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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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4589134178 · Jun 202019922001200920172026
48 results for Particle Dual Averaging

PDA method optimizes neural networks with global convergence rate analysis.

problem Quantitative convergence rate for neural network optimization in mean field regime.
method Particle dual averaging (PDA) method, combining Langevin algorithm and outer loop optimization.
result Established quantitative global convergence for two-layer mean field neural networks.

Paper uses averaging from many particle filters to approximate posterior predictive distributions.

problem Approximating posterior predictive distributions efficiently and accurately.
method Particle swarm filter algorithm that averages many particle filter approximations.
result Law of large numbers and central limit theorem support the method's effectiveness.

PAPAL algorithm finds mixed Nash equilibria in continuous games.

problem Finding mixed Nash equilibria in non-convex, non-concave games.
method Particle-based Primal-Dual Algorithm (PAPAL) for weakly entropy-regularized min-max optimization.
result PAPAL offers non-asymptotic convergence guarantees for εε-mixed Nash equilibrium.

Dual training method for EBMs with overparametrized neural networks.

problem Training EBMs with non-convex energies is challenging.
method Derive variational principles and dual GDA algorithm for feature-learning regime.
result Dual GDA algorithm performs best with similar time scales for features and particles.

Single particle reconstruction (SPR) from cryo-electron microscopy (EM) is a technique in which the 3D structure of a molecule needs to be determined from its contrast transfer function (CTF) affected, noisy 2D projection images taken at unknown viewing directions. One of the main challenges in cryo-EM is the typically…

2016-11-10abs ↗pdf ↗

The paper analyzes rates for a modified gradient descent method using Stein variational gradients.

problem Improving the accuracy of gradient descent methods for complex target distributions.
method Derives finite-particle rates for regularized Stein variational gradient descent (R-SVGD).
result Establishes explicit non-asymptotic bounds for time-averaged empirical measures.

DSPI connects natural policy gradient to policy iteration, proving global convergence.

problem Optimizing policies in reinforcement learning.
method DSPI framework, combining smoothed policy iteration and natural policy gradient.
result DSPI achieves geometric convergence and optimal complexity for policy optimization.

Study on convergence of Langevin dynamics for zero-sum games in probability distributions.

problem Analyzing convergence of Langevin dynamics for zero-sum games in probability distributions.
method Proved exponential and biased convergence guarantees for mean-field and finite-particle min-max Langevin dynamics.
result Explicit iteration complexity for finite-particle algorithms to approximate equilibrium distributions.

New algorithm for solving minimax problems over distributions converges to Nash equilibrium.

problem Solving minimax problems over probability distributions.
method Symmetric Mean-field Langevin Dynamics (MFL-AG and MFL-ABR) with weighted averaging and best response dynamics.
result Converges to mixed Nash equilibrium with average-iterate and last-iterate convergence.

Paper improves particle variational inference by optimizing generalization error bound.

problem Improving the diversity of models in particle variational inference to enhance generalization.
method Develops a new second-order Jensen inequality with a repulsion term based on the loss function, leading to a tighter generalization error bound.
result The proposed PVI optimizes the generalization error bound directly, improving performance compared to existing methods.

This dissertation advances the theoretical foundation of local optimization methods in Federated Learning.

problem Theoretical understanding of local optimization methods in Federated Learning is lacking.
method The dissertation proposes and analyzes new methods to improve convergence rates and communication efficiency in Federated Learning.
result Sharp bounds and convergence rates for FedAvg are established, and new methods like FedAc and Federated Dual Averaging are proposed.

Improved convergence rates for Stein Variational Gradient Descent in finite-particle settings.

problem Improving convergence rates for Stein Variational Gradient Descent in finite-particle settings.
method Analyzing the time derivative of relative entropy and splitting it into dominant and smaller parts.
result Finite-particle convergence rates of order 1/\sqrt{N} for Kernelized Stein Discrepancy and Wasserstein-2 metrics.

Paper proposes a new framework for robust multi-modal data fusion under uncertainty.

problem Unexpected modality failures in nonlinear non-Gaussian dynamic processes.
method Dynamic model averaging (DMA) based particle filter (PF) algorithm.
result The proposed solution outperforms state-of-the-art methods in experiments.

We generalise the description of the dynamics of the order book of financial markets in terms of a Brownian particle embedded in a fluid of incoming, exiting and annihilating particles by presenting a model of the velocity on each side (buy and sell) independently. The improved model builds on the time-averaged number …

2015-08-25abs ↗pdf ↗

New algorithm uses PSO to optimize DNN training parameters in distributed systems.

problem Reducing synchronization frequency in DNN training leads to poor convergence.
method Integrates PSO into distributed training to automatically compute new parameters.
result Proposed algorithm outperforms synchronous methods in distributed DNN training.

The chart of the nuclides is limited by particle drip lines beyond which nuclear stability to proton or neutron emission is lost. Predicting the range of particle-bound isotopes poses an appreciable challenge for nuclear theory as it involves extreme extrapolations of nuclear masses beyond the regions where experimenta…

2020-01-16abs ↗pdf ↗

In quantum physics, the operators associated with the position and the momentum of a particle are unbounded operators and CC^*-algebraic quantisation does therefore not deal with such operators. In the present article, I propose a quantisation of the Lie-Poisson structure of the dual of a Lie algebroid which deals wit…

2004-11-03abs ↗pdf ↗

New methods learn sampling distributions for particle filters without supervision.

problem Designing accurate sampling distributions for nonlinear dynamical systems.
method Proposed four unsupervised learning methods for multivariate Gaussian and nonparametric distributions.
result Learned sampling distributions outperform designed ones in accuracy.

OMD and DA perform similarly in static settings but OMD is inferior under dynamic learning rates.

problem Proving and understanding the performance difference between OMD and DA under dynamic learning rates.
method Introducing stabilization to OMD and modifying its convergence analysis.
result OMD with stabilization and DA have the same performance guarantees under dynamic learning rates.

We define an almost--cosymplectic--contact structure which generalizes cosymplectic and contact structures of an odd dimensional manifold. Analogously, we define an almost--coPoisson--Jacobi structure which generalizes a Jacobi structure. Moreover, we study relations between these structures and analyse the associated …

2008-01-09abs ↗pdf ↗

We consider Lie(G)-valued G-invariant connections on bundles over spaces G/H, RxG/H and R^2xG/H, where G/H is a compact nearly Kaehler six-dimensional homogeneous space, and the manifolds RxG/H and R^2xG/H carry G_2- and Spin(7)-structures, respectively. By making a G-invariant ansatz, Yang-Mills theory with torsion on…

2009-09-15abs ↗pdf ↗

This paper introduces metrics for welfare analysis in dynamic models. We develop estimation and inference for these parameters even in the presence of a high-dimensional state space. Examples of welfare metrics include average welfare, average marginal welfare effects, and welfare decompositions into direct and indirec…

2019-08-24abs ↗pdf ↗

This paper presents a fast Bayesian filtering technique for state estimation.

problem Bottleneck in Bayesian inference for state estimation from noisy sensor data.
method Processor-native uncertainty tracking for uncertainty propagation and inference.
result Deterministic approximate filtering with up to 805x speedup and competitive accuracy.

We propose a voted dual averaging method for online classification problems with explicit regularization. This method employs the update rule of the regularized dual averaging (RDA) method, but only on the subsequence of training examples where a classification error is made. We derive a bound on the number of mistakes…

2013-10-17abs ↗pdf ↗

Study electric-magnetic duality in M-theory compactifications.

problem Restoring supersymmetry and understanding dualities in compactified M-theory.
method Dualizing M-theory on G2G_2 manifolds with F-theory and studying D3-branes.
result Demonstrates correspondence between D3-branes and shrinking surfaces/curves, revealing light particles with electric and magnetic charges.

Inference-Time Scaling can be extended to domains prone to systematic failure using intrinsic statistics.

problem Scaling inference time in domains prone to systematic failure
method Intrinsic Selection (iS), Intrinsic Particle Filtering (iPF), and Particle Distillation (dPF)
result Intrinsic Selection improves engineering design selection by 20% and pass@1 by 6.1 points on average.