Research
On-device research index

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

Trend · papers per month

80159239318 · Jun 202019922001200920172026
48 results for Variational characterization

We characterize how to vary the Abel-Jacobi map in terms of Schiffer variation. From this characterization, we will interpret the relation of hyperellipticity of curves with Schiffer variation and describe the deformation of elliptic solitons under Schiffer variation.

2011-08-27abs ↗pdf ↗

This paper characterizes VAE training pathologies and their effects on tasks.

problem Characterizing VAE training pathologies and their impact on downstream tasks.
method Concretely characterizing conditions for VAE training pathologies and their connection to specific downstream tasks.
result Connects VAE training pathologies to specific downstream tasks like learning compressed and disentangled representations, adversarial robustness, and semi-supervised learning.

We show that degenerate complex Monge-Ampere equations in a big cohomology class of a compact Kaehler manifold can be solved using a variational method independent of Yau's theorem. Our formulation yields in particular a natural pluricomplex analogue of the classical logarithmic energy of a measure. We also investigate…

2009-07-27abs ↗pdf ↗

We define a new formal Riemannian metric on a conformal class in the context of the vn2v_{\frac{n}{2}}-Yamabe problem. Our construction leads to a new variational characterization and a new parabolic flow approach to this problem. Moreover, this variational framework suggests that solutions to this problem are unique in…

2016-11-01abs ↗pdf ↗

We utilize copulas to constitute a unified framework for constructing and optimizing variational proposals in hierarchical Bayesian models. For models with continuous and non-Gaussian hidden variables, we propose a semiparametric and automated variational Gaussian copula approach, in which the parametric Gaussian copul…

2015-06-19abs ↗pdf ↗

Characterizing the phase transitions of convex optimizations in recovering structured signals or data is of central importance in compressed sensing, machine learning and statistics. The phase transitions of many convex optimization signal recovery methods such as 1\ell_1 minimization and nuclear norm minimization are…

2015-09-15abs ↗pdf ↗

Variational reduction simplifies Lagrangian systems with scaling symmetries.

problem Simplifying Lagrangian systems with scaling symmetries.
method Defining a variational reduction procedure for homogenous Lagrangian systems.
result Reconstructing trajectories from critical points of reduced variational principle.

Improved image learning using elliptically contoured tensor-variate distributions.

problem Inadequate statistical analysis for tensor-valued data, especially with heavier or lighter tails.
method Developed a family of elliptically contoured tensor-variate distributions and derived their properties and procedures for estimation.
result Tensor-variate classification rules and tensor-on-tensor regression better predict and characterize data than TVN-based methods.

Study variation spaces for neural networks, linking them to approximation theory.

problem Understanding the variation spaces of shallow neural networks.
method Examined variation spaces defined by convex hulls and integral representations for a dictionary of functions.
result Found that Barron space, spectral Barron space, and Radon BV space are variation spaces for certain neural networks.

New methods model gamma-ray data to better understand Galactic emissions.

problem Uncertain diffuse Galactic gamma-ray emissions bias data interpretation.
method Gaussian processes and variational inference for flexible modeling.
result More robust interpretation of gamma-ray sky, especially dark matter signals.

Combines deep generative models with ensemble methods for subsurface property estimation.

problem Estimating spatially distributed subsurface properties from sparse measurements.
method Wasserstein Generative Adversarial Network (WGAN-GP) and Ensemble Smoother with Multiple Data Assimilation (ES-MDA).
result The proposed method outperforms variational inversion methods, especially for channelized and fractured fields.

In this note, we use a result of Osserman and Schiffer \cite{OS} to give a variational characterization of the catenoid. Namely, we show that subsets of the catenoid minimize area within a geometrically natural class of minimal annuli. To the best of our knowledge, this fact has gone unremarked upon in the literature. …

2010-12-17abs ↗pdf ↗

The paper calculates variations of Einstein-Hilbert action on CR manifolds.

problem Variation of the Einstein-Hilbert action in pseudohermitian geometry.
method Computed first and second variations on CR manifolds, characterized critical points as pseudo-Einstein structures, and analyzed second variation on standard spheres.
result In three dimensions, the second variation of the Einstein-Hilbert action on CR structures differs from the Riemannian case due to embeddability.

A triangulated piecewise-linear minimal surface in Euclidean 3-space defined using a variational characterization is critical for area amongst all continuous piecewise-linear variations with compact support that preserve the simplicial structure. We explicitly construct examples of such surfaces that are embedded and a…

2004-10-13abs ↗pdf ↗

The paper classifies surfaces with constant skew curvature in 3-space forms.

problem Classifying surfaces with constant skew curvature in 3-space forms.
method Variational characterization and flow of binormal vector field.
result Classification of rotational surfaces with constant skew curvature.

Integrative analysis of disparate data blocks measured on a common set of experimental subjects is a major challenge in modern data analysis. This data structure naturally motivates the simultaneous exploration of the joint and individual variation within each data block resulting in new insights. For instance, there i…

2017-04-07abs ↗pdf ↗

Boosting Variational Inference improves posterior approximations with adaptive step-sizes.

problem Limited resources hinder the widespread adoption of Boosting Variational Inference.
method Characterized global curvature impact, introduced local curvature, and developed an approximate backtracking algorithm.
result New theoretical convergence rates and experimental validation demonstrate improved performance.

We develop a general variational inference method that preserves dependency among the latent variables. Our method uses copulas to augment the families of distributions used in mean-field and structured approximations. Copulas model the dependency that is not captured by the original variational distribution, and thus …

2015-06-10abs ↗pdf ↗

We study convergence rates of variational posterior distributions for nonparametric and high-dimensional inference. We formulate general conditions on prior, likelihood, and variational class that characterize the convergence rates. Under similar "prior mass and testing" conditions considered in the literature, the rat…

2017-12-07abs ↗pdf ↗

Variational inference is an umbrella term for algorithms which cast Bayesian inference as optimization. Classically, variational inference uses the Kullback-Leibler divergence to define the optimization. Though this divergence has been widely used, the resultant posterior approximation can suffer from undesirable stati…

2016-10-27abs ↗pdf ↗

We (1) characterize the Schubert varieties that arise as variations of Hodge structure (VHS); (2) show that the isotropy orbits of the infinitesimal Schubert VHS `span' the space of all infinitesimal VHS; and (3) show that the cohomology classes dual the Schubert VHS form a basis of the invariant characteristic cohomol…

2012-08-27abs ↗pdf ↗

We are able to derive the equations of motion for forced mechanical systems in a purely variational setting, both in the context of Lagrangian or Hamiltonian mechanics, by duplicating the variables of the system as introduced by Galley [2013], Galley, Tsang, and Stein [2014]. We show that this construction is useful to…

2017-12-26abs ↗pdf ↗

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear whether the fixed point identified by the variational inference algorithm is a local…

2017-03-21abs ↗pdf ↗

The paper defines new geometric concepts on Riemannian manifolds and applies them to optimization problems.

problem Optimization problems on Riemannian manifolds.
method Strongly geodesic preinvexity, strongly η-invexity, and strongly invariant η-monotonicity definitions.
result Characterization of strict η-minimizers and solutions to variational like-inequality problems.

Characterizes Lévy-driven Ornstein-Uhlenbeck processes linked to tempered stable distributions.

problem Understanding Lévy-driven Ornstein-Uhlenbeck processes and their properties.
method Characterizes the Lévy triplet and deduces transition laws for finite variation Ornstein-Uhlenbeck processes associated with tempered stable distributions.
result Provides algorithms for generating skeleton of Ornstein-Uhlenbeck processes related to exponentially-modulated tempered stable laws.

We first generalize the operation of formal exterior differential in the case of finite dimensional fibered manifolds and then we extend it to certain bundles of smooth maps. In order to characterize the operator order of some morphisms between our bundles of smooth maps, we introduce the concept of fiberwise (k,r)(k,r)-j…

2004-07-19abs ↗pdf ↗

The paper analyzes uncertainty quantification in sparse Gaussian process regression with a Brownian motion prior.

problem Analyzing uncertainty in sparse Gaussian process regression with a Brownian motion prior.
method Theoretical guarantees and limitations for pointwise credible sets are derived for a rescaled Brownian motion prior with a sparse variational Gaussian process method.
result Theoretical characterization of asymptotic frequentist coverage for credible sets, distinguishing conservative and overconfident cases.