Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact solution is NP-hard even for a restricted class of Gaussian Markov random fields, calle…
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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.
169,341 papers · 148 categories
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48 results for “Gaussian free fields”
Develops algorithm to infer correlated signals from unknown structures.
problem Inference of correlated signal fields with unknown correlation structures.
method Free energy exploration (FrEE) strategy within information field theory (IFT).
result Algorithm efficiently identifies optimal field estimates and their uncertainties.
Estimates network structure from Gaussian Graphical Models and Gaussian Free Fields.
problem Estimating the structure of a weighted network from repeated measurements of a Gaussian Graphical Model.
method Proposes a novel estimator based on Fourier analytic properties of the Gaussian distribution.
result Demonstrates the effectiveness of the estimator with recovery guarantees and bounds on sample complexity.
We address the problem of computing approximate marginals in Gaussian probabilistic models by using mean field and fractional Bethe approximations. We define the Gaussian fractional Bethe free energy in terms of the moment parameters of the approximate marginals, derive a lower and an upper bound on the fractional Beth…
We address the problem of computing approximate marginals in Gaussian probabilistic models by using mean field and fractional Bethe approximations. As an extension of Welling and Teh (2001), we define the Gaussian fractional Bethe free energy in terms of the moment parameters of the approximate marginals and derive an …
Gaussian Interpolation Flowsstat.ML
Study on Gaussian interpolation flows for generative modeling.
problem Theoretical properties and regularizing effect of Gaussian denoising in continuous normalizing flows.
method Unified framework of Gaussian interpolation flow, Lipschitz regularity, existence and uniqueness of flow, stability analysis.
result Established theoretical properties of Gaussian interpolation flows, including Lipschitz continuity and existence of flow.
Novel discretization method for Yang-Mills theory on the plane.
problem Quantum Yang-Mills theory on .
method Algebraic stochastic calculus with indefinite covariance matrix.
result Equivalence of different gauge formulations of Yang-Mills theory.
Research proves the semi-classical limit of Liouville conformal field theory, describing deterministic geometry from random fluctuations.
problem Proving the semi-classical limit of Liouville conformal field theory.
method Probabilistic definition of Liouville theory, proving existence of semi-classical limit, defining classical stress-energy tensor.
result Existence and description of the semi-classical limit in terms of a massive Gaussian free field with Robin boundary conditions.
Physics-informed, boundary-constrained Gaussian process regression for the reconstruction of fluid flow fieldsphysics.flu-dyn
Paper develops physics-informed, boundary-constrained Gaussian process for fluid flow field reconstruction.
problem Reconstructing fluid flow fields from limited data.
method Physics-informed, boundary-constrained Gaussian process regression.
result Derives physics-informed kernels for simulating incompressible flows.
Improved flow matching using Gaussian processes for better sample quality.
problem Training continuous normalizing flows with reduced variance and flexibility.
method Extending conditional flow matching to streams modeled with Gaussian processes.
result Improved quality of generated samples with moderate computational cost.
Mean Field Variational Bayesian Inference and Statistical Mechanics of Gaussian Mixture Modelmath.DG
This paper analyzes MFVBI for GMM using statistical mechanics.
problem Approximate fast computation of Gaussian Mixture Model.
method Statistical mechanics and MFVBI applied to GMM.
result Rigorous analysis and mathematical foundation for MFVBI applied to GMM.
Study finds conditions for free boundary CMC surfaces in conformally Euclidean 3-balls.
problem Conditions for existence of free boundary CMC surfaces in conformally Euclidean 3-balls.
method Analyzes pinching conditions on the traceless second fundamental tensor involving support function, positional conformal vector field, and potential function.
result Either a disk or an annulus rotationally symmetric surface is found under specific conditions.
Gaussian processes improved for ocean current reconstruction and divergence identification.
problem Reconstructing ocean currents from sparse buoy data.
method Proposed a Helmholtz decomposition-based approach to Gaussian processes for better physical modeling.
result Improved inference on ocean currents and divergence identification with minimal computational cost.
We use matricial free energy to regularize autoencoders, producing Gaussian-like codes.
problem Generating Gaussian-like codes for autoencoders.
method Define a differentiable loss function based on singular values of the code matrix, minimizing matricial free energy.
result Minimizing matricial free energy results in Gaussian-like codes that generalize.
A discussion is given of the conformal Einstein field equations coupled with matter whose energy-momentum tensor is trace-free. These resulting equations are expressed in terms of a generic Weyl connection. The article shows how in the presence of matter it is possible to construct a conformal gauge which allows to kno…
PDHAMS improves sampling for discrete distributions with quadratic potential functions.
problem Sampling discrete distributions efficiently and accurately.
method Integrates a second-order approximation of the potential function and uses Gaussian integral trick.
result PDHAMS yields superior performance compared to other methods.
Universal Gaussian parity proven for 2D knots.
problem Proving universal Gaussian parity for 2D knots.
method Analyzing Gaussian parity on free 2D knots.
result Gaussian parity is universal for 2D knots.
Mean-field neural nets approximate functions using a free energy functional and controlled dynamics.
problem Function approximation by two-layer neural nets in the mean-field regime.
method Phrasing function approximation as global minimization of a free energy functional, examining dynamics in the space of probability measures over weights.
result Characterization of the unique global minimizer and dynamics achieving it, including the Föllmer drift.
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…
Deep Gaussian Processes improve likelihood-free inference for complex distributions.
problem Limited flexibility of Bayesian Optimization with GPs for multimodal distributions.
method Proposes Deep Gaussian Processes (DGPs) as a surrogate model for likelihood-free inference.
result DGPs outperform GPs on multimodal distributions while maintaining comparable performance on unimodal cases.
Proposes LFGP for likelihood-free Gaussian process regression.
problem Inability to set likelihood functions in unknown probability models.
method Clusters and approximates likelihood using asymptotic normality.
result Reduces assumptions and computational costs for scalable problems.
A vector field on a Riemannian manifold is called conformal Killing if it generates one-parameter group of conformal transformations. The class of conformal Killing symmetric tensor fields of an arbitrary rank is a natural generalization of the class of conformal Killing vector fields, and appears in different geometri…
Study constructs disks with curved boundaries in a 3D ball.
problem Constructing non-planar free boundary disks in a unit ball.
method Infinite family of non-planar disks with non-positive Gaussian curvature.
result Constructs disks with curved boundaries in a unit ball.
Researchers solve a 25-year-old conjecture about vector fields.
problem Proving a 25-year-old conjecture about divergence-free vector fields.
method Analysis of a Leibniz algebra underlying these vector fields.
result Construction of the universal central extension for divergence-free vector fields and diffeomorphisms.
A simple property of the Weyl tensor for a shear, vorticity and acceleration-free velocity fieldmath-ph
A simple property of Weyl tensor in shear-free, vorticity-free, acceleration-free velocity fields.
problem Proving a property of the Weyl tensor in specific velocity fields.
method Analyzing the Weyl tensor's divergence and contraction properties in shear-free, vorticity-free, acceleration-free velocity fields.
result The covariant divergence of the Weyl tensor is zero if the contraction of the Weyl tensor with the velocity is zero, and vice versa.
Proposes bivariate DeepKriging for efficient wind field prediction.
problem Challenges in predicting large-scale bivariate wind fields with high spatial variability and heterogeneity.
method Spatially dependent deep neural network (DNN) with embedding layer using spatial radial basis functions.
result Outperforms traditional cokriging predictors and reduces computation time.
New proof finds three divergence-free vector fields for any 3D manifold.
problem Proving the existence of divergence-free vector fields on 3D manifolds.
method Using geometric properties of eigenspinors in three dimensions.
result Found three divergence-free vector fields that are orthogonal and have the same length at every point.
Developed a new formalism to describe Riemannian geometries using geodesic flow bundles.
problem Understanding the consequences of Einstein equations without solving metric equations.
method Using the bundle of arclength parametrized geodesics (geodesic flow bundle GFB) to describe Riemannian geometry.
result Generalized the cosine- and sine-laws for constant curvature to varying curvature fields.
The paper establishes a connection between force-free fields and conformally geodesic fields.
problem Understanding the relationship between force-free fields and conformally geodesic fields.
method Developed an equivalence between force-free fields and conformally geodesic fields, generalized to arbitrary dimensions.
result Established that stationary points of hierarchies of and -optimization problems are related by a conformal change of metric.
Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic Likelihoodstat.CO
A new method improves likelihood-free Bayesian inference by transforming summary statistics and using efficient Variational Bayes.
problem Incorrectly assuming normally distributed summary statistics in likelihood-free Bayesian inference.
method Wasserstein Gaussianization transformation combined with robust BSL and efficient Variational Bayes.
result Highly efficient and reliable approximate Bayesian inference for likelihood-free problems.
New method controls false edge detections in Gaussian graphical models.
problem High false edge detections in well-established estimators.
method Nodewise variable selection approach to control false discovery rate.
result Significant gain in performance compared to competing methods.
Smooth actions of connected compact Lie groups with a free point are determined by two vector fieldsmath.DG
Compact Lie group actions with a free point are determined by two vector fields.
problem Understanding actions of compact Lie groups with a free point.
method Proving the existence of two vector fields whose group of automorphisms equals the Lie group.
result There exist two complete vector fields whose group of automorphisms equals the Lie group.
Proves limit of free boundary minimal hypersurfaces inherit non-trivial Jacobi fields.
problem Compactness and finiteness of free boundary minimal hypersurfaces.
method Proves one-sided Harnack inequality for minimal graphs on balls with many holes.
result Limit of almost properly embedded free boundary minimal hypersurfaces inherit non-trivial Jacobi fields.
Anomaly in free fermion theory revealed in functorial field theory.
problem Chiral anomaly in the free fermion theory.
method Detailed construction of anomaly theory as a functor.
result The anomaly theory assigns elements of complex line to manifolds.
The study proves the finiteness of moments for Gaussian field zeros and critical points.
problem Finiteness of moments for Gaussian field zeros and critical points.
method Definition and study of multijets, construction of p-multijet bundles.
result Linear statistics of Gaussian field zeros have finite p-th moments for p ≥ 1.
A new method removes whitening for better non-Gaussian component analysis.
problem Data covariance matrix ill-conditioning hinders LSNGCA performance.
method Developed a whitening-free least-squares NGCA method.
result Demonstrated superior performance compared to whitened LSNGCA.
New method uses Gaussian ODE filtering to approximate likelihoods for fast ODE inverse problems.
problem Intractable forward models in likelihood-free inference, especially for ODEs.
method Gaussian ODE filtering to construct local Gaussian likelihood approximations.
result New solvers outperform standard likelihood-free approaches on benchmark systems.
Characterizes nodal volumes of Gaussian fields on manifolds, extending previous work.
problem Understanding the law and regularity of nodal volumes for Gaussian fields on manifolds.
method Gaussian measures, Morse theory, Malliavin-Sobolev spaces, ray absolute continuity.
result Extension and generalization of previous work on stationary fields to arbitrary dimensions.
Study on Gaussian random fields' singularities on manifolds.
problem Understanding singularities of Gaussian random fields on manifolds.
method Computed expected values of singularities under various conditions.
result Explicit formulae for singularities under different constraints.
k-means derived from Gaussian mixture models with isotropic Gaussians.
problem Clustering with Gaussian mixture models.
method Truncated variational EM approximations applied to Gaussian Mixture Models.
result k-means is a special case of variational EM for Gaussian Mixture Models.
In 1984, Anatole Katok conjectured that the only closed orientable manifolds that support cohomology-free vector fields are tori and these vector fields are smoothly conjugated to Diophantine (constant) ones. In this work we present a proof of Katok conjecture for 3-manifolds.
TURB-Rot provides a large database of turbulent rotating flow snapshots for research.
problem Lack of large-scale, high-resolution datasets for turbulent rotating flows.
method Direct Numerical Simulations of Navier-Stokes equations with rotation.
result Provides a diverse set of 300K complex images and fields for testing.
New model improves field learning with improved equivariance.
problem Learning equivariant stochastic fields.
method Equivariant Gaussian processes and Steerable Conditional Neural Processes.
result SteerCNPs significantly improve performance in transfer learning tasks.
New methods reduce computational cost for Gaussian Markov Random Fields with sparse constraints.
problem Inference and simulation of GMRFs are computationally prohibitive with many constraints.
method Proposes a basis transformation into blocks of constrained and non-constrained subspaces.
result Significantly outperforms existing alternatives in computational cost.
The paper introduces novel Gaussian process models for vector-valued signals on manifolds.
problem Modeling vector-valued signals on non-Euclidean domains, especially for applications like wind speeds.
method Intrinsically defined Gaussian vector fields on manifolds, accounting for manifold geometry.
result Gaussian vector fields provide more refined inductive biases than extrinsic fields.
We study the problem of finding strain-minimising stream surfaces in a divergence-free vector field. These surfaces are generated by motions of seed curves that propagate through the field in a strain minimising manner, i.e., they move without stretching or shrinking, preserving the length of their arbitrary arc. In ge…
Bayesian approach improves rain field reconstruction using CMLs and DMs.
problem Challenges in accurately reconstructing ground-level rainfall from CML path-integrated measurements.
method Bayesian inverse problem with Diffusion Models as priors.
result Improved performance in rainfall estimation compared to existing methods.
Paper calculates KL divergence for isotropic Gaussian-Markov fields.
problem Measuring divergence between isotropic Gaussian-Markov fields.
method Derives closed-form KL divergence expressions.
result Develops new similarity measures in image processing.