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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.

169,291 papers · 148 categories

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144288431575 · Jun 202019922001200920182026
48 results for conditional Gibbs measures

The paper proves a large deviation principle for Gibbs measures on Polish spaces and applies it to specific cases.

problem Large deviation principles for Gibbs measures on Polish spaces.
method General Laplace principle for non-normalized Gibbs measures, applied to conditional Gibbs measures, Coulomb gases, and Fekete points.
result The Laplace principle is proven and applied to specific cases, providing a deterministic version of ΓΓ-convergence.

Gibbs sampler contracts entropy under strong log-concavity, improving mixing time.

problem Improving the mixing time of Gibbs sampler under strong log-concavity.
method Analyzing Gibbs sampler contraction under strong log-concavity, providing sharp contraction rate.
result Gibbs sampler contracts entropy linearly with condition number and independent of dimension under strong log-concavity.

Asynchronous Gibbs sampling can accurately estimate expectations of functions of all variables under certain conditions.

problem Estimating expectations of functions of all variables in graphical models.
method Coupling synchronous and asynchronous Gibbs samplers to control expected Hamming distance, using concentration of measure results.
result The bias in estimating expectations of polynomial functions is smaller than the standard deviation of the function value in the true model.

Generalizes entropy-drift inequality for specific geometric spaces.

problem Entropy, drift, and critical exponent in Gibbs measures on geometrically finite manifolds.
method Generalization of Guivarc'h's inequality for CAT(-1) spaces, analysis of random walks.
result Equality in entropy-drift inequality achieved if and only if Gibbs density is equivalent to hitting measure.

This paper solves mapping problems with a novel Gibbs sampling method.

problem Mapping problems with uncertainties in data associations and landmark cardinality.
method Derives a hybrid Poisson, multi-Bernoulli mixture distribution using a conjugate prior and Poisson process prior. Uses Gibbs sampling to sample from the posterior.
result The proposed method outperforms state-of-the-art methods on synthetic data.

Decentralized learning achieves centralized performance via Gibbs measures.

problem Achieving centralized performance in decentralized machine learning.
method ERM-RER learning framework with Gibbs measures and relative-entropy regularization.
result Achieving centralized performance with Gibbs measures and specific scaling of regularization factors.

Paper develops a new generalization bound using PAC-Bayes theory and Gibbs distributions.

problem Limits of traditional generalization bounds due to complexity measures.
method Leverages PAC-Bayes bounds with Gibbs distributions to derive a flexible generalization bound.
result Derives a generalization bound that can adapt to both hypothesis class and task complexity.

Study birth-death dynamics for sampling Gibbs measures with nonconvex potentials.

problem Sampling Gibbs measures with nonconvex potentials.
method Birth-death dynamics, Kullback-Leibler divergence, χ2χ^2 divergence, kernel-based approximations, ΓΓ-convergence of gradient flows.
result Probability density converges exponentially fast to Gibbs equilibrium measure with a universal rate.

The paper tackles sampling from Gibbs measures with constrained support, providing a sampling guarantee.

problem Sampling from Gibbs measures with constrained support, especially in the pre-asymptotic regime.
method Analyzing the spectral gap of Langevin dynamics to provide a non-asymptotic sampling guarantee.
result The low-temperature Gibbs distribution concentrates on a neighborhood of its mode in the pre-asymptotic regime.

With their origin in thermodynamics and symbolic dynamics, Gibbs measures are crucial tools to study the ergodic theory of the geodesic flow on negatively curved manifolds. We develop a framework (through Patterson-Sullivan densities) allowing us to get rid of compactness assumptions on the manifold, and prove many exi…

2012-11-27abs ↗pdf ↗

Study convergence of simulated annealing in continuous and discrete settings.

problem Analyzing convergence rate of simulated annealing methods.
method Apply Eyring-Kramers law to prove polynomial decay of tail probabilities.
result Explicit rate of convergence for continuous and discrete simulated annealing.

Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the stationary distribution. This paper gives sufficient conditions to guarantee that univa…

2014-11-05abs ↗pdf ↗

Study on Metropolis-within-Gibbs schemes for high-dimensional Bayesian models.

problem Improving the scalability of MCMC methods for complex Bayesian models.
method Relating convergence properties to conditional conductance for non-conjugate hierarchical models.
result Established dimension-free convergence results for Metropolis-within-Gibbs schemes.

We investigate a class of feature allocation models that generalize the Indian buffet process and are parameterized by Gibbs-type random measures. Two existing classes are contained as special cases: the original two-parameter Indian buffet process, corresponding to the Dirichlet process, and the stable (or three-param…

2015-12-08abs ↗pdf ↗

GADD accelerates uniform-rate discrete diffusion models by 2 orders of magnitude.

problem Slow sampling in uniform-rate discrete diffusion models.
method Gibbs-based corrector (GADD) that constructs Gibbs posterior likelihoods directly from the concrete score function.
result Achieves an overall sampling complexity of O(polylog(ε1))\mathcal{O}(\mathrm{polylog} (\varepsilon^{-1})).

Improved Swendsen-Wang sampler speeds up learning attractive GMs.

problem Slow mixing in Gibbs sampler for attractive binary pairwise GMs.
method Introduced and analyzed Swendsen-Wang dynamics for stochastic partitioned graphs.
result Swendsen-Wang dynamics achieve O(log n) mixing time for attractive binary pairwise GMs.

Let MM be a pinched negatively curved Riemannian manifold, whose unit tangent bundle is endowed with a Gibbs measure mFm_F associated to a potential FF. We compute the Hausdorff dimension of the conditional measures of mFm_F. We study the mFm_F-almost sure asymptotic penetration behaviour of locally geodesic lines of…

2014-05-09abs ↗pdf ↗

Sharp large deviations and Gibbs conditioning for portfolio credit risk models.

problem Analyzing the risk of default in financial portfolios with dependent factors.
method Sharp large deviation estimates and conditional Bahadur-Rao estimates for threshold models with diverging latent factors.
result Conditioned on a large exceedance event, default indicators become asymptotically i.i.d., and loss-given-default is exponentially tilted.

The paper improves probabilistic herding methods using Gibbs distributions.

problem Improving integration accuracy over Monte Carlo quadrature in infinite-dimensional RKHS.
method Developed a Gibbs distribution over quadrature nodes to minimize MMD.
result The Gibbs distribution outperforms i.i.d. Monte Carlo in integration accuracy.

Derives stochastic and dissipative dynamics preserving Gibbs measure.

problem Understanding and deriving structure-preserving stochastic systems.
method Extension of Hamilton-Pontryagin principle, symmetry reduction, and inclusion of dissipation.
result New derivation of double-bracket dissipation.

Improved spectral gap for MwG with adaptive RWM proposals.

problem Improving mixing efficiency of MwG for log-concave distributions.
method Using adaptive RWM proposals tuned to match conditional variances of log-concave target distributions.
result Established a spectral gap lower bound of order O(1/κd)\mathcal{O}(1/κd) for MwG.

Holomorphic vector fields and anti-canonical divisors on complex manifolds are studied.

problem Existence of non-trivial holomorphic vector fields on compact complex manifolds.
method Vanishing result for measure preserving holomorphic vector fields, Gibbs stability, and log terminal singularities.
result No non-trivial holomorphic vector fields on compact complex manifolds with big anti-canonical line bundle.

New diagnostic tool for assessing approximate Bayesian inference.

problem Assessing the trustworthiness of approximate Bayesian inference.
method Reframe the problem in terms of incompatible conditional distributions and use Gibbs priors.
result The diagnostic tool can discover the inductive bias in various Bayesian models and approximations.

Bayesian inference over admissible histories leads to irreversible kinetics.

problem Modeling irreversible processes in systems with uncertain histories.
method A Gibbs-type measure weighted by energy-dissipation action and observation constraints, interpreted as a Bayesian posterior.
result The measure concentrates on maximum-a-posteriori (MAP) histories, recovering classical deterministic evolution.

We analyze Gibbs-based transfer learning algorithms using information theory.

problem Understanding the generalization error of transfer learning.
method Information-theoretic analysis focusing on αα-weighted-ERM and two-stage-ERM.
result Exact characterization of generalization behavior using conditional symmetrized KL information.

New sampler reduces MCMC complexity for Bayesian variable selection.

problem High-dimensional Bayesian variable selection with high computation complexity.
method Variable-complexity subset weighted-Tempered Gibbs Sampler (wTGS) with Rao-Blackwellized estimator.
result Variances of Rao-Blackwellized estimator are smaller than those of subset wTGS.

GDiff tackles blind denoising with Gibbs sampling and Monte Carlo inference.

problem Blind denoising of signals with unknown noise parameters.
method Gibbs Diffusion (GDiff) method that alternates sampling steps from a conditional diffusion model and a Monte Carlo sampler.
result GDiff achieves blind denoising of natural images and cosmic microwave background data.

Paper studies matching of samples from two distributions with a Gibbs probability weight.

problem Matching two independent i.i.d. samples from two distributions with a weighted cost.
method Uses chaos decomposition of polynomial functions of empirical distributions to derive asymptotics.
result Convergence of resulting random joint distribution to Schrödinger problem solution as N→∞.