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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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65130195260 · Jun 202019922001200920172026
48 results for Kernel distance

Measuring conditional independence is one of the important tasks in statistical inference and is fundamental in causal discovery, feature selection, dimensionality reduction, Bayesian network learning, and others. In this work, we explore the connection between conditional independence measures induced by distances on …

2019-12-02abs ↗pdf ↗

In the context of kernel methods, the similarity between data points is encoded by the kernel function which is often defined thanks to the Euclidean distance, a common example being the squared exponential kernel. Recently, other distances relying on optimal transport theory - such as the Wasserstein distance between …

2020-02-05abs ↗pdf ↗

New kernel improves MMDs with theoretical guarantees for gradient flows.

problem Non-smoothness of negative distance kernel in MMDs.
method Smoothed 1D absolute value function followed by fractional integral transform.
result Improved theoretical guarantees for Wasserstein gradient flows.

Extends Mahalanobis distance to Banach spaces for anomaly detection.

problem Anomaly detection in infinite-dimensional spaces.
method Generalizes Mahalanobis distance to Banach spaces via Cameron-Martin norm and variance norm.
result Kernelized nearest-neighbour Mahalanobis distance outperforms traditional methods for time series novelty detection.

A new distance metric compares probability distributions using kernel covariance operators.

problem Comparing probability distributions in machine learning tasks.
method Introduces a novel distance metric based on Schatten norm of kernel covariance operators.
result The new distance metric is more discriminative and robust to hyperparameters.

Optimal transport distances, otherwise known as Wasserstein distances, have recently drawn ample attention in computer vision and machine learning as a powerful discrepancy measure for probability distributions. The recent developments on alternative formulations of the optimal transport have allowed for faster solutio…

2015-11-10abs ↗pdf ↗

The Wasserstein distance is a powerful metric based on the theory of optimal transport. It gives a natural measure of the distance between two distributions with a wide range of applications. In contrast to a number of the common divergences on distributions such as Kullback-Leibler or Jensen-Shannon, it is (weakly) co…

2019-05-22abs ↗pdf ↗

This thesis improves kernel-based distances for statistical inference and integration.

problem Efficiently measuring distances between probability distributions for robust and smooth modeling.
method Kernel-based distances, focusing on maximum mean discrepancy (MMD) and novel kernel quantile discrepancies.
result Improved MMD estimators for simulation-based inference and conditional expectations.

Models like support vector machines or Gaussian process regression often require positive semi-definite kernels. These kernels may be based on distance functions. While definiteness is proven for common distances and kernels, a proof for a new kernel may require too much time and effort for users who simply aim at prac…

2018-07-10abs ↗pdf ↗

Revises SWK for persistence diagrams using Figalli-Gigli distance.

problem Efficiently embedding persistence diagrams in a Hilbert space.
method Directly use Figalli-Gigli distance to build a positive definite kernel.
result SFGK shares properties with SWK and performs similarly on benchmarks.

For many machine learning problem settings, particularly with structured inputs such as sequences or sets of objects, a distance measure between inputs can be specified more naturally than a feature representation. However, most standard machine models are designed for inputs with a vector feature representation. In th…

2018-02-14abs ↗pdf ↗

Proposes a new method for posterior sampling using MMD with negative distance kernel.

problem Posterior sampling and conditional generative modeling.
method Approximates joint distribution using discrete Wasserstein gradient flows of MMD with negative distance kernel.
result Establishes an error bound for posterior distributions and proves the method is a Wasserstein gradient flow.

Maximum mean discrepancy (MMD), also called energy distance or N-distance in statistics and Hilbert-Schmidt independence criterion (HSIC), specifically distance covariance in statistics, are among the most popular and successful approaches to quantify the difference and independence of random variables, respectively. T…

2017-08-28abs ↗pdf ↗

Persistence diagrams (PDs) play a key role in topological data analysis (TDA), in which they are routinely used to describe topological properties of complicated shapes. PDs enjoy strong stability properties and have proven their utility in various learning contexts. They do not, however, live in a space naturally endo…

2017-06-11abs ↗pdf ↗

Paper provides GOT convergence guarantees for sub-gamma distributions and dependent samples.

problem Estimating GOT distance under general settings.
method Gaussian-smoothed optimal transport (GOT) framework, sub-gamma distributions, dependent samples, kernel MMD distances.
result Convergence guarantees for GOT distance under more general settings.

Kernel measures similarity of nonlinear causal structures in heterogeneous populations.

problem Learning causal structure in populations with diverse underlying structures.
method Distance covariance-based kernel for measuring similarity of causal structures.
result Kernel enables clustering of homogeneous subpopulations for causal structure learning.

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.

Unified framework evaluates different nearest neighbor classification methods.

problem Evaluating and comparing classical, fuzzy, and fuzzy rough nearest neighbor classification methods.
method Standardized nearest neighbor weighting with kernel functions applied to distance and/or rank values of nearest neighbors.
result NN, FNN, and FRNN perform best with Boscovich distance, and NN and FRNN perform best with specific combinations of weights and scaling measures.

Monge-Kantorovich distances, otherwise known as Wasserstein distances, have received a growing attention in statistics and machine learning as a powerful discrepancy measure for probability distributions. In this paper, we focus on forecasting a Gaussian process indexed by probability distributions. For this, we provid…

2017-01-31abs ↗pdf ↗

Gaussian kernels on complex manifolds are never positive definite.

problem Analyzing positive definiteness of Gaussian kernels on non-simply-connected Riemannian manifolds.
method Combining recent preprint analysis and classical Riemannian geometry comparison theorems.
result Gaussian kernels are never positive definite on non-simply-connected closed Riemannian manifolds.

High dimensional structured data such as text and images is often poorly understood and misrepresented in statistical modeling. The standard histogram representation suffers from high variance and performs poorly in general. We explore novel connections between statistical translation, heat kernels on manifolds and gra…

2012-06-20abs ↗pdf ↗

Researchers derived heat kernel expansions for non-compact spaces using Witten deformation.

problem Heat kernel expansions on non-compact spaces, especially for Witten Laplacians.
method Introduced parabolic distance and used it to derive asymptotic expansions.
result Derived an asymptotic expansion of trace of heat kernel for small-time tt.

New method for reducing dimensions of distributional data.

problem Nonlinear sufficient dimension reduction for distribution-on-distribution regression.
method Building universal kernels on metric spaces to characterize conditional independence.
result Method outperforms competing methods in synthetic and real data applications.

This paper presents a distance-based discriminative framework for learning with probability distributions. Instead of using kernel mean embeddings or generalized radial basis kernels, we introduce embeddings based on dissimilarity of distributions to some reference distributions denoted as templates. Our framework exte…

2018-03-01abs ↗pdf ↗

We consider the problem of metric learning subject to a set of constraints on relative-distance comparisons between the data items. Such constraints are meant to reflect side-information that is not expressed directly in the feature vectors of the data items. The relative-distance constraints used in this work are part…

2016-12-01abs ↗pdf ↗

A new graph kernel uses LCS and Wasserstein distance for better graph comparisons.

problem Graph learning methods can be limited by information from distant vertices and path length constraints.
method Proposes a Graph Kernel based on LCS similarity and Wasserstein distance in a novel metric space.
result The new kernel emphasizes comparisons between similar paths and reduces information loss.

DEOT method compares distributions across agents with privacy and efficiency.

problem Comparing distributions across agents in a distributed system.
method Decentralized entropic optimal transport with mini-batch randomized block-coordinate descent and decentralized kernel approximation.
result The method provides a privacy-preserving and communication-efficient solution to distributed distribution comparison.

Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted average of the surrounding training examples. The weights are typically computed b…

2017-12-25abs ↗pdf ↗

The study compares Euclidean and cosine distances in medical drug prescription prediction.

problem Comparing Euclidean and cosine distances in medical drug prescription prediction.
method Established geometric properties and compared distances in real-world medical data.
result Different distances lead to different optimizing nonlinear kernel embedding frameworks.

New method approximates MMD using pseudo-differential operators and singular values.

problem Approximating MMD with pseudo-differential operators and singular values.
method Corresponding pseudo-differential operators to Mercer kernels, approximating p(x,y)p({\mathbf x}, {\mathbf y}) with its first rr singular values.
result The new MMD distance measures the difference of two distributions with respect to rr^\ast local moments, where rr^\ast depends on singular values decay rate.

Paper develops KMS Wasserstein for high-dimensional data reduction.

problem Optimal transport's curse of dimensionality in high-dimensional data.
method Kernel max-sliced (KMS) Wasserstein distance for dimensionality reduction.
result Sharp finite-sample guarantees for KMS pp-Wasserstein distance.

A new metric compares true and learned causal graphs considering data and graph structure.

problem Comparing true and learned causal graphs accurately.
method Continuous Structural Intervention Distance (CSID) using conditional mean embeddings and maximum mean discrepancy.
result Validated the CSID with synthetic data, showing its effectiveness in comparing causal graphs.

Support Vector Data Description (SVDD) is a machine learning technique used for single class classification and outlier detection. SVDD based K-chart was first introduced by Sun and Tsung for monitoring multivariate processes when underlying distribution of process parameters or quality characteristics depart from Norm…

2016-07-25abs ↗pdf ↗