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.
We study the problem of sampling from the power posterior distribution in Bayesian Gaussian mixture models, a robust version of the classical posterior. This power posterior is known to be non-log-concave and multi-modal, which leads to exponential mixing times for some standard MCMC algorithms. We introduce and study …
In this paper, we prove the concavity of p-entropy power of probability densities solving the p-heat equation on closed Riemannian manifold with nonnegative Ricci curvature. As applications, we give new proofs of Lp-Euclidean Nash inequality and Lp-Euclidean Logarithmic Sobolev inequality, moreover, an improv…
This work studies the location estimation problem for a mixture of two rotation invariant log-concave densities. We demonstrate that Least Squares EM, a variant of the EM algorithm, converges to the true location parameter from a randomly initialized point. We establish the explicit convergence rates and sample complex…
We prove the concavity of p-Rényi entropy power for positive solutions to the doubly nonlinear diffusion equations on Rn or compact Riemannian manifolds with nonnegative Ricci curvature. As applications, we give new proofs of the sharp Lp-Sobolev inequality and Lp-Gagliardo-Nirenberg inequalities on…
Let Ω be an open half-space or slab in Rn+1 endowed with a perturbation of the Gaussian measure of the form f(p):=exp(ω(p)−c∣p∣2), where c>0 and ω is a smooth concave function depending only on the signed distance from the linear hyperplane parallel to ∂Ω. In this work we follow a varia…
The paper examines how nonlinear transformations affect ridge sets in manifold learning.
problem Understanding the impact of nonlinear transformations on ridge sets in manifold learning.
method Examined the effects of nonlinear transformations on ridge sets using mathematical proofs and numerical experiments.
result The inclusion relationship $\cR(f\circ p)\subseteq \cR(p)$ holds for strictly increasing and concave transformations, and the Hausdorff distance between transformed and non-transformed ridge sets is smaller.
By using asymptotic Morse inequalities we give a lower bound for the space of holomorphic sections of high tensor powers in a positive line bundle over a q-concave domain. The curvature of the positive bundle induces a hermitian metric on the manifold. The bound is given explicitely in terms of the volume of the domain…
Gaussian random fields are a powerful tool for modeling environmental processes. For high dimensional samples, classical approaches for estimating the covariance parameters require highly challenging and massive computations, such as the evaluation of the Cholesky factorization or solving linear systems. Recently, Anit…
Study concavity of solutions to elliptic equations under conformal deformations.
problem Establish concavity estimates for the principle eigenfunction of weighted Schrödinger operators.
method Analyzing the Dirichlet problem for the weighted Schrödinger operator \[-Δu + Vu = λρu\] with conformal connections.
result Partial resolution of Nguyen's conjecture on fundamental gap of horoconvex domains and power convexity estimate for solutions in spherical geometry.
In this paper, we study the conjecture of Gardner and Zvavitch from \cite{GZ}, which suggests that the standard Gaussian measure γ enjoys n1-concavity with respect to the Minkowski addition of \textbf{symmetric} convex sets. We prove this fact up to a factor of 2: that is, we show that for symmetric convex…
This paper concerns the evolution of complete noncompact locally uniformly convex hypersurface in Euclidean space by curvature flow, for which the normal speed Φ is given by a power β≥1 of a monotone symmetric and homogeneous of degree one function F of the principal curvatures. Under the assumption that F …
In this paper, we prove the concavity of the Renyi entropy power for nonlinear diffusion equation (NLDE) associated with the Laplacian and the Witten Laplacian on compact Riemannian manifolds with non-negative Ricci curvature or CD(0,m)-condition and on compact manifolds equipped with time dependent metrics and poten…
We propose a novel and flexible rank-breaking-then-composite-marginal-likelihood (RBCML) framework for learning random utility models (RUMs), which include the Plackett-Luce model. We characterize conditions for the objective function of RBCML to be strictly log-concave by proving that strict log-concavity is preserved…
A key task in Bayesian statistics is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). However, without any assumptions, sampling (even approximately) can be #P-hard, and few works have provided "beyond worst-case" guarantees for such settings. For log-c…