Research
On-device research index

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

Trend · papers per month

3647271,0911,454 · Jun 202019922001200920172026
48 results for Adjoint State Method

New estimator for SDEs is shown to be an adjoint state method.

problem Estimating gradients for overparameterized SDEs efficiently.
method Demonstrates generator gradient estimator as an adjoint state method.
result Generator gradient estimator is an adjoint state method for SDEs.

Unified framework extends adjoint Schrödinger bridge sampler to discrete spaces.

problem Challenges in learning discrete neural samplers due to gradients and combinatorial complexity.
method Introduces discrete ASBS, a unified framework that extends adjoint Schrödinger bridge sampler to discrete spaces.
result Empirically, discrete ASBS achieves competitive sample quality with significant advantages in training efficiency and scalability.

Investigates the relationship between ResNets and Neural ODEs, quantifying their closeness and providing training methods.

problem Quantifying the distance between ResNet dynamics and Neural ODE solutions.
method Bounding the distance between hidden state trajectories and Neural ODE solutions, using gradient descent and Heun's method.
result Gradient descent and Heun's method can implicitly regularize ResNets towards Neural ODEs, especially for smooth residual functions.

NDDV estimates data point value from a single stochastic trajectory.

problem Estimating marginal contributions of data points over stochastic training paths.
method Introduces Neural Dynamic Data Valuation (NDDV) using stochastic state and adjoint equations.
result NDDV provides a one-run, trajectory-conditioned estimator of data point value.

The study examines Kähler structures on coadjoint orbits of Lie groups using coherent and squeezed states.

problem Does the coadjoint orbits of Lie groups support a Kähler structure?
method Examined three Lie groups: Weyl-Heisenberg, SU(2), and SU(1,1). Used coherent and squeezed states to explore Kähler structures.
result Coherent states provide Kähler embeddings, while squeezed states only symplectic embeddings.

Efficiently differentiate functions of large matrices using new adjoint systems.

problem Differentiating functions of large matrices in scientific and probabilistic machine learning models.
method Deriving and implementing new adjoint systems for Lanczos and Arnoldi iterations in JAX.
result Efficient differentiation of PDEs, Gaussian process models, and Bayesian neural networks.

We develop a geometric approach to quantum mechanics based on the concept of the Tulczyjew triple. Our approach is genuinely infinite-dimensional and including a Lagrangian formalism in which self-adjoint (Schroedinger) operators are obtained as Lagrangian submanifolds associated with the Lagrangian. As a byproduct we …

2017-11-17abs ↗pdf ↗

SNAPO optimizes policies for complex sequential decisions using differentiable simulation.

problem Optimizing policies for high-dimensional, sequential decisions under uncertainty.
method Embeds neural policy in a differentiable simulator, computes gradients efficiently.
result Produces sensitivities at a cost proportional to one reverse pass, regardless of sensitivity count.

Framework calculates positional influence in causal residual Transformers.

problem Understanding positional influence in causal residual Transformers.
method Adjoint-sensitivity framework for positional influence in causal residual Transformers.
result Exact evolution of adjoint-energy influence density and decomposition into residual transmission, nonlocal Volterra, and local channels.

Let G be a real compact connected simple Lie group, and g its Lie algebra. We study the problem of determining, from root data, when a sum of adjoint orbits in g, or a product of conjugacy classes in G, contains an open set. Our general methods allow us to determine exactly which sums of adjoint orbits in su(m) and pro…

2009-10-09abs ↗pdf ↗

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

We use AD to compute gradients for complex functionals in stochastic model calibration.

problem Computing gradients for functions involving expectations in stochastic models.
method Automatic Adjoint Differentiation and parallelization.
result Faster and easier to implement approaches for gradient computation.

We establish a lower bound for the real eigenvalues of a Laplace-Beltrami operator with an LL^\infty-drift term. We make no assumptions that the operator is self-adjoint or that the drift has any additional regularity. In the case where the operator is self-adjoint, this establishes a lower bound on the spectrum witho…

2019-01-17abs ↗pdf ↗

It is known that the Schrödinger flow on a complex Grassmann manifold is equivalent to the matrix non-linear Schrödinger equation and the Ferapontov flow on a principal Adjoint U(n)-orbit is equivalent to the nn-wave equation. In this paper, we give a systematic method to construct integrable geometric curve flows on …

2001-08-22abs ↗pdf ↗

Unified framework for convergence of discrete diffusion models without state space size dependence.

problem Fundamental limitations in existing convergence theory for discrete diffusion models, especially under singular priors and large vocabularies.
method Unified adjoint-equation-based framework that establishes dimension-free convergence guarantees in any integral probability metric (IPM).
result First dimension-free convergence bounds applicable to both masked and uniform priors, free of state space size SS.

Abstracts a construction of boundary triplets for self-adjoint elliptic problems.

problem Computing the index of families of self-adjoint elliptic boundary problems.
method Abstract axiomatic version of boundary triplets and their applications.
result Analytic proof of index theorem and computation of index differences.

Derives variance kernel for reaction boundary in financial models.

problem Separating components in financial volatility models.
method Operational-time variance kernel, damped Abel response kernel, closed asymptotic form.
result Operational variance has a closed asymptotic form involving various parameters.

Derives operational-time variance kernel for reaction boundaries in financial markets.

problem Separating components in volatility models to better understand market dynamics.
method Derives a variance kernel for a latent-order-book reaction boundary, separating structural boundary cumulant, clock projection, and pricing-measure choice.
result Operational variance has a closed asymptotic form for long-memory forcing, with effective signed-forcing intensity and resilience.

Prove integrality of genus-gg indices with adjoint Reidemeister torsions for twist knots and meridians.

problem Prove integrality of genus-gg indices with adjoint Reidemeister torsions for twist knots and meridians.
method Consider the sum of the adjoint Reidemeister torsions and prove integrality for twist knots and meridians.
result Prove integrality of genus-gg indices with adjoint Reidemeister torsions for twist knots and meridians.

We give explicit descriptions of the adjoint group of the Coxeter quandle QWQ_W associated with an arbitrary Coxeter group WW. The adjoint group of QWQ_W turns out to be an intermediate group between WW and the corresponding Artin group AWA_W, and fits into a central extension of WW by a finitely generated free abel…

2017-02-23abs ↗pdf ↗

Paper analyzes double twist knots using adjoint hyperbolic torsion polynomial.

problem Determining the genus and fibering of double twist knots.
method Uses adjoint hyperbolic torsion polynomial to analyze double twist knots.
result The adjoint hyperbolic torsion polynomial determines the genus and fibering of double twist knots.

Derives adjoint formulas for matrix operations and applies them to specific cases.

problem Computing adjoints for matrix operations and specific matrix types.
method Derives adjoint formulas for matrix operations and applies them to specific cases.
result Closed-form expressions for adjoints in specific matrix types.

ACA method improves gradient estimation for neural ODEs, reducing error and training time.

problem Inaccurate gradient estimation methods hinder the performance of neural ODEs on benchmark tasks.
method Adaptive Checkpoint Adjoint (ACA) method that applies trajectory checkpointing, deletes redundant components, and supports adaptive solvers.
result ACA reduces error rate by half and training time by half compared to adjoint and naive methods on image classification tasks.

We compute the Hochschild-Kostant-Rosenberg decomposition of the Hochschild cohomology of generalised Grassmannians, i.e. partial flag varieties associated to maximal parabolic subgroups in a simple algebraic group. We explain how the decomposition is concentrated in global sections for so-called (co)minuscule and (co)…

2019-11-21abs ↗pdf ↗

The paper explores self-adjointness of Laplace-Beltrami operator on special geometric manifolds.

problem Characterizing self-adjoint extensions of the Laplace-Beltrami operator on αα-Grushin manifolds.
method Introducing an exotic calculus of pseudodifferential operators adapted to the geometry of the singularity.
result Criterion for essential self-adjointness and determination of several self-adjoint extensions.

Study extends Vogel's universality to torus knots in adjoint representation.

problem Applying Vogel's universality to knot invariants in adjoint representation theory.
method Extending Vogel's parameters to include torus knots T[m,n]T[m,n] and focusing on T[4,n]T[4,n] with odd nn.
result Unified description of adjoint invariants for torus knots T[4,n]T[4,n] with odd nn.

QAM uses adjoint matching to optimize continuous-action RL policies efficiently.

problem Efficient optimization of expressive diffusion or flow-matching policies with respect to a Q-function.
method QAM leverages adjoint matching to bypass the numerical instability of backpropagation through multi-step denoising processes.
result QAM consistently outperforms prior approaches on hard, sparse reward tasks in offline and offline-to-online RL.