.

problem Analyzing the constant elasticity variance (CEV) option pricing model.
method Utilizes semiclassical (WKB) approximation and Van Vleck-Morette determinant.
result Derives an exponential factor not previously considered in the kernel.

Study groups acting on trees with specific local actions, proving cohomology vanishing or infinite.

problem Understanding bounded cohomology of groups with prescribed local actions.
method Proving vanishing or infinite bounded cohomology based on the 2-transitivity of FF'.
result Vanishing or infinite bounded cohomology depending on FF''s 2-transitivity.