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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.

168,695 papers · 148 categories

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6491,2981,9462,595 · Jun 202019922001200920172026
48 results for Flow of Path Measures

Study uses Bayes Hilbert framework to recover probability measure flows from sensors.

problem Recovering probability measure flows from moving sensors in a Hilbert space.
method Bayes Hilbert framework, minimum-energy transport, linearization, variational theory.
result Localized sensors can recover reduced path directions but not full state space.

The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process xx taking values in a closed compact manifold. In this Note the existence of flows for this class of vector fields is established and it is shown that the law of xx is quasi-invariant under the…

2006-06-15abs ↗pdf ↗

Study examines how information flows in Indian stock market during crises.

problem Understanding information diffusion in financial networks during market turbulence.
method Applied communicability, a measure of ease of information flow, to financial networks.
result Approximately 70% and 80% of stock pairs exhibit significant changes in communicability during crises.

New Wasserstein divergence improves generative model robustness and structure preservation.

problem Improving generative model robustness and structure preservation.
method Introduces a novel Wasserstein-1 path-space divergence and a WUP theorem.
result Derives robustness and generalization bounds for flow-based models.

Indices of acceptability are well suited to frame the axiomatic features of many performance measures, associated to terminal random cash flows.We extend this notion to classes of càdlàg processes modelling cash flows over a fixed investment horizon.We provide a representation result for bounded paths. We suggest an ac…

2019-11-06abs ↗pdf ↗

This work extends the randomized shortest paths (RSP) model by investigating the net flow RSP and adding capacity constraints on edge flows. The standard RSP is a model of movement, or spread, through a network interpolating between a random-walk and a shortest-path behavior [30, 42, 49]. The framework assumes a unit f…

2019-10-04abs ↗pdf ↗

Flow Matching enables robust training of CNFs with various probability paths.

problem Training Continuous Normalizing Flows (CNFs) at large scales.
method Flow Matching (FM) is a simulation-free approach for training CNFs by regressing vector fields of conditional probability paths.
result Flow Matching with diffusion paths yields more robust and stable training compared to diffusion-based methods.

This study examines biases in flow matching samplers using finite-sample estimation.

problem Biases in flow matching samplers when using finite-sample surrogates.
method Finite-sample plug-in estimation and hierarchy of empirical FM models.
result Exact empirical minimizer and smoothed plug-in regime identified for affine conditional flows.

New method converts and optimizes sampling schedules for generative models.

problem Optimizing sampling schedules for generative models like flows and diffusions.
method Unified framework for stochastic interpolants, including point mass schedules.
result Demonstrated efficient generation of images with fewer steps.

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.

New probability path model improves flow matching forecasting performance.

problem Impact of probability path model selection on flow matching forecasting performance.
method Proposed a novel probability path model designed to improve forecasting performance.
result Our model achieves faster convergence during training and improved predictive performance compared to existing models.

Improved KL divergence estimators for normalizing flows lead to faster convergence and better approximations.

problem Estimating KL divergences for normalizing flows efficiently and accurately.
method Path-gradient estimators for reverse and forward KL divergences.
result Path-gradient estimators lead to faster convergence and better approximation results.

We present a notion of super Ricci flow for time-dependent finite weighted graphs. A challenging feature is that these flows typically encounter singularities where the underlying graph structure changes. Our notion is robust enough to allow the flow to continue past these singularities. As a crucial tool for this purp…

2018-05-17abs ↗pdf ↗

We generalize the classical Bochner formula for the heat flow on evolving manifolds (M,gt)t[0,T](M,g_{t})_{t \in [0,T]} to an infinite-dimensional Bochner formula for martingales on parabolic path space PMP\mathcal{M} of space-time M=M×[0,T]\mathcal{M} = M \times [0,T]. Our new Bochner formula and the inequalities that follow from it a…

2019-09-09abs ↗pdf ↗

A new path gradient estimator speeds up normalizing flows without sacrificing accuracy.

problem High computational cost and limited scalability of path gradient estimators for normalizing flows.
method Proposed a fast path gradient estimator that improves computational efficiency and scalability.
result The new estimator achieves superior performance and reduced variance across various applications.

We investigate existence and uniqueness of p-means and the median of a probability measure on a Finsler manifold, in relation with the convexity of the support of the measure. We prove that the p-mean is the limit point of a continuous time gradient flow. Under some additional condition which is always satisfied for la…

2010-11-28abs ↗pdf ↗

We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to a finite codimensional closed subspace. We also discuss the case of restriction…

2008-01-26abs ↗pdf ↗

Constructs equivariant spectral flow for Dirac-type operators on manifolds.

problem Calculating spectral flow for Dirac-type operators on manifolds with group actions.
method Equivariant spectral flow construction for paths of Dirac-type operators on manifolds.
result Relates delocalised η-invariants and ρ-invariants for different positive scalar curvature metrics.

The paper studies Hamiltonian flows for pseudo-Anosov mapping classes on surfaces.

problem Understanding the dynamics of pseudo-Anosov mapping classes on Teichmüller spaces.
method Explicit formulae for Hamiltonian flows generated by invariant functions.
result Hamiltonian flows coincide with the action of pseudo-Anosov homeomorphisms at time one.

Study on straight-line flows for generative modeling with theoretical obstructions.

problem Existence and obstructions of straight-line flows in generative modeling.
method Characterizations of straight-line flows through PDEs involving conditional statistics of stochastic processes.
result Sharp dichotomy in the existence of straight-line flows for targets with well-separated modes.

Researchers compare different gradient methods for ridge regression, finding conjugate gradients have similar performance.

problem Comparing statistical properties of different gradient methods in ridge regression.
method Explicit non-standard error decomposition to bound prediction error of conjugate gradient iterates.
result Conjugate gradient iterates share optimality properties with gradient flow and ridge regression up to a constant factor.

New control methods improve dynamic measure transport paths.

problem Improving paths for dynamic measure transport.
method Connecting mean-field games to optimization problems for learning paths, advocating for smoothness of velocities.
result Our method recovers more efficient and smooth transport models compared to untilted paths.

A formula is given in terms of secondary characteristic classes for the leading order contribution to the spectral flow for a path of twisted Dirac operators on an odd dimensional, Riemannian manifold when the twisting is done by a path of unitary connections with large curvature.

2006-12-05abs ↗pdf ↗

NeuTSFlow models continuous functions behind time series forecasting.

problem Forecasting treats time series as discrete sequences, ignoring their continuous nature.
method NeuTSFlow uses Neural Operators to learn the transition between historical and future function families.
result NeuTSFlow outperforms traditional methods in forecasting accuracy and robustness.

We introduce cylindrical projections to simulate infinite-dimensional occupation flows of diffusions.

problem Computational intractability of infinite-dimensional occupation flows of diffusions.
method Introduce cylindrical projections to approximate the occupation flow via a finite-dimensional system.
result Strong convergence of cylindrical projections to the initial process with derived rates.

New algorithms sample from complex path measures using neural networks.

problem Sampling from posterior path measures under a general prior process.
method Combines controlled equilibrium dynamics and optimization in infinite-dimensional probability space.
result The algorithms can be integrated with neural networks for learning target trajectory ensembles.

New method reduces discrete flow transitions, improving perplexity estimation.

problem Stochasticity in discrete paths makes rectification strategies ineffective.
method Dynamic-optimal-transport-like minimization objective with minibatch strategies.
result 32 times reduction in transitions for same perplexity.

Recently, path norm was proposed as a new capacity measure for neural networks with Rectified Linear Unit (ReLU) activation function, which takes the rescaling-invariant property of ReLU into account. It has been shown that the generalization error bound in terms of the path norm explains the empirical generalization b…

2018-09-19abs ↗pdf ↗

We relate the spectral flow to the index for paths of selfadjoint Breuer-Fredholm operators affiliated to a semifinite von Neumann algebra, generalizing results of Robbin-Salamon and Pushnitski. Then we prove the vanishing of the von Neumann spectral flow for the tangential signature operator of a foliated manifold whe…

2009-11-15abs ↗pdf ↗

Flow prediction (e.g., crowd flow, traffic flow) with features of spatial-temporal is increasingly investigated in AI research field. It is very challenging due to the complicated spatial dependencies between different locations and dynamic temporal dependencies among different time intervals. Although measurements of …

2019-12-13abs ↗pdf ↗

This paper designs sensor arrays for estimating unsteady flows efficiently.

problem Estimating high-dimensional unsteady flow fields with limited sensor placement.
method Combines data-driven modeling, Kalman Filter design, and sparsification for sensor selection.
result Proposed sensor arrays are highly effective for flow-field estimation across various conditions.

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.