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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.

169,051 papers · 148 categories

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3468101135 · May 202619922001200920182026
48 results for Canonical Divergence

This work improves understanding of symmetrizing Bregman divergences on positive definite matrices.

problem Understanding which mean to use for symmetrizing Bregman divergences on positive definite matrices.
method Axiomatic definition of mean functionals and variational principles over the cone of positive definite matrices.
result The arithmetic mean is canonical for forward symmetrization, and the arithmetic, log-Euclidean, and harmonic means for reverse symmetrization.

New divergences introduced in dually flat spaces with properties.

problem Measuring discrepancy between probability distributions in dually flat spaces.
method Introducing two types of divergences based on affine coordinates and potentials, and deriving relational equations.
result Generalization of the law of cosines and new inequalities between divergences.

We aim to analyze the relation between two random vectors that may potentially have both different number of attributes as well as realizations, and which may even not have a joint distribution. This problem arises in many practical domains, including biology and architecture. Existing techniques assume the vectors to …

2015-10-28abs ↗pdf ↗

Logarithmic divergences linked to curvature in statistical manifolds.

problem Understanding the geometric interpretation of curvature in statistical manifolds.
method Analyzing logarithmic L(α)L^{(α)}-divergence and its equivalence to conformal transformations and Kurose's geometric divergence.
result Logarithmic divergence is a canonical divergence of a statistical manifold with constant sectional curvature α.

Self-regularizing RBMs learn optimal hidden units efficiently.

problem Learning optimal number of hidden units in RBMs.
method Grand-canonical extension of RBMs with varying hidden units, using chemical potential to control size.
result Efficiently deduces optimal number of hidden units with small generalization error.

We prove the logarithmic divergence of equivariant analytic torsion for one-parameter degenerations of projective algebraic manifolds, when the coefficient vector bundle is given by a Nakano semi-positive vector bundle twisted by the relative canonical bundle.

2010-07-16abs ↗pdf ↗

The paper analyzes the error in variational Bayesian NMF compared to Bayesian NMF.

problem Analyzing the variational approximation error in Bayesian NMF.
method Using algebraic geometrical methods, the paper derives an upper bound for the learning coefficient and a lower bound for the approximation error.
result The paper finds a lower bound for the approximation error, showing how well VBNMF approximates Bayesian NMF.

We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. We obtain closed formulas for the expected model approximation errors, depending on the dimension of the models and the cardinalities of their sample sp…

2012-07-14abs ↗pdf ↗

Paper resolves bias in ALFT training using generalized alignment games.

problem Systematic bias in estimating logarithmic rewards from small batches.
method Generalized Distributional Alignment Games, U-statistics, minimax polynomial estimators, Variance-Optimal Augmented Polynomial Optimization Program (AQP) Estimator.
result Proves optimal bias and accelerated convergence in ALFT training.

We study the Asymptotic Cone of Teichmüller space equipped with the Weil-Petersson metric. In particular, we provide a characterization of the canonical finest pieces in the tree-graded structure of the asymptotic cone of Teichmüller space along the same lines as a similar characterization for right angled Artin groups…

2012-11-28abs ↗pdf ↗

A new model relaxes constraints on exponential dispersion models.

problem Tight conditions on cumulant function limit the class of exponential dispersion models.
method Introduces K-LED model with Legendre cumulant function and Bregman divergence guidance.
result The model allows for easier computation of mean parameter and includes various distributions.

We develop a universal distributional calculus for regulated volumes of metrics that are singular along hypersurfaces. When the hypersurface is a conformal infinity we give simple integrated distribution expressions for the divergences and anomaly of the regulated volume functional valid for any choice of regulator. Fo…

2016-03-23abs ↗pdf ↗

The ability of many powerful machine learning algorithms to deal with large data sets without compromise is often hampered by computationally expensive linear algebra tasks, of which calculating the log determinant is a canonical example. In this paper we demonstrate the optimality of Maximum Entropy methods in approxi…

2017-09-08abs ↗pdf ↗

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.

Bayesian inference improved with classifier-based misspecification detection and tempering.

problem Model misspecification in Bayesian inference leads to overly concentrated posteriors.
method Probabilistic classifiers trained on simulated vs. observed data to estimate model misspecification and tempering level.
result Estimation of negative KL divergence provides useful diagnostic and update method.

Proposes a new phylogenetic tree space with biologically principled geometry.

problem Developing a space for statistical analysis of phylogenies with biologically informed assumptions.
method Introduces wald space, a new phylogenetic tree space, and two related geometries based on Fisher information and Gaussian processes.
result Geodesics in wald space are similar to those in the Fisher information geometry, but the two geometries are distinct.

The existence of a phase transition with diverging susceptibility in batch Minority Games (MGs) is the mark of informationally efficient regimes and is linked to the specifics of the agents' learning rules. Here we study how the standard scenario is affected in a mixed population game in which agents with the `optimal'…

2007-12-03abs ↗pdf ↗

New method identifies shared components from unpaired multimodal mixtures.

problem Identify shared components from unpaired multimodal mixtures.
method Distribution divergence minimization-based loss with sufficient conditions for identifiability.
result Sufficient conditions for shared component identifiability from unaligned multimodal mixtures.

Paper shows how to break down a specific type of divergence into simpler parts.

problem Understanding and simplifying divergence functions.
method Decomposes the symmetric Bregman divergence into two types of Jensen divergences and a Bregman divergence, and extends this to include f-divergences.
result Sum decomposition of divergence into simpler parts is possible.

Study shows nonextendibility of warped spacelike singularities in specific spacetimes.

problem Nonextendibility of warped spacelike singularities in specific spacetimes.
method Establishes a local obstruction through integrability conditions and radial compression.
result Imply C0C^0-inextendibility for the one-horizon Birmingham-Kottler family.

Study explores relationship between Hölder and FDPD divergences.

problem Understanding the relationship between Hölder and FDPD divergences.
method Intersection and generalization of divergence families, proving nonnegativity, deriving inequalities.
result Established ξξ-Hölder divergence and derived inequalities.

Unified representation of density-power-based divergences simplifies estimation to M-estimation.

problem Outliers in density estimation.
method Define a norm-based Bregman density power divergence (NB-DPD) that reduces to M-estimation.
result NB-DPD connects and generalizes existing divergences, highlighting robustness properties.

This paper improves active learning by using robust divergences for committee disagreement.

problem Active learning with high measurement costs.
method Query by committee with Bregman divergence (including Kullback-Leibler divergence as a special case).
result The proposed method is more robust and performs as well as or better than conventional methods.

The paper improves semi-supervised learning using ff-divergences and αα-Rényi divergences.

problem Improving semi-supervised learning with noisy pseudo-labels.
method Inspired by ff-divergences and αα-Rényi divergences, the paper develops new empirical risk functions and regularization techniques.
result The new methods show better performance than traditional self-training methods, especially in noisy pseudo-label scenarios.

ff-divergences are a general class of divergences between probability measures which include as special cases many commonly used divergences in probability, mathematical statistics and information theory such as Kullback-Leibler divergence, chi-squared divergence, squared Hellinger distance, total variation distance e…

2013-02-02abs ↗pdf ↗

We introduce a new quasi-isometry invariant, called the divergence spectrum, to study finitely generated groups. We compare the concept of divergence spectrum with the other classical notions of divergence and we examine the divergence spectra of relatively hyperbolic groups. We show the existence of an infinite collec…

2016-11-15abs ↗pdf ↗

The study defines divergence for multivector fields on infinite-dimensional manifolds.

problem Defining divergence for multivector fields on infinite-dimensional manifolds.
method Definition of divergence consistent with finite-dimensional geometry, properties transferred from finite to infinite dimensions.
result Natural properties of divergence are preserved in infinite dimensions.