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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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255075100 · May 202619922001200920172026
48 results for Kac-Rice density

The study of topological properties of random smooth maps, focusing on Kac-Rice formula and Betti numbers.

problem Topological and geometric properties of random smooth maps.
method Developed a general framework for differential geometric and topological issues of smooth Gaussian Random Fields, generalized Kac-Rice formula, applied to Kostlan random polynomials, and proved an original theorem in Differential Topology.
result The Betti numbers of the solution of a system of regular equations cannot decrease under a C0\mathcal{C}^0-small perturbation of the equations.

We analyze the landscape of empirical risk minimization for high-dimensional models, predicting phase transitions and critical point properties.

problem Understanding the complexity and structure of high-dimensional empirical risk landscapes.
method Using the Kac-Rice formula, we analyze the expected number of critical points and their spectral properties, providing detailed predictions.
result We derive complete topological phase diagrams for the phase retrieval problem, predicting BBP-type transitions and critical point stability.

The paper analyzes local minima in high-dimensional empirical risk minimization.

problem Understanding local minima in high-dimensional data models.
method Using Kac-Rice formula and proportional asymptotics, the paper derives bounds on local minima.
result Sharp asymptotics on estimation and prediction errors are derived.

Non-convex optimization with local search heuristics has been widely used in machine learning, achieving many state-of-art results. It becomes increasingly important to understand why they can work for these NP-hard problems on typical data. The landscape of many objective functions in learning has been conjectured to …

2017-06-18abs ↗pdf ↗

Study on complexity of random polynomials with deterministic spikes, identifying phase transitions.

problem Complexity of random Gaussian polynomials with deterministic spikes on a sphere.
method Variational formulas, Kac-Rice formula, determinant asymptotics of finite-rank perturbation of Gaussian Wigner matrices.
result Identification of a topological phase transition in the complexity function.

Study on variance of Laplace eigenfunctions on manifolds.

problem Investigating the variance of Laplace eigenfunctions on compact manifolds.
method Combining Kac-Rice formula, Wiener-Itô chaos decompositions, and pointwise Weyl law analysis.
result Established a quantitative bound for the fluctuations of nodal volumes, improving existing results.

We establish formulas that give the intrinsic volumes, or curvature measures, of sublevel sets of functions defined on Riemannian manifolds as integrals of functionals of the function and its derivatives. For instance, in the Euclidean case, if fC3(Rn,R)f \in \mathcal{C}^3(\mathbb{R}^n, \mathbb{R}) and 0 is a regular value of…

2019-03-04abs ↗pdf ↗

Study analyzes landscape complexity of empirical loss functions with correlated data.

problem Understanding the complexity of loss landscapes in machine learning with structured data.
method Kac-Rice formula and random matrix theory applied to high-dimensional empirical loss functions.
result Characterizes the average number of critical points in loss functions with structured data.

Consider a d×dd\times d matrix MM whose rows are independent centered non-degenerate Gaussian vectors ξ1,...,ξdξ_1,...,ξ_d with covariance matrices Σ1,...,ΣdΣ_1,...,Σ_d. Denote by Ei\mathcal{E}_i the location-dispersion ellipsoid of ξi:Ei=xRd:xΣi1x1ξ_i:\mathcal{E}_i={\mathbf{x}\in\mathbb{R}^d : \mathbf{x}^\topΣ_i^{-1} \mathbf{x}\leqslant1}. We sh…

2012-06-02abs ↗pdf ↗

MCD reformulates conditional density estimation into binary classification.

problem Conditional density estimation in statistical and machine learning.
method Marginal Contrastive Discrimination, reformulating into marginal and ratio density functions for binary classification.
result Significantly outperforms existing methods on most density models and regression datasets.

Paper proposes MMC to avoid high-density bias in clustering.

problem High-density bias in density-based clustering.
method Introduces mass distribution as a better foundation for clustering, proposing mass-maximization clustering (MMC).
result MMC avoids high-density bias and discovers clusters of arbitrary shapes, sizes, and densities.

New method minimizes robust density power-based divergences for general parametric densities.

problem Computational complexity of minimizing DPD for general parametric densities.
method Stochastic approach to minimize DPD for general parametric density models.
result Proposed method can be applied to minimize other density power-based γ-divergences.

Study exact minimax rates for density estimation over convex classes, extending previous work.

problem Deriving minimax rates for density estimation over convex density classes.
method Building on Le Cam's work, determine exact minimax rates using local metric entropy.
result Exact minimax rates derived for any convex density class, including nonparametric and parametric cases.

New method uses SoS densities and α-divergences for efficient sequential transport maps.

problem Efficiently generating samples from approximated densities.
method Sequential transport maps using Sum-of-Squares (SoS) densities and α-divergences.
result Convex optimization problems with efficient semidefinite programming solutions.

The volume density of a hyperbolic link is defined as the ratio of hyperbolic volume to crossing number. We study its properties and a closely-related invariant called the determinant density. It is known that the sets of volume densities and determinant densities of links are dense in the interval [0,v_{oct}]. We cons…

2015-10-20abs ↗pdf ↗

TAKDE optimizes kernel density estimation for real-time dynamic processes.

problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.

Optimizes kernel density ratios for better predictions and information measures.

problem Improving accuracy of kernel density estimates for density ratios.
method Derives an optimal weight function using calculus of variations.
result Reduces bias in kernel density estimates, leading to improved prediction posteriors and information-theoretic measures.

We introduce a novel conditional density estimation model termed the conditional density operator (CDO). It naturally captures multivariate, multimodal output densities and shows performance that is competitive with recent neural conditional density models and Gaussian processes. The proposed model is based on a novel …

2019-05-27abs ↗pdf ↗

Quantum method improves neural density estimation in high dimensions.

problem High-dimensional density estimation with poor performance and high computational complexity.
method Adaptive Fourier features based on quantum density matrices, integrated with neural networks.
result Competitive performance compared to state-of-the-art methods in various datasets.

Defines hierarchical clustering axioms for various densities.

problem Defining hierarchical clustering for different types of densities.
method An axiomatic approach to piecewise constant densities, then extending to general densities.
result Our axiomatic definition results in Hartigan's cluster tree under certain conditions.

The paper analyzes kNN density estimation's convergence rates under different conditions.

problem Analyzing convergence rates of kNN density estimation under bounded and unbounded support conditions.
method Examined two cases: bounded support with known and unknown support sets, and unbounded support with smooth density function.
result kNN density estimation is minimax optimal under certain conditions and better than kernel density estimation in some cases.

Develops spherical density-equalizing maps for closed surfaces.

problem Lack of methods for genus-0 closed surfaces.
method Conformal parameterization onto unit sphere, density equalization, quasi-conformal theory, harmonic energy, landmark constraints.
result Landmark-aligned spherical density-equalizing maps balancing different distortion measures.

Method uses normalizing flows to efficiently sample from complex target densities.

problem Sampling from complex target densities with zero values in regions of transformation.
method Normalizing flows to address exploding reverse Kullback-Leibler divergence.
result Demonstrated efficient sampling from multi-mode complex density function.