Sliced kernelized Stein discrepancy improves goodness-of-fit tests and model learning in high dimensions.
problem The curse-of-dimensionality in kernelized Stein discrepancy (KSD).
method Sliced Stein discrepancy and its scalable variants using optimal one-dimensional projections.
result Significantly outperforms KSD and baselines in goodness-of-fit tests and improves model learning.
Regularized Stein thinning improves MCMC output approximations.
problem Pathologies in Stein thinning leading to poor approximations.
method Theoretical analysis and regularization to improve KSD.
result Regularized Stein thinning alleviates pathologies and improves efficiency.
Let X be a Stein manifold, A a closed complex subvariety of X, and f a continuous map from X to a complex manifold Y whose restriction to A is holomorphic. After a homotopic deformation of the Stein structure outside a neighborhood of A in X (and of its smooth structure when X is a Stein surface)we find a holomorphic m…
Lower bounds on private estimation of Gaussian covariance matrices.
problem Private estimation of Gaussian covariance matrices under various parameter regimes.
method Stein-Haff identity and fingerprinting lemma extensions.
result Lower bounds match existing upper bounds in the widest known parameters.
New method improves sample diversity and efficiency from complex distributions.
problem Sampling from intractable un-normalized distributions with high auto-correlation.
method Stein self-repulsive dynamics using a repulsive force to push samples away from past trajectories.
result Significantly decreases auto-correlation and increases effective sample size.
We study the relationship between exotic R^4's and Stein surfaces as it applies to smoothing theory on more general open 4-manifolds. In particular, we construct the first known examples of large exotic R^4's that embed in Stein surfaces. This relies on an extension of Casson's Embedding Theorem for locating Casson han…
The paper studies Stein-Weiss operators on symmetric tensors, extending previous work.
problem Understanding Stein-Weiss operators on symmetric tensors of arbitrary rank.
method Analyzing the decomposition of tensor spaces into irreducible components and computing Weitzenbock formulas.
result Unified framework for second-order Stein-Weiss operators and tools for geometric analysis.
A new method for assessing Bayesian sampling quality, PSD, is proposed and shown to be more powerful and efficient.
problem Scalability and convergence assessment of Bayesian sampling algorithms, especially for high-dimensional problems.
method Polynomial Stein Discrepancy (PSD) for measuring discrepancy between samples and posterior distributions.
result PSD detects differences in the first r moments for Gaussian targets and is more powerful and efficient than competitors.
We derive analytic series representations for European option prices in polynomial stochastic volatility models. This includes the Jacobi, Heston, Stein-Stein, and Hull-White models, for which we provide numerical case studies. We find that our polynomial option price series expansion performs as efficiently and accura…
New method constructs Lefschetz fibrations with different regular fibers.
problem Constructing Lefschetz fibrations with varied regular fibers.
method Combinatorial extension of a simple construction method.
result Existence of PALFs with genus 1 regular fibers.
Paper extends Ohsawa-Takegoshi theorem to more general domains, proving removable singularities for plurisubharmonic functions.
problem Removable singularities of plurisubharmonic functions on complex domains.
method Extending Ohsawa-Takegoshi L2 extension theorem to more general bounded complete Kähler domains. result Proves removable singularities for plurisubharmonic functions across compact complete pluripolar sets.
JSRT improves regression tree performance by incorporating global node information.
problem Regression tree performance relies on local node means, ignoring global node information.
method Proposes JSRT by integrating global mean information from different nodes.
result Demonstrates superior performance and efficiency compared to other regression tree methods.
Stein's method improves probabilistic inference and learning.
problem Improving probabilistic inference and learning methods.
method Constructing Stein discrepancies from Stein operators and Stein sets, discussing their properties.
result Connection between Stein operators and Stein variational gradient descent.
SVH-PSL uses Stein Variational Gradient Descent and Hypernetworks to improve Pareto set learning for expensive MOO.
problem Fragmented surrogate models and pseudo-local optima in expensive multi-objective optimization problems.
method SVH-PSL integrates Stein Variational Gradient Descent (SVGD) with Hypernetworks to address fragmentation and pseudo-local optima.
result SVH-PSL significantly improves the quality of the learned Pareto set, offering a promising solution for expensive MOO.
New algorithm improves convergence of Bayesian inference.
problem Efficient sampling from complex distributions.
method Stochastic Stein Variational Newton method (sSVN).
result sSVN converges faster and more accurately than SVGD.
We show that simply connected contact manifolds that are subcritically Stein fillable have a unique symplectically aspherical filling up to diffeomorphism. Various extensions to manifolds with non-trivial fundamental group are discussed. The proof rests on homological restrictions on symplectic fillings derived from a …
Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the Hessian and Fisher information matrix, to incorporate geometric information into SV…
GC Stein manifolds characterized with embeddings and functions.
problem Characterize GC Stein manifolds using embeddings and functions.
method Extended Cartan's Theorem A and B, defined L-plurisubharmonic functions, established GH embeddings. result Characterized GC Stein manifolds via L-plurisubharmonic exhaustion functions and GH embeddings. Stochastic Stein Discrepancies improve inference efficiency.
problem Intractable computation of Stein discrepancies.
method Subsampled approximations of Stein operators.
result Stochastic Stein Discrepancies inherit convergence properties of standard SDs.
We give a bordism-theoretic characterisation of those closed almost contact (2q+1)-manifolds (with q > 2) which admit a Stein fillable contact structure. Our method is to apply Eliashberg's h-principle for Stein manifolds in the setting of Kreck's modified surgery. As an application, we show that any simply connected a…
Improved sampling method using regularized Stein Variational Gradient Flow.
problem Improving the accuracy of sampling methods in machine learning.
method Proposed Regularized Stein Variational Gradient Flow to interpolate between SVGD and Wasserstein Gradient Flow.
result Established theoretical properties and provided preliminary numerical evidence of improved performance.
Develops Stein's method for Riemannian manifolds using diffusion.
problem Bounding integral metrics on probability measures on Riemannian manifolds.
method Exploits the relationship between diffusion generators and Stein operators to derive Stein factors.
result Derives curvature-dependent Stein factors that generalize existing results for Euclidean spaces.
It is shown that every subcritical Stein manifold is deformation equivalent to the product of a Stein manifold with $\C$.
Study Stein and Milnor fillings of links from surface singularities.
problem Comparing Stein and Milnor fillings of links from surface singularities.
method Analyzing the topology and obstructions of Stein fillings and Milnor fillings.
result Milnor fillings have bounded topology, while Stein fillings can be more varied.
Stein's method (Stein, 1973; 1981) is a powerful tool for statistical applications and has significantly impacted machine learning. Stein's lemma plays an essential role in Stein's method. Previous applications of Stein's lemma either required strong technical assumptions or were limited to Gaussian distributions with …
Stein transport improves Bayesian inference with faster convergence and reduced variance.
problem Efficiently approximating posterior distributions in Bayesian inference.
method A novel Bayesian inference method using Stein transport, which pushes particles along a curve of tempered distributions.
result Stein transport reaches posterior approximations faster and more accurately than Stein variational gradient descent (SVGD).
In this paper we survey results on the existence of holomorphic embeddings and immersions of Stein manifolds into complex manifolds. Most results pertain to proper maps into Stein manifolds. We include a new result saying that every continuous map X→Y between Stein manifolds is homotopic to a proper holomorphic em…
The paper improves Stein importance sampling for Markov chain samples.
problem Improving the accuracy of sampling from complex distributions.
method Reproducing Stein kernels approach for post-hoc correction.
result Consistent estimators for target distributions using geometrically ergodic Markov chains.
Counterexample found for Stein property of certain solvable Lie groups.
problem Stein property of simply connected unimodular solvable Lie groups with left-invariant complex structures.
method Constructing a solvable Lie group with specific properties.
result A simply connected solvable Lie group with a left-invariant complex structure whose universal cover is not Stein.
A new framework improves kernel Stein discrepancy tests for validating distributions.
problem Improving goodness-of-fit testing for non-normal distributions.
method Introducing Sf-KSD, a unifying framework for studying Stein operators in KSD-based tests.
result Sf-KSD guides the development of new tests and outperforms existing methods.
Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally decrease the KL divergence within a function space. This paper develops the first th…
2-stein submanifolds in space forms have constant curvature if normal connection is flat or codimension is 2.
problem Characterizing submanifolds with constant curvature in space forms.
method Analyzing submanifolds with flat normal connection or codimension 2.
result 2-stein submanifolds have constant curvature under specified conditions.
We show that, under a certain condition, contact 5-manifolds can `coarsely' distinguish smooth structures on compact Stein 4-manifolds via contact open books. We also give a simple sufficient condition for an infinite family of Stein 4-manifolds to have an infinite subfamily of pairwise non-diffeomorphic Stein 4-manifo…
This research extends quasiplurisubharmonic functions on compact Kähler manifolds.
problem Extending quasiplurisubharmonic functions on compact Kähler manifolds.
method Using a cover of Zariski-open Stein sets with strictly plurisubharmonic potentials, the authors prove extension properties for plurisubharmonic functions.
result Any ω|_X-plurisubharmonic function on an analytic subvariety X of a compact Kähler manifold V extends to a ω-plurisubharmonic function on V.
A new method for diverse Pareto solutions in multi-objective learning.
problem Maximizing diversity while maximizing hypervolume in Pareto solutions.
method Annealed Stein Variational Gradient Descent (SVGD) with diverse gradient directions.
result SVH-MOL achieves superior performance in multi-objective and multi-task learning.
We give an algorithm which produces infinitely many pairwise exotic Stein fillings of the same contact 3-manifolds, applying positive allowable Lefschetz fibrations over the disk. As a corollary, for a large class of Stein fillings, we realize the topological invariants (i.e. fundamental group, homology group, homology…
For any integer n≥2, we construct an infinite family of Stein fillable contact (4n−1)-manifolds each of which admits infinitely many pairwise homotopy inequivalent Stein fillings.
The square root of Fredholm determinants causes numerical instabilities in option pricing models.
problem Numerical instabilities in Fourier-based option pricing for the Volterra Stein-Stein model.
method Characterization of determinant crossing behavior, derivation of transform to handle crossings, efficient algorithms.
result Significant improvement in accuracy and reduction in computational cost for Fourier-based pricing.
Study Stein fillings of planar contact 3-manifolds with relative trisection genus 2.
problem Classify Stein fillings of planar contact 3-manifolds under constraints on their relative trisections.
method Partial classification of diffeomorphism types of fillings with relative trisections of genus at most 2.
result Partially classify the diffeomorphism types of Stein fillings with relative trisections of genus at most 2.
Study continuity and Hölder estimates for solutions on Stein spaces.
problem Continuity and Hölder estimates for solutions to degenerate complex Monge-Ampère equations.
method Prove continuity up to the boundary and local Hölder estimates on the regular locus.
result Local Hölder estimates on the regular locus for solutions to degenerate complex Monge-Ampère equations.
Improving scalability and stability of Stein discrepancies for scalable goodness-of-fit testing
problem Improving scalability and stability of Stein discrepancies for scalable goodness-of-fit testing
method Reformulating Stein discrepancy construction as an explicit SNR^2 maximisation problem
result Avoiding exponential SNR^2 collapse and achieving stable SNR^2
Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein discrepancies can be combined with kernels to define kernelized Stein discrepanc…
Every holomorphic effective parabolic or reductive geometry on a domain over a Stein manifold extends uniquely to the envelope of holomorphy of the domain. This result completes the open problems of my earlier paper on extension of holomorphic geometric structures on complex manifolds. We use this result to classify th…
Paper proves existence of compatible Lefschetz fibrations on 6-ball and Stein domains.
problem Existence of compatible Lefschetz fibrations on Stein domains.
method Topological proof for 6-ball fibrations, construction of relative Stein pairs.
result Existence of compatible Lefschetz fibrations on Stein domains of dimension six.
New Stein operator improves robustness in model inference.
problem Improving robustness in inference for unnormalized models.
method Density-power weighted Stein operator (γ-Stein operator). result Robust methods for goodness-of-fit testing and posterior approximation.
Characterizes Stein surfaces with finite homotopy rank-sum.
problem Finite homotopy rank-sum in Stein spaces.
method Rational homotopy theory, classification of Stein surfaces.
result Affine Stein surfaces with finite fundamental group are either simply connected or of order 2.
A new method reduces complexity and uncertainty in neural networks.
problem Uncertainty quantification in complex neural networks.
method Condensed Stein Variational Gradient Descent (cSVGD) method.
result Condensed SVGD provides uncertainty quantification on parameters.
We characterize the closed, oriented, Seifert fibered 3-manifolds which are oriented boundaries of Stein manifolds. We also show that for this class of 3-manifolds the existence of Stein fillings is equivalent to the existence of symplectic fillings.