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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.

168,695 papers · 148 categories

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316394125 · May 202619922001200920172026
48 results for affine coupling

This paper shows how to approximate any log-concave distribution using well-conditioned affine coupling flows.

problem Understanding the representational power of affine coupling flows for log-concave distributions.
method Leveraging connections between affine coupling architectures, Langevin dynamics, and Hénon maps to prove log-concave approximation.
result Any log-concave distribution can be approximated using well-conditioned affine-coupling flows.

CF-INNs can approximate any invertible function, resolving a long-standing problem.

problem Whether CF-INNs can approximate any invertible function.
method Demonstrated CF-INNs are universal approximators for invertible functions by showing a convenient criterion.
result CF-INNs are universal approximators for invertible functions.

New framework explains normalizing flows' power and limitations.

problem Understanding the expressive power and limitations of normalizing flows.
method Theoretical framework for well-conditioned coupling-based normalizing flows and volume-preserving flows.
result RealNVP is distributionally universal, but volume-preserving flows are not.

Normalizing flows attempt to model an arbitrary probability distribution through a set of invertible mappings. These transformations are required to achieve a tractable Jacobian determinant that can be used in high-dimensional scenarios. The first normalizing flow designs used coupling layer mappings built upon affine …

2020-01-15abs ↗pdf ↗

Incorporates matrix exponential into generative flows for improved performance.

problem Improving generative flow models for better density estimation.
method Integrates matrix exponential into generative flows, proposing new layers and modifying network architecture.
result The proposed model achieves great performance on density estimation.

We introduce a class of objects which we call 'affine surfaces'. These provide families of foliations on surfaces whose dynamics we are interested in. We present and analyze a couple of examples, and we define concepts related to these in order to motivate several questions and open problems. In particular we generalis…

2016-09-07abs ↗pdf ↗

New bounds on optimal transport regularization show faster convergence rates than previously known.

problem Understanding the localization rate of Quadratically Regularized Optimal Transport (QOT) optimizers.
method Established lower bounds and derived mean-squared deviation controls for QOT optimizers.
result Lower bound of support concentration rate ε1d+2\varepsilon^{\frac{1}{d+2}} in directed Hausdorff distance.

We address representational challenges in normalizing flows, particularly depth and conditioning issues.

problem Challenges in training normalizing flows, including vanishing/exploding gradients and poor conditioning.
method Analyzes representational aspects of depth and conditioning in normalizing flows, proving theoretical bounds and investigating phenomena.
result Proves that shallow affine coupling networks are universal approximators in Wasserstein distance if ill-conditioning is allowed.

Conditions for statistical structures on manifolds derived from solitons.

problem Characterizing statistical structures on manifolds from soliton equations.
method Analyzing gradient solitons on statistical manifolds to derive conditions for statistical structures.
result Established necessary and sufficient conditions for statistical structures under various soliton types.

Paper proves CFlows can approximate any diffeomorphism and applies it in Bayesian optimization.

problem Proving the universality of CFlows in approximating diffeomorphisms.
method Deriving the universality of Para-CFlows through affine coupling layers and invertible linear transforms.
result Para-CFlows can approximate any diffeomorphism in C^k-norm.

Study reveals geometric context of second-order superintegrable systems.

problem Understanding second-order superintegrable systems and their Weylian geometry.
method Re-examined second-order maximally conformally superintegrable Hamiltonian systems, revealing their Weyl structure.
result Extended conformal superintegrability to Weyl structures, interpreting systems as semi-Weyl structures.

Clarifies relation for solving control-affine Schrödinger bridge problems.

problem Solving control-affine Schrödinger bridge problems via Hopf-Cole transform.
method Applies Hopf-Cole transform to conditions of optimality, resulting in nonlinear PDEs.
result Generic control-affine Schrödinger bridge requires further algorithmic development.

This study compares different types of normalizing flows for generating complex distributions.

problem Comparing different types of normalizing flows for generating complex distributions.
method Real-valued non-Volume preserving (RealNVP), masked autoregressive flow (MAF), coupling rational quadratic spline (C-RQS), and autoregressive rational quadratic spline (A-RQS) were compared using statistical tests.
result A-RQS algorithm outperforms others in terms of accuracy and training speed.

New algorithm solves Schrödinger bridge problem with mismatched channels.

problem Solving Schrödinger bridge problem with input and noise channel mismatch.
method Design of a Sinkhorn recursion with memory for nonlinear PDEs.
result Demonstrates solving control-affine Schrödinger bridge problem.

We consider a stochastic factor financial model where the asset price process and the process for the stochastic factor depend on an observable Markov chain and exhibit an affine structure. We are faced with a finite time investment horizon and derive optimal dynamic investment strategies that maximize the investor's e…

2014-03-20abs ↗pdf ↗

Normalizing flows are shown to be equivalent to Bayesian networks, revealing new insights.

problem Understanding the limitations and capabilities of normalizing flows.
method Revisiting normalizing flows as probabilistic graphical models and analyzing their structure.
result Normalizing flows can be reduced to Bayesian networks, revealing new insights into their structure and capabilities.

Binary hashing is a well-known approach for fast approximate nearest-neighbor search in information retrieval. Much work has focused on affinity-based objective functions involving the hash functions or binary codes. These objective functions encode neighborhood information between data points and are often inspired by…

2016-02-04abs ↗pdf ↗

Current popular methods for Magnetic Resonance Fingerprint (MRF) recovery are bottlenecked by the heavy storage and computation requirements of a dictionary-matching (DM) step due to the growing size and complexity of the fingerprint dictionaries in multi-parametric quantitative MRI applications. In this paper we study…

2018-09-05abs ↗pdf ↗

Unified geometric formulation of Maxwell-Vlasov system using presymplectic and symmetry reduction.

problem Unified geometric formulation of Maxwell-Vlasov system.
method Skinner-Rusk formalism, presymplectic geometry, reduction by diffeomorphism group, affine Hamiltonian controls.
result Unified geometric structure unifying Lagrangian, Hamiltonian, gauge, reduction, and control-theoretic aspects.

We propose a general framework for the simultaneous modeling of equity, government bonds, corporate bonds and derivatives. Uncertainty is generated by a general affine Markov process. The setting allows for stochastic volatility, jumps, the possibility of default and correlation between different assets. We show how to…

2010-12-01abs ↗pdf ↗

Improves Marsden-Weinstein reduction theory for k-polysymplectic manifolds.

problem Improving Marsden-Weinstein reduction theory for k-polysymplectic manifolds.
method Developed a theory of affine Lie group actions for k-polysymplectic momentum maps, removing technical conditions.
result Devise a k-polycosymplectic Marsden-Weinstein reduction theory.

This study examines biases in flow matching samplers using finite-sample estimation.

problem Biases in flow matching samplers when using finite-sample surrogates.
method Finite-sample plug-in estimation and hierarchy of empirical FM models.
result Exact empirical minimizer and smoothed plug-in regime identified for affine conditional flows.

This work extends stochastic localization to joint probability measures for data analysis.

problem Data distributional analysis in high-dimensional probability.
method Unified stochastic localization under Eldan's α-scheme, coupled probability measures via shared Brownian motion.
result Eldan's α-distance as a scalable surrogate for Wasserstein distance.

We study affine maps between affine manifolds. Even when the fibers are compact and diffeomorphic, two of them can inherit different affine structures from the source space. This leads to a fixed linear holonomy deformation theory of the affine structure of an affine manifold. We found various conditions which make the…

2001-05-22abs ↗pdf ↗

Motivated by the study of coupled Kähler-Einstein metrics by Hultgren and Witt Nyström and coupled Kähler-Ricci solitons by Hultgren, we study in this paper coupled Sasaki-Einstein metrics and coupled Sasaki-Ricci solitons. We first show an isomorphism between the Lie algebra of all transverse holomorphic vector fields…

2018-12-10abs ↗pdf ↗

Defines coupled embeddability for maps on products of spaces, generating examples and nonexamples.

problem Understanding when maps on products of spaces can be embedded.
method Uses known results for nonsingular biskew and bilinear maps, studies genericity properties, extends Whitney embedding theorems, and relates to Z/2\mathbb{Z}/2-coindex of embedding spaces.
result Generates strong obstructions to coupled embeddability in terms of combinatorics of triangulations.

In this article, we propose the notion of the general pp-affine capacity and prove some basic properties for the general pp-affine capacity, such as affine invariance and monotonicity. The newly proposed general pp-affine capacity is compared with several classical geometric quantities, e.g., the volume, the pp-var…

2017-05-21abs ↗pdf ↗

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.

An affine manifold is a manifold with torsion-free flat affine connection. A geometric topologist's definition of an affine manifold is a manifold with an atlas of charts to the affine space with affine transition functions; a radiant affine manifold is an affine manifold with holonomy consisting of affine transformati…

1997-12-19abs ↗pdf ↗

Two families of general affine surface areas are introduced. Basic properties and affine isoperimetric inequalities for these new affine surface areas as well as for LφL_φ affine surface areas are established.

2009-08-15abs ↗pdf ↗