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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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19385675 · Jun 202019922001200920172026
48 results for Fisher tensors

New tensor framework connects Fisher information, hypergraphs, and multi-observable correlations.

problem Missing structure in pairwise Fisher graphs for multi-observable radiation patterns.
method Higher-order Fisher tensors and natural exponential-family coordinates.
result Exact triality of Fisher tensors, cumulants, and hypergraphs.

Estimates metric tensor on neuromanifolds using Fisher information and random methods.

problem Computing the metric tensor on high-dimensional neuromanifolds efficiently and accurately.
method Deterministic bounds and unbiased random estimators based on Hutchinson's trace method.
result An efficient random estimator with bounded standard deviation.

We formulate and solve a tensor model using a latent-variable approach.

problem Parameter inference for Poisson canonical polyadic tensor models.
method Latent-variable formulation, Expectation-Maximization algorithms, Fisher information matrices.
result Derivation of Fisher information for PCP models, insights into model well-posedness.

We show a general relation between the spatially disjoint product of probability density functions and the sum of their Fisher information metric tensors. We then utilise this result to give a method for constructing the probability density functions for an arbitrary Riemannian Fisher information metric tensor. We note…

2015-04-13abs ↗pdf ↗

Learning an encoding of feature vectors in terms of an over-complete dictionary or a information geometric (Fisher vectors) construct is wide-spread in statistical signal processing and computer vision. In content based information retrieval using deep-learning classifiers, such encodings are learnt on the flattened la…

2017-03-18abs ↗pdf ↗

Information geometry provides a geometric approach to families of statistical models. The key geometric structures are the Fisher quadratic form and the Amari-Chentsov tensor. In statistics, the notion of sufficient statistic expresses the criterion for passing from one model to another without loss of information. Thi…

2012-07-28abs ↗pdf ↗

Two methods preserve tensor structure for reduced dimensionality in tensor regression.

problem Reducing dimensionality of tensor predictors for improved interpretation and accuracy.
method Developed two tensor dimension reduction methods using Tucker and CP decompositions.
result Substantial improvement in accuracy over existing methods in simulations and applications.

New distances for comparing multivariate normal distributions.

problem Comparing multivariate normal distributions efficiently and accurately.
method Approximated Fisher-Rao distance and pullback SPD cone distances.
result Efficient computation of distances between normal distributions.

A new metric tensor improves Riemann manifold Monte Carlo for Bayesian models.

problem Improving sampling efficiency in Bayesian hierarchical models.
method Metric tensor derived from log-density gradient covariance matrices.
result Metric tensors enhance sampling for complex Bayesian models.

The paper refines classical covariance asymptotics using geometric information geometry.

problem Deviation of finite-sample behavior from classical predictions in curved models.
method Develops a curvature-aware refinement by viewing parametric families as Riemannian manifolds with Fisher-Rao metric.
result Derives an \(n^{-2}\) correction to the leading \(n^{-1}I(θ)^{-1}\) covariance term for score-root estimators.

A family of probability distributions parametrized by an open domain ΛΛ in RnR^n defines the Fisher information matrix on this domain which is positive semi-definite. In information geometry the standard assumption has been that the Fisher information matrix tensor is positive definite defining in this way a Riemannia…

2015-03-29abs ↗pdf ↗

The increasing use of multiple sensors, which produce a large amount of multi-dimensional data, requires efficient representation and classification methods. In this paper, we present a new method for multi-dimensional data classification that relies on two premises: 1) multi-dimensional data are usually represented by…

2019-09-04abs ↗pdf ↗

We develope a new and general notion of parametric measure models and statistical models on an arbitrary sample space ΩΩ which does not assume that all measures of the model have the same null sets. This is given by a diffferentiable map from the parameter manifold MM into the set of finite measures or probability me…

2015-10-25abs ↗pdf ↗

Introduces new Finsler metrics and connects them to information geometry.

problem Generalizing Fisher-Rao metrics and studying their geometric properties.
method Introduces LpL^p-Fisher-Rao metrics and studies their relations to Amari-Cencov αα-connections.
result Geodesics of FpF_p and (α)\nabla^{(α)} coincide on Dens+(M)_+(M) for p=2/(1α)p = 2/(1-α).

A new probabilistic BTD method for tensor data.

problem Modeling higher-order tensors with robust inference.
method Probabilistic Block-Term Decomposition using variational Bayesian inference and von-Mises Fisher distribution.
result The proposed pBTD can quantify multi-linear structures robustly.

Study on Gaussian-width complexity on statistical manifolds and its applications in learning and recovery.

problem Understanding the geometry of statistical manifolds and its implications for learning and recovery.
method Analysis of Fisher width and inverse-Fisher width, proving their complementary roles and establishing a relation between them.
result Established a sharp relation between Fisher width and inverse-Fisher width, showing they cannot reduce relative to Euclidean scale.

Paper defines Fisher co-metric on cotangent bundle and clarifies its relation to variance.

problem Defines Fisher co-metric on cotangent bundle and clarifies its relation to variance.
method Defines Fisher co-metric directly from Fisher metric without going through tangent bundle, using a natural correspondence between cotangent vectors and random variables.
result Clarifies the relation between Fisher co-metric and variance/covariance, trivializing the Cramér-Rao inequality.

Develops a new geometric framework for quantum metrics.

problem Quantum metric generalization for pure two-qubit states.
method Support-projected Petz monotone geometry for pure two-qubit families.
result Strictly generalizes SLD/Bures case and includes other metrics.

Market strategies minimize Fisher information to minimize risk.

problem Applying minimum Fisher information principle to market dynamics.
method Analytical extension to quantum harmonic oscillator eigenstates and Gibbs distribution.
result Minimizing Fisher information reduces information and risk.

Generative Adversarial Networks (GANs) are powerful models for learning complex distributions. Stable training of GANs has been addressed in many recent works which explore different metrics between distributions. In this paper we introduce Fisher GAN which fits within the Integral Probability Metrics (IPM) framework f…

2017-05-26abs ↗pdf ↗

The study examines Fisher-Riemann geodesics for nonparametric probability densities.

problem Understanding nonparametric probability densities using Fisher-Riemann geometry.
method Obtaining Fisher-Riemann geodesics as a limit of parametric cases with increasing parameters.
result The weak limit approach for nonparametric probability densities.

Blog post discusses various implementations of Fisher Information for EWC in continual learning.

problem Improving Elastic Weight Consolidation (EWC) results by optimizing Fisher Information computation.
method Empirically compares different implementations of Fisher Information for EWC.
result Many reported EWC results can be improved by changing Fisher Information computation methods.

The Conant-Ashby theorem is verified for hypergraph observers, leading to unique learning rules.

problem Verifying conditions for hypergraph observers to maintain internal models.
method Formalizing persistent observers, applying the Conant-Ashby theorem, and using natural gradient descent.
result Natural gradient descent is the unique admissible learning rule for hypergraph observers.

Survey on closed-form Fisher-Rao distance expressions.

problem Finding closed-form expressions for Fisher-Rao distance.
method Collect and present examples of closed-form expressions for Fisher-Rao distance of discrete and continuous distributions.
result Presentation of closed-form expressions for Fisher-Rao distance of various distributions.

New statistics are introduced that maintain the Fisher metric structure closely, akin to sufficient statistics.

problem Maintaining the Fisher metric structure in statistical models.
method Characterizing statistics that maintain the Fisher metric structure bi-Lipschitz equivalently.
result Characterized statistics that preserve the Fisher metric structure closely.

We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of invariance with respect to these maps. Second, we consider the Fish…

2014-04-01abs ↗pdf ↗

Fisher score is one of the most widely used supervised feature selection methods. However, it selects each feature independently according to their scores under the Fisher criterion, which leads to a suboptimal subset of features. In this paper, we present a generalized Fisher score to jointly select features. It aims …

2012-02-14abs ↗pdf ↗

We introduce Fisher consistency in the sense of unbiasedness as a desirable property for estimators of class prior probabilities. Lack of Fisher consistency could be used as a criterion to dismiss estimators that are unlikely to deliver precise estimates in test datasets under prior probability and more general dataset…

2017-01-19abs ↗pdf ↗

In information theory, Fisher information and Shannon information (entropy) are respectively used to quantify the uncertainty associated with the distribution modeling and the uncertainty in specifying the outcome of given variables. These two quantities are complementary and are jointly applied to information behavior…

2018-07-10abs ↗pdf ↗

Paper formulates particle flow using variational inference and Fisher-Rao gradient flow.

problem Estimating posterior densities in probabilistic models.
method Variational formulation of particle flow, Fisher-Rao gradient flow, Gaussian and Gaussian mixture approximations.
result Gaussian and Gaussian mixture approximations of Fisher-Rao particle flow reduce to Exact Daum and Huang particle flow under linear Gaussian assumptions.

Paper discusses the Fisher metric and differentiability in statistical models.

problem Understanding the relationship between Fisher metric and differentiability in statistical models.
method Comparison of different concepts and models in Information Geometry, mathematical statistics, and measure theory.
result Discussion of various models and their differentiability properties.

Develops an analytic theory for quantum imaginary time evolution.

problem Lack of a first-principle understanding of quantum imaginary time evolution.
method Interprets QITE as a form of VQA trained with QNGD and connects it to the geometric geodesic distance in the quantum Fisher information metric.
result QITE converges faster than vanilla gradient descent-based VQAs, though the advantage is suppressed by Hilbert space dimensionality.

TopoFisher learns topological summaries by maximizing Fisher information, improving parameter efficiency and inference quality.

problem Simulation-based inference misses key information in low-order statistics, especially for non-Gaussian fields.
method TopoFisher uses a differentiable persistent-homology pipeline that learns topological summaries by maximizing local Gaussian Fisher information.
result TopoFisher recovers much of the available information and outperforms fixed topological vectorizations in weak gravitational lensing.

Paper identifies key function spaces for ReLU networks based on Fisher information.

problem Understanding the structure of Fisher information matrices in ReLU networks.
method Spectral decomposition of Fisher information matrices, focusing on the first three eigenspaces.
result The first three eigenspaces account for 97.7% of the trace of the Fisher information matrix, corresponding to spherical harmonic functions of order ≤2.