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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.

168,695 papers · 148 categories

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143286428571 · Jun 202019922001200920172026
48 results for Canonical distribution

Study on diffeologies on locally convex spaces and smooth multiplication of distributions.

problem Geometric characterization and smoothness of distribution multiplication.
method Investigation of canonical and cc^\infty-diffeologies on locally convex spaces, proving geometric characterizations, and comparing diffeologies.
result Established a framework for nonlinear distribution theory beyond manifolds, realizing microlocally multipliable distributions as a diffeological colimit.

Constructs canonical frames for specific distributions, proving maximality and describing germs.

problem Local geometry of rank 2 distributions with specific cube dimensions.
method Uniform construction of canonical absolute parallelism, iterative Cartan deprolongation.
result Automatic maximality condition holds at generic points, covering all cases.

A new method called MCLMC avoids dissipation in sampling from canonical distributions.

problem Sampling from canonical distributions without dissipation.
method Microcanonical Langevin Monte Carlo (MCLMC) as a dissipation-free system of SDE.
result MCLMC converges faster than HMC for lattice φ^4 models.

To certain types of generic distributions (subbundles in a tangent bundle) one can associate canonical Cartan connections. Many of these constructions fall into the class of parabolic geometries. The aim of this article is to show how strong restrictions on the possibles sizes of automorphism groups of such distributio…

2008-07-07abs ↗pdf ↗

We construct a canonical frame for an arbitrary Gl(2)-structure thus solving the equivalence problem for Gl(2)-structures. Our treatment includes also a problem of contact equivalence of ordinary differential equations and applies to certain classes of vector distributions. Additionally we characterise Gl(2)-structures…

2010-12-03abs ↗pdf ↗

We regard a contact metric manifold whose Reeb vector field belongs to the (κ,μ)(κ,μ)-nullity distribution as a bi-Legendrian manifold and we study its canonical bi-Legendrian structure. Then we characterize contact metric (κ,μ)(κ,μ)-spaces in terms of a canonical connection which can be naturally defined on them.

2007-06-05abs ↗pdf ↗

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 ↗

We give necessary and sufficient geometric conditions for a distribution (or a Pfaffian system) to be locally equivalent to the canonical contact system on Jn(R,Rm), the space of n-jets of maps from R into Rm. We study the geometry of that class of systems, in particular, the existence of corank one involutive subdistr…

2000-04-19abs ↗pdf ↗

Study cone structures on contact manifolds to understand their geometric properties.

problem Characterize cone structures on holomorphic contact manifolds.
method Characterize subadjoint varieties among Legendrian submanifolds in terms of contact prolongations.
result Holomorphic horizontal splitting of the canonical distribution on contact G-structures.

Paper optimizes classification of distributions using Wasserstein metric.

problem Classifying instances represented by distributions on a vector space.
method Maximizing Fisher's ratio in the Wasserstein metric space through iterative algorithm.
result The method enhances classification performance and is robust to variations in distribution summaries.

The paper explores geometric and algebraic structures on Lie groups.

problem Investigating F-manifolds and Fextman_ ext{man}-algebras on Lie groups.
method Constructing a canonical connection and analyzing curvature and holonomy.
result Established the integrability of a Poisson-algebra distribution.

We consider a problem of equivalence of generic pairs (X,V)(X,V) on a manifold MM, where VV is a distribution of rank mm and XX is a distribution of rank one. We construct a canonical bundle with a canonical frame. We prove that two pairs are equivalent if and only if the corresponding frames are diffeomorphic. As a p…

2007-12-10abs ↗pdf ↗

In 1910 E. Cartan constructed a canonical frame and found the most symmetric case for maximally nonholonomic rank 2 distributions in R5\mathbb R^5. We solve the analogous problem for germs of generic rank 2 distributions in Rn{\mathbb R}^n for n>5. We use a completely different approach based on the symplectification o…

2007-03-22abs ↗pdf ↗

Efficiently transforms samples from various statistical models.

problem Approximately transforming samples from one statistical model to another without knowing the source model's parameters.
method Constructs computationally efficient procedures to reduce uniform, Erlang, and Laplace models to general target families.
result Establishes nonasymptotic reductions between canonical high-dimensional problems, such as mixtures of experts, phase retrieval, and signal denoising.

Canonical transformation plays a fundamental role in simplifying and solving classical Hamiltonian systems. We construct flexible and powerful canonical transformations as generative models using symplectic neural networks. The model transforms physical variables towards a latent representation with an independent harm…

2019-09-30abs ↗pdf ↗

I define higher codimensional versions of contact structures on manifolds as maximally non-integrable distributions. I call them multicontact structures. Cartan distributions on jet spaces provide canonical examples. More generally, I define higher codimensional versions of pre-contact structures as distributions on ma…

2013-11-12abs ↗pdf ↗

We investigate quaternionic contact (qc) manifolds from the point of view of intrinsic torsion. We argue that the natural structure group for this geometry is a non-compact Lie group K containing Sp(n)H^*, and show that any qc structure gives rise to a canonical K-structure with constant intrinsic torsion, except in se…

2013-06-04abs ↗pdf ↗

Study Hochschild cohomology of dg manifolds linked to integrable distributions.

problem Understanding Hochschild cohomology of dg manifolds associated with integrable distributions.
method Analyzing the Hochschild cohomology of (F[1],dF)(F[1],d_F) and relating it to the algebra of functions on leaf space.
result Established a canonical isomorphism between the Hochschild cohomology of (F[1],dF)(F[1],d_F) and the algebra of functions on leaf space.

Robust test for distributions under Hellinger distance, simpler than optimal tests.

problem Testing and estimating distributions robustly under Hellinger distance.
method Simple robust hypothesis test with optimal sample complexity, robust to Hellinger distance perturbations.
result Empirically demonstrated robustness and power of the test on canonical distributions.

We study the sample complexity of canonical correlation analysis (CCA), \ie, the number of samples needed to estimate the population canonical correlation and directions up to arbitrarily small error. With mild assumptions on the data distribution, we show that in order to achieve εε-suboptimality in a properly define…

2017-02-21abs ↗pdf ↗

Solves parameter non-identifiability in Bayesian LTI system identification.

problem Parameter non-identifiability in standard Bayesian approaches for LTI system identification.
method Embedding canonical forms of LTI systems within the Bayesian framework.
result Unlocking the use of meaningful priors and robust uncertainty estimates.

We use variational Gaussian approximations to analyze parametric models with unknown data-generating distributions.

problem Analyzing inference and learning in parametric models with unknown or intractable data-generating distributions.
method Replica method with variational Gaussian approximation in grand canonical formalism.
result Stationarity conditions adaptively determine parameters of the trial Hamiltonian for each dataset.

A central tenet of probabilistic programming is that a model is specified exactly once in a canonical representation which is usable by inference algorithms. We describe JointDistributions, a family of declarative representations of directed graphical models in TensorFlow Probability.

2020-01-22abs ↗pdf ↗

We present RandomizedCCA, a randomized algorithm for computing canonical analysis, suitable for large datasets stored either out of core or on a distributed file system. Accurate results can be obtained in as few as two data passes, which is relevant for distributed processing frameworks in which iteration is expensive…

2014-11-13abs ↗pdf ↗

The horizontal Laplacian of a Riemannian submersion with totally geodesic fibers and an integrable horizontal distribution.

problem Studying spectral properties of the horizontal Laplacian
method Interpreting the horizontal Laplacian as a twisted Laplacian acting on a flat vector bundle
result The horizontal Laplacian is unitarily equivalent to a twisted Laplacian acting on the space of sections of a certain infinite-rank flat vector bundle over the base manifold

Canonical twistor fibrations lead to Pfaffian systems by means of their superhorizontal distribution. The aim of this note is to identify explicitly the Pfaffian systems of five or less variables that arise in this way in terms of the classification given by A.Awane and M.Goze.

2007-10-10abs ↗pdf ↗

We study maximal horizontal subgroups of Carnot groups of Heisenberg type. We classify those of dimension half of that of the canonical distribution ("lagrangians") and illustrate some notable ones of small dimension. An infinitesimal classification of the arbitrary maximal horizontal submanifolds follows as a conseque…

2005-09-26abs ↗pdf ↗

We study the behaviour of differential forms in a manifold having at least one of their maximal isotropic local distributions endowed with the special algebraic property of being decomposable. We show that they can be represented as the sum of a form with constant coefficients and one that vanishes whenever contracted …

2009-09-04abs ↗pdf ↗

Two probability distributions μμ and νν in second stochastic order can be coupled by a supermartingale, and in fact by many. Is there a canonical choice? We construct and investigate two couplings which arise as optimizers for constrained Monge-Kantorovich optimal transport problems where only supermartingales are al…

2016-09-09abs ↗pdf ↗

Generalizing Weyl's tube formula and building on Chern's work, Alesker reinterpreted the Lipschitz-Killing curvature integrals as a family of valuations (finitely-additive measures with good analytic properties), attached canonically to any Riemannian manifold, which is universal with respect to isometric embeddings. I…

2017-12-26abs ↗pdf ↗

New approach constructs symplectic structure on pseudo-Riemannian geodesics.

problem Dimensional mismatch in classical symplectic structure construction for pseudo-Riemannian geodesics.
method Directly constructs geodesic space as quotient, introduces conformal co-symplectic structure.
result Conformal co-symplectic structure globally describes geometric distribution of geodesics.

We show that the Kahler-Ricci flow on an algebraic manifold of positive Kodaira dimension and semi-ample canonical line bundle converges to a unique canonical metric on its canonical model. It is also shown that there exists a canonical measure of analytic Zariski decomposition on an algebraic manifold of positive Koda…

2008-02-19abs ↗pdf ↗