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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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6.7%13.3%20.0%26.7% · Feb 199519922001200920172026
48 results for vector monotone rearrangement

Optimal DP mechanisms for vector queries are found to be staircase distributions.

problem Designing optimal additive mechanisms for vector-valued queries under differential privacy.
method Reduction to radially symmetric distributions and convex rearrangement theory.
result Staircase mechanisms are optimal for any norm and cost function.

New framework for learning KR maps from data, ensuring stable generalization.

problem Learning monotone triangular transport maps efficiently and accurately.
method General framework using invertible transformations of smooth functions, ensuring no spurious local minima.
result Unique global minimizer corresponds to the KR map under certain conditions.

This note proves a Gaussian version of a Pólya-Szegö conjecture using rearrangement techniques.

problem Finding the domain with the minimum Gaussian principal frequency when the Gaussian torsional rigidity is fixed.
method Adapted Kohler-Jobin rearrangement technique to the Gauss space, considering a modified torsional rigidity and rearranging layers to half-spaces.
result The Gaussian principal frequency is minimized for the half-space when the Gaussian torsional rigidity is fixed.

The paper proves a Moser-Trudinger inequality on metric spaces with curvature-dimension conditions.

problem Proving a Moser-Trudinger inequality on metric measure spaces.
method Rearrangement of functions on CD(k,n)-spaces satisfying a Polya-Szegö type inequality.
result Characterization of manifolds with lower bounded Ricci curvature admitting a Moser-Trudinger inequality.

Method calibrates basket options using rearranged samples from constituent processes.

problem Calibrate basket options with non-linear dependency structure.
method Propose a method to extract dependency structure from market data through systematic sampling rearrangement, then calibrate a local volatility model.
result Efficiently calibrates basket options with near-perfect accuracy.

The paper extends geometric inequalities from Euclidean space to Riemannian manifolds.

problem Proving geometric inequalities on smooth oriented Riemannian manifolds.
method Introducing symmetric decreasing rearrangement inequalities and testing their applicability to Riemannian manifolds.
result Smooth co-area formula and re-formulated geometric inequalities on Riemannian manifolds.

We investigate monotonicity properties of pp-harmonic vector bundle-valued kk-forms by studying the energy-momentum tensor associated with such a form. As a consequence, we obtain a unified proof of the monotonicity formulæ for pp-harmonic maps and Yang-Mills connections, proving a monotonicity formula for pp-Yang-…

2015-06-10abs ↗pdf ↗

Under certain topological assumptions, we show that two monotone Lagrangian submanifolds embedded in the standard symplectic vector space with the same monotonicity constant cannot link one another and that, individually, their smooth knot type is determined entirely by the homotopy theoretic data which classifies the …

2012-11-28abs ↗pdf ↗

The paper extends Busemann's inequalities to complex and quaternionic spaces.

problem Extending Busemann's inequalities to complex and quaternionic vector spaces.
method Proof leverages a monotonicity property under symmetrization with respect to complex or quaternionic hyperplanes.
result Standard Steiner symmetrization does not exhibit the monotonicity property in complex or quaternionic spaces.

Monotone aggregation of dependent random vectors has an absolutely continuous distribution under certain conditions.

problem Monotone aggregation of dependent random vectors
method Coordinatewise monotonicity and uniform lower-increment conditions
result One-dimensional push-forwards of dependent random vectors have an absolutely continuous distribution

Study fine Pólya-Szegő inequalities in metric spaces with applications.

problem Fine Pólya-Szegő rearrangement inequalities in metric spaces.
method Theory of Sobolev and BV functions, synthetic Ricci bounds, isoperimetric inequality.
result New geometric and functional inequalities under Ricci lower bounds.

This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space X\mathcal{X}. In particular, we show that order closedness, σ(X,Xn)σ(\mathcal{X},\mathcal{X}_n^\sim)-closedness and σ(X,L)σ(\mathcal{X},L^\infty)-closedness of a law-invariant convex set in $\mathc…

2018-10-24abs ↗pdf ↗

Link concordance equals homotopy for high-dimensional spheres.

problem Understanding when immersions of high-dimensional spheres are homotopically trivial.
method Developed stratified Morse theory for generic immersions, using gradient-like vector fields and Cerf theory.
result Every link of high-dimensional spheres is homotopically trivial, resolving a long-standing conjecture.

The paper proves learning-curve monotonicity for maximum likelihood estimators in various parametric settings.

problem Establishing monotonicity guarantees for maximum likelihood estimators.
method Variants of GPT-5.2 Pro were used to derive the results.
result The paper proves monotonicity for maximum likelihood estimators in Gaussian and Gamma variables.

Paper compares solutions of Poisson equations on Riemannian manifolds with Robin boundary.

problem Comparing solutions of Poisson equations on Riemannian manifolds with Robin boundary.
method Using Schwarz rearrangement and isoperimetric inequalities.
result Extends results on Poisson equations with Ric(n1)κRic\geq (n-1)κ.

In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be most suitable to ensure nice dual representations of risk measures. Our main result asserts that every quasiconvex law-invariant functional on…

2018-05-14abs ↗pdf ↗

Study shows configuration spaces' homological dimension increases monotonically.

problem Understanding the homological properties of configuration spaces of manifolds.
method Analyzing the homological monotonicity of unordered configuration spaces of manifolds.
result Homological dimension of configuration spaces increases monotonically in each degree.

Study Hamiltonian diffeomorphisms on symplectic manifolds and properties of invariant convex functions.

problem Properties of invariant convex functions under Hamiltonian diffeomorphisms.
method Analysis of the adjoint action and properties of invariant convex functions.
result Continuous convex functions invariant under Hamiltonian diffeomorphisms are also invariant under strict rearrangements.

Stabilization technique applied to curve shortening flow in 3D space.

problem Stabilizing curve shortening flow in 3D space.
method Applying stabilization technique developed by T. Zelenyak to curve shortening flow in R3\mathbb{R}^3.
result Derivation of several new monotonicity formulas for curve shortening flow.

Machine learning models simulate molecular spectra and reactions in solvents.

problem Accurate simulation of molecular spectra and reactions in solvent environments.
method Introduced FieldSchNet, a deep neural network for modeling molecular interactions with external fields.
result Demonstrated significant lowering of Claisen rearrangement reaction activation barrier using FieldSchNet.

The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space, (2) the attainment of the supremum in the dual representation by order-continuous…

2013-05-10abs ↗pdf ↗

Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables as possible. We show that there exists a maximum such extension, with explicit …

2013-04-30abs ↗pdf ↗

Paper tackles non-monotonic resource utilization in sequential decision-making.

problem Sequential decision-making under uncertainty with resource constraints.
method Introduces a new MDP policy with constant regret against LP relaxation.
result Develops a learning algorithm with logarithmic regret for unknown outcome distributions.

An affine rearrangement inequality is established which strengthens and implies the recently obtained affine Pólya--Szegö symmetrization principle for functions on Rn\mathbb{R}^n. Several applications of this new inequality are derived. In particular, a sharp affine logarithmic Sobolev inequality is established which i…

2009-08-11abs ↗pdf ↗

Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the financial crisis, systemic risk levels might not have lowered, but even increased. It ha…

2019-05-15abs ↗pdf ↗

Characterizes continuity of monotone functionals in mixed topology.

problem Continuity of monotone functionals in mixed topology.
method Characterization through lower semicontinuity and dual representations.
result Continuity in mixed topology is equivalent to dual representation in terms of countably additive measures.

We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…

2007-01-07abs ↗pdf ↗

Introduces nondecreasing rank for matrices and tensors, developing methods and applications.

problem Finding low-rank approximations for matrices and tensors with monotonic constraints.
method Developed a variant of hierarchical alternating least squares algorithm for finding low ND rank approximations.
result Low ND rank factorizations can be found and interpreted for real-world datasets.