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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.

168,742 papers · 148 categories

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200400599799 · Jun 202019922001200920172026
48 results for Weighted Variation Spaces

Deep Bayesian neural nets can use simpler weight approximations without sacrificing performance.

problem The need for complex weight posterior approximations in deep Bayesian neural networks.
method Theoretical and empirical analysis of mean-field variational inference in deep networks.
result Mean-field variational weight posteriors in deep networks can induce similar function-space distributions as complex approximations in shallower networks.

We propose a definition of the weighted σkσ_k-curvature of a smooth metric measure space and justify it in two ways. First, we show that the weighted σkσ_k-curvature prescription problem is governed by a fully nonlinear second order elliptic PDE which is variational when k=1,2k=1,2 or the smooth metric measure space is lo…

2016-08-04abs ↗pdf ↗

Study connects weighted isoperimetric problems to nonlocal elliptic operator extensions.

problem Sharp inequalities for weighted Poisson integrals and their extremizers.
method Formulates variational problem on conformal metric measure space.
result Sharp inequalities are linked to variational problem on CCE manifolds.

New framework explains deep neural networks using variational spline theory.

problem Understanding functions learned by deep neural networks.
method Developed a variational framework and function space.
result Deep ReLU networks are solutions to regularized data fitting problems over the proposed function space.

Paper addresses variational inference issues in Bayesian neural networks.

problem Negative infinite ELBO for function-space priors in BNNs.
method Regularized KL divergence for well-defined function-space variational inference.
result Method provides competitive uncertainty estimates for BNNs.

Paper introduces vector-valued variation spaces for multi-output neural networks.

problem Understanding and optimizing multi-output neural networks.
method Development of vector-valued variation spaces and representer theorem.
result Novel bounds for layer widths in deep networks and a convex optimization method for compression.

Study on Bayesian transformers finds issues with weight-space inference and prior specification.

problem Challenges in obtaining meaningful uncertainty estimates for transformer models.
method Proposed a novel method based on implicit reparameterization of the Dirichlet distribution for variational inference on attention weights.
result Proposed method performs competitively with baselines in estimating predictive uncertainty.

Variational inference struggles with weight symmetries in neural networks, leading to biased posteriors.

problem Weight space symmetries in neural networks cause multimodal posteriors, challenging variational inference.
method Developed a symmetrization mechanism to create permutation invariant variational posteriors.
result Symmetrized variational posteriors have a better fit to the true posterior and improved predictive performance.

Constructs geometric models for moduli spaces of Higgs bundles over Riemann sphere.

problem Construction of moduli spaces for Higgs bundles with specific properties.
method Elementary geometric and combinatorial techniques, focusing on orbit stability of automorphism groups.
result Explicit geometric models for moduli spaces of parabolic Higgs bundles over Riemann sphere.

FTIP uses normalizing flows to improve posterior inference in function space.

problem Challenges in posterior inference with implicit-process priors.
method FTIP uses normalizing flows to define a richer variational distribution over combination weights.
result FTIP captures asymmetric and multimodal posterior structure better than Gaussian coefficient approximations.

A new method for efficient Gaussian process regression reduces complexity and improves scalability.

problem Efficient Gaussian process regression for large datasets.
method Learnable coreset-based variational inference for Gaussian processes.
result CVGP reduces the dimensionality of the variational parameter search space to linear complexity.

We prove existence and uniqueness of weighted ambient metric for manifolds with density.

problem Existence and uniqueness of weighted ambient metric for manifolds with density.
method Proving existence and uniqueness of weighted ambient metric for manifolds with density.
result Existence and uniqueness of weighted ambient metric for manifolds with density.

There are a number of examples of variations of Hodge structure of maximum dimension. However, to our knowledge, those that are global on the level of the period domain are totally geodesic subspaces that arise from an orbit of a subgroup of the group of the period domain. That is, they are defined by Lie theory rather…

2017-03-02abs ↗pdf ↗

Defines and proves properties of weighted renormalized volume coefficients.

problem None explicitly stated; focuses on mathematical definitions and proofs.
method Defines weighted renormalized volume coefficients and proves their variational nature and polynomial representation.
result Weighted renormalized volume coefficients are variational and can be expressed as polynomials of specific tensors.

New model classes for function approximation by neural networks defined on domains.

problem Defining novel model classes for function approximation on bounded domains.
method Introducing weighted variation spaces to define new model classes on domains.
result New model classes are strictly larger than classical ones but maintain the same NNA rates.

Variational Bayesian neural networks (BNNs) perform variational inference over weights, but it is difficult to specify meaningful priors and approximate posteriors in a high-dimensional weight space. We introduce functional variational Bayesian neural networks (fBNNs), which maximize an Evidence Lower BOund (ELBO) defi…

2019-03-14abs ↗pdf ↗

Bayesian deep learning with heavy-tailed weights achieves near-optimal performance.

problem Deep neural networks with heavy-tailed weights achieve near-optimal performance in various contexts.
method Introduced a Bayesian deep learning prior based on heavy-tailed weights and ReLU activation, showing near-optimal minimax contraction rates.
result Posterior distribution achieves near-optimal minimax contraction rates, adaptive to smoothness and intrinsic dimension.

We propose a natural definition of the weighted σkσ_k-curvature for a manifold with density; i.e.\ a triple (Mn,g,eφdvol)(M^n,g,e^{-φ}\mathrm{dvol}). This definition is intended to capture the key properties of the σkσ_k-curvatures in conformal geometry with the role of pointwise conformal changes of the metric replaced by pointw…

2014-09-15abs ↗pdf ↗

This paper compares gradient estimators in importance-weighted VI and justifies the superiority of DREP over REP.

problem Understanding the impact of gradient estimators on importance-weighted VI algorithms.
method Unified theoretical comparison of reparameterized and doubly-reparameterized gradient estimators tied to IWAE, VR, and VR-IWAE bounds.
result Formally justifies the superiority of doubly-reparameterized gradient estimators over reparameterized ones in importance-weighted VI.

A hybrid framework prices options using neural networks and VAE latent space.

problem Lack of explicit asset dynamics information in compressed volatility surfaces.
method Combining Weighted Monte Carlo with neural networks trained on VAE latent space.
result Effective pricing of vanilla and exotic options on idealized vol surface.

Variational Laplace improves Bayesian neural network performance without sampling.

problem Improving Bayesian neural network performance and calibration.
method Develops a new variational Laplace method for BNNs, exploiting curvature of likelihood.
result Variational Laplace outperforms standard VI methods in test performance and calibration.

We generalize Fulton and MacPherson's configuration space construction to weighted filtered manifolds.

problem Infinitesimal collision data in filtered manifolds with higher-order compatibility.
method Generalizing Fulton and MacPherson's blow-up approach to weighted arrangements of submanifolds.
result Smoothness of the weighted blow-up under reasonable assumptions.

Aggregates probability models using Wasserstein space and variational approach.

problem Model aggregation in the Wasserstein space of distributions.
method Data-driven calibration framework based on ΓΓ-convergence.
result Empirical minimizers converge to the minimizers of the actual problem.

We show that the visible sector probability density function of the Riemann-Theta Boltzmann machine corresponds to a gaussian mixture model consisting of an infinite number of component multi-variate gaussians. The weights of the mixture are given by a discrete multi-variate gaussian over the hidden state space. This a…

2018-04-20abs ↗pdf ↗

Paper improves variance control in importance weighted variational bounds.

problem Improving the variance of gradient estimators for IWAE.
method Develops a novel control variate that grows SNR as √K for large K.
result Empirically, the method yields superior variance reduction for generative models.

U-statistics improve gradient estimation in importance-weighted variational inference.

problem High variance in gradient estimation for importance-weighted variational inference.
method Use U-statistics to average base gradient estimators on overlapping batches of size m, achieving lower variance.
result U-statistic variance reduction leads to modest to significant improvements in inference performance.

Recent work used importance sampling ideas for better variational bounds on likelihoods. We clarify the applicability of these ideas to pure probabilistic inference, by showing the resulting Importance Weighted Variational Inference (IWVI) technique is an instance of augmented variational inference, thus identifying th…

2018-08-27abs ↗pdf ↗

DICCA maps multi-view data into a shared latent space with interpretable components.

problem Learning from multiple related but distinct data views.
method DICCA extends CCA to deep generative networks and uses sparsity-inducing priors for interpretability.
result DICCA effectively disentangles shared and view-specific variations in multi-view data.

Since nn-dimensional λλ-hypersurfaces in the Euclidean space Rn+1\mathbb {R}^{n+1} are critical points of the weighted area functional for the weighted volume-preserving variations, in this paper, we study the rigidity properties of complete λλ-hypersurfaces. We give a gap theorem of complete λλ-hypersurfaces with po…

2014-03-17abs ↗pdf ↗

In a family of compact, canonically polarized, complex manifolds equipped with Kähler-Einstein metrics the first variation of the lengths of closed geodesics was previously shown in by the authors in [arXiv:0808.3741v2] to be the geodesic integral of the harmonic Kodaira-Spencer form. We compute the second variation. F…

2010-06-15abs ↗pdf ↗

New model for shape graph registration with partial matching constraints.

problem Shape graph registration with topological inconsistencies and partial matching.
method Higher order invariant Sobolev metrics, varifolds, inexact variational formulation, SFISTA algorithm.
result Existence of minimizers for variational problem with TV regularization.

Paper studies weighted Fermat-Frechet problem for simplex edge lengths.

problem Finding optimal edge lengths for simplex deformations.
method Isometric embedding techniques for KK-Space.
result New variational method to solve weighted Fermat-Frechet problem.

A new method uses a product of experts with Dirichlet variables to approximate complex distributions.

problem Approximating complex distributions with tractable models.
method A product of experts with auxiliary Dirichlet variables, using a Feynman identity to sample and optimize.
result The method efficiently approximates complex distributions using a product of experts and Dirichlet variables.

Hypernetworks are neural networks that generate weights for another neural network. We formulate the hypernetwork training objective as a compromise between accuracy and diversity, where the diversity takes into account trivial symmetry transformations of the target network. We explain how this simple formulation gener…

2018-01-06abs ↗pdf ↗

Let ΩΩ be an open half-space or slab in Rn+1\mathbb{R}^{n+1} endowed with a perturbation of the Gaussian measure of the form f(p):=exp(ω(p)cp2)f(p):=\exp(ω(p)-c|p|^2), where c>0c>0 and ωω is a smooth concave function depending only on the signed distance from the linear hyperplane parallel to Ω\partialΩ. In this work we follow a varia…

2014-03-18abs ↗pdf ↗

Deep neural networks can learn smooth functions without parameters.

problem Learning smooth functions from shallow ReLU neural networks.
method Using over-parameterized shallow ReLU neural networks with norm constraints.
result Least squares estimators based on shallow neural networks are minimax optimal.