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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.

168,657 papers · 148 categories

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48 results for Hilbert-space

We give first examples of finitely generated groups having an intermediate, with values in (0,1), Hilbert space compression (which is a numerical parameter measuring the distortion required to embed a metric space into Hilbert space). These groups include certain diagram groups. In particular, we show that the Hilbert …

2004-11-26abs ↗pdf ↗

Study geometry of tetrahedra in complex hyperbolic space and Hilbert spaces.

problem Understanding geometric relationships between complex hyperbolic spaces and Hilbert spaces.
method Use a complex analog of the cosine of a vertex angle as a novel technical tool.
result Describe possible triangular faces of tetrahedra in hyperbolic space and three-dimensional subspaces in Hilbert spaces with Pick kernels.

This paper introduces Bayes Hilbert spaces for efficient posterior approximation.

problem Efficient posterior approximation in Bayesian models for large datasets.
method Develops Bayes Hilbert spaces for posterior approximation and connects them to Bayesian coresets and kernel-based distances.
result Bayes Hilbert spaces provide a novel framework for posterior approximation that is computationally efficient.

The article analyzes LCE in Hilbert space, deriving new formulas and regularisation methods.

problem Analyzing conditional expectation in infinite-dimensional Hilbert space.
method Establishing analytical properties and regularisation for LCE in Hilbert space, deriving new formulas.
result Simple derivation and intuitive justification of conditional mean embedding formula.

Austere submanifolds and arid submanifolds constitute respectively two different classes of minimal submanifolds in finite dimensional Riemannian manifolds. In this paper we introduce these two notions into a class of proper Fredholm (PF) submanifolds in Hilbert spaces, discuss their relation and show examples of infin…

2019-12-17abs ↗pdf ↗

If one tries to embed a metric space uniformly in Hilbert space, how close to quasi-isometric could the embedding be? We answer this question for finite dimensional CAT(0) cube complexes and for hyperbolic groups. In particular, we show that the Hilbert space compression of any hyperbolic group is 1.

2005-09-05abs ↗pdf ↗

The paper defines a category of Lagrangian correspondences in super Hilbert spaces and constructs a functorial field theory.

problem Understanding composition of Lagrangian correspondences in Hilbert spaces.
method Study of Lagrangian correspondences, construction of a category, and functorial field theory.
result Well-defined composition law in a category of Lagrangian correspondences.

Theoretical studies have proven that the Hilbert space has remarkable performance in many fields of applications. Frames in tensor product of Hilbert spaces were introduced to generalize the inner product to high-order tensors. However, these techniques require tensor decomposition which could lead to the loss of infor…

2017-06-25abs ↗pdf ↗

We show that every complete metric space is homeomorphic to the precise locus of zeros of an entire analytic map from a Hilbert space to a Banach space. As a corollary, every complete separable metric space is homeomorphic to the precise locus of zeros of an entire analytic map between two separable complex Hilbert spa…

1995-03-28abs ↗pdf ↗

Extends PF submanifold results and connects Kac-Moody spaces.

problem Computational results and submanifold geometry of PF actions.
method Defines isomorphism between Hilbert spaces, shows equivariance, and uses parallel transport.
result Shows natural isomorphism between Kac-Moody spaces of group type.

A weakly reflective submanifold is a minimal submanifold of a Riemannian manifold which has a certain symmetry at each point. In this paper we introduce this notion into a class of proper Fredholm (PF) submanifolds in Hilbert spaces and show that there exist so many infinite dimensional weakly reflective PF submanifold…

2019-04-17abs ↗pdf ↗

Study on gradient descent in Hilbert spaces with Markov chains, focusing on mixing coefficients.

problem Analyzing convergence of gradient descent in Hilbert spaces with stationary Markov chains.
method Examined strictly stationary Markov chains with φφ- and ββ-mixing coefficients, derived probabilistic upper bounds.
result Probabilistic upper bounds on convergence behavior of gradient descent algorithm based on mixing coefficients.

New method uses neural nets in Hilbert space for option pricing on flow forwards.

problem Pricing options on flow forwards with neural networks in Hilbert space.
method Optimization problem in Hilbert space solved by a novel feedforward neural network architecture.
result Excellent numerical efficiency and superior performance over classical methods.

Study entropic regularization of Gaussian measures and processes on Hilbert space.

problem Regularizing 2-Wasserstein distance for infinite-dimensional Gaussian measures and processes.
method Minimum Mutual Information property, closed form formulas, Fréchet differentiability, Sinkhorn barycenter equation.
result Entropic 2-Wasserstein distance and Sinkhorn divergence are Fréchet differentiable in Hilbert space.

Gromov showed that for fixed, arbitrarily large C, any uniformly C-Lipschitz affine action of a random group in his graph model on a Hilbert space has a fixed point. We announce a theorem stating that more general affine actions of the same random group on a Hilbert space have a fixed point. We discuss some aspects of …

2017-05-07abs ↗pdf ↗

When there is a family of complex structures on the phase space, parametrized by a set SS, the prequantum Hilbert spaces produced by geometric quantization, using the half-form correction, also depends on these parameters. This way we obtain a field of Hilbert spaces p:HprQSp:H^{pr Q}\rightarrow S. We show that this field …

2018-08-12abs ↗pdf ↗

Quantum Graphical Models (QGMs) generalize classical graphical models by adopting the formalism for reasoning about uncertainty from quantum mechanics. Unlike classical graphical models, QGMs represent uncertainty with density matrices in complex Hilbert spaces. Hilbert space embeddings (HSEs) also generalize Bayesian …

2018-10-29abs ↗pdf ↗

The paper proposes a Gaussian mixture model for Hilbert-space-valued data.

problem Challenges in characterizing probability measures for infinite-dimensional random objects.
method Gaussian mixture framework based on kernel mean embeddings.
result The proposed algorithm yields a dense class of approximations in infinite-dimensional spaces.

Study of LQ MFGs in infinite-dimensional Hilbert spaces.

problem Mean field games in infinite-dimensional settings with stochastic dynamics.
method Analysis of coupled semilinear infinite-dimensional stochastic evolution equations, development of Nash equilibrium.
result Characterization of unique Nash equilibrium in the limit of many agents.

We construct a prequantum 2-Hilbert space for any line bundle gerbe whose Dixmier-Douady class is torsion. Analogously to usual prequantisation, this 2-Hilbert space has the category of sections of the line bundle gerbe as its underlying 2-vector space. These sections are obtained as certain morphism categories in Wald…

2016-08-30abs ↗pdf ↗

This work bridges stochastic interpolants to infinite-dimensional Hilbert spaces.

problem Limited flexibility in generating arbitrary distributions for function-valued data.
method Establishes a rigorous framework for stochastic interpolants in infinite-dimensional Hilbert spaces.
result Achieves state-of-the-art results in conditional generation for complex PDE-based benchmarks.

Defines complex structure for families of Hilbert spaces with reasonable curvature.

problem Curvature of families of Hilbert spaces not forming a holomorphic bundle.
method Defines a new complex analytic structure and curvature for families of Hilbert spaces.
result New proof of Berndtsson's theorem on curvature of direct images of semi-positively twisted relative canonical bundles.

This study describes the Fisher-Rao metric on Gaussian measures in infinite-dimensional spaces.

problem Understanding the Fisher-Rao metric in infinite-dimensional Gaussian settings.
method Explicit description and generalization of finite-dimensional quantities to infinite-dimensional Hilbert spaces.
result The Fisher-Rao metric and related geometric quantities generalize from finite to infinite dimensions.

Study introduces new Bernstein inequalities for dependent data in Hilbert spaces.

problem Learning from non-independent and non-identically distributed data.
method Data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert space.
result Achieved novel risk bounds for covariance operator estimation and operator learning.

Novel Hilbert space Gaussian process improves sequential design accuracy and efficiency.

problem Efficiently implementing Gaussian process acquisition functions for expensive simulations.
method Proposed a truncated eigenbasis representation for closed-form evaluation of IMSE acquisition function.
result Significantly lower prediction error and reduced computation time compared to benchmarks.

Geometric quantization often produces not one Hilbert space to represent the quantum states of a classical system but a whole family HsH_s of Hilbert spaces, and the question arises if the spaces HsH_s are canonically isomorphic. [ADW] and [Hi] suggest to view HsH_s as fibers of a Hilbert bundle HH, introduce a connec…

2010-04-27abs ↗pdf ↗

Study on geometric Jensen-Shannon divergence for Gaussian measures in Hilbert space.

problem Computing divergence between Gaussian measures in infinite-dimensional Hilbert space.
method Closed form expression and regularization for divergence calculation.
result Closed form expression and regularization for Geometric Jensen-Shannon divergence.

Kernel methods are studied in a mean field limit for high-dimensional data.

problem Analyzing kernel methods in high-dimensional data with many variables.
method Investigation of kernel methods in the mean field limit of interacting particle systems.
result Rigorous mean field limit of kernels and detailed analysis of the limiting reproducing kernel Hilbert space.

A new method estimates multi-dimensional value distributions using Hilbert space embeddings.

problem Estimating value distributions in complex, multi-dimensional reinforcement learning settings.
method Hilbert space mappings and kernel mean embeddings to estimate the kernel mean embedding of multi-dimensional value distributions.
result Uniform convergence guarantees and robust off-policy evaluation demonstrated in simulations.

This paper presents a general coding method where data in a Hilbert space are represented by finite dimensional coding vectors. The method is based on empirical risk minimization within a certain class of linear operators, which map the set of coding vectors to the Hilbert space. Two results bounding the expected recon…

2010-02-03abs ↗pdf ↗