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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.

168,982 papers · 148 categories

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48 results for conditional 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.

Numerical observations on martingale couplings are confirmed under certain conditions.

problem Understanding the validity of numerical observations on maximizers and minimizers of martingale couplings.
method Investigation of sufficient conditions and counterexamples for the property to hold.
result The non-decreasing property of martingale couplings is preserved for maximizers under specific conditions.

A new method for conditional sampling using paired Wasserstein Autoencoders.

problem Conditional sampling from complex data distributions.
method Derive a novel loss function for Wasserstein Autoencoders to enable sampling from OT-type couplings.
result Learned cost-optimal transport maps and conditional sampling from an OT-type coupling.

Develop a framework for barycentric projections of optimal transport plans on Riemannian manifolds.

problem Optimal transport couplings are probabilistic objects, while many learning pipelines require deterministic maps.
method Develop a framework for barycentric projections of transport couplings on Riemannian manifolds.
result The intrinsic projection maps each source point to the conditional Fréchet mean of its destination law and is shown to be the best deterministic representative under squared geodesic loss.

We review coupled SU(3){\rm SU}(3)-structures, also known in the literature as restricted half-flat structures, in relation to supersymmetry. In particular, we study special classes of examples admitting such structures and the behaviour of flows of SU(3){\rm SU}(3)-structures with respect to the coupled condition.

2015-05-07abs ↗pdf ↗

Two probability distributions μμ and νν in second stochastic order can be coupled by a supermartingale, and in fact by many. Is there a canonical choice? We construct and investigate two couplings which arise as optimizers for constrained Monge-Kantorovich optimal transport problems where only supermartingales are al…

2016-09-09abs ↗pdf ↗

We prove a necessary and sufficient condition in terms of the barycenters of a collection of polytopes for existence of coupled Kähler-Einstein metrics on toric Fano manifolds. This confirms the toric case of a coupled version of the Yau-Tian-Donaldson conjecture. We also obtain a necessary and sufficient condition for…

2017-11-27abs ↗pdf ↗

We give necessary and sufficient conditions for existence of solutions to a general system of complex Monge-Ampère equations on Fano horosymmetric manifolds. In particular, we get necessary and sufficient conditions for existence of coupled Kähler-Ricci solitons, Mabuchi metrics and twisted Kähler-Einstein metrics in t…

2018-12-18abs ↗pdf ↗

We show that the left-monotone martingale coupling is optimal for any given performance function satisfying the martingale version of the Spence-Mirrlees condition, without assuming additional structural conditions on the marginals. We also give a new interpretation of the left monotone coupling in terms of Skorokhod e…

2017-01-24abs ↗pdf ↗

BGG-equations are geometric overdetermined systems of PDEs on parabolic geometries. Normal solutions of BGG-equations are particularly interesting and we give a simple formula for the necessary and sufficient additional integrability conditions on a solution. We then discuss a procedure for coupling known solutions of …

2010-09-08abs ↗pdf ↗

We propose new types of canonical metrics on Kähler manifolds, called coupled Kähler-Einstein metrics, generalizing Kähler-Einstein metrics. We prove existence and uniqueness results in the cases when the canonical bundle is ample and when the manifold is Kähler-Einstein Fano. In the Fano case we also prove that existe…

2016-08-25abs ↗pdf ↗

Study finds optimal martingale coupling between two distributions with minimal entropy.

problem Finding the optimal martingale coupling between two distributions with minimal relative entropy.
method Solving a dual problem to find the log-density of the optimal coupling, which represents the marginal and martingale constraints.
result The log-density of the optimal coupling is given by a triplet of real functions representing the marginal and martingale constraints.

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.

We give sufficient conditions for the existence of a Dirac structure on the total space of a Poisson fiber bundle endowed with a compatible connection. We also show that Cartan and Cartan-Hannay-Berry connections give rise to coupling Dirac structures.

2005-07-28abs ↗pdf ↗

This work introduces a new method for coupling base and target densities in generative models.

problem Generating samples from complex target distributions using simple base distributions.
method Developed a framework of stochastic interpolants with data-dependent couplings.
result Constructing dynamical transport maps that serve as conditional generative models.

In this paper we show how a natural coupling of the Dirac equation with the generalized Jang equation, leads to a proof of the rigidity statement in the positive mass theorem with charge, without the maximal slicing condition, provided a solution to the coupled system exists.

2013-07-21abs ↗pdf ↗

SGLD proves geometric ergodicity via reflection coupling for nonconvex log-concave distributions.

problem Proving geometric ergodicity of SGLD in nonconvex, log-concave settings.
method Reflection coupling technique to handle SGLD's time discretization and minibatch issues.
result SGLD has an invariant distribution and geometric ergodicity in W1W_1 distance.

We study a class of Poisson tensors on a fibered manifold which are compatible with the fiber bundle structure by the so-called almost coupling condition. In the case of a 55-dimensional orientable fibered manifolds with 22-dimensional bases, we describe a global behavior of almost coupling Poisson tensors and their …

2018-04-16abs ↗pdf ↗

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.

This paper introduces a novel recurrent model for music composition that is tailored to the structure of polyphonic music. We propose an efficient new conditional probabilistic factorization of musical scores, viewing a score as a collection of concurrent, coupled sequences: i.e. voices. To model the conditional distri…

2018-11-20abs ↗pdf ↗

Introduces new equations linking Kähler-Einstein and Hermitian-Yang-Mills theories.

problem Existence of solutions to coupled Kähler-Einstein and Hermitian-Yang-Mills equations.
method Moment map interpretation, Futaki invariant, Matsushima-Lichnerowicz theorem, deformation results.
result Nontrivial solutions produced under certain conditions.

A one-parameter family of coupled flows depending on a parameter κ>0κ>0 is introduced which reduces when κ=1κ=1 to the coupled flow of a metric ωω with a (1,1)(1,1)-form αα due recently to Y. Li, Y. Yuan, and Y. Zhang. It is shown in particular that, for κ1κ\not=1, estimates for derivatives of all orders would follow from…

2018-08-21abs ↗pdf ↗

Proves Hadamard states for Dirac fields on manifolds with timelike boundaries.

problem Existence of Hadamard states for Dirac fields with MIT boundary conditions.
method Introducing geometric Møller operator to implement unitary isomorphism between spaces of initial data.
result Existence of Hadamard states for Dirac fields with MIT boundary conditions.

Rényi Neural Processes replace KL divergence with Rényi divergence to improve NP performance.

problem Parameterization coupling in Neural Processes leads to prior misspecification.
method Propose Rényi Neural Processes (RNP) by replacing KL divergence with Rényi divergence.
result Significant performance improvements in real-world problems, including better log-likelihoods.

Wilson loops in N=4{\cal N}=4 supersymmetric Yang-Mills theory correspond at strong coupling to extremal surfaces in AdS5AdS_5. We study a class of extremal surfaces known as special Legendrian submanifolds. The "hemisphere" corresponding to the circular Wilson loop is an example of a special Legendrian submanifold, and w…

2002-11-24abs ↗pdf ↗

In our previous paper (arXiv:1306.5449) we have given a sufficient and necessary condition when the coupling between Lie algebra bundle (LAB) and the tangent bundle exists in the sense of Mackenzie (\cite{Mck-2005}, Definition 7.2.2) for the theory of transitive Lie algebroids. Namely we have defined a new topology on …

2013-10-22abs ↗pdf ↗

Survey on Kähler-Einstein and weighted solitons on Fano manifolds.

problem Existence of coupled Kähler-Einstein metrics and weighted solitons on Fano manifolds.
method Generalization of algebraic conditions for K-polystability.
result Existence of coupled Kähler-Einstein metrics and weighted solitons is equivalent to algebraic conditions.

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.

MUSIC learns coupled systems with sparse data and incomplete physics.

problem Learning coupled systems with incomplete physical constraints and missing data.
method Sparsity induced multitask neural network framework integrating partial physical constraints with data-driven learning.
result MUSIC accurately learns solutions to complex coupled systems under data-scarce and noisy conditions.

We study equations on a principal bundle over a compact complex manifold coupling a connection on the bundle with a Kahler structure on the base. These equations generalize the conditions of constant scalar curvature for a Kahler metric and Hermite-Yang-Mills for a connection. We provide a moment map interpretation of …

2011-02-04abs ↗pdf ↗

SLS optimizes minimum-volume regions for conditional quantiles, bypassing density estimation.

problem Constructing minimum-volume prediction regions that satisfy conditional coverage.
method Super-level-set regression (SLS) directly optimizes geometric boundaries of conditional level sets.
result SLS optimizes regions directly, capturing complex conditional structures end-to-end.

A new method estimates protein evolutionary fields and couplings from alignments.

problem Estimating evolutionary fields and couplings from protein sequence alignments.
method Boltzmann machine with parallel, persistent Markov chain Monte Carlo method.
result Improved precision in predicting contact residue pairs.

The paper characterizes metallic pseudo-Riemannian manifolds using conjugate connections and tensor structures.

problem Characterizing metallic pseudo-Riemannian manifolds.
method Using conjugate connections and tensor structures, the paper derives new characterizations and conditions for these manifolds.
result A necessary and sufficient condition for a non-integrable metallic pseudo-Riemannian manifold to be a quasi metallic pseudo-Riemannian manifold is derived.

The paper proves existence of solutions for Einstein-type elliptic systems on AE manifolds.

problem Analyzing semi-linear systems of partial differential equations motivated by the conformal formulation of Einstein constraint equations.
method Proving existence theorems under suitable conditions, including smallness assumptions on free parameters.
result Existence of far from CMC (near CMC) Yamabe positive (Yamabe non-positive) solutions for charged dust coupled to the Einstein equations.

Model simulates correlation emergence in two coupled limit order books.

problem Modeling correlation emergence in coupled limit order books.
method Simulated two coupled diffusive limit order books using random walks in the fluid limit, with trader interactions.
result Demonstrated the recovery of an Epps effect from the model.