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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.

168,695 papers · 148 categories

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81161242322 · Jun 202019922001200920172026
48 results for variational constraints

New framework improves generative models with prediction and consistency constraints.

problem Improving generative models with sparse labeled data.
method Optimizes variational autoencoders with prediction and consistency constraints.
result Promising image classification performance, especially in semi-supervised scenarios.

A new method solves variational inequality problems with multiple constraints without needing optimal Lagrange multipliers.

problem Solving variational inequality problems with multiple functional constraints efficiently.
method Constrained Gradient Method (CGM) for Minty variational inequality problems.
result The Constrained Gradient Method achieves complexity similar to projection-based methods but with cheaper oracles.

Improved Bayesian learning rule handles positive-definite constraints efficiently.

problem Bayesian learning rule struggles with positive-definite constraints.
method Proposes an improved rule using Riemannian gradient methods for block-coordinate natural parameterization.
result Outperforms existing methods without increased computation.

The paper studies stability of discrete planar curves using variational methods.

problem Stability of discrete planar curves under area constraints.
method Unified interpretation of discrete curvatures, determination of equilibrium curves, stability analysis.
result Equilibrium curves for the length functional under area-constraint conditions are determined and their stability is studied.

This work interprets SFA through variational inference, relaxing linearity constraints.

problem Recover non-linear SFA from variational inference.
method Probabilistic interpretation of SFA through variational inference, relaxing linearity constraints.
result Reinterprets SFA as a variational framework, allowing slowness as a regularizer to reconstruction loss.

In this article we develop a theory of contact systems with nonholonomic constraints. We obtain the dynamics from Herglotz's variational principle, by restricting the variations so that they satisfy the nonholonomic constraints. We prove that the nonholonomic dynamics can be obtained as a projection of the unconstraine…

2019-11-13abs ↗pdf ↗

Variational calculus on a vector bundle E equipped with a structure of a general algebroid is developed, together with the corresponding analogs of Euler-Lagrange equations. Constrained systems are introduced in the variational and in the geometrical setting. The constrained Euler-Lagrange equations are derived for ana…

2007-12-17abs ↗pdf ↗

Inference methods are often formulated as variational approximations: these approximations allow easy evaluation of statistics by marginalization or linear response, but these estimates can be inconsistent. We show that by introducing constraints on covariance, one can ensure consistency of linear response with the var…

2016-11-02abs ↗pdf ↗

New algorithm reduces regret and constraint violation in online convex optimization with complex constraints.

problem Online convex optimization with multiple functional constraints and a simple constraint set.
method Instance-dependent bound using online primal-dual mirror-prox algorithm in general normed spaces.
result Achieves an O(√V*(T)) regret and O(1) constraint violation, improving over previous works.

Discrete Lagrange problems solved with Lie group constraints.

problem Solving discrete Lagrange problems with Lie group constraints.
method Proving critical sections are solutions of unconstrained variational problems, applying Noether theory and multisymplectic forms.
result Critical sections of discrete Lagrange problems are solutions of unconstrained variational problems.

Study optimal consumption with drawdown limits over a fixed time frame.

problem Maximizing utility with consumption limits during a fixed period.
method Extended utility maximization problem with drawdown constraint, using PDE arguments and dual transform.
result Existence and uniqueness of classical solution to HJB variational inequality, with explicit free boundaries.

Paper presents a method to solve variational inequalities with general constraints without requiring analytic solutions.

problem Solving variational inequalities with general constraints.
method A primal-dual approach using approximate subproblem solutions and warm-starting.
result The method converges with a rate of O(1K)O(\frac{1}{\sqrt{K}}) for LL-Lipschitz and monotone operators.

Study optimizes perimeter in convex domains with anisotropic constraints.

problem Optimizing perimeter in convex domains with anisotropic constraints.
method Analytical properties, topological features, and geometric measure theory results.
result Sharp isoperimetric inequalities and existence of minimizers.

Generalizes Hamiltonian theory for variational problems, applied to first order gravity.

problem Formulating Hamiltonian field theory for variational problems of general nature.
method Introduces a generalized Hamiltonian formalism without requiring a Hamiltonian section.
result Develops a novel multisymplectic Hamiltonian field theory for first order gravity.

This paper presents a variational and multisymplectic formulation of both compressible and incompressible models of continuum mechanics on general Riemannian manifolds. A general formalism is developed for non-relativistic first-order multisymplectic field theories with constraints, such as the incompressibility constr…

2000-05-03abs ↗pdf ↗

New mass inequalities and proofs for causal variational principles.

problem Proving new mass inequalities for causal variational principles.
method Proved a new inequality for minimizers of causal variational principles and applied it to prove the positive mass theorem.
result Introduced a positive quasilocal mass and proved new mass inequalities.

The mathematical problem concerning intrinsic storage optimisation is formulated and solved by means of variational analysis. The solution, though obtained in implicit form, still sheds light on many important features of the optimal exercise strategy. It is shown how the solution depends on different constraint types …

2015-06-22abs ↗pdf ↗

New algorithm reduces dynamic regret for noisy gradient feedback with piecewise polynomial comparators.

problem Online estimation of piecewise polynomial trends with noisy feedback.
method Introduces variational constraint for piecewise polynomial comparators, designs adaptive algorithm.
result Achieves nearly optimal dynamic regret of $ ilde{O}(n^{ rac{1}{2k+3}}C_n^{ rac{2}{2k+3}})$.

Develops a first-order interior-point method for solving constrained variational inequalities.

problem Solving constrained variational inequalities with nontrivial constraints.
method ADMM-based interior-point method for constrained VIs (ACVI).
result First-order interior-point method with global convergence guarantees for general cVI problems.

Study hypothesis testing under quantized samples with communication constraints, achieving near-optimal sample complexity.

problem Optimizing hypothesis testing with quantized samples and communication constraints.
method Developed a polynomial-time algorithm achieving near-optimal sample complexity under communication constraints.
result Achieved near-optimal sample complexity under communication constraints, with a logarithmic factor increase over unconstrained setting.

A novel approach for safe offline RL using latent safety constraints.

problem Balancing safety constraints and reward maximization in offline RL.
method Conditional Variational Autoencoders for latent safety modeling, Constrained Reward-Return Maximization.
result Our approach maintains safety compliance while optimizing rewards, outperforming existing methods.

FairTrade uses variational inference to create fair predictions in causal models.

problem Creating fair predictions in machine learning models with causal reasoning.
method FairTrade uses variational inference to account for unobserved confounders and integrates fairness constraints on causal paths.
result Demonstrates the effectiveness of FairTrade in creating fair predictions in both simulated and real-world datasets.

New model for shape graph registration with partial matching constraints.

problem Shape graph registration with topological inconsistencies and partial matching.
method Higher order invariant Sobolev metrics, varifolds, inexact variational formulation, SFISTA algorithm.
result Existence of minimizers for variational problem with TV regularization.

VFlow enhances generative flows by augmenting data dimensions for better expressiveness.

problem Tractable generative flows have limited expressiveness due to fixed intermediate dimensions.
method Augment data with extra dimensions and learn a generative flow for both original and augmented data using variational inference.
result VFlow achieves state-of-the-art performance on CIFAR-10 with improved compactness.

Constrained Willmore surfaces are conformal immersions of Riemann surfaces that are critical points of the Willmore energy W=H2W=\int H^2 under compactly supported infinitesimal conformal variations. Examples include all constant mean curvature surfaces in space forms. In this paper we investigate more generally the crit…

2004-11-22abs ↗pdf ↗

This paper proposes robust matrix variate regression models with rank constraints and vector regularization.

problem High dimensional and noisy matrix-valued predictors in regression models.
method Rank constraint, vector regularization, alternating projected gradient descent algorithm.
result The proposed method achieves the minimax rate of estimation errors.

We derive a new model for pre-strained thin films, which consists of minimizing a biharmonic energy of deformations vW2,2v\in W^{2,2} satisfying the Monge-Ampère constraint det2v=f\det\nabla^2v = f. We further discuss multiplicity properties of the minimizers of this model, in some special cases.

2014-04-12abs ↗pdf ↗

We develop a framework for incorporating structured graphical models in the \emph{encoders} of variational autoencoders (VAEs) that allows us to induce interpretable representations through approximate variational inference. This allows us to both perform reasoning (e.g. classification) under the structural constraints…

2016-11-22abs ↗pdf ↗

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex transport constraints in addition to having given initial and terminal marginals. Sev…

2018-04-12abs ↗pdf ↗

Framework for designing nonlinearities in neural networks with slope constraints.

problem Designing nonlinearities with specific properties for signal processing.
method Variational framework with regularization for slope constraints and optimization of adaptive splines.
result Adaptive nonuniform linear splines achieve global optimum in constrained optimization.

New control theory for self-path-dependent problems solves unique constraints.

problem Optimal control with self-path-dependent constraints in stochastic systems.
method Introduces new HJB equations for variational inequalities with historical maximum controls.
result Value functions are viscosity solutions to HJB equations under Lipschitz conditions.

Extends Dirac structures to infinite dimensions for mechanical systems.

problem Adapting finite-dimensional Dirac structures to infinite-dimensional settings.
method Introduces partial Dirac structures and applies variational techniques to constraint Lagrangians on subbundles and singular distributions.
result Characterizes normal geodesics for conical Finsler metrics on Banach manifolds.

PhysVarMix predicts diverse urban trajectories with physics constraints.

problem Predicting complex urban agent trajectories with multiple plausible scenarios.
method Physics-informed variational mixture model combining learning and physics constraints.
result Superior performance compared to existing methods on benchmark datasets.

Optimal transport with path constraints for distributions of different masses.

problem Comparing distributions with different total masses under path constraints.
method Introduces a model for unbalanced optimal transport with path constraints, proving existence of solutions.
result Existence of solutions to path constrained unbalanced optimal transport for various constraints.