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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.

168,742 papers · 148 categories

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4997146194 · Jun 202019922001200920172026
48 results for Brenier's polar factorization

Neural network implementation of Brenier's polar factorization for vector fields.

problem Implementing Brenier's polar factorization theorem for vector fields using neural networks.
method Parameterizing the convex function uu as an input convex neural network and estimating the measure-preserving map MM.
result Practical neural implementation of Brenier's polar factorization theorem.

Paper introduces a new sampler for simulation-based inference using Gromov-Monge distance.

problem Simulation-based inference for multi-dimensional probability distributions.
method Proposes Reversible Gromov-Monge (RGM) distance and sampler for alignment and inference.
result RGM sampler can estimate optimal alignments and push measures between spaces.

Estimates conditional Brenier maps using entropic optimal transport.

problem Non-parametric estimation of conditional Brenier maps.
method Entropic optimal transport for scalable non-parametric estimation.
result Entropic optimal transport maps asymptotically converge to conditional Brenier maps.

Extends optimal transport to dynamic and martingale settings.

problem Dynamic and martingale relaxation of optimal transport problems.
method Extends Benamou-Brenier formula to weak optimal transport and introduces barycentric optimal transport.
result Relates barycentric optimal transport to martingale Benamou-Brenier formula.

Paper uses ResUNet-CMB to reconstruct cosmic polarization rotation from CMB data.

problem Reconstructing anisotropic cosmic polarization rotation from CMB data.
method Extended ResUNet-CMB to handle gravitational lensing and patchy reionization.
result ResUNet-CMB outperforms standard quadratic estimator in reconstructing all three effects.

Modified Wasserstein metric for Gaussian distributions, invariant to isometries.

problem Distance measurement for latent Gaussian distributions invariant to isometries.
method Modified Benamou-Brenier approach leading to a Procrustes Wasserstein metric.
result For Gaussian distributions, the metric reduces to Euclidean distance between eigenvalues.

Optimal transport explored on a specific geometric space.

problem Optimal transport problem in sub-Lorentzian Heisenberg group.
method Synthetic metric spacetime structure analysis and sub-Lorentzian version of Brenier's theorem.
result Established sub-Lorentzian version of Brenier's theorem and derived Monge-Ampère equation.

Geometrically studies Moore-Penrose inverse and polar decomposition continuity.

problem Continuity of Moore-Penrose inverse for perturbations by operator ideals.
method Geometric construction using essential codimension and Banach-Lie group action.
result Moore-Penrose inverse is a real analytic map between manifolds.

We introduce polar metrics on a product manifold, which have product and warped product metrics as special cases. We prove a de Rham-type theorem characterizing Riemannian manifolds that can be locally decomposed as a product manifold endowed with a polar metric. For a product manifold endowed with a polar metric, our …

2013-06-14abs ↗pdf ↗

In classical optimal transport, the contributions of Benamou-Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas. We suggest a Benamou-Brenier type formulation of the martingale transport proble…

2017-08-16abs ↗pdf ↗

Based on recent work of S. K. Donaldson and T. Mabuchi, we prove that any extremal Kaehler metric in the sense of E. Calabi, defined on the product of polarized compact complex projective manifolds is the product of extremal Kaehler metrics on each factor, provided that the integral Futaki invariants of the polarized m…

2012-12-15abs ↗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 ↗

A new method reformulates Optimal Transport Conditional Flow Matching using proximal operators.

problem Optimal Transport Conditional Flow Matching (OT-CFM) for generating models.
method Reformulate OT-CFM using proximal operators and extended Brenier potential.
result OT-CFM dynamics are terminally normally hyperbolic for manifold-supported targets.

We apply the geometric quantization method with real polarizations to the quantization of a symplectic torus. By quantizing with half-densities we canonically associate to the symplectic torus a projective Hilbert space and prove that the projective factor is expressible in terms of the Maslov-Kashiwara index. As in th…

1996-09-30abs ↗pdf ↗

WeLa-VAE learns interpretable disentangled representations with weak supervision.

problem Learning disentangled representations without strong supervision.
method Variational inference framework with shared latent variables and modified variational lower bound.
result WeLa-VAE learns alternative disentangled representations (polar) from weak labels (distance and angle) without refined supervision.

This work builds the connection between the regularity theory of optimal transportation map, Monge-Ampère equation and GANs, which gives a theoretic understanding of the major drawbacks of GANs: convergence difficulty and mode collapse. According to the regularity theory of Monge-Ampère equation, if the support of the …

2019-02-08abs ↗pdf ↗

We classify the polar actions on the complex hyperbolic plane up to orbit equivalence. Apart from the trivial and transitive polar actions, there are five polar actions of cohomogeneity one and four polar actions of cohomogeneity two.

2011-08-02abs ↗pdf ↗

The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of the transport paths is studied. These results generalize parts of Bertrand & Puel…

2016-01-18abs ↗pdf ↗

The paper studies how Kähler polarizations degenerate to mixed polarizations on toric varieties.

problem Degeneration of Kähler polarizations to mixed polarizations on toric varieties.
method Constructing polarizations by Hamiltonian actions, finding one-parameter families of Kähler polarizations, and analyzing convergence of spaces of holomorphic sections.
result Kähler polarizations degenerate to mixed polarizations as kk increases, with specific convergence results for one-parameter families.

Polarized and GG-polarized CR manifolds are smooth manifolds endowed with a double structure: a real foliation $\Cal F$ (given by the action of a Lie group GG in the GG-polarized case) and a transverse CR distribution (E,J)(E,J). Polarized means that (E,J)(E,J) is roughly speaking invariant by $\Cal F$. Both structures ar…

2012-12-03abs ↗pdf ↗

A polarity of a projective plane is a map, often assumed to be involutive, mapping a generic point to a generic line and reciprocally. The most classical polarity is the polarity with respect to a conic, but other exist: the harmonic polarity with respect to a triangle, the polarities with respect to high-degree algebr…

2013-02-07abs ↗pdf ↗

The generic fiber of a Lagrangian fibration on an irreducible holomorphic symplectic manifold is an abelian variety. Associate a polarization type to such Lagrangian fibrations coming from polarizations on a generic fiber. We prove that this polarization type is constant in families of Lagrangian fibrations. Further, w…

2015-01-19abs ↗pdf ↗

The study introduces polarization of generalized Nijenhuis torsions and their relevance in operator fields.

problem Characterization of Haantjes C(M)C^{\infty}(M)-modules of operator fields.
method Introducing polarization of generalized Nijenhuis torsions and proving algebraic identities.
result Polarizations of generalized Nijenhuis torsions are relevant in the characterization of Haantjes C(M)C^{\infty}(M)-modules of operator fields.

Assume that a projective variety together with a polarization is uniformly K-stable. If the polarization is canonical or anti-canonical, then the projective variety is uniformly K-stable with respects to any polarization sufficiently close to the original polarization.

2017-09-24abs ↗pdf ↗

Classifies totally geodesic submanifolds and polar actions on Stiefel manifolds.

problem Classifying totally geodesic submanifolds and polar actions on Stiefel manifolds.
method Classification through polar actions and cohomogeneity-one actions.
result Classification of orbits of polar actions on Stiefel manifolds.