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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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25.0%50.0%75.0%100.0% · Feb 199419922001200920172026
48 results for conjugate exponential family

We present a general method for deriving collapsed variational inference algo- rithms for probabilistic models in the conjugate exponential family. Our method unifies many existing approaches to collapsed variational inference. Our collapsed variational inference leads to a new lower bound on the marginal likelihood. W…

2012-06-22abs ↗pdf ↗

Extends likelihood ratio exponential families to analyze various optimization methods.

problem Analyzing optimization methods like rate-distortion and information bottleneck.
method Linking geometric mixture paths to exponential families and using hypothesis testing.
result Provides a common mathematical framework for understanding these methods.

We characterize conjugate nonparametric Bayesian models as projective limits of conjugate, finite-dimensional Bayesian models. In particular, we identify a large class of nonparametric models representable as infinite-dimensional analogues of exponential family distributions and their canonical conjugate priors. This c…

2010-12-02abs ↗pdf ↗

The study identifies conjugate and cut points in ideal fluid motion configurations.

problem Understanding stability and re-convergence of fluid configurations.
method Existence and non-existence of conjugate points in specific fluid configurations, using geometric and physical analysis.
result Existence of conjugate points in Kolmogorov flows and non-existence in Arnold steady states.

The MAP estimate's log-likelihood sub-optimality is hard to bound in general.

problem Bounding the expected log-likelihood sub-optimality of MAP for exponential families.
method Interpreting MAP as stochastic mirror descent and analyzing convergence rates.
result Current convergence results do not apply to standard examples of exponential families.

Study the geometry of hydrodynamics equations using diffeomorphism groups.

problem Investigate the Euler equations and surface quasi-geostrophic equation family.
method Realize equations as geodesic equations on diffeomorphism groups and analyze Riemannian exponential maps.
result Show precise conditions for non-linear Fredholm maps of index 0.

Locally, isoperimetric problems on Riemannian surfaces are sub-Riemannian problems in dimension 3. The particular case of Dido problems corresponds to a class of singular contact sub-Riemannian metrics : metrics which have the charateristic vertor field as symmetry. We give a classification of the generic conjugate loc…

1999-12-07abs ↗pdf ↗

In a range of fields including the geosciences, molecular biology, robotics and computer vision, one encounters problems that involve random variables on manifolds. Currently, there is a lack of flexible probabilistic models on manifolds that are fast and easy to train. We define an extremely flexible class of exponent…

2015-05-17abs ↗pdf ↗

Improves variational inference for sparse models using mixtures of exponential families.

problem Intractability of posterior distributions in Bayesian sparse models.
method Flexible mean field variational inference using mixtures of non-overlapping exponential families.
result Mixtures of exponential families with non-overlapping support form an exponential family, enabling analytical updates.

New method uses exponential family priors to handle shuffled data problems.

problem Handling mismatch errors in record linkage of two data files.
method Flexible exponential family prior on the permutation group for regularization.
result The proposed method outperforms competing methods in synthetic and real data.

We introduce overdispersed black-box variational inference, a method to reduce the variance of the Monte Carlo estimator of the gradient in black-box variational inference. Instead of taking samples from the variational distribution, we use importance sampling to take samples from an overdispersed distribution in the s…

2016-03-03abs ↗pdf ↗

BayesPy is an open-source Python software package for performing variational Bayesian inference. It is based on the variational message passing framework and supports conjugate exponential family models. By removing the tedious task of implementing the variational Bayesian update equations, the user can construct model…

2014-10-03abs ↗pdf ↗

Study on conjugate points in a CC^*-algebra's Grassmann manifold.

problem Characterizing conjugate points in a CC^*-algebra's Grassmann manifold.
method Analyzes connections and geodesics in the Riemannian metric induced by the Killing form.
result Points that are tangent conjugate in the classical setting may not be conjugate in a CC^*-algebra's Grassmann manifold.

The exponential map fails to be injective near critical points in sub-Riemannian geometry.

problem Injectivity failure of the exponential map at critical points in sub-Riemannian geometry.
method Analysis of the Hilbert invariant integral of the variational problem associated with the sub-Riemannian structure.
result Characterization of conjugate points in terms of metric structure.

Given two conjugate mapping classes f and g, we produce a conjugating element w such that |w| < K(|f|+|g|), where |.| denotes the word metric with respect to a fixed generating set, and K is a constant depending only on the generating set. As a consequence, the conjugacy problem for mapping class groups is exponentiall…

2011-06-12abs ↗pdf ↗

We define a functor Q\mathcal{Q} from the category of multiple conjugation biquandles to that of multiple conjugation quandles. We show that for any multiple conjugation biquandle XX, there is a one-to-one correspondence between the set of XX-colorings and that of Q(X)\mathcal{Q}(X)-colorings diagrammatically for any …

2018-02-08abs ↗pdf ↗

The intimate relationship between coherent states and geodesics is pointed out. For homogenous manifolds on which the exponential from the Lie algebra to the Lie group equals the geodesic exponential, and in particular for symmetric spaces, it is proved that the cut locus of the point 00 is equal to the set of coheren…

1995-02-22abs ↗pdf ↗

The conjugate locus of a point pp in a surface S\mathcal{S} will have a certain number of cusps. As the point pp is moved in the surface the conjugate locus may spontaneously gain or lose cusps. In this paper we explain this `bifurcation' in terms of the vanishing of higher derivatives of the exponential map; we der…

2017-04-06abs ↗pdf ↗

Paper introduces kernel deformed exponential families for sparse continuous attention.

problem Creating efficient attention mechanisms for sparse data.
method Developed kernel deformed exponential families, theoretically and experimentally.
result Kernel deformed exponential families can attend to multiple compact regions of data.

A new method for efficiently computing derivatives of skew-symmetric matrix exponentials.

problem Efficient computation of derivatives for skew-symmetric matrices.
method Characterization of invertibility, construction of nearby logarithm, and efficient implementation.
result Explicit formulae for differentiation and its inverse of skew-symmetric matrix exponentials.

In this paper we study the reduction curves of a braid, and how they can be used to decompose the braid into simpler ones in a precise way, which does not correspond exactly to the decomposition given by Thurston theory. Then we study how a cyclic sliding (which is a particular kind of conjugation) affects the normal f…

2010-06-11abs ↗pdf ↗

Making inferences from data streams is a pervasive problem in many modern data analysis applications. But it requires to address the problem of continuous model updating and adapt to changes or drifts in the underlying data generating distribution. In this paper, we approach these problems from a Bayesian perspective c…

2017-07-07abs ↗pdf ↗

Classifies good involutions in conjugation subquandles and racks.

problem Classifying quandles with good involutions for applications in surface-knot theory.
method Study of subquandles of conjugation quandles, including core quandles; analysis of good involutions of faithful racks.
result Sharp bounds on the number of good involutions of racks in these families.

We study the Chabauty compactification of two families of closed subgroups of SL(n,Qp)SL(n,\mathbb{Q}_p). The first family is the set of all parahoric subgroups of SL(n,Qp)SL(n,\mathbb{Q}_p). Although the Chabauty compactification of parahoric subgroups is well studied, we give a different and more geometric proof using various Le…

2017-11-13abs ↗pdf ↗

Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which contains Student-t distributions as family members and thus allows us to handle noi…

2017-05-25abs ↗pdf ↗

In this short note, we propose an unified method to derive formulas for derivations conjugated by exponential functions on an almost complex manifold. In v3, we corrected some mistakes in previous versions.

2018-09-20abs ↗pdf ↗

Upper bound on Stiefel manifold's injectivity radius found.

problem Finding the maximum distance within which the Stiefel manifold remains injective.
method Exhibited conjugate points and calculated the minimum of geodesic lengths.
result Upper bound on Stiefel manifold's injectivity radius is conjectured to be equal to the injectivity radius.

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.

Generalizes moment-matching for exponential families with conditioning or hidden data.

problem Generalizing moment-matching conditions for exponential families with conditioning or hidden data.
method First-principles explanation and self-contained derivation of generalized moment-matching conditions.
result Derives generalized moment-matching conditions for conditional exponential families and hidden data.

Correspondence found between exponential families and affine Grassmannians.

problem Understanding the relationship between exponential families and geometric structures.
method Established a one-to-one correspondence between exponential families and affine Grassmannians.
result Found a correspondence between minimal exponential families and affine Grassmannians.

We provide the first explicit examples of deformations of higher dimensional quadrics: a straightforward generalization of Peterson's explicit 1-dimensional family of deformations in C3\mathbb{C}^3 of 2-dimensional general quadrics with common conjugate system given by the spherical coordinates on the complex sphere $\…

2008-02-18abs ↗pdf ↗

The goal of this thesis is to study the singularities of the exponential map of Riemannian and Finsler manifolds (a concept related to caustics and catastrophes), and the object known as the cut locus (aka ridge, medial axis or skeleton), to improve existing results about its structure, to look at it in new ways, and t…

2014-11-14abs ↗pdf ↗

We provide a classification of graphical models according to their representation as subfamilies of exponential families. Undirected graphical models with no hidden variables are linear exponential families (LEFs), directed acyclic graphical models and chain graphs with no hidden variables, including Bayesian networks …

2013-01-30abs ↗pdf ↗

Constructing exponential families from statistical manifolds.

problem The central problem of constructing exponential families from statistical manifolds.
method Constructive approach proving every compact statistical manifold admits a foliation of Hessian manifolds.
result Compact orientable leaves are either finite quotients of flat torus or mapping torus with periodic monodromy.

We exploit an ansatz in order to construct power series expansions for pairs of conjugate functions defined on domains of Euclidean 33--space. Convergence properties of the resulting series are investigated. Entire solutions which are not harmonic are found as well as a 22-parameter family of examples which contains …

2017-07-01abs ↗pdf ↗

Andersen, Masbaum and Ueno conjectured that certain quantum representations of surface mapping class groups should send pseudo-Anosov mapping classes to elements of infinite order (for large enough level rr). In this paper, we relate the AMU conjecture to a question about the growth of the Turaev-Viro invariants $TV_r…

2017-11-09abs ↗pdf ↗

Thompson Sampling has been demonstrated in many complex bandit models, however the theoretical guarantees available for the parametric multi-armed bandit are still limited to the Bernoulli case. Here we extend them by proving asymptotic optimality of the algorithm using the Jeffreys prior for 1-dimensional exponential …

2013-07-12abs ↗pdf ↗