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.
Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the Maximum Mean Discrepancy criterion. A careful look at the geometries induced by thes…
We prove that for combinatorial graphs with non-negative Ollivier curvature, one has \[ \|P_t μ- P_t ν\|_1 \leq \frac{W_1(μ,ν)}{\sqrt{t}} \] for all probability measures μ,ν where Pt is the heat semigroup and W1 is the ℓ1-Wasserstein distance. This turns out to be an equivalent formulation of a version of…
We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic analysis results are established in the L1-Wasserstein distance for the behavio…
Topological data analysis offers a rich source of valuable information to study vision problems. Yet, so far we lack a theoretically sound connection to popular kernel-based learning techniques, such as kernel SVMs or kernel PCA. In this work, we establish such a connection by designing a multi-scale kernel for persist…
Many attempts have been made in recent decades to integrate machine learning (ML) and topological data analysis. A prominent problem in applying persistent homology to ML tasks is finding a vector representation of a persistence diagram (PD), which is a summary diagram for representing topological features. From the pe…
Persistent homology (PH) is a rigorous mathematical theory that provides a robust descriptor of data in the form of persistence diagrams (PDs) which are 2D multisets of points. Their variable size makes them, however, difficult to combine with typical machine learning workflows. In this paper we introduce persistence c…
Recent methods for generating novel molecules use graph representations of molecules and employ various forms of graph convolutional neural networks for inference. However, training requires solving an expensive graph isomorphism problem, which previous approaches do not address or solve only approximately. In this wor…
Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under certain conditions, SVGD experiences a theoretical pitfall, {\it i.e.}, particles te…
We study unsupervised generative modeling in terms of the optimal transport (OT) problem between true (but unknown) data distribution PX and the latent variable model distribution PG. We show that the OT problem can be equivalently written in terms of probabilistic encoders, which are constrained to match the pos…
We study the problem of sampling from a distribution p∗(x)∝exp(−U(x)), where the function U is L-smooth everywhere and m-strongly convex outside a ball of radius R, but potentially nonconvex inside this ball. We study both overdamped and underdamped Langevin MCMC and establish upper bound…
Generative Adversial Networks (GANs) have made a major impact in computer vision and machine learning as generative models. Wasserstein GANs (WGANs) brought Optimal Transport (OT) theory into GANs, by minimizing the 1-Wasserstein distance between model and data distributions as their objective function. Since then, W…
Given a sample Y from an unknown manifold X embedded in Euclidean space, it is possible to recover the homology groups of X by building a Vietoris--Rips or Čech simplicial complex on top of the vertex set Y. However, these simplicial complexes need not inherit the metric structure of the manifold, in particular…
In Federated Learning, we aim to train models across multiple computing units (users), while users can only communicate with a common central server, without exchanging their data samples. This mechanism exploits the computational power of all users and allows users to obtain a richer model as their models are trained …
Momentum methods such as Polyak's heavy ball (HB) method, Nesterov's accelerated gradient (AG) as well as accelerated projected gradient (APG) method have been commonly used in machine learning practice, but their performance is quite sensitive to noise in the gradients. We study these methods under a first-order stoch…