Research
On-device research index

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

Trend · papers per month

316293124 · May 202619922001200920172026
48 results for divergence identity

New divergence identity for scalar curvature helps prove rigidity of tensors.

problem Proving rigidity of Codazzi tensors under curvature and invariant conditions.
method Derived a divergence identity for a vector field and applied it to tensor rigidity.
result New proof of Tang-Yan theorem on constant eigenvalues for tensors.

The paper studies λλ-submanifolds in Gauss spaces and proves theorems for complete proper ones.

problem Understanding λλ-submanifolds in Gauss spaces and their properties.
method Using divergence type theorems and Simons' identities, the authors prove theorems for complete proper λλ-submanifolds.
result Proves halfspace and gap theorems for complete proper λλ-submanifolds, generalizing previous results.

We introduce several methods to define the self-inductance of a single loop as the regularization of divergent integrals which we obtain by applying Neumann (or Weber) formula for the mutual inductance of a pair of loops to the case when two loops are identical.

2018-04-30abs ↗pdf ↗

New rigidity results for quasi-Einstein metrics with non-zero divergence-free vector fields.

problem Classifying quasi-Einstein metrics with specific vector field properties.
method Analyzing quasi-Einstein metrics on closed manifolds and near-horizon geometries of extreme black holes.
result These metrics always admit a one-parameter group of isometries generated by the divergence-free vector field.

Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally decrease the KL divergence within a function space. This paper develops the first th…

2017-04-25abs ↗pdf ↗

The study quantifies geodesic divergence on Riemannian planes with bounded geometry.

problem Understanding geodesic divergence on Riemannian planes with specific geometric constraints.
method Recalling quasi-redirection and using it to quantify geodesic divergence, compactifying Riemannian planes into D2\mathbb{D}^2 or S2\mathbb{S}^2.
result Necessary and sufficient conditions for the quasi-redirecting compactification being S2\mathbb{S}^2 are derived in terms of asymptotic cones.

We solve the classifying problem raised by Fischer and Marsden for Bach flat static spaces. We also prove the conjecture about critical point equations proposed by Besse for Bach flat manifolds. Particularly in dimension 3, we derive an integral identity that allows us to obtain conformal flatness from the vanish of th…

2012-12-06abs ↗pdf ↗

It is shown that the new formula for the field theory Poisson brackets arise naturally in the extension of the formal variational calculus incorporating divergences. The linear spaces of local functionals, evolutionary vector fields, functional forms, multi-vectors and differential operators become graded with respect …

1998-09-18abs ↗pdf ↗

By exploiting the property that the RBM log-likelihood function is the difference of convex functions, we formulate a stochastic variant of the difference of convex functions (DC) programming to minimize the negative log-likelihood. Interestingly, the traditional contrastive divergence algorithm is a special case of th…

2017-09-21abs ↗pdf ↗

We propose a general framework to learn deep generative models via \textbf{V}ariational \textbf{Gr}adient Fl\textbf{ow} (VGrow) on probability spaces. The evolving distribution that asymptotically converges to the target distribution is governed by a vector field, which is the negative gradient of the first variation o…

2019-01-24abs ↗pdf ↗

New metrics quantify implementation risk in portfolio backtesting, revealing systematic differences in engine implementations.

problem Systematic divergence in backtested portfolio metrics due to differences in engine implementations.
method Formalized implementation risk, proposed four metrics, executed 15 strategies through five engines, analyzed source-code defects.
result Implementation risk introduces measurable ambiguity in performance attribution, but does not alter investment decisions.

Study improves sample complexity for distinguishing continuous distributions and causal relationships.

problem Distinguishing continuous distributions and causal relationships in the presence of unobserved confounding.
method Proposed an estimator of KL divergence based on von Mises expansion for closeness testing.
result Established sample complexity guarantees for causal discovery in non-linear models with continuous variables and unobserved confounding.

Different optimizer choices lead to different financial model predictions.

problem The impact of optimizer choice on neural network models in financial time series.
method Analysis of large-scale volatility forecasting for S&P 500 stocks using various model-training-pipeline pairs.
result Optimizer choice reshapes non-linear response profiles and temporal dependence in financial models, leading to different functional outcomes.

We tackle the Multi-task Batch Reinforcement Learning problem. Given multiple datasets collected from different tasks, we train a multi-task policy to perform well in unseen tasks sampled from the same distribution. The task identities of the unseen tasks are not provided. To perform well, the policy must infer the tas…

2019-09-25abs ↗pdf ↗

New method uses KL-divergence to create non-informative priors for multivariate Gaussian.

problem Handling hyperparameters for non-informative limits in multivariate Gaussian conjugate priors.
method Using scaled KL-divergence between multivariate Gaussians to construct Wishart and normal-Wishart conjugate priors.
result Forming non-informative priors without violating Wishart shape parameter restrictions.

The paper decomposes unsupervised learning's generalization error into model, data, and variance components.

problem Understanding the components of unsupervised learning's generalization error.
method Information-geometric decomposition of the Kullback-Leibler generalization error.
result The optimal rank in εε-PCA is the noise floor, balancing model-error gain and data-bias cost.

Study optimal transport costs with zero MTW tensor, finding new families of costs and divergence functions.

problem Characterize optimal transport costs with zero MTW tensor.
method Optimal transport theory, information geometry, solving nonlinear ODEs.
result Found new families of costs and divergence functions.

Conditions found for linearizing divergence-free fields on invariant tori.

problem Linearizing divergence-free vector fields on invariant tori.
method Assuming a solution to the cohomological equation and using Bers' results in pseudo-analytic function theory.
result The field BB on SS is either identically zero or nowhere vanishing, with a linearizable form.

It is shown that the new Poisson brackets proposed in Part I of this work (J. Math. Phys. 34, 5747(hep-th/9305133)) arise naturally in an extension of the formal variational calculus incorporating divergences. The linear spaces of local functionals, evolutionary vector fields, functional forms, multi-vectors and differ…

1995-01-13abs ↗pdf ↗

The paper analyzes MACD using operator theory.

problem Understanding the mathematical foundation of MACD.
method Developed a functional-analytic framework interpreting MACD as a phase-corrected, smoothed derivative operator.
result MACD is structurally equivalent to a band-pass filter and can be expressed as a finite difference of delayed and doubly averaged signals.

New gauge preserves Einstein metrics' interactions, proving rigidity on negatively curved manifolds.

problem Stability and deformation theory of Einstein metrics.
method Introduces Chen-Nagano gauge condition, linking Lichnerowicz Laplacian to shifted scalar operator.
result Chen-Nagano gauge collapses to classical transverse-traceless gauge under spectral pinching assumptions.

Detects change points in time series focusing on specific components.

problem Identifying moments when specific components of multivariate time series change distributions.
method Two-stage non-parametric algorithm: causal structure learning followed by change point detection.
result Validated the approach on synthetic and real-world datasets.

Score matching errors are not sufficient for measuring diffusion model quality.

problem The L2L^2 score matching error is not a reliable measure of diffusion model performance.
method Decomposed score errors into gradient and solenoidal components and analyzed their geometric properties.
result Only the gradient component of the score error affects the marginal distributional quality.

New geometric analysis shows L2L^2 score error is flawed for diffusion models.

problem Score matching errors in diffusion models do not fully capture distributional quality.
method Decomposed score errors into gradient and solenoidal components, focusing on gradient's role in Fokker-Planck dynamics.
result Only gradient component affects marginal distributional quality; solenoidal component is structurally invisible.

Domain generalization (DG) aims to incorporate knowledge from multiple source domains into a single model that could generalize well on unseen target domains. This problem is ubiquitous in practice since the distributions of the target data may rarely be identical to those of the source data. In this paper, we propose …

2019-07-25abs ↗pdf ↗

Twin-Boot integrates uncertainty estimation into optimization using parallel training of identical models.

problem Uncertainty in overparameterized models, especially in low-data regimes.
method Twin-Bootstrap Gradient Descent (Twin-Boot) trains two identical models on independent bootstrap samples and uses their divergence to guide learning.
result Improves calibration and generalization, yields interpretable uncertainty maps.

We present the expected values from p-value hacking as a choice of the minimum p-value among mm independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the meta-distribution. We first present an exact probability distribution (meta-distrib…

2016-03-24abs ↗pdf ↗

Divergence functions play a key role as to measure the discrepancy between two points in the field of machine learning, statistics and signal processing. Well-known divergences are the Bregman divergences, the Jensen divergences and the f-divergences. In this paper, we show that the symmetric Bregman divergence can be …

2018-10-03abs ↗pdf ↗

Study explores relationship between Hölder and FDPD divergences.

problem Understanding the relationship between Hölder and FDPD divergences.
method Intersection and generalization of divergence families, proving nonnegativity, deriving inequalities.
result Established ξξ-Hölder divergence and derived inequalities.