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

116233349465 · May 202619922001200920172026
48 results for conditional normalising flows

Proposes a method to apply conformal prediction to probabilistic time series forecasting models.

problem Obtaining accurate prediction regions for multi-step time series forecasting with probabilistic models.
method Conformalises conditional normalising flows to generate potentially disjoint prediction regions.
result Improves predictive efficiency in time series forecasting with multimodal distributions.

Kernelised flows improve density estimation and generation with fewer parameters.

problem Limited expressiveness of flow-based models due to invertibility constraints.
method Integrates kernels into normalising flows to enhance expressiveness and efficiency.
result Kernelised flows outperform neural network-based flows in parameter efficiency and low-data scenarios.

Modeling complex conditional distributions is critical in a variety of settings. Despite a long tradition of research into conditional density estimation, current methods employ either simple parametric forms or are difficult to learn in practice. This paper employs normalising flows as a flexible likelihood model and …

2018-02-14abs ↗pdf ↗

Improved normalising flows using Student's t-distribution for robust training.

problem Training deep probabilistic models with robust statistics.
method Propose Student's t-distribution as a robust alternative to Gaussian in normalising flows.
result Improved robustness and reduced generalization gap with Student's t-distribution.

We analyse Ricci flow (normalised/un-normalised) of product manifolds --unwarped as well as warped, through a study of generic examples. First, we investigate such flows for the unwarped scenario with manifolds of the type Sn×Sm\mathbb S^n\times \mathbb S^m, Sn×Hm\mathbb S^n\times \mathbb H^m, Hm×Hn\mathbb H^m\times \mathbb H^n

2009-08-10abs ↗pdf ↗

Method estimates bivariate causal models using normalising flows and variational Gaussian process regression.

problem Lack of explainability in AI models, especially in causal mechanisms.
method Combination of normalising flows for density estimation and variational Gaussian process regression for post-nonlinear models.
result Method better explains cause-effect pairs than simple additive noise models.

Geodesic concavity and hypersymplectic structures in G2G2-structures space.

problem Analyzing the geodesic concavity and hypersymplectic structures in the space of closed G2G2-structures.
method Utilising the geodesic constructed in the previous article, we show geodesic concavity and decrease in length of G2G2 Laplacian flow.
result Hitchin's volume functional is geodesically concave and the G2G2 Laplacian flow decreases the length.

AMF-VI uses adaptive mixtures of flows for robust VI across diverse distributions.

problem Inconsistent behavior of single-flow models across different distributions.
method Sequential expert training of individual flows and adaptive global weight estimation via likelihood-driven updates.
result AMF-VI achieves lower negative log-likelihood and stable gains in transport metrics across various posterior families.

In this paper we study the Ricci flow on surfaces homeomorphic to a cylinder (that is, a product of the circle with a compact interval). We prove longtime existence results, results on the asymptotic behavior of the flow, and we report on an interesting phenomenon: convergence to constant curvature in the normalised fl…

2016-04-07abs ↗pdf ↗

Study of superintegrable systems linked to affine hypersurfaces.

problem Understanding superintegrable systems through geometric structures.
method Established a correspondence between superintegrable systems and affine hypersurfaces, defining conformal equivalence.
result Identified conformal classes of abundant manifolds with abundant hypersurface immersions.

Proposes a probabilistic approach to semi-supervised learning using normalizing flows.

problem Leveraging unlabelled data for semi-supervised learning with limited labelled data.
method Uses a normalizing flow to learn the posterior distribution over predictions for labelled data, serving as a prior for unlabelled data.
result Demonstrates improved performance on various tasks with varying output complexity.

In this paper we consider the polyharmonic heat flow of a closed curve in the plane. Our main result is that closed initial data with initially small normalised oscillation of curvature and isoperimetric defect flows exponentially fast in the C^infty-topology to a simple circle. Our results yield a characterisation of …

2015-05-12abs ↗pdf ↗

Study on flows of G2-structures on contact Calabi-Yau 7-manifolds.

problem Analyzing the behavior of G2-structures under Laplacian and Hitchin flows.
method Investigation of Laplacian and Hitchin flows on contact Calabi-Yau 7-manifolds.
result Ancient solutions of the Laplacian flow with finite time Type I singularity and immortal solutions of the Laplacian coflow with infinite time Type IIb singularity.

A new method for discrete data normalizing flows using latent transformations.

problem Challenges in parameterizing bijective transformations for discrete data.
method Predict a distribution over latent transformations to make the marginal likelihood differentiable.
result Discrete-data normalizing flows can be trained using gradient-based learning with unbiased score function estimation.

JAPAN uses flow-based models to create adaptive prediction areas with better coverage guarantees.

problem Inadequate prediction areas from existing conformal prediction methods, especially for multimodal distributions.
method JAPAN employs density-based conformity scores using flow-based models to construct context-adaptive prediction areas.
result JAPAN produces more accurate and context-adaptive prediction areas compared to existing methods.

We consider a shrinking flow of smooth, closed, uniformly convex hypersurfaces in (n+1)-dimensional Euclidean space with speed fu^{alpha}{sigma}_n^{beta}, where u is the support function of the hypersurface, alpha, beta are two constants, and beta>0, sigma_n is the n-th symmetric polynomial of the principle curvature r…

2019-05-12abs ↗pdf ↗

Study shows superdiffusive behavior in geodesic flows on curved surfaces.

problem Understanding the statistical behavior of geodesic flows on curved surfaces.
method Proved nonstandard central limit theorem with superdiffusive normalisation (tlogt)1/2(t\log t)^{1/2} for geodesic flows on nonpositively curved surfaces.
result Geodesic flows exhibit superdiffusive behavior with correlations decaying at rate t1t^{-1}.

Quantile normalisation is a popular normalisation method for data subject to unwanted variations such as images, speech, or genomic data. It applies a monotonic transformation to the feature values of each sample to ensure that after normalisation, they follow the same target distribution for each sample. Choosing a "g…

2017-06-01abs ↗pdf ↗

We consider an expanding flow of smooth, closed, uniformly convex hypersurfaces in (n+1)-dimensional Euclidean space with speed fu^{alpha}{sigma}_k^{beta}, where u is the support function of the hypersurface, alpha, beta are two constants, and beta>0, sigma_k is the k-th symmetric polynomial of the principle curvature …

2019-05-12abs ↗pdf ↗

Proposes a method to model financial returns with extreme shocks using flexible tail transformations.

problem Capturing extreme shocks in financial return data.
method Introduces a transformation layer in normalizing flows to model heavy-tailed distributions.
result Trained models can generate synthetic sets of extreme returns.

In this paper we study a contracting flow of closed, convex hypersurfaces in the Euclidean space Rn+1\mathbb R^{n+1} with speed frαKf r^α K, where KK is the Gauss curvature, rr is the distance from the hypersurface to the origin, and ff is a positive and smooth function. If αn+1α\ge n+1, we prove that the flow exists for …

2017-12-21abs ↗pdf ↗

Combines neural networks with splitting-up method for filtering equations.

problem Approximating the solution of filtering equations for signal processes.
method Combines splitting-up method with neural networks.
result Produces an approximation of the unnormalised conditional distribution.

A new method normalizes EBM training by introducing a learnable parameter.

problem Training energy-based models with maximum likelihood is challenging due to intractable normalisation constants.
method Proposes a self-normalised log-likelihood (SNL) objective that introduces a learnable parameter representing the normalisation constant.
result The SNL objective is a lower bound of the log-likelihood and can be directly optimised using stochastic gradient techniques.

We study the space of Sasaki metrics on a compact manifold MM by introducing an odd-dimensional analogue of the JJ-flow. That leads to the notion of critical metric in the Sasakian context. In analogy to the Kähler case, on a polarised Sasakian manifold there exists at most one normalised critical metric. The flow is…

2014-11-24abs ↗pdf ↗

Batch normalisation doesn't affect variational inference but fails for larger batch sizes.

problem Failure of Monte Carlo Batch Normalisation (MCBN) for capturing epistemic uncertainty in larger batch sizes.
method Investigated MCBN as an approximate inference technique for Bayesian neural networks, showing its limitations and providing insights for improvement.
result For larger batch sizes, MCBN fails to capture epistemic uncertainty, requiring the batch size to be a variational parameter.

Normalising flows (NFS) map two density functions via a differentiable bijection whose Jacobian determinant can be computed efficiently. Recently, as an alternative to hand-crafted bijections, Huang et al. (2018) proposed neural autoregressive flow (NAF) which is a universal approximator for density functions. Their fl…

2019-04-09abs ↗pdf ↗

Unified flow solves LpL^p Christoffel-Minkowski problem for p>1p>1.

problem Solving the LpL^p Christoffel-Minkowski problem for p>1p>1.
method Anisotropic expanding flow of smooth hypersurfaces with speed ψσk(λ)αψσ_k(λ)^α.
result The flow converges to a solution of the LpL^p Christoffel-Minkowski problem.

Study of Coxeter diagrams and Artin-Tits groups, focusing on normalisers and wall intersections.

problem Understanding normalisers of parabolic subgroups in Artin-Tits groups and their connections to Coxeter diagrams.
method Analyzing hyperplane arrangements, Coxeter groups, and wall-and-chamber structures.
result Complexified hyperplane complement is a K(π,1) space for normalisers of parabolic subgroups in finite-type Coxeter diagrams.

Generalisation of a deep neural network (DNN) is one major concern when employing the deep learning approach for solving practical problems. In this paper we propose a new technique, named approximated orthonormal normalisation (AON), to improve the generalisation capacity of a DNN model. Considering a weight matrix W …

2019-11-21abs ↗pdf ↗

Frugal Flows learn complex data and infer marginal causal effects.

problem Challenges in estimating marginal causal effects from complex data.
method Frugal Flows use normalizing flows to flexibly learn data and infer causal quantities.
result Frugal Flows can generate synthetic data that closely matches real-world data and exactly parameterize causal quantities.

On a K-unstable toric variety we show the existence of an optimal destabilising convex function. We show that if this is piecewise linear then it gives rise to a decomposition into semistable pieces analogous to the Harder-Narasimhan filtration of an unstable vector bundle. We also show that if the Calabi flow exists f…

2007-09-17abs ↗pdf ↗