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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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326495127 · Jun 202019922001200920172026
48 results for chordal distances

Geodesic rays and chordal distances link algebraic and geometric properties of positive metrics.

problem Understanding the geometry of the space of positive metrics at infinity.
method Using Monge-Ampère equations and test configurations, algebraic descriptions of geodesic rays and chordal distances are derived.
result The Mabuchi chordal distance between geodesic rays associated with ample test configurations equals the spectral distance between their filtrations.

We prove several results about chordal graphs and weighted chordal graphs by focusing on exposed edges. These are edges that are properly contained in a single maximal complete subgraph. This leads to a characterization of chordal graphs via deletions of a sequence of exposed edges from a complete graph. Most interesti…

2017-06-14abs ↗pdf ↗

Chordal graphs can be used to encode dependency models that are representable by both directed acyclic and undirected graphs. This paper discusses a very simple and efficient algorithm to learn the chordal structure of a probabilistic model from data. The algorithm is a greedy hill-climbing search algorithm that uses t…

2012-06-13abs ↗pdf ↗

A highly influential ingredient of many techniques designed to exploit sparsity in numerical optimization is the so-called chordal extension of a graph representation of the optimization problem. The definitive relation between chordal extension and the performance of the optimization algorithm that uses the extension …

2019-10-16abs ↗pdf ↗

Undirected graphical models known as Markov networks are popular for a wide variety of applications ranging from statistical physics to computational biology. Traditionally, learning of the network structure has been done under the assumption of chordality which ensures that efficient scoring methods can be used. In ge…

2014-01-20abs ↗pdf ↗

We study the class N of graphs, the right-angled Artin groups defined on which do not contain surface subgroups. We prove that a presumably smaller class N' is closed under amalgamating along complete subgraphs, and also under adding bisimplicial edges. It follows that chordal graphs and chordal bipartite graphs belong…

2008-11-12abs ↗pdf ↗

In this paper, we consider the Graphical Lasso (GL), a popular optimization problem for learning the sparse representations of high-dimensional datasets, which is well-known to be computationally expensive for large-scale problems. Recently, we have shown that the sparsity pattern of the optimal solution of GL is equiv…

2017-11-24abs ↗pdf ↗

In this paper we characterize compact extended Ptolemy metric spaces with many circles up to Möbius equivalence. This characterization yields a Möbius characterization of the nn-dimensional spheres SnS^n and hemispheres S+nS^n_+ when endowed with their chordal metrics. In particular, we show that every compact extended…

2010-08-19abs ↗pdf ↗

We show that the classification performance of graph convolutional networks (GCNs) is related to the alignment between features, graph, and ground truth, which we quantify using a subspace alignment measure (SAM) corresponding to the Frobenius norm of the matrix of pairwise chordal distances between three subspaces ass…

2019-05-30abs ↗pdf ↗

This paper presents an overview of recent developments in the analysis of shapes such as curves and surfaces through Riemannian metrics. We show that several constructions of metrics on spaces of submanifolds can be unified through the prism of Riemannian submersions, with shape space metrics being induced from metrics…

2018-09-17abs ↗pdf ↗

New method simplifies causal inference with tiered background knowledge.

problem Large equivalence classes of DAGs limit causal information.
method Integrates tiered background knowledge to create 'tiered MPDAGs' with simplified structure.
result Tiered MPDAGs are chain graphs with chordal components, simplifying causal effect estimation.

We consider the problem of learning causal networks with interventions, when each intervention is limited in size under Pearl's Structural Equation Model with independent errors (SEM-IE). The objective is to minimize the number of experiments to discover the causal directions of all the edges in a causal graph. Previou…

2015-10-30abs ↗pdf ↗

We consider the problem of learning a causal graph over a set of variables with interventions. We study the cost-optimal causal graph learning problem: For a given skeleton (undirected version of the causal graph), design the set of interventions with minimum total cost, that can uniquely identify any causal graph with…

2017-03-08abs ↗pdf ↗

A method to compute divergences between decomposable models, useful in supervised learning.

problem Computing exact divergences between high-dimensional distributions is intractable.
method Proposes an approach to compute exact alpha-beta divergences between marginal and conditional distributions of decomposable models.
result Tractable computation of marginal and conditional alpha-beta divergences.

Develops a method to efficiently learn causal DAGs using directed clique trees.

problem Efficiently learning causal DAGs in the presence of large cliques.
method Decomposes DAGs into independently orientable components using directed clique trees and designs a two-phase intervention algorithm.
result Proves that the number of single-node interventions necessary to orient any DAG in an EC is at least the sum of half the size of the largest cliques in each chain component of the essential graph.

Each of the four critical Severi varieties arises from a minimal holomorphic nilpotent orbit in a simple regular rank 3 hermitian Lie algebra and each such variety lies as singular locus in a cubic--the chordal variety--in the corresponding complex projective space; the cubic and projective space are identified in term…

2002-06-14abs ↗pdf ↗

This paper clarifies vine copula structures using graph and matrix representations.

problem Ambiguity in vine copula representations in literature.
method Graph and matrix representations to clarify vine structures, including cherry and chordal sequences.
result A unique matrix representation of vine structures when given a perfect elimination ordering.

New algorithms bound graph structure sampling and learning high-dimensional graphical models.

problem Learning high-dimensional graphical models and efficient graph structure sampling.
method Online learning framework with exponentially weighted average (EWA) or randomized weighted majority (RWM) forecasters using log loss function.
result New sample complexity bounds and efficient algorithms for learning Bayes nets, including trees and chordal skeletons.

Memory-efficient optimizers fail to track a subspace, leading to unpredictable model performance.

problem Memory-efficient optimizers fail to track a subspace, leading to unpredictable model performance.
method Analyzing the behavior of memory-efficient optimizers like GaLore, which project gradients onto a rank-r subspace recomputed every T steps.
result Memory-efficient optimizers fail to track a subspace, leading to unpredictable model performance.

A directed acyclic graph (DAG) is the most common graphical model for representing causal relationships among a set of variables. When restricted to using only observational data, the structure of the ground truth DAG is identifiable only up to Markov equivalence, based on conditional independence relations among the v…

2018-02-05abs ↗pdf ↗

Geometric regularisation improves statistical models by avoiding degeneracy loci.

problem Non-identifiability, singular information, and moment indeterminacy in statistical models.
method Develops the geometric regularisation of distribution-kernel pairs (T,φ)(T, \varphi) using Whitney, Thom, and Mather theorems.
result Finite-dimensional weak transversality theorem for generic kernels, avoiding degeneracy strata of high codimension.

BacHMMachine harmonizes Baroque chorales using theory-driven principles and Hidden Markov Models.

problem Algorithmic harmonization of Baroque chorales.
method Theory-driven approach guided by music composition principles, combined with data-driven learning of key and chord transitions.
result BacHMMachine generates musically coherent harmonizations with reduced computational burden and greater interpretability.

Communities in social networks or graphs are sets of well-connected, overlapping vertices. The effectiveness of a community detection algorithm is determined by accuracy in finding the ground-truth communities and ability to scale with the size of the data. In this work, we provide three contributions. First, we show t…

2010-11-02abs ↗pdf ↗

The paper tightens bounds on distances between Reeb graphs.

problem Certifying quasi-universality of distances between Reeb graphs.
method Establishes tight bi-Lipschitz bounds for various distances.
result Proves strict universality of the functional contortion distance for contour trees and coincides with interleaving distance for merge trees.

The Wasserstein distance and its variations, e.g., the sliced-Wasserstein (SW) distance, have recently drawn attention from the machine learning community. The SW distance, specifically, was shown to have similar properties to the Wasserstein distance, while being much simpler to compute, and is therefore used in vario…

2019-02-01abs ↗pdf ↗

We define a novel class of distances between statistical multivariate distributions by modeling an optimal transport problem on their marginals with respect to a ground distance defined on their conditionals. These new distances are metrics whenever the ground distance between the marginals is a metric, generalize both…

2018-12-19abs ↗pdf ↗

A new metric HCP distance for comparing distributions.

problem Comparing high-dimensional probability distributions efficiently.
method Hilbert curve projection to low-dimensional coupling, followed by transport distance calculation.
result HCP distance is a proper metric for probability measures with bounded supports.

New distances for comparing multivariate normal distributions.

problem Comparing multivariate normal distributions efficiently and accurately.
method Approximated Fisher-Rao distance and pullback SPD cone distances.
result Efficient computation of distances between normal distributions.

The paper introduces a new Wasserstein distance for approximating posteriors in inverse problems.

problem Approximating posterior measures in inverse problems using conditional Wasserstein distances.
method Introduces a conditional Wasserstein distance with restricted couplings and derives its dual.
result Shows that conditional Wasserstein GANs can yield favorable properties for posterior sampling.