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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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48 results for Bures--Wasserstein geometry

Paper introduces a generalized Bures-Wasserstein geometry for SPD matrices.

problem Understanding the geometry of SPD matrices for machine learning.
method Proposes a generalized Bures-Wasserstein geometry parameterized by a symmetric positive definite matrix.
result The GBW geometry outperforms the BW geometry in machine learning applications.

Study on deep matrix factorization with Bures-Wasserstein loss, focusing on critical points and convergence.

problem Analyzing critical points and convergence of generative deep linear networks trained with Bures-Wasserstein loss.
method Characterization of critical points and minimizers of Bures-Wasserstein distance, analysis of Hessian at low-rank matrices, convergence results for gradient flow and descent.
result Established convergence results for gradient flow and finite step size gradient descent under certain assumptions.

Geometric approach to quantum thermodynamics models state spaces and processes.

problem Quantum thermodynamics in the regime of non-equilibrium states.
method Contact geometry and principal fiber bundles to model quantum state spaces and processes.
result Geometric formulation reveals the fundamental thermodynamic relations and unattainability of the third law.

This paper studies geodesics between covariance matrices of different ranks using the Bures-Wasserstein metric.

problem Geodesics between covariance matrices of varying ranks.
method Analyzes the Bures-Wasserstein distance on covariance matrices, completing previous work on geodesics and providing explicit formulas.
result The set of all minimizing geodesics between two covariance matrices is parametrized by a closed unit ball in R(kr)imes(lr)\mathbb{R}^{(k-r) imes(l-r)}.

Test partial effects in Frechet regression on Bures-Wasserstein manifolds.

problem Assessing partial effects in Frechet regression on complex manifolds.
method Sample splitting strategy to estimate covariance matrices and test statistic convergence.
result The test statistic converges to a weighted mixture of chi squared components.

This work tackles regression on non-Euclidean spaces, specifically positive-definite matrices with the Bures-Wasserstein metric.

problem Regression on non-Euclidean spaces, specifically positive-definite matrices with the Bures-Wasserstein metric.
method Developed a sufficient condition for the existence of a minimizer of the conditional barycenter problem, characterized the optimization landscape, and developed a projection-free algorithm for approximate computation of first-order stationary points.
result The objective is free of local maxima under the sufficient condition, and the algorithm enables the use of stochastic Riemannian optimization methods for large-scale setups.

Improved stability for matrix recovery from rank-one measurements.

problem Phase retrieval problem of recovering rank-one positive semidefinite matrices.
method Developed a smoothing Newton method based on Bures-Wasserstein gradient descent.
result Superlinear convergence with rigorous guarantees and stable implementation.

This paper bridges variational inference and Wasserstein gradient flows.

problem Combining variational inference and Wasserstein gradient flows for more efficient approximations.
method Recasting Bures-Wasserstein gradient flow as a Euclidean gradient flow and using path-derivative gradient estimator.
result A new gradient estimator for ff-divergences that can be implemented using machine learning libraries.

The paper presents two schemes for sampling matrices from specific distributions on a manifold.

problem Sampling matrices from Gibbs distributions on the manifold of positive semi-definite matrices with fixed rank.
method Two explicit schemes based on Euler-Maruyama discretization of the Riemannian Langevin equation with Brownian motion on the manifold.
result Numerical validation of the schemes using specific energy functions and metrics.

Improved VI with Price's gradient estimator for target log-density.

problem Approximating target distributions from unnormalized log-densities.
method Stochastic gradient-based variational inference with Price's gradient estimator.
result Identifies Price's gradient as the key to WVI's superior performance.

This work proposes new methods for variational inference using gradient flows on Gaussian measures.

problem Developing algorithmic guarantees for variational inference.
method Proposes principled methods for variational inference using gradient flows on the Bures--Wasserstein space of Gaussian measures.
result Strong theoretical guarantees for log-concave posteriors.

Proposes a new method to improve regression models with reweighted samples.

problem Improves regression models' performance under low sample sizes and covariate perturbations.
method Reparametrizes sample weights using a doubly non-negative matrix and solves the reweighted estimate efficiently.
result Adversarial reweighting strategy delivers promising results on various datasets.

New method for optimal transport with missing data, debiased and efficient.

problem Solving optimal transport between two distributions with missing values.
method Debiasing Wasserstein distance for empirical Gaussian distributions, entropic regularized optimal transport using ISVT.
result Efficient and consistent estimation of entropic regularized optimal transport.

Inversion-free natural gradient method for Riemannian manifolds.

problem Hindered by the need for Euclidean space, Fisher information matrix inversion, and computational cost.
method Intrinsic, inversion-free natural gradient method on Riemannian manifolds, using moving approximation of inverse FIM.
result Almost-sure convergence rates and sub-quadratic storage complexity for large-scale applications.

BWFlow improves graph generation by smoothly interpolating graph components.

problem Disjoint modeling of graph nodes and edges leads to irregular and non-smooth probability paths.
method Modeling graphs as MRFs and using optimal transport displacement for a smooth probability path.
result BWFlow achieves better training convergence and efficient sampling in graph generation.

The paper proves geometric and spectral alignment for deep neural networks.

problem Understanding the singular spectra of deep neural network layers.
method Proves deterministic quotient-geometric estimates for singular spectra of Frobenius-normalized layer factors.
result Exact power-law spectra form a trace-normalized Cartan orbit under Frobenius normalization.

JKO scheme adds deceleration in rapidly changing metric curvature directions.

problem Understanding the implicit bias of the JKO scheme in Wasserstein gradient flow.
method Characterized the implicit bias of the JKO scheme at second order in η, modifying the energy functional.
result JKO scheme adds deceleration in directions where metric curvature of J is rapidly changing.

Study surfaces with constant ratio of principal curvatures in Euclidean and isotropic geometries.

problem Characterize surfaces with constant ratio of principal curvatures in different geometries.
method Differential geometry, line geometry, Lie sphere geometry, ordinary differential equations, algebraic geometry.
result Characterized various types of surfaces like rotational, channel, ruled, helical, and translational.

It is shown that Electromagnetism creates geometry different from Riemannian geometry. General geometry including Riemannian geometry as a special case is constructed. It is proven that the most simplest special case of General Geometry is geometry underlying Electromagnetism. Action for electromagnetic field and Maxwe…

2002-05-22abs ↗pdf ↗

We define (p,q)(p,q) hermitian geometry as the target space geometry of the two dimensional (p,q)(p,q) supersymmetric sigma model. This includes generalised Kähler geometry for (2,2)(2,2), generalised hyperkähler geometry for (4,2)(4,2), strong Kähler with torsion geometry for (2,1)(2,1) and strong hyperkähler with torsion geometry f…

2018-10-15abs ↗pdf ↗

Simpler method derived for path geometries on surfaces, characterizing projective path geometries.

problem Characterizing projective path geometries on surfaces.
method Solving the equivalence problem of sub-Riemannian geometry of signature (1,1) on a contact 3-manifold.
result Characterization of projective path geometries in terms of their chains.

The paper extends group constructions to coset geometries, creating new ways to combine geometries.

problem Combining and gluing incidence geometries in a general framework.
method Extending classical group-theoretic constructions to coset geometries.
result Provides a general framework for combining or gluing incidence geometries.

A geometric transition is a continuous path of geometric structures that changes type, meaning that the model geometry, i.e. the homogeneous space on which the structures are modeled, abruptly changes. In order to rigorously study transitions, one must define a notion of geometric limit at the level of homogeneous spac…

2014-08-18abs ↗pdf ↗

We show that a car, viewed as a nonholonomic system, provides an example of a flat parabolic geometry of type (SO(2,3),P12)({\bf SO}(2,3),P_{12}), where P12P_{12} is a Borel parabolic subgroup in SO(2,3){\bf SO}(2,3). We discuss the relations of this geometry of a car with the geometry of circles in the plane (a low dimensional Lie sph…

2019-08-03abs ↗pdf ↗

Develops Weyl structures for path geometries, simplifying their study.

problem Complexity in studying path geometries using traditional differential geometry methods.
method Defines distinguished connections and Schouten tensor, proving their dependence on line bundle sections.
result Shows a smaller subclass of Weyl structures for path geometries, with interesting connections to BGG sequences.