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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.

169,051 papers · 148 categories

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3517021,0521,403 · Jun 202019922001200920182026
48 results for Unnormalized Models

Estimates unnormalized models with missing data using imputation and noise contrastive estimation.

problem Statistical models with intractable normalization constants and missing data.
method Combines imputation techniques with estimators for unnormalized models like noise contrastive estimation and score matching.
result Effective statistical inference with unnormalized models from missing data.

Unified framework for efficient estimation of unnormalized models.

problem Estimation of unnormalized models with statistical efficiency.
method Unified estimation framework combining density-ratio matching and nonparametric estimators.
result Asymptotic variance of proposed estimators is the same as MLE.

New method estimates model discrepancy without sampling for unnormalized models.

problem Evaluating and training unnormalized density models efficiently.
method Estimate Stein discrepancy using neural network parameterized vector function.
result Method outperforms existing goodness-of-fit tests and training methods.

Unified empirical and variational Bayes for unnormalized densities.

problem Approximating unnormalized densities using latent variable models.
method Formulate a latent variable model for Y=X+N(0,σ2Id)Y=X+N(0,σ^2 I_d), use ELBO as parametrization of YY's energy function, and estimate XX with empirical Bayes least-squares.
result UVB has higher capacity to approximate energy functions than MLPs in DEEN.

REGS samples from unnormalized distributions using gradient flow and neural networks.

problem Sampling from unnormalized distributions with high accuracy and efficiency.
method REGS is a particle method that iteratively transforms samples from a reference distribution to match an unnormalized target distribution using Wasserstein gradient flow and neural networks.
result REGS outperforms state-of-the-art methods in sampling from challenging multimodal distributions and real datasets.

Paper analyzes NCE method for unnormalized models, reducing asymptotic variance.

problem Estimating parameters of unnormalized models with high asymptotic variance.
method Proposes a method to reduce asymptotic variance by estimating auxiliary distribution parameters and analyzing objective function forms.
result NCE estimator is consistent and asymptotically normal, with reduced variance.

Paper optimizes change detection in unnormalized distributions.

problem Detecting changes in unnormalized pre- and post-change distributions.
method Log-Partition Approximation Cumulative Sum (LPA-CUSUM) algorithm based on thermodynamic integration.
result Asymptotically optimal performance achieved through unbiased estimation of CUSUM statistics.

Proposes a method combining CNFs and rejection-resampling for sampling from unnormalized densities.

problem Sampling from unnormalized probability densities, especially multimodal ones.
method Combines continuous normalizing flows with rejection-resampling steps based on importance weights.
result The method improves sampling accuracy and performance compared to state-of-the-art methods.

A new approach to distill unnormalized EBM for energy-based seq2seq models.

problem Training unnormalized EBM for energy-based seq2seq models is challenging.
method Relating the problem to distributional RL, proposing a general distillation approach.
result General approach applicable to any sequential EBM, illustrated on GAM experiments.

A new model estimates complex densities without explicit normalizing constants.

problem Accurately estimating the normalizing constant of high-dimensional energy functions.
method Autoregressive Energy Machine (AEM) learns an unnormalized density and an importance-sampling estimate of the normalizing constant.
result Achieves state-of-the-art performance on density-estimation tasks.

A new method optimizes a generalized Kullback-Leibler divergence for better simulation-based inference.

problem Optimizing likelihood functions when they are only known implicitly.
method Optimizes a generalized Kullback-Leibler divergence that accounts for normalization constants in unnormalized distributions.
result Unified approach that combines Neural Posterior Estimation and Neural Ratio Estimation.

A new method called TemperFlow tackles multimodality in sampling from unnormalized distributions.

problem Sampling from unnormalized distributions with isolated modes.
method TemperFlow learns a sequence of tempered distributions to progressively approach the target distribution.
result TemperFlow overcomes the limitations of existing methods and achieves superior performance.

LFIS uses a time-dependent velocity field to sample from complex distributions.

problem Sampling from unnormalized density functions.
method LFIS learns a time-dependent velocity field to transport samples from a simple initial distribution to a complex target distribution.
result LFIS achieves state-of-the-art performance on various benchmark problems.

New method minimizes robust density power-based divergences for general parametric densities.

problem Computational complexity of minimizing DPD for general parametric densities.
method Stochastic approach to minimize DPD for general parametric density models.
result Proposed method can be applied to minimize other density power-based γ-divergences.

Morse neural networks improve uncertainty quantification and detection.

problem Uncertainty quantification and out-of-distribution detection.
method Generalizes unnormalized Gaussian densities to high-dimensional submanifolds using KL-divergence loss.
result Unified approach for OOD detection, anomaly detection, and continuous learning.

We construct the universal sl(2)-tangle cohomology using an approach with webs and dotted foams. This theory depends on two parameters, and for the case of links it is a categorification of the unnormalized Jones polynomial of the link.

2008-02-20abs ↗pdf ↗

We establish a parabolic version of Tian's C2,αC^{2,α}-estimate for conical complex Monge-Ampere equations, which includes conical Kähler-Einstein metrics. Our estimate will complete the proof of the existence of unnormalized conical Kähler-Ricci flow in arXiv:1411.7284.

2014-12-08abs ↗pdf ↗

New methods improve memory efficiency for sampling from complex distributions.

problem Sampling from complex unnormalized distributions over discrete domains.
method Two novel training methods for discrete diffusion samplers.
result Achieve state-of-the-art results in unsupervised combinatorial optimization.

A new method for sampling from complex distributions using Langevin samplers.

problem Sampling from unnormalized Boltzmann densities.
method Probability flow ODE derived from linear stochastic interpolants, employing Langevin samplers.
result Efficient simulation of the flow with non-asymptotic convergence rate.

New method for sampling from complex distributions using stochastic localization.

problem Sampling from unnormalized target densities in multi-modal distributions.
method Stochastic Localization via Iterative Posterior Sampling (SLIPS) framework.
result Approximate samples from target distribution and denoiser learned iteratively.

Graph Laplacians adapt to different manifold dimensions, while Dirichlet energies converge to a tensorized Dirichlet energy.

problem Understanding machine learning methods for data with varying intrinsic dimensions.
method Γ-convergence of graph Dirichlet energies and spectral convergence of graph Laplacians on intersecting manifolds of varying dimensions.
result Normalized Dirichlet energy converges to a tensorized Dirichlet energy that adapts to all dimensions simultaneously.

We generalize the maximal time existence of Kähler-Ricci flow in Tian-Zhang and Song-Tian to conical case. Furthermore, if the twisted canonical bundle KM+(1β)[D]K_{M}+(1-β)[D] is big or big and nef, we can expect more on the limit behaviors of such conical Kähler-Ricci flow. Moreover, the results still hold for simple normal …

2014-11-26abs ↗pdf ↗

Ancient solutions found on flag manifolds from invariant Einstein metrics.

problem Understanding the behavior of Ricci flow on flag manifolds.
method Global study of the dynamical system induced by the Ricci flow, using invariant Einstein metrics and Poincaré compactification.
result Non-collapsed ancient solutions emerge from invariant Einstein metrics, with a Type I singularity in finite time.

A new variational inference method using sliced Wasserstein distance is proposed.

problem The inefficiency and unreasonable properties of Kullback-Leibler divergence.
method Minimizing sliced Wasserstein distance, a valid metric from optimal transport.
result The proposed method approximates the unnormalized distribution efficiently and without requiring a tractable density function.

Improved rank aggregation via spectral method reduces sample complexity.

problem Ranking items from pairwise comparisons with corrupted data.
method Spectral ranking algorithms based on unnormalized and normalized data matrices.
result Sharper \ell_{\infty}-norm perturbation bound and error bound on maximum displacement for each item.

MT-SGD samples from multiple target distributions using gradient descent.

problem Sampling from multiple unnormalized target distributions.
method Proposes MT-SGD, a flow of intermediate distributions to sample from multiple target distributions.
result Asymptotic analysis shows MT-SGD reduces to multiple-gradient descent for multi-objective optimization.

We investigate the limiting behavior of the unnormalized Kahler-Ricci flow on a Kahler manifold with a polarized initial Kahler metric. We prove that the Kahler-Ricci flow becomes extinct in finite time if and only if the manifold has positive first Chern class and the initial Kahler class is proportional to the first …

2009-05-07abs ↗pdf ↗

Learning latent variable models with stochastic variational inference is challenging when the approximate posterior is far from the true posterior, due to high variance in the gradient estimates. We propose a novel rejection sampling step that discards samples from the variational posterior which are assigned low likel…

2018-04-05abs ↗pdf ↗