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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 traces

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.

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.

We create Lefschetz fibrations for knot traces of specific types of knots.

problem Constructing Lefschetz fibrations for knot traces of alternating and extended alternating knots.
method Applying a method from Stein surfaces to knot traces, constructing PALFs with specific properties.
result Knot traces of alternating and extended alternating knots admit Lefschetz fibrations with fibers of small genus.

We demonstrate new applications of the trace embedding lemma to the study of piecewise-linear surfaces and the detection of exotic phenomena in dimension four. We provide infinitely many pairs of homeomorphic 4-manifolds WW and WW' homotopy equivalent to S2S^2 which have smooth structures distinguished by several for…

2019-12-30abs ↗pdf ↗

StAD predicts divergence of diffusion and flow models without Jacobian computation.

problem Computing likelihood from diffusion and flow models is computationally expensive.
method Introduces StAD, a distillation method to predict divergence using Langevin-Stein operator.
result StAD predicts divergence with competitive variance and speed compared to existing 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.

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 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 ↗

New method integrates real and synthetic data to improve machine learning models.

problem Expensive or impractical collection of high-quality data limits machine learning.
method Weighted empirical risk minimization approach for integrating surrogate data.
result Integrating surrogate data can significantly reduce test error on the original distribution.

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 ↗

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.

2010-07-18abs ↗pdf ↗

We continue our study of contact structures on manifolds of dimension at least five using complex surgery theory. We show that in each dimension 2q+1 > 3 there are 'maximal' almost contact manifolds to which there is a Stein cobordism from any other (2q+1)-dimensional contact manifold. We show that the product M x S^2 …

2014-09-26abs ↗pdf ↗

A unified summary is given of the existence theory of Stein manifolds in all dimensions, based on published and pending literature. Eliashberg's characterization of manifolds admitting Stein structures requires an extra delicate hypothesis in complex dimension 2, which can be eliminated by passing to the topological se…

2008-10-24abs ↗pdf ↗