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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.

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48 results for Stein spaces

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.

Study on Hölder continuity of complex Monge-Ampère solutions on Stein spaces.

problem Understanding continuity of solutions to complex Monge-Ampère equations on Stein spaces.
method Analyzing solutions with LpL^p densities and Hölder boundary data on Stein spaces with isolated singularities.
result Solutions are Hölder continuous outside singular points if boundary data is Hölder continuous.

Stein importance sampling is a widely applicable technique based on kernelized Stein discrepancy, which corrects the output of approximate sampling algorithms by reweighting the empirical distribution of the samples. A general analysis of this technique is conducted for the previously unconsidered setting where samples…

2020-01-25abs ↗pdf ↗

Unbraided wiring diagrams for Stein fillings of lens spaces are described.

problem Constructing Stein fillings of lens spaces with canonical contact structures.
method Algorithm to draw unbraided wiring diagrams equivalent to Lefschetz fibrations.
result Wiring diagrams can be extended to symplectic graphical disks with marked points.

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 ↗

The paper characterizes unit balls among Stein spaces with specific groups using Bergman-Einstein metrics.

problem Characterizing unit balls among Stein spaces with specific groups.
method Study of Bergman metric on finite ball quotients and its Kähler-Einstein property.
result The Bergman-Einstein metric exists only on the unit ball itself for finite ball quotients with trivial groups.

We develop Riemannian Stein Variational Gradient Descent (RSVGD), a Bayesian inference method that generalizes Stein Variational Gradient Descent (SVGD) to Riemann manifold. The benefits are two-folds: (i) for inference tasks in Euclidean spaces, RSVGD has the advantage over SVGD of utilizing information geometry, and …

2017-11-30abs ↗pdf ↗

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).

We prove that if a contact manifold (M,ξ)(M,ξ) is supported by a planar open book, then Euler characteristic and signature of any Stein filling of (M,ξ)(M,ξ) is bounded. We also prove a similar finiteness result for contact manifolds supported by spinal open books with planar pages. Moving beyond the geography of Stein filli…

2013-11-01abs ↗pdf ↗

Paper analyzes SVGD algorithm for non-asymptotic convergence.

problem Optimizing a set of particles to approximate a target probability distribution.
method Finite time analysis of SVGD algorithm, providing descent lemma and convergence rates.
result SVGD algorithm decreases the objective at each iteration and converges to the target distribution.

The paper explores conditions for homology spheres to bound acyclic smooth manifolds and symplectic fillings.

problem Conditions for integral homology 3-spheres to bound acyclic smooth 4-manifolds and their symplectic fillings.
method Structural results and analysis of smooth embeddings of lens spaces in C2\mathbb{C}^2.
result Smooth embeddings of connected sums of lens spaces in C2\mathbb{C}^2 cannot be upgraded to Stein embeddings.

The topology of Stein surfaces and contact 3-manifolds is studied by means of handle decompositions. A simple characterization of homeomorphism types of Stein surfaces is obtained --- they correspond to open handlebodies with all handles of index lessthan or = 2. An uncountable collection of exotic R^4's is shown to ad…

1998-03-06abs ↗pdf ↗

Inequalities linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.

problem Linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.
method Deriving inequalities linking these measures on Riemannian manifolds.
result Strengthening and extending existing inequalities to Riemannian manifolds.

A new kernel Stein test assesses fit for variable-length sequential data.

problem Evaluating goodness of fit for varying-dimensional data like text documents of different lengths.
method Extends kernel Stein discrepancy (KSD) to variable-dimension settings by identifying appropriate Stein operators and proposing a novel KSD goodness-of-fit test.
result The proposed test performs well on discrete sequential data benchmarks.

Classifies tight contact structures on surgeries of the Whitehead link.

problem Classifying tight contact structures on surgeries of the Whitehead link.
method Analyzes various surgeries on the Whitehead link to classify tight contact structures.
result Determines tight contact structures, Stein fillability, and virtually overtwisted properties.

Paper explores SVGD for Bayesian inference, linking deterministic and stochastic dynamics.

problem Bayesian inference and Markov chain Monte Carlo methods.
method Stein variational gradient descent (SVGD) with deterministic and stochastic dynamics.
result Identifies Stein-Fisher information as the leading order contribution in the long-time and many-particle regime.

New method reduces computational cost for learning stationary diffusions.

problem Learning parameters of stationary diffusions efficiently.
method Stein-type discrepancy (SKDS) for estimating generator expectations.
result SKDS guarantees alignment with target stationary distribution.

A simple characterization is given of open subsets of a complex surface that smoothly perturb to Stein open subsets. As applications, complex 2-space C^2 contains domains of holomorphy (Stein open subsets) that are exotic R^4's, and others homotopy equivalent to the 2-sphere but cut out by smooth, compact 3-manifolds. …

2011-10-09abs ↗pdf ↗

The paper explores nonexistence and existence of symplectic and Stein fillable contact structures on 3-manifolds.

problem Nonexistence and existence of symplectic and Stein fillable contact structures on 3-manifolds.
method Construction of 3-manifolds and analysis of Dehn surgeries.
result The existence and nonexistence of fillable contact structures on specific 3-manifolds.

New research sets the minimax lower bound for KSD estimation at sqrt(n).

problem Estimating goodness-of-fit using Kernel Stein Discrepancy (KSD) on high-dimensional spaces.
method Two complementary results proving the minimax lower bound of KSD estimation.
result The minimax lower bound of KSD estimation is n^(-1/2), indicating exponential difficulty with dimensionality.

Stein variational neural network ensembles improve diversity and uncertainty estimation.

problem Lack of proper Bayesian justification and diversity guarantees in deep neural network ensembles.
method Particle-based inference methods, specifically Stein variational gradient descent (SVGD), operating in weight space, function space, and hybrid settings.
result SVGD methods improve diversity and uncertainty estimation, approaching the true Bayesian posterior more closely.

For a compact contact manifold it is shown that the anisotropic Folland-Stein function spaces form an algebra. The notion of anisotropic regularity is extended to define the space of Folland-Stein contact diffeomorphisms, which is shown to be a topological group under composition and a smooth Hilbert manifold. These re…

2010-07-13abs ↗pdf ↗

A new method for SVGD reduces variance in high dimensions.

problem High-dimensional variance in SVGD.
method Grassmann Stein Variational Gradient Descent (GSVGD) projects onto arbitrary subspaces and uses coupled Grassmann-valued diffusion.
result GSVGD explores high-dimensional problems with intrinsic low-dimensional structure efficiently.

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.

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.

The paper classifies symplectic fillings of lens spaces and constructs cobordisms.

problem Classifying symplectic fillings of lens spaces and constructing cobordisms.
method Analyzing tight and universally tight contact structures, using plumbing of disk bundles, and constructing cobordisms.
result Maximal second homology Stein fillings of lens spaces are given by specific plumbing.

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 ↗