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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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2985968931,191 · Jun 202019922001200920172026
48 results for Laplace's method

A new method combines Laplace and Variational Bayes for scalable inference.

problem Complex models and large datasets make exact inference infeasible.
method Low-Rank Variational Bayes Correction (VBC) using Laplace method and Variational Bayes correction in a lower dimension.
result The method ensures scalability in both model complexity and data size.

Revisits online Laplace methods for neural networks, showing they are sound under certain conditions.

problem Online Laplace methods violate the Laplace approximation's critical assumption.
method Re-derives online Laplace methods, showing they target a variational bound on a mode-corrected variant of the Laplace evidence.
result Online Laplace and its mode-corrected counterpart share stationary points that satisfy the Laplace method's assumption.

New methods improve Laplace approximations for deep neural networks by selecting key parameters.

problem Improving uncertainty quantification in deep neural networks using computationally feasible approximations.
method Gradient-Laplace and Greedy-Laplace methods for selecting parameters in sub-network Laplace approximations.
result Gradient-Laplace method outperforms existing heuristic approaches and provides formal optimality guarantees.

In this paper we apply the innovative Laplace transformation method introduced by Sheen, Sloan, and Thomée (IMA J. Numer. Anal., 2003) to solve the Black-Scholes equation. The algorithm is of arbitrary high convergence rate and naturally parallelizable. It is shown that the method is very efficient for calculating vari…

2009-01-29abs ↗pdf ↗

Paper introduces Laplace-HDC for better binary hyperdimensional computing.

problem Improving binary hyperdimensional computing for spatial information.
method Develops Laplace-HDC using the Laplace kernel and Haar convolutional features.
result Laplace-HDC outperforms previous methods in encoding spatial information.

Method finds domain of Laplace-Beltrami operator on 2D almost-Riemannian manifolds.

problem Determining the domain of the Laplace-Beltrami operator on 2D almost-Riemannian manifolds with tangency points.
method Using tools from Lie groupoids, natural domains of perturbations are found.
result Method allows treatment of geometries with tangency points.

New iterative methods improve Vecchia-Laplace approximations for large data sets.

problem Inaccurate and slow Vecchia-Laplace approximations for large data sets.
method Iterative methods to improve Vecchia-Laplace approximations, including preconditioners and novel methods for predictive variances.
result Order of magnitude speed-up and threefold increase in prediction accuracy compared to state-of-the-art methods.

CLAPS improves conformal regression by adaptively scaling interval widths based on last-layer Laplace uncertainty.

problem Lack of adaptive interval width scaling in conformal regression for heterogeneous inputs.
method CLAPS uses heteroscedastic last-layer Laplace uncertainty to adaptively scale interval widths, combining aleatoric and epistemic uncertainties.
result CLAPS provides competitive interval efficiency with nominal-level coverage, reducing to aleatoric scaling as epistemic uncertainty decreases.

The paper extends a method for numerical conformal mappings to surfaces using Laplace-Beltrami equations.

problem Computing conformal mappings between Riemannian surfaces.
method Adapting the conjugate function method to Riemannian surfaces using hphp-adaptive finite element methods.
result Highly accurate numerical computations of conformal mappings on surfaces, including complex geometries.

We study discrete conjugate nets whose Laplace sequence is of period four. Corresponding points of opposite nets in this cyclic sequence have equal osculating planes in different net directions, that is, they correspond in an asymptotic transformation. We show that this implies that the connecting lines of correspondin…

2011-04-19abs ↗pdf ↗

This thesis disentangles Gauss-Newton and variational approximations in Bayesian deep learning.

problem Understanding the interplay between the Gauss-Newton method and variational approximations in Bayesian deep learning.
method Analysis of the Gauss-Newton method and Laplace/Gaussian variational approximations for neural networks.
result The combination of the Gauss-Newton method with approximate inference can be cast as inference in a linear or Gaussian process model.

Improves Laplace approximation for Bayesian inference on Riemannian manifolds.

problem Inaccurate Gaussian approximations for complex targets and finite-data posteriors.
method Develops alternative variants of the Laplace approximation using a Riemannian metric.
result Exact approximations at the limit of infinite data, improving practical performance.

Bayesian neural networks approximate Gaussian, this method adapts to non-Gaussian posteriors.

problem Bayesian neural networks struggle with non-Gaussian posteriors, leading to poor performance.
method Proposes a Riemannian Laplace approximation to adapt to the shape of the true posterior.
result Consistently improves over conventional Laplace approximation across tasks.

The paper extends graph-based semi-supervised learning to infinite-dimensional Wasserstein space.

problem Graph-based semi-supervised learning in high-dimensional data.
method Laplace Learning in the Wasserstein space, proving variational convergence and characterizing the Laplace-Beltrami operator.
result Consistent classification performance in high-dimensional settings.

The paper proves a new method to find the maximum Laplace eigenvalues on surfaces.

problem Maximizing Laplace eigenvalues on surfaces of fixed volume.
method Developed a new proof using the approach by the second author and Y. Sire.
result The maximum of the kk-th Laplace eigenvalue is either attained on a metric with conical singularities or in the limit with a bubble tree.

Let x:MEmx : M \to E^m be an isometric immersion of a Riemannian manifold MM into a Euclidean mm-space. Denote by ΔΔ the Laplace operator of MM. Then ΔΔ gives rise to a differentiable map L:MEmL :M \to E^m, called the Laplace map, defined by L(p)=(Δx)(p)L(p)=(Δx)(p), pMp\in M. We call L(M)L(M) the Laplace image, and the transformat…

2013-07-05abs ↗pdf ↗

Researchers compute the full spectrum of Laplace operator on distance spheres in symmetric spaces.

problem Computing the full Laplace spectrum on distance spheres in symmetric spaces.
method Lie-theoretic methods to explicitly compute the spectrum.
result Unified formula for the full spectrum of Laplace operator on distance spheres in symmetric spaces of rank one.

Enhances predictive performance in Bayesian deep learning via generalized Laplace approximation.

problem Inconsistency in Bayesian deep learning.
method Interprets posterior tempering as a correction for model misspecification and recalibration of priors. Introduces generalized Laplace approximation.
result Generalized Laplace approximation enhances predictive performance.

Estimates eigenvalues of poly-Laplace operator on lattice subgraphs.

problem Estimating eigenvalues of poly-Laplace operator on subgraphs of lattice graphs.
method Introduced discrete poly-Laplace operator, derived upper and lower bounds for eigenvalues.
result Poly-Laplace eigenvalues are at least squares of lower-order poly-Laplace eigenvalues.

New study proves no strictly positive solutions to a specific Laplace equation on certain manifolds.

problem Existence of strictly positive solutions to a critical Laplace equation on manifolds with nonnegative Ricci curvature.
method Analyzed a suitable function defined along the level sets of the solution.
result No strictly positive solutions exist unless the manifold is isometric to R^n and the solution is a Talenti function.

Unified method to compute Laplace spectra on homogeneous principal bundles.

problem Computing the Laplace-Beltrami spectrum on homogeneous principal bundles.
method Unified representation-theoretic approach using generalized canonical variations and spectral branching criterion.
result Explicit formulas for the full spectra of several geometric families.

Develops a new method to compute risk-sharing allocations using Laplace transforms.

problem Complex integrals in computing conditional mean risk-sharing allocations.
method Uses Laplace-Stieltjes transforms to compute risk-sharing allocations from joint transforms.
result Provides closed-form or semi-analytic solutions for a broad class of distributions.

Adapts linearised Laplace method for deep learning models.

problem Incompatibility of linearised Laplace method with modern deep learning tools.
method Examines and adapts linearised Laplace method for model selection in deep learning.
result Recommendations for better adapting linearised Laplace method to modern deep learning.

Bayesian nonparametric models get better posterior estimates via SPDE methods.

problem Estimating posterior distributions in nonparametric Bayesian models.
method Extending diffusion methods to SPDEs on Hilbert spaces for posterior contraction and Laplace approximation.
result Derivation of posterior contraction rates and finite-sample Bernstein von Mises results.

A new method for uncertainty estimation in neural networks using existing optimization steps.

problem Uncertainty quantification in deep neural networks.
method L2M: Practical posterior Laplace approximation with optimization-driven second moment estimation.
result L2M method yields reasonable results without requiring changes in models or extra computational steps.

Study on Lawson surfaces' first Laplace eigenvalue using symmetry and algebraic methods.

problem Yau's conjecture on first eigenvalue of minimal hypersurfaces in the sphere.
method Symmetry-based approach exploiting discrete reflection symmetries and algebraic structure of reflection groups.
result Equality λ1(ξ_{m,k})=2 for Lawson surfaces with m and k even.

Bayesian tensor train kernel machine uses Laplace approximation for scalable GP regression.

problem Scalability limitations of Gaussian process regression.
method Bayesian tensor train kernel machine with Laplace approximation and variational inference.
result VI replaces cross-validation and offers up to 65x faster training.

Formula derived for Laplace-Beltrami on Stiefel manifold.

problem Finding Laplace-Beltrami operator on Stiefel manifold.
method Using the general framework of Laplace operators on constraint manifolds, derived the explicit formula in terms of ambient Euclidean coordinates.
result Extended previously known formulas for sphere and special orthogonal group.

Study compares eigenvalues on spherically symmetric manifolds to Euclidean balls.

problem Comparing eigenvalues on spherically symmetric manifolds to Euclidean balls.
method Examines Dirichlet Laplace eigenvalues on balls of spherically symmetric manifolds and Euclidean space.
result Eigenvalues on spherically symmetric manifolds are smaller for small radii, but larger for hyperbolic spaces.

The paper analyzes Laplace learning for Gaussian measure data in infinite dimensions, proving convergence.

problem Analyzing Laplace learning for infinite-dimensional Gaussian measure data.
method Minimizes Dirichlet energy on a graph constructed from the full dataset.
result Proves pointwise convergence of the graph Dirichlet energy for Gaussian measure data.

In this paper, we develop a method of solving the Poincaré-Lelong equation, mainly via the study of the large time asymptotics of a global solution to the Hodge-Laplace heat equation on (1,1)(1, 1)-forms. The method is effective in proving an optimal result when MM has nonnegative bisectional curvature. It also provides …

2011-09-28abs ↗pdf ↗

Laplace kernel and Neural Tangent Kernels are shown to be nearly identical for normalized data.

problem Understanding the similarity between Laplace and Neural Tangent Kernels.
method Theoretical analysis and experiments on normalized data.
result Laplace kernel and Neural Tangent Kernels have nearly identical eigenfunctions and RKHS for normalized data.

The paper studies graph Laplace operator behavior near isolated singularities.

problem Investigating asymptotics of graph Laplace operator near isolated singularities.
method Analyzing curvature growth and conformal modifications to understand operator behavior.
result The graph Laplace operator converges to a weighted Laplace-Beltrami operator as bandwidth decreases, or behaves like \(O(\frac{1}{\sqrt{t}})\) if curvature grows too fast.

QLA improves Bayesian uncertainty estimation for DNNs without increasing computational cost.

problem Overconfident out-of-distribution predictions from DNNs.
method Proposes Quadratic Laplace Approximation (QLA) to improve Bayesian uncertainty quantification.
result QLA yields modest yet consistent uncertainty estimation improvements over Linearized Laplace Approximation (LLA) on five regression datasets.