Research
On-device research index

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

Trend · papers per month

4998147196 · Jun 202019922001200920172026
48 results for Gaussian thermostats

The paper studies ray transforms on surfaces with negative curvature, proving injectivity and determining connections and Higgs fields.

problem Injectivity of ray transforms on surfaces with negative curvature and determination of connections and Higgs fields.
method Analysis of Gaussian thermostats on compact Riemannian surfaces with negative curvature, proving injectivity and determining connections and Higgs fields.
result Injectivity of the thermostat ray transform and determination of connections and Higgs fields.

Researchers study injectivity of magnetic and thermostatic nonabelian ray transforms on compact surfaces.

problem Injectivity of magnetic and thermostatic nonabelian ray transforms on compact surfaces.
method Loop group factorization method for nontrapping λλ-geodesic flows and the general linear group of invertible complex matrices.
result General injectivity question of the nonabelian ray transform for simple magnetic flows is settled.

We consider a general family of curves ΓΓ on a compact oriented Finsler surface (M,F)(M,F) with boundary M\partial M. Let φC(M)\varphi\in C^{\infty}(M) and ωω a smooth 1-form on MM. We show that γ(t){φ(γ(t))+ωγ(t)(γ˙(t))}dt=0\int_{γ(t)}\{\varphi(γ(t))+ω_{γ(t)}(\dotγ(t))\}\,dt=0 holds for every γΓγ\inΓ whose endpoints belong to M\partial M, $γ(a)…

2012-04-19abs ↗pdf ↗

Improved stability for large-scale Bayesian sampling.

problem Reducing instability in Langevin dynamics for large datasets.
method Introducing a modified CCAdL thermostat with a scaling and squaring method and a truncated Taylor series approximation.
result Significantly improved numerical stability and accuracy over existing methods.

We introduce a new family of thermostat flows on the unit tangent bundle of an oriented Riemannian 22-manifold. Suitably reparametrised, these flows include the geodesic flow of metrics of negative Gauss curvature and the geodesic flow induced by the Hilbert metric on the quotient surface of divisible convex sets. We …

2017-06-12abs ↗pdf ↗

We use online convex optimization (OCO) for setpoint tracking with uncertain, flexible loads. We consider full feedback from the loads, bandit feedback, and two intermediate types of feedback: partial bandit where a subset of the loads are individually observed and the rest are observed in aggregate, and Bernoulli feed…

2017-09-12abs ↗pdf ↗

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian modeling and predictive strengths of max-margin learning. However, Monte Carlo sampli…

2015-04-27abs ↗pdf ↗

Hamiltonian Monte Carlo (HMC) is an efficient Bayesian sampling method that can make distant proposals in the parameter space by simulating a Hamiltonian dynamical system. Despite its popularity in machine learning and data science, HMC is inefficient to sample from spiky and multimodal distributions. Motivated by the …

2019-12-04abs ↗pdf ↗

A new hierarchy quantifies agency in systems based on information processing.

problem Lack of a measurable, universal definition for agency in intelligent systems.
method Developed a bottom-up framework based on information processing hierarchy.
result Identified three orders of information processing (I, II, III) as necessary for agency.

Independent component analysis (ICA) decomposes multivariate data into mutually independent components (ICs). The ICA model is subject to a constraint that at most one of these components is Gaussian, which is required for model identifiability. Linear non-Gaussian component analysis (LNGCA) generalizes the ICA model t…

2017-12-23abs ↗pdf ↗

New Gaussian min-max theorem extends classical results to non-i.i.d. Gaussian matrices.

problem Extending classical Gaussian min-max theorems to non-i.i.d. Gaussian matrices.
method Identifying a new pair of Gaussian processes that satisfy comparison inequalities.
result New Gaussian min-max and convex Gaussian min-max theorems with applications in multi-source Gaussian regression and binary classification.

GGMPs improve non-Gaussian conditional density estimation.

problem Multimodality, heteroscedasticity, and strong non-Gaussianity in conditional density estimation.
method GGMP combines local Gaussian mixture fitting, cross-input component alignment, and per-component heteroscedastic GP training.
result GGMPs improve distributional approximation on synthetic and real-world datasets.

New findings show Gaussian universality breaks down in high-dimensional linear factor mixtures.

problem The limitations of Gaussian universality in high-dimensional classification.
method Characterization of empirical risk minimization for classification under linear factor mixture models.
result Gaussian universality breaks down under high-dimensional linear factor mixtures.

Gaussian-SVGD dynamics converge to Gaussian distributions under certain conditions.

problem Understanding the theoretical properties of SVGD, especially for Gaussian targets.
method Detailed theoretical study of Gaussian-SVGD dynamics, considering both mean-field PDE and discrete particle systems.
result Gaussian-SVGD dynamics converge linearly to the Gaussian distribution closest to the target in KL divergence.

Gaussianization flows transform any random vector into a Gaussian, enabling efficient computation and sample generation.

problem Transforming any random vector into a Gaussian for efficient computation and sample generation.
method Iterative Gaussianization and normalizing flow model.
result Gaussianization flows are universal approximators and achieve better performance on tabular datasets.

Ens-CGP synthesizes ensemble-based inference with Gaussian processes.

problem Ensemble-based inference and Gaussian process modeling.
method Formulates Ens-CGP as a conditional Gaussian process for ensemble moments.
result Ens-CGP provides a unified probabilistic foundation for Kalman-type methods.

Gaussian processes struggle with compositional functions, but deep Gaussian processes can outperform.

problem Gaussian process regression struggles with compositional functions.
method We study information-theoretic lower bounds for posterior contraction rates in Gaussian process regression for a continuous regression model.
result Posterior based on any mean-zero Gaussian process can only recover the truth at a rate strictly slower than the minimax rate for generalized additive functions.

New sparse Gaussian process method tackles unconstrained regression problems.

problem Dealing with physical systems that satisfy inequality constraints.
method Extends constrained Gaussian process by redefining hat basis functions.
result Reduces computational complexity from O(n3)O(n^{3}) to O(nm2)O(nm^{2}).

Wide deep neural networks with Gaussian weights approximate Gaussian processes closely.

problem Understanding the approximation of deep neural networks with Gaussian weights to Gaussian processes.
method Established novel rates for the Gaussian approximation of random deep neural networks with Gaussian parameters and Lipschitz activation functions in the wide limit.
result The distance between the network output and the Gaussian approximation scales inversely with the width of the network.

This paper proposes a method to approximate non-Gaussian likelihoods in Gaussian Processes.

problem Approximating non-Gaussian likelihoods in Gaussian Processes.
method Proposes a piece-wise constant approximation for the inverse-link function.
result Yields a closed form solution for the SVGP lower bound.

New Stein identity for q-Gaussians reduces gradient variance in machine learning.

problem Improving gradient estimators for non-Gaussian distributions.
method Deriving a new Stein identity for bounded-support q-Gaussians and simplifying previous results.
result Gradient estimators for q-Gaussians have nearly identical forms to Gaussian ones, reducing variance.

Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it on the observed data. In system identification, Gaussian processes are used to …

2019-07-13abs ↗pdf ↗

Bounds neural network output distribution to Gaussian for random initialization.

problem Quantifying the distribution of randomly initialized deep neural networks.
method Quantitative Gaussian approximation using quadratic Wasserstein distance.
result Explicit inequalities show how network sizes affect Gaussian behavior.

This note explains when neural networks can be seen as Gaussian processes.

problem Understanding the relationship between neural networks and Gaussian processes.
method Formulating a Gaussian process regression based on neural network outputs and analyzing the resulting posterior mean functions.
result The posterior mean functions of neural networks follow a Gaussian process in certain cases, providing an interpretation of reproducing kernel Hilbert spaces.