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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.

168,742 papers · 148 categories

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135269404538 · Jun 202019922001200920172026
48 results for Polytope sampling

Polytopic Matrix Factorization models data as latent vectors from a polytope, maximizing determinant for identifiability.

problem Data decomposition with semi-structured latent vectors and polytope constraints.
method Model input data as latent vectors from a polytope, using determinant maximization for identifiability.
result Identifiability condition for polytopes with specific symmetry restrictions.

A new algorithm speeds up elliptical slice sampling for truncated multivariate normals.

problem Efficiently sampling from truncated multivariate normal distributions with linear constraints.
method Adapting elliptical slice sampling to linearly truncated multivariate normals, with an algorithm for ellipse-polytope intersection in O(m log m) time.
result The algorithm enhances numerical stability, speeds up running time, and is easy to parallelize.

We introduce the geodesic walk for sampling Riemannian manifolds and apply it to the problem of generating uniform random points from polytopes in R^n specified by m inequalities. The walk is a discrete-time simulation of a stochastic differential equation (SDE) on the Riemannian manifold equipped with the metric induc…

2016-06-15abs ↗pdf ↗

The study broadens the concept of cyclic polytopes to Veronese polytopes.

problem Extending the framework of cyclic polytopes to a broader class of polytopes.
method Described facial structure and combinatorial characterisation of facets via σ-parity alternating sequences.
result Established a bijective correspondence between combinatorial types of Veronese polytopes and partitions of finite sets.

To construct flexible nonlinear predictive distributions, the paper introduces a family of softplus function based regression models that convolve, stack, or combine both operations by convolving countably infinite stacked gamma distributions, whose scales depend on the covariates. Generalizing logistic regression that…

2016-08-23abs ↗pdf ↗

The paper studies deformation spaces of Coxeter truncation polytopes.

problem Understanding the geometric properties and deformations of Coxeter truncation polytopes.
method Analyzing Coxeter truncation polytopes and their deformation spaces.
result Description of deformation spaces for Coxeter truncation polytopes of dimension d4d \geqslant 4.

New method improves sampling efficiency for complex distributions.

problem Sampling from distributions with high condition numbers and constraints.
method Riemannian Hamiltonian Monte Carlo with numerical integrators.
result Convergence rate is independent of condition number and polytope geometry.

RHMC improves sampling polytopes defined by inequalities with barriers.

problem Sampling polytopes defined by inequalities efficiently.
method Riemannian Hamiltonian Monte Carlo (RHMC) with a hybrid of Lewis weights and logarithmic barriers.
result RHMC achieves mixing rate of ildeO(m1/3n4/3) ilde O(m^{1/3}n^{4/3}) for polytopes defined by mm inequalities in Rn\R^n.

Given a finite collection P of convex n-polytopes in RP^n (n>1), we consider a real projective manifold M which is obtained by gluing together the polytopes in P along their facets in such a way that the union of any two adjacent polytopes sharing a common facet is convex. We prove that the real projective structure on…

2007-05-27abs ↗pdf ↗

We propose and analyze two new MCMC sampling algorithms, the Vaidya walk and the John walk, for generating samples from the uniform distribution over a polytope. Both random walks are sampling algorithms derived from interior point methods. The former is based on volumetric-logarithmic barrier introduced by Vaidya wher…

2017-10-23abs ↗pdf ↗

Given a lattice L of R^n, a polytope D is called a Delaunay polytope in L if the set of its vertices is S\cap L where S is a sphere having no lattice points in its interior. D is called perfect if the only ellipsoid in R^n that contains S\cap L is exactly S. For a vector v of the Leech lattice Λ_{24} we define Λ_{24}(v…

2009-07-04abs ↗pdf ↗

The article studies factorization structures in geometry and their applications to cones and polytopes.

problem Understanding and characterizing factorization structures in geometry.
method Comprehensive study of factorization structures, including structure theory, construction of compatible polytopes and cones, and derivation of generalised Gale's evenness condition.
result Established generalised Vandermonde identities and found examples of Delzant and rational Delzant compatible polytopes.

New methods classify hyperbolic polytopes with up to 40 facets.

problem Classifying compact hyperbolic Coxeter polytopes with specific facet counts.
method New combinatorial method via point set order types.
result Proves existence of a compact hyperbolic Coxeter 29-polytope with at least 40 facets.

Proves necessity of at least log2(n) layers to compute maximum of n numbers.

problem Computing the maximum of n numbers with ReLU neural networks.
method Uses lattice polytopes and duality with Newton polytopes to prove depth lower bounds.
result Proves that log2(n) hidden layers are necessary and sufficient.

New method calibrates deep models for both in-distribution and out-of-distribution samples.

problem Ensuring calibration for deep models in safety-critical applications, especially in OOD regions.
method Geodesic distance and Gaussian kernel to calibrate deep models.
result Proposed KDF and KDN methods achieve well-calibrated posteriors for both in-distribution and out-of-distribution samples.

New method uses reinforcement learning to sample from complex data structures efficiently.

problem Constructing reliable samples from high-dimensional polytopes for goodness-of-fit tests.
method Markov decision process and reinforcement learning for sampling.
result Demonstrated scalable tools from linear algebra for theoretical guarantees in non-linear algebra context.

Wasserstein archetypal analysis finds optimal data summaries using Wasserstein metric.

problem Finding optimal data summaries using Wasserstein metric.
method Alternative formulation of archetypal analysis based on Wasserstein metric, with regularization and gradient-based computational approach.
result Existence and consistency of solutions for the regularized problem.

Efficiently projects points onto polytopes, especially useful in web-scale applications.

problem Efficiently projecting points onto polytopes in large-scale applications.
method Developed a vertex-oriented incremental algorithm for polytope projection, tailored for simplex and unit-box cut polytopes.
result Majority of projections lie on vertices of polytopes, leading to significant performance improvements.

We study the Newton polytopes of determinants of square matrices defined over rings of twisted Laurent polynomials. We prove that such Newton polytopes are single polytopes (rather than formal differences of two polytopes); this result can be seen as analogous to the fact that determinants of matrices over commutative …

2018-02-20abs ↗pdf ↗

Geometric constraints help classify hyperbolic polytopes.

problem Classifying reflective anisotropic Lorentzian lattices and cocompact arithmetic hyperbolic reflection groups.
method Established geometric constraints on compact Coxeter polytopes in hyperbolic spaces.
result Geometric constraints are useful for classifying hyperbolic polytopes.

New noncompact Coxeter polytopes found in various dimensions.

problem Classifying and constructing noncompact hyperbolic Coxeter polytopes.
method Maximal-cusp density and noncompact analog of Bogachev-Douba-Raimbault's argument.
result Infinitely many pairwise incommensurable noncompact Coxeter polytopes in dimensions 4-9.