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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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95191286381 · Jun 202019922001200920172026
48 results for Riemannian stochastic interpolant

RNGI model bridges two probability densities on Riemannian manifolds efficiently.

problem Limited applicability of Euclidean stochastic interpolants to Riemannian manifolds.
method Introduces RNGI model interpolating between Riemannian manifold probability densities along geodesics.
result Proves temporal marginal density solves transport equation on Riemannian manifold.

New method generates equilibrium glass configurations efficiently.

problem Sampling equilibrium configurations of amorphous materials is slow and difficult.
method Riemannian stochastic interpolation framework combining Riemannian stochastic interpolant and equivariant flow matching.
result Enforcing geometric and symmetry constraints significantly improves generative performance.

New method samples from multi-modal distributions on Riemannian manifolds without training.

problem Sampling from multi-modal distributions on Riemannian manifolds is challenging.
method Simulation of a non-equilibrium deterministic dynamics to transport noise toward target distributions.
result Method is entirely training-free and effective on various multi-modal problems.

We show that stochastic interpolation flow maps are Lipschitz with a sharp constant.

problem High dimensional sampling and transport problems.
method Investigating stochastic interpolation flow for generating data samples.
result Stochastic interpolation flow maps are Lipschitz with a sharp constant matching optimal transport maps.

Paper develops SINNOs for approximating stochastic processes.

problem Approximating stochastic processes with neural networks.
method Developed stochastic interpolation neural network operators (SINNOs) with random coefficients.
result Established boundedness, interpolation accuracy, and approximation capabilities of SINNOs.

This work bridges stochastic interpolants to infinite-dimensional Hilbert spaces.

problem Limited flexibility in generating arbitrary distributions for function-valued data.
method Establishes a rigorous framework for stochastic interpolants in infinite-dimensional Hilbert spaces.
result Achieves state-of-the-art results in conditional generation for complex PDE-based benchmarks.

The paper characterizes vector fields as interpolating sesqui-harmonic maps on Riemannian manifolds.

problem Characterizing vector fields as interpolating sesqui-harmonic maps on Riemannian manifolds.
method Characterization theorem and critical point condition for interpolating sesqui-harmonic vector fields.
result Conditions for vector fields to be interpolating sesqui-harmonic maps on compact manifolds.

The paper proposes a method for generating uniform interpolations on data manifolds.

problem Generating high-quality interpolations between data samples on complex manifolds.
method Autoencoder network with interpolation network, regularized by a Riemannian metric.
result The method generates interpolations that remain within the manifold's distribution.

Paper shows faster convergence to local-minimizers in over-parametrized models under interpolation-like conditions.

problem Escaping saddle-points in over-parametrized models.
method Stochastic and deterministic optimization algorithms under interpolation-like conditions.
result Oracle complexity of PSGD and SCRN algorithms to reach εε-local-minimizer matches or improves upon deterministic rates.

Revisits stochastic collocation with exponential splines for option pricing.

problem Improving the accuracy of option price interpolation using stochastic collocation.
method Uses exponential quadratic splines and optimizes abscissae or parameters of B-splines.
result Shows that fixing abscissae and optimizing parameters leads to better interpolation accuracy.

This research solves Hermite interpolation on manifolds using retractions.

problem Interpolating data on non-Euclidean spaces with matching derivatives.
method Proposes a novel procedure using retractions for Hermite interpolation on various manifolds.
result Establishes the well-posedness of the method and extends Hermite interpolation results to manifolds.

Motivated from the action functional for bosonic strings with extrinsic curvature term we introduce an action functional for maps between Riemannian manifolds that interpolates between the actions for harmonic and biharmonic maps. Critical points of this functional will be called interpolating sesqui-harmonic maps. In …

2018-01-29abs ↗pdf ↗

The paper studies optimal transport in linear quadratic systems and derives interpolation inequalities.

problem Optimal transport problem in Linear Quadratic optimal control systems.
method Well-posedness of the Monge problem, regularity of optimal transport map, displacement interpolation of measures.
result Derivation of general interpolation inequalities for entropy functionals.

Study on biharmonic and interpolating sesqui-harmonic vector fields on para-Kähler--Norden manifolds.

problem Investigating higher-order harmonicity in pseudo-Riemannian geometry.
method Deriving first variations of bienergy and interpolating sesqui-energy functionals, characterizing biharmonic and interpolating sesqui-harmonic vector fields.
result Explicit characterizations and examples of vector fields satisfying biharmonic and interpolating sesqui-harmonic conditions.

New method converts and optimizes sampling schedules for generative models.

problem Optimizing sampling schedules for generative models like flows and diffusions.
method Unified framework for stochastic interpolants, including point mass schedules.
result Demonstrated efficient generation of images with fewer steps.

A scalable algorithm for sampling and fine-tuning models using Tilt Matching.

problem Efficient sampling and fine-tuning of generative models.
method Tilt Matching, arising from a dynamical equation, minimizes variance and inherits regularity from stochastic interpolants.
result Empirically verified to be efficient and highly scalable, providing state-of-the-art results.

New method interpolates high-dimensional scattered data using kernel theory.

problem Scattered data in high-dimensional spaces defy traditional distributional assumptions.
method Kernel interpolation framework based on integral operator theory.
result Spectra of kernel matrices predict performance of interpolation methods.

In this article we study various analytic aspects of interpolating sesqui-harmonic maps between Riemannian manifolds where we mostly focus on the case of a spherical target. The latter are critical points of an energy functional that interpolates between the functionals for harmonic and biharmonic maps. In the case of …

2019-07-09abs ↗pdf ↗

Randomly sampled interpolators achieve zero generalization error with enough data.

problem Understanding the high generalization ability of machine learning models.
method Algebraic geometry tools to prove zero generalization error for random interpolators.
result Generalization error of randomly sampled interpolators becomes zero once the number of training samples exceeds a geometric threshold.

A new method interpolates between sampling and variational inference using stochastic mixtures.

problem Combining the strengths of sampling and variational inference methods.
method Develops a framework using stochastic mixtures of simple component distributions to interpolate between sampling and variational inference.
result Improves on both sampling and variational inference methods by reducing bias and variance.

Proposes a new method for probabilistic forecasting using stochastic interpolants and Föllmer processes.

problem Probabilistic forecasting of dynamical systems.
method Generative modeling and stochastic interpolants to map current state to probabilistic ensemble of forecasts.
result The approach can be used to forecast complex, high-dimensional systems like Navier-Stokes and video sequences.

CSI method learns conditional distributions by estimating flow equations.

problem Learning conditional distributions in generative models.
method Estimates probability flow equations to transport reference to target distribution.
result Derives explicit expressions for conditional drift and score functions.

The paper optimizes interpolation schedules in generative models to improve sampling accuracy.

problem Improving sampling accuracy in generative models with fewer resources.
method Minimizing the averaged squared Lipschitzness of the drift field, using transfer formulas.
result Designed schedules yield more accurate fine-scale statistics at fixed integrator budget.

Matrix SMD converges to unique solution minimizing Bregman divergence.

problem High-dimensional multi-output classification and matrix completion problems.
method Stochastic Mirror Descent with matrix parameters and matrix mirror functions.
result Matrix SMD converges exponentially to the unique solution minimizing Bregman divergence.

A new method for normalizing flows using stochastic interpolants simplifies likelihood estimation and improves efficiency.

problem Efficient and scalable likelihood estimation for complex probability distributions.
method Inference of velocity field from time-dependent density interpolating between base and target densities.
result Simplified quadratic loss for velocity estimation, leading to faster and more efficient training.

New method interpolates training data and is consistent for various data distributions.

problem Establishing generalization guarantees for ensemble methods in the interpolating regime.
method Developed manifold-Hilbert kernel for Riemannian manifolds and used it in ensemble classification.
result Consistent ensemble classification method for broad data distributions.

New algorithms optimize spectral risk measures, improving interpolation between average and worst-case performance.

problem Optimizing spectral risk measures for learning systems.
method Developed stochastic algorithms to optimize spectral risk measures by characterizing their subdifferential and addressing challenges like biasedness of subgradient estimates and non-smoothness.
result Our approach outperforms out-of-the-box stochastic subgradient and dual averaging methods in optimizing spectral risk measures.

One of the most well-known results in the theory of optimal transportation is the equivalence between the convexity of the entropy functional with respect to the Riemannian Wasserstein metric and the Ricci curvature lower bound of the underlying Riemannian manifold. There are also generalizations of this result to the …

2012-05-07abs ↗pdf ↗

A semi-supervised framework using stochastic interpolation and latent representations.

problem Challenges in conditional generative modeling with scarce labeled data.
method Combines conditional stochastic interpolation with low-dimensional latent representations.
result Significantly improves sample complexity and achieves faster convergence rate.

This work combines recurrent models with diffusion for probabilistic time series forecasting.

problem Scalability and capturing high-dimensional distributions and cross-feature dependencies in time series forecasting.
method Combines recurrent neural networks' efficiency with diffusion models' probabilistic modeling, using stochastic interpolants and conditional generation.
result Offers scalable probabilistic time series forecasting methods.

We study different notions of Riemannian curvatures: The pp-curvatures which interpolate between the scalar curvature and the sectional curvature, the Gauss-Bonnet-Weyl curvatures form another interpolation from the scalar curvature to the Gauss-Bonnet integrand. We bring out the (p,q)(p,q)-curvatures, which incorporate …

2006-11-13abs ↗pdf ↗

SLERP interpolation optimizes dynamic weight rebalancing in AMMs.

problem Optimizing dynamic weight rebalancing in automated market makers (AMMs).
method Riemannian geometry and SLERP interpolation.
result SLERP interpolation minimizes the KL divergence loss in dynamic weight rebalancing.

New method generates clean data from corrupted observations.

problem Generating clean data from corrupted observations.
method Iterative update of a transport map using black-box corruption channel access.
result Converges to a self-consistent transport map that effectively inverts the corruption channel.

In this article, a proof of the interpolation inequality along geodesics in pp-Wasserstein spaces is given. This interpolation inequality was the main ingredient to prove the Borel-Brascamp-Lieb inequality for general Riemannian and Finsler manifolds and led Lott-Villani and Sturm to define an abstract Ricci curvature…

2013-11-21abs ↗pdf ↗