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.
The space of Gaussian measures on a Euclidean space is geodesically convex in the L2-Wasserstein space. This space is a finite dimensional manifold since Gaussian measures are parameterized by means and covariance matrices. By restricting to the space of Gaussian measures inside the L2-Wasserstein space, we manag…
Method identifies low-dimensional structure in high-dimensional probability measures.
problem Identifying low-dimensional structure in high-dimensional probability measures.
method Extends prior work on minimizing majorizations of the Kullback-Leibler divergence to identify optimal approximations within a specific class of measures.
result Connection between dimensional logarithmic Sobolev inequality and approximations with the ansatz.
Minimal Gaussian surfaces partitioning space with minimum area.
problem Partitioning space with minimal Gaussian surface area.
method Second variation argument using infinitesimal translations, combined with Colding-Minicozzi theory and Euclidean Double Bubble Conjecture arguments.
result Triple and Quadruple Bubble Conjectures for Gaussian measure.
The paper proposes a new framework for accurate uncertainty representation and propagation.
problem Inaccurate representation and propagation of uncertainty in measurement systems.
method The paper introduces a comprehensive framework using Gaussian Mixture Models (GMMs) for representing and propagating quantitative attributes in measurement systems.
result GMMs offer improved accuracy in representing and propagating measurement uncertainty compared to traditional Gaussian methods, while maintaining computational tractability.
Paper introduces a new distance measure for Gaussian Mixture Models.
problem Developing a new distance measure for Gaussian Mixture Models.
method Embedding K-component Gaussian Mixture Models into the manifold of symmetric positive definite matrices and calculating a lower bound for the Fisher-Rao metric.
result Demonstrated effectiveness through experiments on standard datasets.
This paper deals with chain graphs under the classic Lauritzen-Wermuth-Frydenberg interpretation. We prove that the regular Gaussian distributions that factorize with respect to a chain graph G with d parameters have positive Lebesgue measure with respect to Rd, whereas those that factorize with respect…
This paper addresses Gaussian Process regression over probability measures, revealing a non-stationarity issue between Euclidean and Wasserstein kernels.
problem Non-stationarity issue between Euclidean and Wasserstein kernels in Gaussian Process regression over probability measures.
method Assuming Euclidean input space, applying algebraic transformation based on uncovered non-stationarity relationship to create a non-stationary and Wasserstein-based Gaussian Process model.
result An algebraic transformation simplifies learning a non-stationary Gaussian Process model over probability measures.
Many sensors, such as range, sonar, radar, GPS and visual devices, produce measurements which are contaminated by outliers. This problem can be addressed by using fat-tailed sensor models, which account for the possibility of outliers. Unfortunately, all estimation algorithms belonging to the family of Gaussian filters…
Quantum neural networks converge to Gaussian processes as they grow.
problem Understanding the convergence of quantum neural networks to Gaussian processes.
method Analyzing Haar random unitary and orthogonal deep QNNs, considering input states, measurement observables, and non-independence of unitary matrix entries.
result Quantum neural networks outputs converge to Gaussian processes in the limit of large Hilbert space dimension.
We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used to couple a tractable "reference" measure (e.g., a standard Gaussian) with a tar…
We prove that the ring $\Aff{\R}{M}$ of all polynomials defined on a real algebraic variety M⊂Rn is dense in the Hilbert space $L^2(M,e^{-|x|^2}\deμ)$, where $\deμ$ denotes the volume form of M and $\deν=e^{-|x|^2}\deμ$ the Gaussian measure on M.