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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.

169,291 papers · 148 categories

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3672107143 · May 202619922001200920182026
48 results for Lipschitz densities

Bi-Lipschitz flows approximate a wide range of distributions.

problem Characterizing the expressivity of bi-Lipschitz normalizing flows.
method Linking score regularity to transport map bi-Lipschitzness via probability flow ODE.
result Gaussian pullbacks induced by bi-Lipschitz variance-preserving transport maps are L1L^1-dense among all probability densities.

ELF simplifies normalizing flows, making them more efficient and universal.

problem Computational inefficiency of normalizing flows.
method ELF introduces a simple, one-layer network with closed-form Lipschitz constants, combining the ease of residual flows with the performance of autoregressive flows.
result ELF is a provably universal density approximator, more efficient computationally and parameter-wise.

i-DenseNets improve parameter efficiency and performance in density estimation.

problem Improving parameter efficiency and performance in density estimation models.
method Invertible Dense Networks (i-DenseNets) with learnable weighted concatenation and Concatenated LipSwish activation function.
result i-DenseNets outperform Residual Flows and other flow-based models in bits per dimension.

We construct a smooth compact n-dimensional manifold Y with one point singularity such that all its Lipschitz homotopy groups are trivial, but Lipschitz mappings Lip(S^n,Y) are not dense in the Sobolev space W^{1,n}(S^n,Y). On the other hand we show that if a metric space Y is Lipschitz (n-1)-connected, then Lipschitz …

2013-06-27abs ↗pdf ↗

The implicit function theorem is proven for Lipschitz mappings into metric spaces.

problem Proving the implicit function theorem for mappings into arbitrary metric spaces.
method Metric change of variables and positive upper density.
result There exists a local diffeomorphism and a projection map satisfying the theorem.

This work improves density estimation by characterizing pdf complexity using NL-spectrum.

problem Improving density estimation rates for general probability densities.
method Introducing NL-spectrum to characterize pdf complexity and deriving dimension-independent rates of convergence.
result Dimension-independent rates of convergence for fast density estimation.

Residual Flows improve flow-based models for density estimation.

problem Density estimation using flow-based models with biased log-density estimates.
method Proposed a Russian roulette estimator for unbiased log-density estimation and used an alternative infinite series for gradient calculation. Improved invertible residual blocks with activation functions avoiding derivative saturation and generalized Lipschitz condition to induced mixed norms.
result Residual Flows achieve state-of-the-art performance on density estimation and outperform coupling block networks in joint generative and discriminative modeling.

The study shows that certain graphs are regular at boundary points.

problem Boundary regularity of anisotropic minimal Lipschitz graphs.
method Proves regularity for graphs with bounded anisotropic mean curvature and atomic energy condition.
result Regularity at boundary points with density bounded above by 1/2 + σ.

Study on hypothesis testing for densities and multinomials, showing local minimax rates and critical radii.

problem Testing goodness-of-fit for distributions with varying number of categories or unbounded support.
method Developed novel tests for both discrete and continuous cases, considering local minimax rates and critical radii.
result Characterized the dependence of critical radii on the null hypothesis and provided adaptive tests.

The paper explores density of stable mappings and their properties.

problem Density of stable mappings in different dimensions.
method Infinitesimal and algebraic methods to prove density of proper stable and topologically stable mappings.
result Density of topologically stable mappings holds for any pair (n,p), and for proper stable mappings if (n,p) is in nice dimensions.

Density-Softmax improves uncertainty estimation and robustness without sampling, reducing model size and latency.

problem Sampling-based uncertainty estimation methods suffer from large model size and high latency.
method Combines a Lipschitz-constrained feature extractor with the softmax layer to create a sampling-free deterministic framework.
result Density-Softmax reduces over-confidence under distribution shifts and achieves competitive results in uncertainty and robustness.

We relate the Lipschitz-Killing measures of a definable set XRnX \subset \mathbb{R}^n in an o-minimal structure to the volumes of generic polar images. For smooth submanifolds of Rn\mathbb{R}^n, such results were established by Langevin and Shifrin.Then we give infinitesimal versions of these results. As a corollary, we…

2015-12-09abs ↗pdf ↗

Improved MLMC method for barrier options with non-Lipschitz coefficients.

problem Efficiency improvement for barrier option pricing with non-Lipschitz diffusion.
method Interpolated Drift Implicit Euler MLMC method, Lamperti transformation, Brownian bridge technique.
result Improved efficiency of MLMC for barrier options with non-Lipschitz coefficients.

Let ΣΣ be a hypersurface in an nn-dimensional Riemannian manifold MM, n2n\geqslant 2. We study the isometric extension problem for isometric immersions f:ΣRnf:Σ\to\mathbb R^n, where Rn\mathbb R^n is equipped with the Euclidean standard metric. We prove a general curvature obstruction to the existence of merely differen…

2015-01-13abs ↗pdf ↗

New method models fat-tailed distributions with anisotropic tail-adaptive flows.

problem Gaussian-based variational inference fails to accurately capture tail decay in fat-tailed distributions.
method Improved theory on tails of flows, developed anisotropic tail-adaptive flows (ATAF).
result ATAF models tail-anisotropy, outperforming prior work on synthetic and real-world targets.

Extends Penrose's method to null shells with pressure and energy flux.

problem Constructing null thin shells with arbitrary gravitational/matter content.
method Derive locally Lipschitz metric and coordinate transformation.
result Example of null shell with non-trivial energy density, flux, and pressure in Minkowski space.

The study examines stationary integral varifolds near multiplicity 2 planes, proving regularity under specific conditions.

problem Understanding the structure of stationary integral varifolds near multiplicity 2 planes.
method Investigates the structure of varifolds close to planes with multiplicity 2, proving an ε-regularity theorem under certain conditions.
result In B1/2(0)B_{1/2}(0), VV is represented by the graph of a Lipschitz 2-valued function over P0P_0 with small Lipschitz constant; all tangent cones at singular points are unique and comprised of stationary unions of 4 half-planes.

Paper provides estimates for varifolds with critical mean curvature.

problem Estimating tilt-excess on varifolds with critical mean curvature.
method Generalizing Lipschitz approximation and Sobolev-Poincaré estimates to almost-integral rectifiable varifolds.
result VMO-type estimates for quadratic tilt-excess on varifolds with critical mean curvature.

We introduce multiscale invariant dictionaries to estimate quantum chemical energies of organic molecules, from training databases. Molecular energies are invariant to isometric atomic displacements, and are Lipschitz continuous to molecular deformations. Similarly to density functional theory (DFT), the molecule is re…

2016-05-16abs ↗pdf ↗

New statistics are introduced that maintain the Fisher metric structure closely, akin to sufficient statistics.

problem Maintaining the Fisher metric structure in statistical models.
method Characterizing statistics that maintain the Fisher metric structure bi-Lipschitz equivalently.
result Characterized statistics that preserve the Fisher metric structure closely.

Paper introduces a new histogram estimator for nonparametric density estimation that improves performance.

problem Smoothness-based nonparametric density estimators are not optimal for all types of data.
method Incorporates a multi-view latent variable model into histogram-style estimators.
result A new histogram estimator converges faster to multi-view models in L1L^1 error.

Improved MLMC method for robust and efficient probability and density estimation.

problem Stability and poor complexity of MLMC for low-regularity functionals.
method Numerical smoothing combined with MLMC for deterministic quadrature methods.
result Significant improvement in strong convergence and robustness of MLMC method.

HMC with leapfrog integrator mixes faster than MALA under certain smoothness conditions.

problem Analyzing the mixing time of HMC and MALA for sampling from smooth distributions.
method Bounding gradient complexity and leveraging invariance of joint distribution.
result Metropolized HMC with more leapfrog steps outperforms MALA in total variation distance.

Constructs a map with prescribed local Lipschitz constants on a subset of a manifold.

problem Creating a Lipschitz map with specific local Lipschitz constants on a subset of a manifold.
method Constructs a Lipschitz map that matches a given map on a subset and has a local Lipschitz constant defined by a continuous function.
result A Lipschitz map can be constructed with a local Lipschitz constant prescribed by a continuous function.

Maps between certain Lipschitz manifolds are isometries if they preserve volume.

problem Volume preservation and isometry conditions for Lipschitz manifolds.
method Volume-preserving 1-Lipschitz maps from integral currents onto infinitesimally Euclidean Lipschitz manifolds.
result Volume-preserving maps are isometries under given conditions.

Paper provides statistical guarantees for GANs estimating Hölder space densities.

problem Statistical properties and theoretical guarantees for GANs.
method Approximation and statistical guarantees for GANs using Hölder space densities.
result GANs are consistent estimators of data distributions under strong discrepancy metrics.

New algorithm improves quantized neural networks for image classification.

problem Improving approximation capabilities of quantized neural networks.
method Proposed a novel gradient-based training algorithm for quantized neural networks.
result State-of-the-art performance on image classification benchmarks.

Simplified uHMC with time integration improves accuracy and efficiency.

problem Improving the efficiency and accuracy of Hamiltonian Monte Carlo algorithms.
method Randomized time integrator for uHMC with stratified Monte Carlo.
result Achieves more accurate approximations with fewer gradient evaluations.

We study Lipschitz models in reinforcement learning to bound prediction and value-function errors.

problem Bounding errors in reinforcement learning models with Lipschitz continuity constraints.
method We provide bounds on multi-step prediction error and value-function estimate using the Wasserstein metric for Lipschitz models.
result Lipschitz models lead to bounded errors in prediction and value-function estimates.