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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.

169,341 papers · 148 categories

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72143215286 · Jun 202019922001200920182026
48 results for differentiable densities

Researchers classify invariant operators on weighted densities.

problem Classifying invariant differential operators on weighted densities.
method Investigated the aff(n1)\mathfrak{aff}(n|1)-module structure and invariant binary differential operators.
result Computed the first aff(n1)\mathfrak{aff}(n|1)-relative differential cohomology.

Proposes differentially private normalizing flows for privacy-preserving density estimation.

problem Privacy concerns in density estimation models when individuals are directly associated with the training data.
method Uses normalizing flow models with explicit differential privacy guarantees.
result Substantially outperforms previous state-of-the-art approaches in privacy-preserving density estimation.

Paper tackles privacy-preserving data density issues using deconvolution.

problem Privacy-preserving noise affects data density, leading to under/over-estimation.
method Develops deconvoluting kernel density estimators and regression models.
result Demonstrates improved accuracy in estimating heavy-hitters with locally differential data.

Conformal-DP improves differential privacy on manifold data by calibrating perturbations based on local densities.

problem Lack of density-awareness in existing differential privacy mechanisms for manifold data leads to biased and suboptimal privacy-utility trade-offs.
method Proposes Conformal-DP, a density-aware differential privacy mechanism using conformal transformations to calibrate perturbations based on local densities.
result Demonstrates improved privacy-utility trade-off in heterogeneous data distribution settings compared to state-of-the-art mechanisms.

Over the (1,n)(1,n)-dimensional real superspace, n>1n>1, we classify K(n)\mathcal{K}(n)-invariant binary differential operators acting on the superspaces of weighted densities, where K(n)\mathcal{K}(n) is the Lie superalgebra of contact vector fields. This result allows us to compute the first differential cohomology of %the L…

2009-12-27abs ↗pdf ↗

Study of nn-ary differential operators on weighted densities with canonical symbol and quantization maps.

problem Analysis of nn-ary differential operators acting on weighted densities.
method Existence and uniqueness of conformally equivariant symbol maps and quantization maps.
result Existence and explicit expression of conformally equivariant symbol and quantization maps.

Interactive privacy mechanisms improve spectral density estimation under local differential privacy.

problem Estimating spectral density of Gaussian time series with local differential privacy constraints.
method Two-stage process: Laplace mechanism followed by privatized sample analysis.
result Interactive mechanisms achieve faster rates for spectral density estimation.

Let Fλ{\cal F}_λ be the space of tensor densities on Rn{\bf R}^n of degree λλ (or, equivalently, of conformal densities of degree λn-λn) considered as a module over the Lie algebra so(p+1,q+1)so(p+1,q+1). We classify so(p+1,q+1)so(p+1,q+1)-invariant bilinear differential operators from FλFμ{\cal F}_λ\otimes{\cal F}_μ to~Fν{\cal F}_ν. The…

2001-04-25abs ↗pdf ↗

Deep density methods improve filtering in high-dimensional systems.

problem Nonlinear filtering in high-dimensional systems.
method Two deep density methods based on Feynman-Kac formulas and neural networks.
result Logarithmic deep backward stochastic differential equation filter outperforms classical methods in high dimensions.

Proposes a method for approximating transition densities of SDEs driven by gamma processes.

problem Calculating transition densities for SDEs driven by gamma processes.
method Taylor-type approximation and conditional expectation of multiple stochastic integrals.
result Efficiency of the proposed method demonstrated through numerical tests.

Optimal testing for densities under local differential privacy constraints.

problem Testing goodness-of-fit for densities under privacy constraints.
method Estimation of quadratic distance and minimax separation rates.
result First minimax optimal test under local differential privacy constraints.

This work integrates differentiation and integration in Physics-Informed Neural Networks.

problem Solving integro-differential equations and computing integral transforms.
method Augmenting Physics-Informed Neural Networks with automatic integration.
result Solving complex integral transforms and integro-differential equations.

New algorithm for variational inference on non-differentiable models.

problem Challenges in stochastic variational inference for non-differentiable models.
method Generalizes reparameterization trick for non-differentiable models, splitting latent variables into differentiable and non-differentiable regions.
result Our algorithm reduces variance and remains unbiased for non-differentiable models.

Private estimation of density modes for multimodal distributions.

problem Estimating density modes under differential privacy constraints.
method DP-GRAMS, a mean-shift inspired method that performs noisy ascent on a differentially private score estimator.
result Private recovery of density modes with high probability and asymptotic error rates.

We generalize stochastic smoothing for gradient estimation of non-differentiable functions.

problem Gradient estimation for non-differentiable functions.
method Developed a general framework for relaxation and gradient estimation of non-differentiable black-box functions using stochastic smoothing with reduced assumptions.
result Empirically validated the effectiveness of variance reduction strategies for various non-differentiable tasks.

Develops manifolds of differentiable densities for statistical analysis.

problem Statistical modeling of probability measures with smooth densities.
method Defines infinite-dimensional manifolds of probability measures on Banach spaces with specific smoothness properties, embedded in finite measure manifolds.
result Statistical manifolds are dually flat and admit mixture and exponential representations, with derived curvatures.

LFlows model fluid densities and velocities using invertible maps that satisfy the continuity equation.

problem Modeling fluid densities and velocities continuously in space and time.
method LFlows are based on invertible maps that satisfy the continuity equation, derived from classical theory of Lagrangian flows for smooth vector fields.
result LFlows show higher predictive accuracy in density modeling tasks compared to competing models in 2D and 3D.

New method improves sample-efficiency in neural posterior estimation using simulator gradients.

problem High-fidelity posterior estimation with complex physical simulations is time-consuming.
method Neural Posterior Estimation (NPE) with differentiable simulators and gradient information.
result Improves sample-efficiency in posterior density estimation.

Study cohomology spaces of sl(2) acting on n-ary differential operators.

problem Computing cohomology spaces for sl(2) action on n-ary differential operators.
method Analyzes polynomial μ-densities as sl(2) modules and computes cohomological spaces H^2.
result Computed cohomological spaces H^2 of sl(2) on n-ary differential operators.

Physics-informed neural networks approximate diffusion process pdfs efficiently.

problem Approximating the probability density function of diffusion processes.
method Physics-informed neural networks solving Fokker-Planck or integro-differential equations.
result Neural network solutions approximate target solutions for various types of differential equations.

Let ΔΔ be a linear differential operator acting on the space of densities of a given weight $\lo$ on a manifold MM. One can consider a pencil of operators $\hPi(Δ)=\{Δ_ł\}$ passing through the operator ΔΔ such that any ΔłΔ_ł is a linear differential operator acting on densities of weight łł. This pencil can be iden…

2013-01-28abs ↗pdf ↗

Privacy-preserving synthetic data from EHRs for learning and inference.

problem Sharing sensitive EHR data while maintaining patient privacy.
method Differentially private normalizing flows for density estimation and variational inference.
result Privacy-preserving synthetic data can yield good utility at a reasonable privacy cost.

One-pass private sketch supports various machine learning tasks.

problem Efficiently supporting multiple machine learning tasks with differential privacy.
method Randomized contingency tables indexed with locality-sensitive hashing, constructed in one pass.
result Competitive error bounds for DP kernel density estimation, faster than existing methods.

Kernel density matrices simplify probabilistic deep learning.

problem Representing joint probability distributions of continuous and discrete variables.
method Extending density matrices to a reproducing kernel Hilbert space.
result Versatile representation for marginal and joint probability distributions.

Differentially-private Bayes consistency rule for binary classification and density estimation.

problem Privacy constraints limit private learning in the distribution-free PAC model.
method Constructs a universally Bayes consistent learning rule that satisfies differential privacy.
result Private learning is possible for arbitrary distributions, even with a single algorithm.

Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting models. Furthermore ARCH models still are attracting an interest of the researchers. In this contribution we consider the well known GARCH(1…

2014-12-19abs ↗pdf ↗

Geodesic completeness for Riemannian metrics on smooth probability densities is studied.

problem None of the studied Riemannian metrics are geodesically complete.
method Analysis of Hamilton--Jacobi-like partial differential equations, providing order conditions for global existence and uniqueness.
result Geodesic completeness is established for a class of higher-order Sobolev type metrics.

Quantum vacuum energy (Casimir energy) is reviewed for a mathematical audience as a topic in spectral theory. Then some one-dimensional systems are solved exactly, in terms of closed classical paths and periodic orbits. The relations among local spectral densities, energy densities, global eigenvalue densities, and tot…

2007-06-19abs ↗pdf ↗

The paper proposes a method to learn evolving multivariate distributions from sample paths.

problem Learning the temporal evolution of multivariate densities from sample data.
method Normalizing flows to construct time-dependent mappings.
result The method can approximate evolving probability density functions from observed data.

A new framework for flexible neural network receptive fields.

problem Adaptive and flexible receptive fields in neural networks.
method Density-embedding layers that replace affine transformations with scalar products of input and density functions.
result Density-embedding layers can adaptively tune receptive fields and are computationally efficient.