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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.

168,695 papers · 148 categories

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25.0%50.0%75.0%100.0% · Jun 199319922001200920172026
48 results for deterministic geometry

Research proves the semi-classical limit of Liouville conformal field theory, describing deterministic geometry from random fluctuations.

problem Proving the semi-classical limit of Liouville conformal field theory.
method Probabilistic definition of Liouville theory, proving existence of semi-classical limit, defining classical stress-energy tensor.
result Existence and description of the semi-classical limit in terms of a massive Gaussian free field with Robin boundary conditions.

We study the a.s. convergence of a sequence of random embeddings of a fixed manifold into Euclidean spaces of increasing dimensions. We show that the limit is deterministic. As a consequence, we show that many intrinsic functionals of the embedded manifolds also converge to deterministic limits. Particularly interestin…

2015-12-17abs ↗pdf ↗

Bayesian explanations are more resilient to adversarial attacks than deterministic ones.

problem Stability of saliency-based explanations under adversarial attacks in Neural Networks.
method Empirical and theoretical analysis of Bayesian vs deterministic Neural Networks.
result Bayesian explanations are more stable under adversarial perturbations and direct attacks.

The paper explores how information geometry impacts classical CR inequalities.

problem Deriving and generalizing CR inequalities using information geometry.
method Examining Eguchi's theory and applying Amari-Nagoaka's theory to KL-divergence, and then extending to other divergences.
result Generalized CR inequalities derived from various divergences.

We consider two variables that are related to each other by an invertible function. While it has previously been shown that the dependence structure of the noise can provide hints to determine which of the two variables is the cause, we presently show that even in the deterministic (noise-free) case, there are asymmetr…

2012-03-15abs ↗pdf ↗

New framework models neural systems with random architecture on manifolds.

problem Complex, uncertain systems with non-Gaussian outputs.
method Latent random field on compact manifold generates neural architecture and weights.
result Synthetic neural systems can produce stochastic outputs for deterministic inputs.

Riemannian stochastic gradient descent approximates a diffusion process called Riemannian stochastic modified flow.

problem Improving convergence rate of Riemannian stochastic gradient descent.
method Using stochastic differential geometry, the paper shows RSGD can be approximated by the Riemannian stochastic modified flow (RSMF).
result RSGD can be approximated by the solution to the RSMF driven by an infinite-dimensional Wiener process, increasing the order of approximation.

While matrix factorisation models are ubiquitous in large scale recommendation and search, real time application of such models requires inner product computations over an intractably large set of item factors. In this manuscript we present a novel framework that uses the inverted index representation to exploit struct…

2016-05-16abs ↗pdf ↗

While the impact of variational inference (VI) on posterior inference in a fixed generative model is well-characterized, its role in regularizing a learned generative model when used in variational autoencoders (VAEs) is poorly understood. We study the regularizing effects of variational distributions on learning in ge…

2020-01-31abs ↗pdf ↗

Reinforcement learning algorithms such as the deep deterministic policy gradient algorithm (DDPG) has been widely used in continuous control tasks. However, the model-free DDPG algorithm suffers from high sample complexity. In this paper we consider the deterministic value gradients to improve the sample efficiency of …

2019-09-09abs ↗pdf ↗

Unified framework for Brownian motion distances on specific geometric manifolds.

problem Understanding Brownian motion distances on radially isoparametric manifolds.
method Developed a geometric framework and derived drift-window inequalities.
result Unified framework for coadapted Brownian couplings on RIM.

We convert deterministic flow models to stochastic samplers.

problem Deterministic flow models are sensitive to errors and cannot condition on intermediate states.
method Transform ODEs into SDEs with the same marginal distributions.
result Empirically outperforms deterministic samplers and controls generation diversity.

The paper generalizes Bayesian Cramér-Rao inequality using information geometry of relative α-entropy.

problem Establishing a lower bound for the variance of an unbiased estimator for the α-escort distribution.
method Proposes a general Riemannian metric based on relative α-entropy to derive a generalized Bayesian Cramér-Rao inequality.
result Establishes a lower bound for the variance of an unbiased estimator for the α-escort distribution.

Study shows deterministic equivalent for neural network kernel convergence.

problem Understanding convergence of neural network kernels.
method Analyzes empirical spectral distribution of Conjugate Kernel, proving convergence to a deterministic limit.
result Obtains a deterministic equivalent for the Stieltjes transform and resolvent of the Conjugate Kernel.

New methods estimate policy value and gradients for deterministic policies from off-policy data.

problem Estimating policy value and gradients for deterministic policies from off-policy data.
method Proposed new doubly robust estimators based on kernelization approaches.
result Demonstrated a rate independent of horizon length for policy value and gradient estimation.

GABI learns geometry from diverse systems to improve Bayesian inference.

problem Bayesian inversion of physical systems with varying geometries.
method Geometric Autoencoders for Bayesian Inversion (GABI) learns geometry-aware priors from large datasets.
result GABI yields comparable predictive accuracy to deterministic methods and well-calibrated uncertainty quantification.

Random scan CAVI converges linearly under log-concave assumptions.

problem Analyzing the convergence rate of random scan Coordinate Ascent Variational Inference (CAVI) under log-concave conditions.
method Building on previous work, we analyze the random scan version of CAVI using optimal transport geometry.
result We obtain tight linear convergence rates for the random scan version of CAVI.

Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

problem Accelerating convex optimization
method Hamiltonian dynamics
result Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

Develops DPG methods for continuous-time RL with deterministic policies.

problem High variance and slow convergence in stochastic policy RL methods.
method Derives continuous-time policy gradient formula and proposes CT-DDPG algorithm.
result CT-DDPG achieves superior stability and faster convergence in continuous-time RL.

We resolve the open problem of optimal sample complexity for multicalibration and deterministic predictors.

problem Optimal sample complexity for multicalibration and deterministic predictors
method Minimax-optimal multicalibration algorithm and generalization to OI predictors
result Minimax-optimal multicalibration algorithm and deterministic predictors with optimal sample complexity

Paper proposes efficient algorithm for recovering sparsity pattern from deterministic missing data.

problem Recovering sparsity pattern from datasets with deterministic missing structure.
method Proposes an efficient algorithm for missing value imputation using topological property of censorship filter.
result Consistently recovers the sparsity pattern with high probability in polynomial time and logarithmic sample complexity.

A deterministic apple tasting learner is developed, confirming a conjecture and providing tight bounds for mistake bounds.

problem Determining the learnability of hypothesis classes in binary online classification with apple tasting feedback.
method Developed a deterministic apple tasting learner and proved tight bounds for mistake bounds.
result Deterministic apple tasting is feasible and provides tight bounds for mistake bounds.

Unified theory of measure-preserving diffusions on manifolds.

problem Deriving a complete recipe for measure-preserving diffusions on manifolds.
method Developed a geometric theory that unifies and generalizes previous constructions, relying on intrinsic geometry of the target measure.
result The completeness result is a direct consequence of manifold topology and target measure geometry.

We explain theoretically a curious empirical phenomenon: "Approximating a matrix by deterministically selecting a subset of its columns with the corresponding largest leverage scores results in a good low-rank matrix surrogate". To obtain provable guarantees, previous work requires randomized sampling of the columns wi…

2014-04-06abs ↗pdf ↗

Two markets should be considered isomorphic if they are financially indistinguishable. We define a notion of isomorphism for financial markets in both discrete and continuous time. We then seek to identify the distinct isomorphism classes, that is to classify markets. We classify complete one-period markets. We define …

2018-10-08abs ↗pdf ↗

We study a reinforcement learning setting, where the state transition function is a convex combination of a stochastic continuous function and a deterministic function. Such a setting generalizes the widely-studied stochastic state transition setting, namely the setting of deterministic policy gradient (DPG). We firstl…

2018-07-10abs ↗pdf ↗

Develops a deterministic method to approximate NSDEs for better uncertainty quantification.

problem Computational infeasibility of obtaining well-calibrated uncertainty from NSDEs.
method Bidimensional moment matching algorithm for approximating NSDE transition kernel.
result Deterministic approximation improves uncertainty calibration and prediction accuracy.

Paper explores SVGD for Bayesian inference, linking deterministic and stochastic dynamics.

problem Bayesian inference and Markov chain Monte Carlo methods.
method Stein variational gradient descent (SVGD) with deterministic and stochastic dynamics.
result Identifies Stein-Fisher information as the leading order contribution in the long-time and many-particle regime.

Batch normalization with regularization turns deterministic autoencoders into generative models.

problem Creating generative models from deterministic autoencoders.
method Using batch normalization as a source of non-determinism and adding entropic regularization.
result Deterministic autoencoders can be transformed into generative models with similar performance to variational autoencoders.

Investigates the impact of finite VC dimension on neural network approximation and learning.

problem The influence of VC dimension on neural network approximation and learning from samples.
method Analysis of high-dimensional geometry and statistical learning theory, focusing on VC dimension.
result Finite VC dimension is beneficial for uniform convergence of empirical errors but not for approximation of functions from a probability distribution.