Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

4138251,2381,650 · Jun 202019922001200920172026
48 results for Probabilistic learning vector quantization

New method classifies manifold-valued data using Riemannian geometry.

problem Classifying data on curved Riemannian manifolds.
method Probabilistic Learning Vector Quantization on Symmetric Positive Definite Matrices.
result The method outperforms traditional Euclidean methods on manifold-valued data.

Improved vector quantization using Gaussian mixtures for better codebook utilization.

problem Training instability and information loss in discrete vector quantization.
method Generalized vector quantization with Gaussian mixture model and aggregated categorical posterior evidence lower bound.
result GM-VQ improves codebook utilization and reduces information loss without heuristics.

A new framework enhances generative modeling by learning local flows over complex manifolds.

problem Limited expressivity of current normalizing flows for low-dimensional manifolds.
method Vector quantized local normalizing flows (VQ-Flows) using a VQ-AE atlas and conditional flows.
result Enhanced modeling of complex data distributions over manifolds.

In this paper we propose a simple yet powerful method for learning representations in supervised learning scenarios where each original input datapoint is described by a set of vectors and their associated outputs may be given by soft labels indicating, for example, class probabilities. We represent an input datapoint …

2012-06-18abs ↗pdf ↗

PRISM-VQ combines financial priors with vector quantization for better stock prediction.

problem Predicting cross-sectional stock returns is hard due to low signal-to-noise ratios and changing market conditions.
method Integrates expert priors, vector-quantized latent factors, and dynamic factor loadings.
result Consistent improvements in cross-sectional return prediction and portfolio performance.

New bound on partition function proves Kähler-Einstein stability.

problem Proving Kähler-Einstein metrics on complex manifolds.
method Quantitative bound on partition function, connecting probabilistic and quantization approaches.
result Direct analytic proof of Kähler-Einstein stability for uniformly Gibbs stable manifolds.

Study shows simple vector quantization measures correlate with deep learning generalization.

problem Understanding and predicting generalization in deep learning models.
method Applying complexity measures from approximation and information theory to deep learning features.
result Simple vector quantization measures correlate well with generalization performance in deep learning.

A new method for multiclass calibration using vector quantization.

problem Challenges in multiclass calibration, especially in high-stakes settings.
method Compositional approach via Vector Quantization (VQ) to learn region-specific calibration maps.
result Significant improvements in local calibration with competitive global calibration and predictive performance.

We propose a quantization based approach for fast approximate Maximum Inner Product Search (MIPS). Each database vector is quantized in multiple subspaces via a set of codebooks, learned directly by minimizing the inner product quantization error. Then, the inner product of a query to a database vector is approximated …

2015-09-04abs ↗pdf ↗

Vectors of data are at the heart of machine learning and data mining. Recently, vector quantization methods have shown great promise in reducing both the time and space costs of operating on vectors. We introduce a vector quantization algorithm that can compress vectors over 12x faster than existing techniques while al…

2017-06-30abs ↗pdf ↗

In this work we present a review of the state of the art of Learning Vector Quantization (LVQ) classifiers. A taxonomy is proposed which integrates the most relevant LVQ approaches to date. The main concepts associated with modern LVQ approaches are defined. A comparison is made among eleven LVQ classifiers using one r…

2015-09-23abs ↗pdf ↗

This paper provides theoretical foundations for using quantized actions in behavior cloning.

problem Applying autoregressive models to continuous control requires discretizing actions through quantization, which is poorly understood.
method The paper analyzes quantization error propagation and statistical sample complexity, and proposes model-based augmentation.
result Behavior cloning with quantized actions achieves optimal sample complexity, matching existing lower bounds.

We present Rotated Adaptive Tetra-iterated Quantizer (RATQ), a fixed-length quantizer for gradients in first order stochastic optimization. RATQ is easy to implement and involves only a Hadamard transform computation and adaptive uniform quantization with appropriately chosen dynamic ranges. For noisy gradients with al…

2019-08-22abs ↗pdf ↗

A new method learns discrete representations for images and videos, improving upon previous models.

problem Learning discrete representations for images and videos to improve performance.
method Depthwise application of Vector Quantized Variational Autoencoders (VQVAE) to feature axis.
result 33% improvement in performance compared to previous discrete models.

A simple and computationally efficient scheme for tree-structured vector quantization is presented. Unlike previous methods, its quantization error depends only on the intrinsic dimension of the data distribution, rather than the apparent dimension of the space in which the data happen to lie.

2008-05-09abs ↗pdf ↗

Quantizes Kähler manifolds using sheaves and differential operators.

problem Quantizing Kähler manifolds with sheaves and differential operators.
method Constructing a category enriched over sheaves of modules, defining quantizable morphisms, and showing equivalence to differential operator categories.
result Equivalence of quantized categories under certain conditions.

Inverted file and asymmetric distance computation (IVFADC) have been successfully applied to approximate nearest neighbor search and subsequently maximum inner product search. In such a framework, vector quantization is used for coarse partitioning while product quantization is used for quantizing residuals. In the ori…

2019-03-25abs ↗pdf ↗

Continuous representation of words is a standard component in deep learning-based NLP models. However, representing a large vocabulary requires significant memory, which can cause problems, particularly on resource-constrained platforms. Therefore, in this paper we propose an isotropic iterative quantization (IIQ) appr…

2020-01-11abs ↗pdf ↗

Note on subgaussian bounds for sign-quantized linear maps.

problem Understanding subgaussian behavior of sign-quantized linear maps.
method Developed a dimension-independent subgaussian concentration bound for Gaussian vectors under nonlinear mappings.
result Answered a question about sign-quantized linear maps using a new subgaussian bound.

Autoencoders and their variations provide unsupervised models for learning low-dimensional representations for downstream tasks. Without proper regularization, autoencoder models are susceptible to the overfitting problem and the so-called posterior collapse phenomenon. In this paper, we introduce a quantization-based …

2019-05-27abs ↗pdf ↗

A new method for robust product Markovian quantization overcomes numerical instabilities.

problem Numerical instabilities in the PMQ algorithm limit its adoption, especially for stochastic volatility models.
method Reformulated PMQ as standard vector quantization, applying accelerated Lloyd's algorithm for robustness.
result The method overcomes numerical instabilities and extends applicability to stochastic volatility models.

The paper examines obstacles to extending deformation quantization of vector bundles.

problem Obstructing the extension of deformation quantization to higher orders.
method Analyzes the obstruction class and proves its necessity and sufficiency under certain conditions.
result Establishes that extending deformation quantization to higher orders is possible under specific conditions.

A new model trains prior and encoder/decoder networks simultaneously for efficient generation.

problem Complex autoregressive prior in VQ-VAE models leads to slow generation.
method Builds a diffusion bridge between continuous and non-informative prior distributions.
result Model is competitive and efficient in optimization and sampling.

Paper proves existence of a universal codebook for low-precision quantization.

problem Optimizing low-precision approximation of matrix products in machine learning.
method Develops a universal codebook that is near-optimal for all possible statistics of input data.
result Proves existence of a universal codebook with a 0.11 bit per dimension reduction in rate.

A geometric quantization of a Kähler manifold, viewed as a symplectic manifold, depends on the complex structure compatible with the symplectic form. The quantizations form a vector bundle over the space of such complex structures. Having a canonical quantization would amount to finding a natural (projectively) flat co…

1997-03-18abs ↗pdf ↗

VQ-GNN scales GNNs to large graphs using vector quantization.

problem Scaling GNNs to large graphs with stable performance and speed.
method VQ-GNN uses vector quantization to preserve all messages passed to a mini-batch of nodes, avoiding the 'neighbor explosion' problem.
result VQ-GNN achieves competitive performance on large-graph node classification and link prediction benchmarks.

The paper quantizes concatenated noisy vectors to a common cluster center, improving performance over naive methods.

problem Clustering concatenated noisy vectors from multiple sources.
method Asymptotic analysis of weighted sum of distances to a common cluster center.
result The clustering approach outperforms naive methods in terms of average distortion.

In this work, we present a family of vector quantization schemes \emph{vqSGD} (Vector-Quantized Stochastic Gradient Descent) that provide an asymptotic reduction in the communication cost with convergence guarantees in first-order distributed optimization. In the process we derive the following fundamental information …

2019-11-18abs ↗pdf ↗

The paper classifies quantizable functions and explores symmetry in quantization methods.

problem Classifying quantizable functions and understanding symmetry in quantization methods.
method Deformation quantization and geometric quantization methods are compared and classified.
result Formal quantizable functions are of a specific form and relate to Hamiltonian Killing vector fields.

Discretizing multi-dimensional data distributions is a fundamental step of modern indexing methods. State-of-the-art techniques learn parameters of quantizers on training data for optimal performance, thus adapting quantizers to the data. In this work, we propose to reverse this paradigm and adapt the data to the quant…

2018-06-08abs ↗pdf ↗

Let (E,h)(E,h) be a holomorphic Hermitian vector bundle over a polarized manifold. We provide a canonical quantization of the Laplacian operator acting on sections of the bundle of Hermitian endomorphisms of EE. If EE is simple we obtain an approximation of the eigenvalues and eigenspaces of the Laplacian.

2015-05-14abs ↗pdf ↗

By computing certain cohomology of Vect(M) of smooth vector fields we prove that on 1-dimensional manifolds M there is no quantization map intertwining the action of non-projective embeddings of the Lie algebra sl(2) into the Lie algebra Vect(M). Contrariwise, for projective embeddings sl(2)-equivariant quantization ex…

2006-01-14abs ↗pdf ↗

We study two quantization schemes for compact symplectic manifolds with almost complex structures. The first of these is the Spin-c quantization. We prove the analog of Kodaira vanishing for the Spin-c Dirac operator, which shows that the index space of this operator provides an honest (not virtual) vector space semicl…

1996-08-17abs ↗pdf ↗

Transfer learning improves sparse, interpretable probabilistic classification.

problem Sparse and interpretable models in transfer learning.
method Two transfer learning extensions integrated into sparse and interpretable probabilistic classification vector machine.
result Transfer learning extensions improve sparsity and performance.