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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.

168,695 papers · 148 categories

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24477194 · May 202619922001200920172026
48 results for weak monotonicity

Learning new tasks with few samples using related task evaluations.

problem Learning a new task with limited data and related task evaluations.
method Modeling task relatedness through weak monotonicity and leveraging it in transfer learning and model selection aggregation.
result Pruning the model class based on monotonicity and hedging on the task frontier.

The paper addresses monotonicity in machine learning models for fairness and accountability.

problem Ensuring fairness and accountability in transparent machine learning models.
method Study of three types of monotonicity (individual, weak pairwise, strong pairwise) and propose monotonic groves of neural additive models.
result Monotonic groves of neural additive models maintain transparency, accountability, and fairness.

Improved analysis of extragradient methods for structured VIPs.

problem Efficiently solving large-scale VIPs with weaker conditions.
method Single-call stochastic extragradient methods with expected residual condition.
result Convergence guarantees for quasi-strongly monotone and weak Minty VIPs.

Derives new monotone quantities for p-harmonic functions on asymptotically flat 3-manifolds.

problem Estimating the mass of 3-manifolds with non-negative scalar curvature and minimal boundary.
method Derives monotone quantities for p-harmonic functions and applies them to derive a sharp mass-capacity estimate.
result Derives a sharp mass-capacity estimate relating the ADM mass of a 3-manifold to the p-capacity of its boundary.

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 ↗

Unified view of monotonicity formulas for inverse mean curvature flow and pp-capacitary potentials.

problem Understanding monotonicity formulas for various geometric flows and potentials.
method Refined analysis of pp-capacitary potentials and their level sets.
result Strong convergence of pp-capacitary potentials to inverse mean curvature flow and curvature varifolds.

Characterizes preferences for decision-making under uncertainty using a leader-follower game model.

problem Decision-making under uncertainty and ambiguity aversion.
method Characterizes niveloidal preferences through a leader-follower game model, satisfying specific axioms.
result The leader's strategy space can serve as an ambiguity aversion index.

Paper establishes NE existence and efficient algorithms for weakly monotone GMFGs.

problem Existence and efficient learning of Nash Equilibrium in λλ-regularized GMFGs.
method Establishes existence of NE for any λλ-regularized GMFGs. Proposes efficient algorithms for weakly monotone GMFGs.
result Efficient algorithms for weakly monotone GMFGs with provable convergence.

Improved algorithms for convex-concave min-max optimization and monotone variational inequalities.

problem Efficiently solving constrained convex-concave min-max problems and monotone variational inequalities.
method Higher-order methods achieving iteration complexities of O(1/T^{ rac{p+1}{2}}) for p-th order derivatives.
result Achieved improved convergence rates for min-max and monotone variational inequalities.

We give a new proof of Brakke's partial regularity theorem up to C^{1,ς} for weak varifold solutions of mean curvature flow by utilizing parabolic monotonicity formula, parabolic Lipschitz approximation and blow-up technique. The new proof extends to a general flow whose velocity is the sum of the mean curvature and an…

2011-11-03abs ↗pdf ↗

New method improves submodular maximization for machine learning applications.

problem Inexact monotonicity in submodular functions limits traditional algorithms' performance.
method Introduces monotonicity ratio as a continuous version of monotonicity, leading to improved approximation guarantees.
result Improved approximation ratios for movie recommendation, quadratic programming, and image summarization.

The paper extends the avoidance principle for mean curvature flows, proving new intersection dimension monotonicity results.

problem Understanding the behavior of intersections in mean curvature flows.
method Proving new intersection dimension monotonicity results for mean curvature flows, Brakke flows, and level set flows.
result The dimension of the intersection of mean curvature flows is non-increasing over time.

The paper establishes general results in Lorentzian optimal transport theory.

problem Establishing strong duality and optimality conditions in Lorentzian optimal transport.
method Providing non-trivial assumptions on measures, characterizing optimality, and proving regularity results.
result Regularity results for cc-convex functions and (weak) Kantorovich potentials do not extend to the Lorentzian setting, but under suitable assumptions, they are locally semconvex.

The paper examines the unexpected losses and risk ratios for co-monotonic alternatives in large portfolios.

problem Understanding the unexpected losses and risk ratios for large portfolios with co-monotonic alternatives.
method Analyzes the asymptotic behavior of unexpected losses and risk ratios for co-monotonic alternatives using monotone cash-additive risk measures and Choquet insurance premia.
result Unexpected losses of large weighted portfolios are of order o(nλn)o(n\overlineλ_n), where λn\overlineλ_n is the average weight.

Perelman has discovered two integral quantities, the shrinker entropy $\cW$ and the (backward) reduced volume, that are monotone under the Ricci flow $\pa g_{ij}/\pa t=-2R_{ij}$ and constant on shrinking solitons. Tweaking some signs, we find similar formulae corresponding to the expanding case. The {\it expanding entr…

2004-05-03abs ↗pdf ↗

By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry LaborderePenkner,GalichonHenry-LabordereTouzi}. In this paper, we extend the one-dimensional Brenier's theorem to the present…

2013-02-20abs ↗pdf ↗

Evolving smooth, compact hypersurfaces in R^{n+1} with normal speed equal to a positive power k of the mean curvature improves a certain 'isoperimetric difference' for k >= n-1. As singularities may develop before the volume goes to zero, we develop a weak level-set formulation for such flows and show that the above mo…

2006-06-27abs ↗pdf ↗

This work studies nonnegativity-preserving kernels for stochastic equations and their applications.

problem Nonnegativity preservation in stochastic Volterra equations and related processes.
method Characterization and application of completely monotone kernels; approximation schemes for weak error.
result Positive linear combinations of decaying exponentials can be used for second-order approximation schemes.

Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans π1,π2,π_1, π_2, \ldots converges weakly to a transport plan ππ, then ππ is also optimal (between its marginals). Alfonsi, Corbetta and Jourdain asked whether the same property is true for th…

2019-04-08abs ↗pdf ↗

In the last few years, many different performance measures have been introduced to overcome the weakness of the most natural metric, the Accuracy. Among them, Matthews Correlation Coefficient has recently gained popularity among researchers not only in machine learning but also in several application fields such as bio…

2010-08-17abs ↗pdf ↗

Two new algorithms solve privacy-constrained SVI and SSP problems.

problem Privacy-constrained stochastic variational inequality and saddle-point problems.
method Proposed Noisy Stochastic Extragradient (NSEG) and Noisy Inexact Stochastic Proximal Point (NISPP) algorithms.
result Optimal risk bounds for weak gap function with sampling with replacement.

For any nn-dimensional compact spin Riemannian manifold MM with a given spin structure and a spinor bundle ΣMΣM, and any compact Riemannian manifold NN, we show an εε-regularity theorem for weakly Dirac-harmonic maps . As a consequence, any weakly Dirac-harmonic map is proven to be smooth when n = 2. A weak converg…

2008-10-10abs ↗pdf ↗

We study the following quasilinear elliptic system for all i=1,,mi=1,\cdots,m \begin{equation*} \label{} -div(Φ'(|\nabla u_i|^2) \nabla u_i) = H_i(u) \quad \text{in} \ \ \mathbb{R}^n \end{equation*} where u=(ui)i=1m:RnRmu=(u_i)_{i=1}^m: \mathbb R^n\to \mathbb R^m and the nonlinearity Hi(u)C1(Rm)R H_i(u) \in C^1(\mathbb R^m)\to \mathbb R is a gen…

2015-06-08abs ↗pdf ↗

Currency volatility shocks predict lower excess returns, and buying weak transmitters outperforms selling strong ones.

problem Predicting currency returns using volatility shocks.
method Constructed a dynamic, directed network of volatility connections using option-implied volatilities.
result Currencies that transmit more volatility shocks earn lower excess returns.

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

We consider the relation between simplicial volume and two of its variants: the stable integral simplicial volume and the integral foliated simplicial volume. The definition of the latter depends on a choice of a measure preserving action of the fundamental group on a probability space. We show that integral foliated s…

2015-06-18abs ↗pdf ↗

We give conditions on a general stress-energy tensor T_{αβ} in a spherically symmetric black hole spacetime which are sufficient to guarantee that the black hole will contain a (spherically symmetric) marginally trapped tube which is eventually achronal, connected, and asymptotic to the event horizon. Price law decay p…

2007-02-19abs ↗pdf ↗

Study examines explainable machine learning for monotonic models, finding Integrated gradients better for strong monotonicity.

problem Applying explainable machine learning to science-informed models.
method Proposed axioms for monotonicity, tested Shapley value and Integrated gradients methods.
result Integrated gradients provides better explanations for strong monotonicity.

Spectral Clustering as a relaxation of the normalized/ratio cut has become one of the standard graph-based clustering methods. Existing methods for the computation of multiple clusters, corresponding to a balanced kk-cut of the graph, are either based on greedy techniques or heuristics which have weak connection to th…

2015-05-24abs ↗pdf ↗