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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.

168,657 papers · 148 categories

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67135202269 · Jun 202019922001200920172026
48 results for discrete components

Probabilistic models with discrete latent variables naturally capture datasets composed of discrete classes. However, they are difficult to train efficiently, since backpropagation through discrete variables is generally not possible. We present a novel method to train a class of probabilistic models with discrete late…

2016-09-07abs ↗pdf ↗

We apply belief propagation to a Bayesian bipartite graph composed of discrete independent hidden variables and discrete visible variables. The network is the Discrete counterpart of Independent Component Analysis (DICA) and it is manipulated in a factor graph form for inference and learning. A full set of simulations …

2015-05-26abs ↗pdf ↗

Discrete knot theory models use lattice-filtered graphs to detect merging knot components.

problem Detecting merging knot components in discrete models.
method Lattice-filtered move graphs to model knot types, identifying connected components and merge scales.
result Merge scale defined by connected components of lattice-filtered move graphs, with specific examples for the figure-eight knot.

Bayesian inference of discrete component states in civil infrastructures using PGMs and GNNs.

problem Inferring discrete states of civil infrastructure components from measurable responses is an ill-posed inverse problem.
method The study proposes a novel Bayesian inversion paradigm based on Probabilistic Graphical Models (PGMs) and Graph Neural Networks (GNNs). PGMs are used to model the problem, with parameters learned from data and structural topology prior. Inference is accomplished by GNNs, and a graph property-based training strategy is developed.
result The proposed framework effectively solves the challenges of inferring the posterior PDF for discrete variables in high-dimensional problems.

Improved density estimation for mixed discrete-continuous data.

problem Inconsistent density estimation for mixtures of continuous and discrete data.
method Modification of existing nonparametric density estimation methods to handle mixed discrete-continuous data.
result Improved consistency and empirical performance for mixed discrete-continuous data.

Hybrid Policy Optimization tackles reinforcement learning in hybrid spaces, improving performance over PPO.

problem Credit assignment issues and biased gradients in hybrid discrete-continuous action spaces.
method Mixed gradient estimator combining pathwise and score-function gradients, reformulating problems in hybrid form.
result HPO substantially outperforms PPO on inventory control and switched systems, with performance gaps increasing with continuous action dimension.

Let ee denote the Euler class on the space Hom(Γg,PSL(2,R))Hom(Γ_g, PSL(2,\mathbb R)) of representations of the fundamental group ΓgΓ_g of the closed surface ΣgΣ_g of genus gg. Goldman showed that the connected components of Hom(Γg,PSL(2,R))Hom(Γ_g, PSL(2,\mathbb R)) are precisely the inverse images e1(k)e^{-1}(k), for 22gk2g22-2g\leq k\leq 2g-2, and t…

2005-02-28abs ↗pdf ↗

Methods for analysis of principal components in discrete data have existed for some time under various names such as grade of membership modelling, probabilistic latent semantic analysis, and genotype inference with admixture. In this paper we explore a number of extensions to the common theory, and present some applic…

2012-07-11abs ↗pdf ↗

The paper studies stability of discretized Anosov flows.

problem Global stability of discretized Anosov flows.
method Defined and proved equivalence with previous definitions, showed properties through C1C^1 openness and closedness, and established integrability and uniqueness of invariant foliations.
result Discretized Anosov flows are globally stable.

The local induction equation, or the binormal flow on space curves is a well-known model of deformation of space curves as it describes the dynamics of vortex filaments, and the complex curvature is governed by the nonlinear Schrödinger equation. In this paper, we present its discrete analogue, namely, a model of defor…

2017-08-05abs ↗pdf ↗

The paper identifies a component of representations mapping modular group elements to isometries with unique fixed points.

problem Characterizing representations of the modular group into isometry groups.
method Analyzing the space of discrete faithful representations of the modular group into Isom(X) for X=SL3(R)/SO(3).
result The space of representations has a component homeomorphic to R^2 x [0,∞), parametrized by Pappus representations and containing Anosov representations.

Optimal transport is #P-hard when components are independent, even with approximate solutions.

problem Computational complexity of optimal transport with independent marginals.
method Proved #P-hardness and developed a pseudo-polynomial time approximation algorithm.
result Optimal transport is #P-hard even with independent components and approximate solutions.

Drawing a sample from a discrete distribution is one of the building components for Monte Carlo methods. Like other sampling algorithms, discrete sampling suffers from the high computational burden in large-scale inference problems. We study the problem of sampling a discrete random variable with a high degree of depen…

2015-06-30abs ↗pdf ↗

We study additive models built with trend filtering, i.e., additive models whose components are each regularized by the (discrete) total variation of their kkth (discrete) derivative, for a chosen integer k0k \geq 0. This results in kkth degree piecewise polynomial components, (e.g., k=0k=0 gives piecewise constant co…

2017-02-16abs ↗pdf ↗

Let K(X)K(X) denote the set of projective structures on a compact Riemann surface XX whose holonomy representations are discrete. We will show that each component of the interior of K(X)K(X) is holomorphically equivalent to a complex submanifold of the product of Teichmüller spaces and the holonomy representation of every…

1995-08-14abs ↗pdf ↗

Unsupervised framework captures acquisition variability in structural connectomes.

problem Acquisition differences across sites, scanners, and protocols complicate structural connectome analysis.
method An unsupervised framework using architectural annealing to balance discrete and continuous latent variables.
result Architectural annealing produces stronger site learning than baseline models.

We present a new method for the separation of superimposed, independent, auto-correlated components from noisy multi-channel measurement. The presented method simultaneously reconstructs and separates the components, taking all channels into account and thereby increases the effective signal-to-noise ratio considerably…

2017-05-05abs ↗pdf ↗

New framework for discrete-state diffusion models reduces sample complexity.

problem Lack of theoretical understanding and sample complexity analysis for discrete-state diffusion models.
method Developed a principled theoretical framework, decomposing score estimation error.
result Established sample complexity bound of O~(ε2)\widetilde{\mathcal{O}}(ε^{-2}).

The paper studies spaces of non-compact real algebraic curves and their uniformisation.

problem Understanding the spaces of non-compact real algebraic curves and their uniformisation.
method Construction of spaces of non-compact real algebraic curves and description of their connected components using Fuchsian groups.
result Any connected component of the spaces of non-compact real algebraic curves is homeomorphic to a quotient of a finite-dimensional real vector space by a discrete group.

Gradient-based methods for games suffer from discrete update steps that cause drift, affecting performance.

problem Gradient-based methods for two-player games suffer from drift due to discrete update steps.
method Derived modified continuous dynamical systems to closely follow the discrete dynamics of games.
result Identified distinct components of discretization drift that can alter or destabilize game performance.

Proposes an automatic cyclical scheduling for gradient-based discrete sampling.

problem Gradient-based sampling in high-dimensional models can get stuck in local modes.
method Cyclical step size and balancing schedules with automatic hyperparameter tuning.
result Proves non-asymptotic convergence and inference guarantees for general discrete distributions.

Discrete random variables are natural components of probabilistic clustering models. A number of VAE variants with discrete latent variables have been developed. Training such methods requires marginalizing over the discrete latent variables, causing training time complexity to be linear in the number clusters. By appl…

2019-09-18abs ↗pdf ↗

New discrete conformal structures on surfaces with boundary, proving global rigidity and constructing hyperbolic metrics.

problem Creating new discrete conformal structures on surfaces with boundary.
method Introducing new discrete conformal structures, proving global rigidity using variational principles, and introducing combinatorial curvature flows.
result Global rigidity of new discrete conformal structures and effective algorithms for constructing hyperbolic metrics.

We introduce three novel semi-parametric extensions of probabilistic canonical correlation analysis with identifiability guarantees. We consider moment matching techniques for estimation in these models. For that, by drawing explicit links between the new models and a discrete version of independent component analysis …

2016-02-29abs ↗pdf ↗

The paper connects 3D manifold invariants to hyperbolic cone metrics and discrete Fourier transforms.

problem Volume conjecture for Reshetikhin-Turaev invariants of 3-manifolds with links.
method Volume conjecture, hyperbolic cone metrics, discrete Fourier transforms, change-of-pair operations.
result Volume conjecture proven for specific cases, provides approach to solving Volume Conjecture for hyperbolic 3-manifolds.

A new method learns quantization boundaries in continuous space using tessellation.

problem Mapping between discrete and continuous distributions is difficult.
method Constructs normalizing flows on convex polytopes with exact likelihood evaluations.
result Improves likelihood evaluation and quantization learning across various data modalities.

Given a discrete group G and a spherical G-fusion category whose neutral component has invertible dimension, we use the state-sum method to construct a 3-dimensional Homotopy Quantum Field Theory (HQFT) with target the Eilenberg-MacLane space K(G,1).

2012-02-28abs ↗pdf ↗

In 1990, Hitchin's proved a component of the space of representations of a surface group in SL(n,R) is homeomorphic to a ball. For n=2,3 this component has been identified with the holonomies of geometric structures (hyperbolic for n=2, or real projective for n=3). In the preprint "Anosov flows, Surface groups and Curv…

2004-01-19abs ↗pdf ↗

New metrics produce discrete zero sets for nondegenerate harmonic forms.

problem Creating metrics to produce discrete zero sets for nondegenerate harmonic forms.
method Metric perturbation to produce new nondegenerate harmonic forms with discrete zero sets.
result Existence of metrics producing discrete zero sets for nondegenerate harmonic forms.

A new method splits surface flow discretizations into streamfunctions and harmonic fields.

problem Discretizing incompressible flows on surfaces with pressure and saddle-point structure.
method Discrete Helmholtz-Hodge decomposition for BDM elements on surfaces.
result Eliminates pressure and saddle-point structure, ensuring exact tangentiality and divergence-freeness.

We present a mixed multinomial logit (MNL) model, which leverages the truncated stick-breaking process representation of the Dirichlet process as a flexible nonparametric mixing distribution. The proposed model is a Dirichlet process mixture model and accommodates discrete representations of heterogeneity, like a laten…

2018-01-19abs ↗pdf ↗

We consider moment matching techniques for estimation in Latent Dirichlet Allocation (LDA). By drawing explicit links between LDA and discrete versions of independent component analysis (ICA), we first derive a new set of cumulant-based tensors, with an improved sample complexity. Moreover, we reuse standard ICA techni…

2015-07-07abs ↗pdf ↗

We study Exo-MDPs to reduce sample complexity in reinforcement learning.

problem Reducing sample complexity in reinforcement learning for structured MDPs.
method Introducing Exo-MDPs and proving structural equivalence to linear mixture MDPs, establishing regret bounds.
result Proved O(H3/2dK)O(H^{3/2}d\sqrt{K}) regret bound for Exo-MDPs, matching lower bounds.