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.
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…
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…
Stein variational gradient descent (SVGD) is a non-parametric inference algorithm that evolves a set of particles to fit a given distribution of interest. We analyze the non-asymptotic properties of SVGD, showing that there exists a set of functions, which we call the Stein matching set, whose expectations are exactly …
This paper completes the construction of arbitrary order conformally invariant differential operators in higher spin spaces. Jan Slovák has classified all conformally invariant differential operators on locally conformally flat manifolds. We complete his results in higher spin theory by giving explicit expressions for …
The purpose of this paper is to synthesize the approaches taken by Chatterjee-Meckes and Reinert-Röllin in adapting Stein's method of exchangeable pairs for multivariate normal approximation. The more general linear regression condition of Reinert-Röllin allows for wider applicability of the method, while the method of…
Results on characterization of manifolds in terms of certain Lie algebras growing on them, especially Lie algebras of differential operators, are reviewed and extended. In particular, we prove that a smooth (real-analytic, Stein) manifold is characterized by the corresponding Lie algebra of linear differential operator…
We give a complete classification of intertwining operators (symmetry breaking operators) between spherical principal series representations of G=O(n+1,1) and G'=O(n,1). We construct three meromorphic families of the symmetry breaking operators, and find their distribution kernels and their residues at all poles explic…
Let M2n−1 be the smooth boundary of a bounded strongly pseudo-convex domain Ω in a complete Stein manifold V2n. Then (1) For n≥3, M2n−1 admits a pseudo-Eistein metric; (2) For n≥2, M2n−1 admits a Fefferman metric of zero CR Q-curvature; and (3) for a compact strictly pseudoconvex CR em…
We prove that the total CR Q-curvature vanishes for any compact strictly pseudoconvex CR manifold. We also prove the formal self-adjointness of the P′-operator and the CR invariance of the total Q′-curvature for any pseudo-Einstein manifold without the assumption that it bounds a Stein manifold.
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…
The higher spin Laplace operator has been constructed recently as the generalization of the Laplacian in higher spin theory. This acts on functions taking values in arbitrary irreducible representations of the Spin group. In this paper, we first provide a decomposition of the higher spin Laplace operator in terms of Rr…
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 …