We investigate the ability of popular flow based methods to capture tail-properties of a target density by studying the increasing triangular maps used in these flow methods acting on a tractable source density. We show that the density quantile functions of the source and target density provide a precise characterizat…
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.
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Random groups with high density have Property (T).
We prove that random groups in the Gromov density model, at any density, satisfy property (FA), i.e. they do not act non-trivially on trees. This implies that their Gromov boundaries, defined at density less than 1/2, are Menger curves.
Let G be a finitely generated group with a given word metric. The asymptotic density of elements in G that have a particular property P is defined to be the limit, as r goes to infinity, of the proportion of elements in the ball of radius r which have the property P. We obtain a formula to compute the asymptotic densit…
Study shows robust method for estimating density ratios even with heavy contamination.
We study the strong predictable representation property in filtrations initially enlarged with a random variable L. We prove that the strong predictable representation property can always be transferred to the enlarged filtration as long as the classical density hypothesis of Jacod (1985) holds. This generalizes the ex…
New method for modeling densities on Riemannian manifolds with symmetries.
The volume density of a hyperbolic link is defined as the ratio of hyperbolic volume to crossing number. We study its properties and a closely-related invariant called the determinant density. It is known that the sets of volume densities and determinant densities of links are dense in the interval [0,v_{oct}]. We cons…
EMDE efficiently estimates manifold densities for diverse recommendation systems.
The paper proves properties of strain tensors on surfaces with changing Gauss curvature.
Density sketches summarize data distributions for accurate sampling and estimation.
Hybrid clustering combines partitional and hierarchical clustering for computational effectiveness and versatility in cluster shape. In such clustering, a dissimilarity measure plays a crucial role in the hierarchical merging. The dissimilarity measure has great impact on the final clustering, and data-independent prop…
New graph properties inherited by Frechet mean and median.
New binary loss functions improve density ratio estimation accuracy.
This note shows how independent elliptical distributions minimize the Wasserstein distance.
New method uses geometric properties for better density estimation.
We show a general relation between the spatially disjoint product of probability density functions and the sum of their Fisher information metric tensors. We then utilise this result to give a method for constructing the probability density functions for an arbitrary Riemannian Fisher information metric tensor. We note…
We construct default-free interest rate models in the spirit of the well-known Markov funcional models: our focus is analytic tractability of the models and generality of the approach. We work in the setting of state price densities and construct models by means of the so called propagation property. The propagation pr…
Proposes a method to partition univariate data into unimodal subsets.
Study nonparametric density estimation via measure transport, achieving optimal rates.
CoDrug uses KDE to create valid prediction sets for drug molecules under covariate shift.
Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and highly accurate energies are achieved. Accurate {\em constrained optimal densitie…
In this paper, we are concerned with the problem of creating flattening maps of simply-connected open surfaces in . Using a natural principle of density diffusion in physics, we propose an effective algorithm for computing density-equalizing flattening maps with any prescribed density distribution. By var…
We show that the visible sector probability density function of the Riemann-Theta Boltzmann machine corresponds to a gaussian mixture model consisting of an infinite number of component multi-variate gaussians. The weights of the mixture are given by a discrete multi-variate gaussian over the hidden state space. This a…
When working with asymptotically hyperbolic initial data sets for general relativity it is convenient to assume certain simplifying properties. We prove that the subset of initial data sets with such properties is dense in the set of physically reasonable asymptotically hyperbolic initial data sets. More specifically, …
Machine learning predicts liquid water properties from cluster data.
Density destructors simplify complex PDFs to maximize entropy, linking to information theory.
New method avoids curse of dimensionality in structured density estimation.
The ratio of two probability densities can be used for solving various machine learning tasks such as covariate shift adaptation (importance sampling), outlier detection (likelihood-ratio test), and feature selection (mutual information). Recently, several methods of directly estimating the density ratio have been deve…
Proves Sobolev inequality on manifolds with specific curvature properties.
Extends a result on manifolds with specific curvature properties.
Nanowire field-effect sensors have recently been developed for label-free detection of biomolecules. In this work, we introduce a computational technique based on Bayesian estimation to determine the physical parameters of the sensor and, more importantly, the properties of the analyte molecules. To that end, we first …
Paper proposes a new approach to optimal transport for vector and matrix densities.
Properties of steady compressible flow for which geometric constraints have been placed on the potential function are derived, under hypotheses on the flow density and the singular set. Some related unconstrained problems are also considered, including the estimation of a class of fields having nonzero vorticity.
We present a machine learning algorithm for the prediction of molecule properties inspired by ideas from density functional theory. Using Gaussian-type orbital functions, we create surrogate electronic densities of the molecule from which we compute invariant "solid harmonic scattering coefficients" that account for di…
Probability density estimation is a classical and well studied problem, but standard density estimation methods have historically lacked the power to model complex and high-dimensional image distributions. More recent generative models leverage the power of neural networks to implicitly learn and represent probability …
Study classifies mappings of bivariate normal densities, revealing three types with distinct geometric and statistical properties.
The paper classifies biharmonic quadratic maps between spheres, proving their energy density properties.
This paper presents a simple but effective density-based outlier detection approach with the local kernel density estimation (KDE). A Relative Density-based Outlier Score (RDOS) is introduced to measure the local outlierness of objects, in which the density distribution at the location of an object is estimated with a …
Important information concerning a multivariate data set, such as clusters and modal regions, is contained in the derivatives of the probability density function. Despite this importance, nonparametric estimation of higher order derivatives of the density functions have received only relatively scant attention. Kernel …
Jointly estimates flow fields and particle properties from Lagrangian data.
Study on visibility properties of spiral sets in higher dimensions.
High density clusters can be characterized by the connected components of a level set of the underlying probability density function generating the data, at some appropriate level . The complete hierarchical clustering can be characterized by a cluster tree ${\cal T}= \bigcup_λ L(λ)…
Combines coarse learners for nonparametric probabilistic regression.
dtSNE preserves local densities in low-dimensional embeddings.
For a complex Lie group with a real form , we prove that any Hamiltionian automorphism of a coadjoint orbit of whose connected components are simply connected, may be approximated by holomorphic -invariant symplectic automorphism of the corresponding coadjoint or…
Improved GANs estimate convergence rate for density estimation.
New framework quantifies uncertainty in flexible density-based clustering.