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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.

169,291 papers · 148 categories

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48 results for divergence theory

New framework using Jensen-Shannon divergence improves domain adaptation theory.

problem Incoherence between empirical domain adversarial training and theoretical H\mathcal{H}-divergence.
method Established new theoretical framework based on Jensen-Shannon divergence, derived bi-directional upper bounds.
result Framework exhibits flexibilities for various transfer learning problems.

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.

This paper re-examines Bregman functions and their divergences, introducing new properties and functions.

problem Exploring properties and applications of Bregman functions and divergences.
method Re-examination of existing Bregman functions and introduction of new ones, providing sufficient conditions for construction.
result Several known Bregman functions are reclassified, and new Bregman functions are introduced.

It is well-known that there are a number of relations between theoretical finance theory and information theory. Some of these relations are exact and some are approximate. In this paper we will explore some of these relations and determine under which conditions the relations are exact. It turns out that portfolio the…

2016-01-27abs ↗pdf ↗

The problem of f-divergence estimation is important in the fields of machine learning, information theory, and statistics. While several nonparametric divergence estimators exist, relatively few have known convergence properties. In particular, even for those estimators whose MSE convergence rates are known, the asympt…

2014-11-07abs ↗pdf ↗

New PAC-Bayesian bounds for multi-view learning using Rényi divergence.

problem Applying PAC-Bayesian theory to multi-view learning.
method Introducing novel PAC-Bayesian bounds based on Rényi divergence for multi-view learning.
result Efficient optimization algorithms that align with theoretical bounds.

New variational formula for Rényi divergences improves neural network estimation in high dimensions.

problem Estimating Rényi divergences in high-dimensional systems.
method Derive and apply a variational formula for Rényi divergences over various function spaces.
result Neural network estimators of Rényi divergences are consistent under certain conditions.

This paper provides performance guarantees for neural estimation of statistical distances.

problem Developing performance guarantees for neural estimation of statistical distances.
method Non-asymptotic error bounds using function approximation theorems and empirical process theory.
result Established a fundamental tradeoff between approximation and estimation errors in neural estimation of statistical distances.

ff-divergences are a general class of divergences between probability measures which include as special cases many commonly used divergences in probability, mathematical statistics and information theory such as Kullback-Leibler divergence, chi-squared divergence, squared Hellinger distance, total variation distance e…

2013-02-02abs ↗pdf ↗

GANs can generate realistic data without minimizing a divergence, contrary to current theory.

problem Current theory suggests GANs minimize a divergence to generate realistic data.
method Discussed various loss functions for G, showing they are not divergences and do not have the same equilibrium.
result GANs can use a wide range of loss functions, not just divergences, to generate realistic data.

The so-called great divergence in the income per capita is described in the Unified Growth Theory as the mind-boggling and unresolved mystery about the growth process. This mystery has now been solved: the great divergence never happened. It was created by the manipulation of data. Economic growth in various regions is…

2016-03-28abs ↗pdf ↗

Neural networks estimate statistical divergences with performance guarantees.

problem Estimating statistical divergences with theoretical performance guarantees.
method Parametrizing empirical variational form by a neural network and optimizing over parameter space.
result Established non-asymptotic absolute error bounds for neural estimators of four f\mathsf{f}-divergences.

This manuscript develops the theory of agglomerative clustering with Bregman divergences. Geometric smoothing techniques are developed to deal with degenerate clusters. To allow for cluster models based on exponential families with overcomplete representations, Bregman divergences are developed for nondifferentiable co…

2012-06-27abs ↗pdf ↗

We study the divergence theorem on pseudo-Finsler spaces and obtain a completely Finslerian version for spaces having a vanishing mean Cartan torsion. This result helps to clarify the problem of energy-momentum conservation in Finsler gravity theories.

2015-08-25abs ↗pdf ↗

New proof finds three divergence-free vector fields for any 3D manifold.

problem Proving the existence of divergence-free vector fields on 3D manifolds.
method Using geometric properties of eigenspinors in three dimensions.
result Found three divergence-free vector fields that are orthogonal and have the same length at every point.

Study of generalized Csiszár divergences and their application to Cramér-Rao bounds.

problem Deriving lower bounds for estimator variance using generalized divergences.
method Applied Eguchi's theory to derive Fisher information metric and dual affine connections.
result More widely applicable Cramér-Rao inequality for escort distributions.

The paper explores statistical and topological properties of sliced probability divergences.

problem Understanding the topological, statistical, and computational consequences of slicing divergences.
method Deriving theoretical properties of sliced probability divergences, including metric axioms preservation and weak continuity.
result Sliced divergences share similar topological properties and have stable sample complexity.

Estimates KL divergence with fairness considerations for sub-populations.

problem Fairly estimate KL divergence between distributions considering sub-populations.
method Proposes multi-group attribution for KL divergence estimation, derived from multi-calibration.
result Shows multi-group attribution provides better KL divergence estimates conditioned on sub-populations.

The paper addresses instability in KL divergence estimation using a neural network discriminator.

problem Unstable estimation of KL divergence due to discriminator complexity.
method Using a Reproducing Kernel Hilbert Space (RKHS) to control discriminator complexity.
result Theoretical bound on error probability of KL estimates based on discriminator complexity in RKHS.

AES uses α-divergence to select informative points for BO, improving optimization performance.

problem Optimizing complex functions with limited evaluations.
method AES uses α-divergence to select points based on dependency with global maximum.
result AES outperforms other information-based acquisition functions in various experiments.

Automated feature selection is important for text categorization to reduce the feature size and to speed up the learning process of classifiers. In this paper, we present a novel and efficient feature selection framework based on the Information Theory, which aims to rank the features with their discriminative capacity…

2016-02-09abs ↗pdf ↗

Optimal transport with ff-divergence regularization using generalized Sinkhorn algorithm.

problem Optimal transport with ff-divergence regularization.
method Generalized Sinkhorn algorithm for solving optimal transport problems with various ff-divergences.
result Strong duality holds, optimums are attained, and convergence to an optimal solution is guaranteed under certain conditions.

LDP is equivalent to contraction of E_γ-divergence, impacting privacy and utility.

problem Analyzing trade-offs between privacy and utility in estimation problems.
method Equivalence of LDP constraints to contraction coefficients of E_γ-divergence, using f-divergences and estimation-theoretic tools.
result LDP guarantees can be expressed in terms of contraction coefficients of arbitrary f-divergences.

Reduced sample complexity for group-invariant distributions.

problem Improving sample complexity for estimating divergences of group-invariant distributions.
method Quantified reduction in sample complexity for Wasserstein-1 metric and Lipschitz-regularized α-divergences under finite and infinite groups.
result Sample complexity reduction proportional to group size for finite groups, and convergence rate depends on intrinsic dimension for infinite groups.

New insights into Markov chain geometry via positive transition measures.

problem Lack of statistical meaning in the space of transition probabilities.
method Constructing an extension of the space of transition probabilities using Amari's theory of positive measures.
result Introduction of a new dually flat structure for the space of positive transition measures.

There has been a growing interest in mutual information measures due to their wide range of applications in Machine Learning and Computer Vision. In this paper, we present a generalized structured regression framework based on Shama-Mittal divergence, a relative entropy measure, which is introduced to the Machine Learn…

2014-09-26abs ↗pdf ↗

New variational bounds improve posterior covariances and likelihoods.

problem Improving variational inference with different divergence measures.
method Applying variational perturbation theory to construct new variational bounds.
result New variational bounds lead to more accurate posterior covariances and higher likelihoods.

Gauss-Green theorem proven for vector fields in stratified groups.

problem Establishing the Gauss-Green theorem for vector fields in noncommutative stratified Lie groups.
method Developed a new family of function spaces for divergence-measure fields and proved the Gauss-Green theorem.
result Gauss-Green theorem achieved for vector fields of low regularity on sets of finite perimeter in stratified groups.