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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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21426384 · May 202619922001200920172026
48 results for adjoint Schrödinger bridge sampler

Paper introduces a new generative learning model using Schrödinger bridge diffusion in latent space.

problem Learning distributions from divergent data distributions.
method Pre-training with large-scale models, Schrödinger bridge diffusion model in latent space.
result Effective control of second-order Wasserstein distance between generated and target distributions.

Unified framework for robust, stable, and efficient density ratio estimation.

problem Density-chasm and support-chasm problems in density ratio estimation.
method Dequantified diffusion-Schrödinger bridge (D3RE) framework with DDBI and DSBI.
result Offers uniform approximation and bounded time scores in theory and empirical performance.

CMCD sampler connects transport and variational inference for efficient sampling.

problem Efficient sampling and generative modeling in Bayesian computation.
method Developed a principled framework using divergences on path space, CMCD sampler with adaptive dynamics.
result CMCD sampler outperforms competing approaches across various experiments.

Unified framework extends adjoint Schrödinger bridge sampler to discrete spaces.

problem Challenges in learning discrete neural samplers due to gradients and combinatorial complexity.
method Introduces discrete ASBS, a unified framework that extends adjoint Schrödinger bridge sampler to discrete spaces.
result Empirically, discrete ASBS achieves competitive sample quality with significant advantages in training efficiency and scalability.

We give a new lower bound for the first gap λ2λ1λ_2 - λ_1 of the Dirichlet eigenvalues of the Schr{ö}dinger operator on a bounded convex domain ΩΩ in Rn^n or Sn^n and greatly sharpens the previous estimates. The new bound is explicit and computable.

2004-04-22abs ↗pdf ↗

Suppose that G=(V,E)G=(V, E) is a finite graph with the vertex set VV and the edge set EE. Let ΔΔ be the usual graph Laplacian. Consider the following nonlinear Schro¨\ddot{o}dinger type equation of the form {Δuαu=f(x,u),uW1,2(V), \left \{ \begin{array}{lcr} -Δu-αu=f(x,u),\\ u\in W^{1,2}(V),\\ \end{array} \right. on graph GG, where $f(x…

2019-03-13abs ↗pdf ↗

Study shows observability for Schrödinger equations on product manifolds with specific conditions.

problem Observability of Schrödinger equations on product manifolds with product metrics.
method Proof of observability in finite time on open subsets satisfying Vertical Geometric Control Condition, under gap condition on spectrum of F(g).
result Observability on ω for the Schrödinger equation is strictly weaker than Geometric Control Condition on product of spheres.

The goal of this article is twofold: in a first part, we prove Gaussian estimates for the heat kernel of Schr{ö}dinger operators delta + V whose potential V is "small at infinity" in an integral sense. In a second part, we prove sharp boundedness result for the associated Riesz transform with potential d(delta+V) --1/2…

2015-03-02abs ↗pdf ↗

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

Discrete diffusion samplers improve sampling from unnormalised densities.

problem Sampling from discrete unnormalised densities efficiently.
method Introduce off-policy training techniques and data-to-energy Schrödinger bridge training for discrete diffusion samplers.
result Improved performance on synthetic and new benchmarks.

A new sampler for FLMs improves token-level decoding controls.

problem Sampling from FLMs using standard methods collapses marginals and produces invalid sequences.
method Samples clean one-hot endpoints from FLM token marginals and uses Ornstein-Uhlenbeck bridges conditioned on these endpoints.
result The method preserves token-wise posterior-predictive marginals and improves quality-diversity tradeoff.

Develops new samplers to approximate target distributions via modified Markov processes.

problem Approximating a target distribution with a modified Markov process.
method Iterative proportional fitting and Sinkhorn algorithm to modify transition kernels.
result Schrödinger bridge samplers can approximate target distributions and estimate their normalizing constants.

New method speeds up diffusion models without requiring complex assumptions.

problem Slow sampling in diffusion models due to high computational cost.
method Training-free acceleration scheme under minimal assumptions.
result Provable acceleration within O~(d5/4/ε)\widetilde{O}(d^{5/4}/\sqrt{\varepsilon}) iterations.

Paper reviews methods for conditional sampling in generative diffusion models.

problem Extending generative diffusion models to sample from conditional distributions.
method Review of existing computational approaches to conditional sampling.
result Highlight key methodologies for constructing conditional generative samplers.

New method samples from time-integrated stochastic bridges using neural networks.

problem Sampling from time-integrated stochastic bridges with high accuracy and speed.
method Polynomial chaos expansion and artificial neural networks.
result Robust, data-driven Monte Carlo sampling with thousands of samples in milliseconds.

AdaPID optimizes diffusion-based samplers by dynamically adjusting schedules.

problem Optimizing the intermediate-time dynamics in diffusion-based samplers.
method Develops a time-varying stiffness schedule using Piece-Wise-Constant (PWC) parametrizations and a hierarchical refinement approach.
result QoS-driven PWC schedules consistently improve sampling fidelity and accuracy.

Method infers parameters in complex diffusion processes.

problem Parameter inference in high-dimensional, non-linear diffusion processes.
method Differentiable score matching to approximate diffusion bridges, used in an importance sampler.
result Numerically stable framework for parameter inference and diffusion mean estimation.

New method for efficient conditional sampling from diffusion models.

problem Efficient conditional simulation from diffusion models.
method Explicit forward-backward bridging to express conditional simulation as an inference problem.
result Principled particle Gibbs and pseudo-marginal samplers for conditional distribution.

Study on heat flow across two half-lines with special boundary conditions.

problem Low energy mode of heat flow transmission across a Grushin-type cylinder.
method Analysis of heat equation with inverse-square potential and bridging boundary conditions.
result First insight into qualitative features of the heat flow solution at later times.

A new method samples from multi-modal distributions without hyperparameter tuning.

problem Sampling from multi-modal distributions is challenging and requires tuning hyperparameters.
method Learned Reference-based Diffusion Sampler (LRDS) that learns a reference model on high-density regions and uses it to train a diffusion-based sampler.
result LRDS best exploits prior knowledge on multi-modal distributions compared to competing algorithms.

In this paper, the Dirac, twistor and Killing equations on Weyl manifolds with CSpin structures are investigated. A conformal Schr"odinger-Lichnerowicz formula is presented and used to show integrability conditions for these equations. By introducing the Killing equation for spinors of arbitrary weight, the result of A…

1999-01-27abs ↗pdf ↗

New framework for higher-order singular-value derivatives of rectangular matrices.

problem Challenging to derive higher-order Fréchet derivatives of singular values in real rectangular matrices.
method Using Kato's analytic perturbation theory for self-adjoint operators and embedding rectangular matrices into block self-adjoint operators.
result Closed-form expressions for the nn-th order spectral variations of singular values.

Corrected samplers reduce discretization error in discrete flow models without additional computational cost.

problem Discretization error in samplers for discrete flow models.
method Established non-asymptotic error bounds for samplers, proposed time-corrected and location-corrected samplers.
result Location-corrected sampler has lower complexity and better generation quality.

Stochastic gradient Langevin dynamics (SGLD) is a computationally efficient sampler for Bayesian posterior inference given a large scale dataset. Although SGLD is designed for unbounded random variables, many practical models incorporate variables with boundaries such as non-negative ones or those in a finite interval.…

2019-03-07abs ↗pdf ↗