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.
Diffusion maps are a commonly used kernel-based method for manifold learning, which can reveal intrinsic structures in data and embed them in low dimensions. However, as with most kernel methods, its implementation requires a heavy computational load, reaching up to cubic complexity in the number of data points. This l…
We consider Lagrangian coherent structures (LCSs) as the boundaries of material subsets whose advective evolution is metastable under weak diffusion. For their detection, we first transform the Eulerian advection-diffusion equation to Lagrangian coordinates, in which it takes the form of a time-dependent diffusion or h…
A geometric reformulation of the martingale problem associated with a set of diffusion processes is proposed. This formulation, based on second order geometry and Ito integration on manifolds, allows us to give a natural and effective definition of Lie symmetries for diffusion processes.
We introduce the concept of Hypoelliptic Diffusion Maps (HDM), a framework generalizing Diffusion Maps in the context of manifold learning and dimensionality reduction. Standard non-linear dimensionality reduction methods (e.g., LLE, ISOMAP, Laplacian Eigenmaps, Diffusion Maps) focus on mining massive data sets using w…
Study on reliability of latent reuse in diffusion models under distribution shift.
problem When can latent spaces from a source dataset be reused for a target dataset with different distributions?
method Considered a source-target setting with approximately low-dimensional datasets near different subspaces. Analyzed the target-domain score error due to principal-angle misalignment and target ambient noise.
result Latent reuse is reliable only if the source and target subspaces are close and the target ambient noise is not too amplified.
Manifold learning techniques for dynamical systems and time series have shown their utility for a broad spectrum of applications in recent years. While these methods are effective at learning a low-dimensional representation, they are often insufficient for visualizing the global and local structure of the data. In thi…
An unsupervised learning algorithm to cluster hyperspectral image (HSI) data is proposed that exploits spatially-regularized random walks. Markov diffusions are defined on the space of HSI spectra with transitions constrained to near spatial neighbors. The explicit incorporation of spatial regularity into the diffusion…
We consider the problem of constructing diffusion operators high dimensional data X to address counterfactual functions F, such as individualized treatment effectiveness. We propose and construct a new diffusion metric KF that captures both the local geometry of X and the directions of variance of F. The res…
This article proposes an active learning method for high dimensional data, based on intrinsic data geometries learned through diffusion processes on graphs. Diffusion distances are used to parametrize low-dimensional structures on the dataset, which allow for high-accuracy labelings of the dataset with only a small num…
We use tools from n-dimensional Brownian motion in conjunction with the Feynman-Kac formulation of heat diffusion to study nodal geometry on a compact Riemannian manifold M. On one hand we extend a theorem of Lieb and prove that any nodal domain Ωλ almost fully contains a ball of radius ∼λ1. …
We propose a novel framework for combining datasets via alignment of their intrinsic geometry. This alignment can be used to fuse data originating from disparate modalities, or to correct batch effects while preserving intrinsic data structure. Importantly, we do not assume any pointwise correspondence between datasets…
Diffusion models can generalize well even with coarse scores, thanks to the manifold hypothesis.
problem Understanding why diffusion models generate novel samples with coarse scores.
method Exploring the manifold hypothesis to explain diffusion model behavior.
result Diffusion models trained with coarse scores can achieve near-parametric rates of generalization, faster than estimating the full data distribution.