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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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66132198264 · Jun 202019922001200920172026
48 results for Gaussian unitary ensemble

Extends spectral number variance convergence to random matrix ensembles for twisted Laplacians.

problem Spectral number variance convergence for twisted Laplacians and Dirac operators.
method Extends Rudnick's approach to Gaussian ensembles for twisted Laplacians and Dirac operators.
result Convergence to Gaussian ensembles for twisted Laplacians and Dirac operators.

Random matrix ensembles yield uniform distributions on manifolds.

problem Understanding distributions of vectors in random matrix ensembles.
method Analyzing eigenvalues, singular values, and Autonne-Takagi vectors of various random matrix ensembles.
result Uniform distributions on specific manifolds for different types of random matrix ensembles.

Paper solves a key problem in learning from high-dimensional covariance matrices.

problem Computing normalizing factors for Riemannian Gaussian distributions on high-dimensional covariance matrices.
method Equivalence with random matrix theory and log-normal matrix ensembles to approximate normalizing factors.
result Efficient approximation of normalizing factors with decreasing error as dimension increases.

Study smooth linear statistics on random covers of hyperbolic surfaces, showing central limit and variance results.

problem Analyzing fluctuations and energy variance of random covers of compact hyperbolic surfaces.
method Examining fluctuations in a small energy window around a fixed energy level, considering the variance of a typical surface, using a double limit where nn and LL go to infinity.
result Distribution of fluctuations tends to a Gaussian with variance of GOE/GUE, and energy variance of a typical random nn-cover is that of GOE/GUE.

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.

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.

Study on Gaussian ensemble of matrix products with mixed moments computed.

problem Understanding the statistical properties of matrix products of Gaussian matrices.
method Analysis of a multi-Wishart ensemble and enumeration of non-crossing pairings.
result Mixed moments of the product matrix are computed and found to be weighted by Fuss-Catalan numbers at large NN.

This work preserves linear invariants in ensemble filters for non-Gaussian data assimilation.

problem Maintaining critical invariants like mass, stoichiometric balance, and charge in non-Gaussian data assimilation.
method Introducing a novel class of nonlinear ensemble filters using measure transport theory.
result Recovery of a constrained Kalman filter for Gaussian settings and combination with regularization techniques.

GEnBP combines EnKF and GaBP for efficient high-dimensional inference.

problem Efficient inference in high-dimensional models.
method Gaussian Ensemble Belief Propagation algorithm combining EnKF and GaBP.
result GEnBP outperforms existing methods in accuracy and efficiency.

Unified framework for ensemble transport-based smoothing of non-Gaussian time series.

problem Bayesian time series re-analysis with non-Gaussian distributions.
method Measure transport approach to derive consistent prior-to-posterior transformations.
result General ensemble framework for transport-based smoothing of state-space models.

A new method for uncertainty estimation in neural networks using Gaussian-softmax integration.

problem Quantifying uncertainty in neural network predictions.
method Proposes a single-model approach integrating Gaussian distribution with softmax outputs, using mean-field approximation.
result Competitive performance on uncertainty estimation tasks and outperforms many methods on out-of-distribution detection.

Decentralized Gaussian processes for multi-agent systems.

problem Scalable and flexible learning solutions for multi-agent systems.
method Asymptotically exact decentralized solution to Gaussian processes, with online Bayesian model averaging for hyperparameter selection.
result Asymptotically exact decentralized Gaussian process approximation and online Bayesian model averaging.

A new method detects outliers using ensembles of Dirichlet process mixtures.

problem Challenges in unsupervised outlier detection using Dirichlet process mixtures.
method Ensembles of Dirichlet process Gaussian mixtures with random subspace and subsampling.
result Empirically outperforms existing approaches in unsupervised outlier detection.

Compact Gaussian model approximates deep ensemble predictions.

problem Efficiently approximating deep ensemble models for image prediction.
method Sparse-structured multivariate Gaussian with Cholesky parameterization trained to match pre-trained ensemble outputs.
result Compact representation captures uncertainty and structured correlations explicitly.

Real world systems typically feature a variety of different dependency types and topologies that complicate model selection for probabilistic graphical models. We introduce the ensemble-of-forests model, a generalization of the ensemble-of-trees model. Our model enables structure learning of Markov random fields (MRF) …

2013-12-17abs ↗pdf ↗

New nonlinear smoothers improve state estimation in chaotic systems.

problem Improving state estimation in chaotic dynamical systems with non-Gaussian behavior.
method Developed nonlinear backward ensemble transport smoothers with parameterization and regularization of transport maps.
result Nonlinear smoothers yield lower estimation error than conventional methods for comparable model evaluations.

This work evaluates uncertainty in deep Gaussian processes.

problem Uncertainty quantification in deep Gaussian processes.
method Hierarchical deep Gaussian processes (DGPs) and Deep Sigma Point Processes (DSPPs) evaluated on regression and classification tasks.
result DSPPs provide strong in-distribution calibration but are less robust under distribution shift compared to ensembles.

EnEMF uses Epanechnikov kernel for high-dimensional filtering, improving accuracy and robustness.

problem Suboptimal Gaussian mixture kernel density estimates in high-dimensional settings.
method Ensemble Epanechnikov mixture filter (EnEMF) using optimal Epanechnikov kernel.
result EnEMF reduces error per particle on high-dimensional systems like Lorenz '96.

Enhanced ensemble filters use machine learning to improve accuracy in filtering models.

problem Accuracy limitations of traditional ensemble Kalman filters.
method Introduces a measure neural mapping (MNM) to map joint predicted state and observation to updated state estimates.
result Superior root-mean-square-error performance compared to leading methods in filtering models.

We prove that a Gaussian ensemble of smooth random sections of a real vector bundle over compact manifold canonically defines a metric on the bundle together with a connection compatible with it. Additionally, we prove a refined Gauss-Bonnet-Chern theorem stating that if the bundle and the manifold are oriented, then t…

2014-08-25abs ↗pdf ↗

HD algorithm simulates dynamics on random matrix ensembles without generating full matrices.

problem Simulating dynamics on dense random matrix ensembles with high space and time complexity.
method Householder reflectors for adaptive and recursive construction, deferring decisions.
result Significant reductions in runtime and memory footprint for practical TnT \ll n.

Tree ensemble kernels improve Bayesian optimization for mixed features and constraints.

problem Optimizing over mixed-feature spaces with known constraints.
method Kernel interpretation of tree ensembles as Gaussian Process prior, compatible optimization formulation for acquisition function, integration of known constraints.
result Framework outperforms state-of-the-art methods for mixed-feature spaces and constraints.

We formulate the unitary rational orbifold conformal field theories in the algebraic quantum field theory framework. Under general conditions, we show that the orbifold of a given unitary rational conformal field theories generates a unitary modular category. Many new unitary modular categories are obtained. We also sh…

2000-04-24abs ↗pdf ↗

The paper learns compact implicit surface maps from streaming data using an ensemble of sparse Gaussian processes.

problem Creating compact and accurate implicit surface maps from streaming range data.
method An ensemble of sparse Gaussian process experts, incrementally adjusted, trades-off between model complexity and prediction error.
result The approach learns compact and accurate implicit surface models comparable to or better than exact GP regression with subsampled data.

Study develops ensemble machine learning framework for predicting groundwater heavy metal pollution.

problem Statistical complexity and spatial heterogeneity of heavy metal contamination in groundwater.
method Nested cross-validated ensemble machine learning with response transformations (raw, log, Gaussian copula).
result Copula-based models with DBSCAN clustering diagnostics provide the most reliable and interpretable assessments of groundwater contamination.

Bayesian deep ensembles improve prediction accuracy in various settings.

problem Improving prediction accuracy of deep ensembles in out-of-distribution settings.
method Introducing a randomised, untrainable function to each ensemble member, enabling a posterior predictive distribution interpretation.
result Bayesian deep ensembles make more conservative predictions and outperform standard ensembles in various tasks.

Recurrent neural networks are powerful models for processing sequential data, but they are generally plagued by vanishing and exploding gradient problems. Unitary recurrent neural networks (uRNNs), which use unitary recurrence matrices, have recently been proposed as a means to avoid these issues. However, in previous …

2016-10-31abs ↗pdf ↗

BI-EqNO improves Bayesian inference with flexible neural operators.

problem Inaccurate estimation of marginal likelihoods in approximate Bayesian methods.
method Equivariant neural operator framework for generalized approximate Bayesian inference.
result BI-EqNO enhances both deterministic and stochastic approaches to Bayesian inference.

Improved neural population modeling using shared features and ensemble detection.

problem Missing shared coding properties in neural latent variable models.
method Feature sharing across tuning curves and soft clustering of neurons.
result More interpretable and better-performing neural population models.

Study on determinants of unitary Brownian motion and their asymptotic laws.

problem Understanding determinants of unitary Brownian motion and their behavior over time.
method Using Stiefel fibration and skew-product decomposition of the Stiefel Brownian motion.
result Prove asymptotic laws for determinants of block entries of unitary Brownian motion.