Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

110220329439 · May 202619922001200920172026
48 results for conditional divergence

We extend CS divergence to conditional distributions and show its advantages in time series data and sequential decision making.

problem Quantifying the closeness between conditional distributions.
method Developed and estimated a conditional Cauchy-Schwarz divergence using kernel density estimation.
result Conditional CS divergence outperforms previous methods in time series clustering and sequential decision making.

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.

The study explores generalized divergences and exponential families with a focus on sufficient conditions and laws of large numbers.

problem Generalization of Kullback-Leibler divergence and exponential families.
method Investigation of (h,τ)(h,τ)-divergence and (h,τ)(h,τ)-exponential families, definition of (h,τ)(h,τ)-dependence, proof of law of large numbers.
result Sufficient condition for (h,τ)(h,τ)-divergence to induce Hessian structure on (h,τ)(h,τ)-exponential family, proof of law of large numbers.

This work improves transferability by considering conditional distributions in feature representations.

problem Improving transferability across multiple domains by considering conditional distributions.
method Introducing von Neumann conditional divergence to quantify the functional dependence between features and desired response.
result Favorable performance in terms of smaller generalization error and less catastrophic forgetting.

New framework using Jensen-Shannon divergence improves domain adaptation theory.

problem Incoherence between empirical domain adversarial training and theoretical H\mathcal{H}-divergence.
method Established new theoretical framework based on Jensen-Shannon divergence, derived bi-directional upper bounds.
result Framework exhibits flexibilities for various transfer learning problems.

Estimates KL divergence with fairness considerations for sub-populations.

problem Fairly estimate KL divergence between distributions considering sub-populations.
method Proposes multi-group attribution for KL divergence estimation, derived from multi-calibration.
result Shows multi-group attribution provides better KL divergence estimates conditioned on sub-populations.

Introduces Cauchy-Schwarz divergence for domain adaptation.

problem Evaluating discrepancy between source and target domains in unsupervised domain adaptation.
method Introduces Cauchy-Schwarz divergence as a measure for evaluating discrepancy between marginal and conditional distributions.
result CS divergence offers a tighter generalization error bound than Kullback-Leibler divergence.

Optimal transport with ff-divergence regularization using generalized Sinkhorn algorithm.

problem Optimal transport with ff-divergence regularization.
method Generalized Sinkhorn algorithm for solving optimal transport problems with various ff-divergences.
result Strong duality holds, optimums are attained, and convergence to an optimal solution is guaranteed under certain conditions.

For distributions P\mathbb{P} and Q\mathbb{Q} with different supports or undefined densities, the divergence D(PQ)\textrm{D}(\mathbb{P}||\mathbb{Q}) may not exist. We define a Spread Divergence D~(PQ)\tilde{\textrm{D}}(\mathbb{P}||\mathbb{Q}) on modified P\mathbb{P} and Q\mathbb{Q} and describe sufficient conditions for t…

2018-11-21abs ↗pdf ↗

One of the basic problems in studying topological structures of deformation spaces for Kleinian groups is to find a criterion to distinguish convergent sequences from divergent sequences. In this paper, we shall give a sufficient condition for sequences of Kleinian groups isomorphic to surface groups to diverge in the …

1998-10-29abs ↗pdf ↗

Diverging Flows detects extrapolations in flow models, ensuring reliable predictions.

problem Flow models extrapolate into invalid data, leading to silent failures.
method Structurally enforce inefficient transport for off-manifold inputs.
result Effective detection of extrapolations without compromising predictive fidelity or inference latency.

The paper improves semi-supervised learning using ff-divergences and αα-Rényi divergences.

problem Improving semi-supervised learning with noisy pseudo-labels.
method Inspired by ff-divergences and αα-Rényi divergences, the paper develops new empirical risk functions and regularization techniques.
result The new methods show better performance than traditional self-training methods, especially in noisy pseudo-label scenarios.

It is well-known that there are a number of relations between theoretical finance theory and information theory. Some of these relations are exact and some are approximate. In this paper we will explore some of these relations and determine under which conditions the relations are exact. It turns out that portfolio the…

2016-01-27abs ↗pdf ↗

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.

We provide geometric conditions on a pair of hyperplanes of a CAT(0) cube complex that imply divergence bounds for the cube complex. As an application, we classify all right-angled Coxeter groups with quadratic divergence and show right-angled Coxeter groups cannot exhibit a divergence function between quadratic and cu…

2016-11-14abs ↗pdf ↗

The paper explores statistical and topological properties of sliced probability divergences.

problem Understanding the topological, statistical, and computational consequences of slicing divergences.
method Deriving theoretical properties of sliced probability divergences, including metric axioms preservation and weak continuity.
result Sliced divergences share similar topological properties and have stable sample complexity.

Paper shows robust generative learning with minimal assumptions on target distributions.

problem Learning generative models with minimal assumptions on target distributions.
method Lipschitz-regularized αα-divergences with minimal assumptions.
result Stable learning across various target distributions with minimal assumptions.

New dual formulation reduces generalization error for ERM-fDR.

problem Generalization error in constrained optimization problems.
method Introduces a dual formulation of ERM-fDR using Legendre-Fenchel transform and implicit function theorem.
result Explicit characterizations of generalization error for algorithms under mild conditions.

Theoretical proof shows COMs are a type of contrastive divergence model with improved sampling.

problem Improving sampling quality in offline model-based optimization.
method Showed COMs are contrastive divergence models, proposed Langevin MCMC sampler, and decoupled model.
result Improved sampling quality achieved by decoupling model and using Langevin MCMC.

The paper introduces a new divergence for portfolio management to outperform a benchmark.

problem Maximizing expected utility of outperformance over a benchmark with constraints.
method Uses αα-Bregman-Wasserstein divergence to penalize underperformance more than overperformance.
result Proves existence and uniqueness of optimal portfolio strategy and conditions for constraints binding.

We prove that a gradient shrinking Ricci soliton with fourth order divergence-free Riemannian tensor is rigid. For the 44-dimensional case, we show that any gradient shrinking Ricci soliton with fourth order divergence-free Riemannian tensor is either Einstein, or a finite quotient of the Gaussian shrinking soliton $\…

2017-05-27abs ↗pdf ↗

Conditional diffusion models can approximate target distributions well with Gaussian-mixture reverse kernels.

problem Approximating target distributions in conditional diffusion models.
method Using finite Gaussian mixtures with ReLU-network logits as reverse kernels, reducing the problem to static conditional density approximation.
result The resulting neural reverse-kernel class is dense in conditional KL divergence under exact terminal matching.

This paper introduces ff-DPO, a generalized approach to Direct Preference Optimization using diverse divergence constraints.

problem Aligning large language models with human preferences while mitigating safety risks.
method Incorporates diverse divergence constraints to simplify the relationship between reward and optimal policy, eliminating the need for estimating the normalizing constant.
result Optimizes LLMs to align with human preferences more efficiently and under a broader set of divergence constraints.

We classify complete gradient Ricci solitons satisfying a fourth-order vanishing condition on the Weyl tensor, improving previously known results. More precisely, we show that any nn-dimensional (n4n\geq 4) gradient shrinking Ricci soliton with fourth order divergence-free Weyl tensor is either Einstein, or a finite q…

2016-02-01abs ↗pdf ↗

We describe work on solutions of certain non-divergence type and therefore non-variational elliptic and parabolic systems on manifolds. These systems include Hermitian and affine harmonics which should become useful tools for studying Hermitian and affine manifolds, resp. A key point is that in addition to the standard…

2010-11-14abs ↗pdf ↗

The study quantifies geodesic divergence on Riemannian planes with bounded geometry.

problem Understanding geodesic divergence on Riemannian planes with specific geometric constraints.
method Recalling quasi-redirection and using it to quantify geodesic divergence, compactifying Riemannian planes into D2\mathbb{D}^2 or S2\mathbb{S}^2.
result Necessary and sufficient conditions for the quasi-redirecting compactification being S2\mathbb{S}^2 are derived in terms of asymptotic cones.

The paper analyzes the statistical properties of GANs using ff-divergence.

problem Understanding the statistical behavior of GANs and comparing different ff-divergences.
method Asymptotic analysis of ff-divergence GANs, including Kullback-Leibler divergence.
result Asymptotically equivalent GANs with the same discriminator classes for correctly specified models.

Study compares chi-squared divergence and KL-divergence posteriors for PAC-Bayesian bounds.

problem Investigates optimal posteriors for PAC-Bayesian bounds using chi-squared divergence.
method Analyzes bounds for three distance functions, derives FP equations for computation.
result Chi-squared divergence based posteriors have weaker bounds and worse test errors.

Differential privacy is a de facto standard in data privacy, with applications in the public and private sectors. A way to explain differential privacy, which is particularly appealing to statistician and social scientists is by means of its statistical hypothesis testing interpretation. Informally, one cannot effectiv…

2019-05-24abs ↗pdf ↗

Paper analyzes sample complexity for offline ff-divergence-regularized contextual bandits.

problem Lack of tight analyses for sample complexity in offline reinforcement learning.
method Novel pessimism-based analysis for reverse KL divergence, establishing ildeO(ε1) ilde{O}(ε^{-1}) sample complexity.
result Achieves ildeO(ε1) ilde{O}(ε^{-1}) sample complexity for reverse KL divergence, surpassing existing bounds.

Extends Masur's divergence theorem to complex tori and Kummer surfaces.

problem Establishing uniquely ergodic horizontal foliations for geodesic flows on moduli spaces.
method Defined and calculated horizontal foliations and geodesic flows on moduli spaces of Kähler metrics.
result Proved that horizontal foliations are uniquely ergodic if geodesic flows are recurrent.

New principle controls graph-informed adversarial discrepancies.

problem Graph-informed adversarial learning for interpolative divergences.
method Proves infimal subadditivity for interpolative divergences.
result Graph-informed adversarial learning is justified for interpolative divergences.

DM framework improves robustness and efficiency in latent-mixture models.

problem Efficient and robust inference in latent-mixture models.
method Divergence-minimization framework with monotonic convergence and robustness guarantees.
result DM yields consistent and asymptotically normal estimators under correct specification.