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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.

168,657 papers · 148 categories

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50100149199 · Jun 202019922001200920172026
48 results for Stein factorization

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.

Stein's method for measuring convergence to a continuous target distribution relies on an operator characterizing the target and Stein factor bounds on the solutions of an associated differential equation. While such operators and bounds are readily available for a diversity of univariate targets, few multivariate targ…

2016-11-21abs ↗pdf ↗

We study diffeomorphisms of compact, oriented surfaces, developing methods of distinguishing those which have positive factorizations into Dehn twists from those which satisfy the weaker condition of right veering. We use these to construct open book decompositions of Stein-fillable 3-manifolds whose monodromies have n…

2009-10-29abs ↗pdf ↗

We show that there are contact 3-manifolds of support genus one which admit infinitely many Stein fillings, but do not admit arbitrarily large ones. These Stein fillings arise from genus-1 allowable Lefschetz fibrations with distinct homology groups, all filling a fixed minimal genus open book supporting the boundary c…

2016-04-11abs ↗pdf ↗

We first construct a genus zero positive allowable Lefschetz fibration over the disk (a genus zero PALF for short) on the Akbulut cork and describe the monodromy as a positive factorization in the mapping class group of a surface of genus zero with five boundary components. We then construct genus zero PALFs on infinit…

2014-06-23abs ↗pdf ↗

Stein-Encoder isolates genetic signals in multi-modal biomedical data.

problem Integration of high-dimensional genomic data with clinical data obscures genetic predictive impact.
method White-box supervised framework using Stein's method and residualization.
result Stein-Encoder improves predictive accuracy and reveals specific biological mechanisms.

Study optimizes KSD estimation from samples, revealing Hilbert-Schmidt vs trace scales.

problem Optimizing estimation of Kernel Stein Discrepancy from samples.
method Identifying and comparing minimax scales for U-statistic and V-statistic.
result Hilbert-Schmidt norm of Stein covariance operator gives optimal scale.

Improved KSD test for better detection of differences in distributions.

problem Low power of KSD test when distributions have same modes but different mixing proportions.
method Perturb the observed sample using Markov transition kernels to improve KSD test power.
result Perturbed KSD test can lead to substantially higher power than the original KSD test.

The paper introduces a novel method for training neural network Stein critics with staged L2L^2-regularization.

problem Learning to differentiate model distributions from observed data in high-dimensional settings.
method Developed a novel staging procedure for L2L^2 regularization over training time, leveraging the advantages of highly-regularized training at early times.
result Theoretical guarantees and empirical validation show that the method improves the approximation of the training dynamic by the kernel optimization, leading to faster convergence and better performance.

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is usually performed using stochastic methods, e.g., Lloyd's algorithm or Competitive Le…

2017-04-21abs ↗pdf ↗

The paper examines rational homology spheres that admit special generic maps into Euclidean spaces.

problem Whether rational homology nn-spheres admit special generic maps into Rp\mathbb{R}^{p} for p<np<n.
method Stein factorization technique to derive a necessary homological condition.
result New results on the (non-)existence of special generic maps for specific rational homology spheres.

We prove that there exists no a priori bound on the Euler characteristic of a closed symplectic 4-manifold coming solely from the genus of a compatible Lefschetz pencil on it, nor is there a similar bound for Stein fillings of a contact 3-manifold coming from the genus of a compatible open book --- except possibly for …

2012-12-07abs ↗pdf ↗

We construct a genus zero PALF structure on each of plugs introduced by Akbulut and Yasui and describe the monodromy as a positive factorization in the mapping class group of a fiber. We also examine the monodromies of PALFs on a certain pair of compact Stein surfaces such that one is obtained by applying a plug twist …

2019-06-10abs ↗pdf ↗

Polynomial networks converge to Gaussian processes at a rate of O(n^(-1/2)).

problem Understanding the convergence rate of polynomial networks to Gaussian processes.
method Examined one-hidden-layer neural networks with random weights, focusing on polynomial activations and their convergence rate in the 2-Wasserstein metric.
result The rate of convergence for polynomial networks to Gaussian processes is $O(n^{- rac{1}{2}})$.

The paper studies Fourier-Laplace transforms in polynomial OU volatility models for option pricing.

problem Calibrating and pricing options in polynomial Ornstein-Uhlenbeck volatility models.
method Analyzes Fourier-Laplace transforms, connects to Riccati equations, and develops numerical schemes.
result Establishes existence and solution for Riccati equations and provides efficient numerical methods.

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…

2013-06-12abs ↗pdf ↗

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.

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 XYX\to Y between Stein manifolds is homotopic to a proper holomorphic em…

2017-09-17abs ↗pdf ↗

In this article, we study the maximal length of positive Dehn twist factorizations of surface mapping classes. In connection to fundamental questions regarding the uniform topology of symplectic 4-manifolds and Stein fillings of contact 3-manifolds coming from the topology of supporting Lefschetz pencils and open books…

2014-12-01abs ↗pdf ↗

Paper develops a minimax optimal test for goodness-of-fit using kernel Stein discrepancy.

problem Developing a robust goodness-of-fit test for general domains.
method Kernel Stein Discrepancy (KSD) with spectral regularization and adaptive testing.
result Proposed regularized test achieves minimax optimality up to a logarithmic factor.

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…

2017-04-25abs ↗pdf ↗

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…

2016-04-12abs ↗pdf ↗

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…

2014-05-31abs ↗pdf ↗

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.

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…

2019-04-09abs ↗pdf ↗