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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.

168,694 papers · 148 categories

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68136204272 · Jun 202019922001200920172026
48 results for divergence type

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.

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 ↗

The t-distributed Stochastic Neighbor Embedding (t-SNE) is a powerful and popular method for visualizing high-dimensional data. It minimizes the Kullback-Leibler (KL) divergence between the original and embedded data distributions. In this work, we propose extending this method to other f-divergences. We analytically a…

2018-11-03abs ↗pdf ↗

We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential dispersion models. Starting from the variance function of a Tweedie model, we outline how…

2012-09-19abs ↗pdf ↗

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 ↗

A new objective function using Jensen-Shannon divergence improves generative learning from multiple data types.

problem Learning from multiple data types efficiently and accurately.
method Proposes a novel objective function using Jensen-Shannon divergence to approximate multimodal posteriors directly.
result The mmJSD objective optimizes an ELBO and improves generative learning tasks.

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.

New Liouville-type results for CR Yamabe equation in Heisenberg group.

problem Characterizing solutions to CR Yamabe equation in Heisenberg group.
method Integral estimates combined with divergence formula.
result Liouville-type results for bounded solutions in n=2n=2 and solutions with pointwise decay assumption in n3n\ge3.

New proof of Willmore inequality using geometric divergence inequality.

problem Proving the Willmore inequality for bounded domains.
method Using a parametric geometric inequality derived from a divergence form geometric differential inequality.
result New proofs of quantitative Willmore-type and weighted Minkowski inequalities.

Study compares statistical properties and power of divergence measures for credit risk monitoring.

problem Detecting distributional shifts in credit risk models.
method Derives statistical properties and chi-square benchmark values for Jensen-Shannon Divergence and Kullback-Leibler Divergence, demonstrating their applicability in credit risk monitoring.
result Jensen-Shannon Divergence and Kullback-Leibler Divergence follow chi-square distributions and reveal practical trade-offs in minimizing false positives vs. detecting changes.

We study in a uniform manner the properties of biconservative surfaces in arbitrary Riemannian manifolds. Biconservative surfaces being characterized by the vanishing of the divergence of a symmetric tensor field S2S_2 of type (1,1)(1,1), their properties will follow from general properties of a symmetric tensor field of …

2017-04-15abs ↗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.

We speed up marginal inference by ignoring factors that do not significantly contribute to overall accuracy. In order to pick a suitable subset of factors to ignore, we propose three schemes: minimizing the number of model factors under a bound on the KL divergence between pruned and full models; minimizing the KL dive…

2012-03-15abs ↗pdf ↗

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 ↗

To ensure stability of learning, state-of-the-art generalized policy iteration algorithms augment the policy improvement step with a trust region constraint bounding the information loss. The size of the trust region is commonly determined by the Kullback-Leibler (KL) divergence, which not only captures the notion of d…

2017-12-29abs ↗pdf ↗

New theorem links symmetries to first integrals in plasma physics.

problem Understanding the relationship between symmetries and first integrals in divergence-free fields.
method Developed a Noether-type Theorem reformulation for three-dimensional divergence-free vector fields.
result Converse of the Noether-type Theorem holds on the toroidal region, proving the existence of flux coordinates.

The paper is devoted to differential geometry of singular distributions (i.e., of varying dimension) on a Riemannian manifold. Such distributions are defined as images of the tangent bundle under smooth endomorphisms. We prove the novel divergence theorem with the divergence type operator and deduce the Codazzi equatio…

2019-08-20abs ↗pdf ↗

New insights into Anosov representations of hyperbolic groups.

problem Understanding Anosov representations of relatively hyperbolic groups.
method Proving representations can be interpreted as restricted Anosov representations over flow spaces and showing stability under deformations.
result Representations of certain types are divergent, extended geometrically finite and stable under small deformations.

The paper finds inequalities for eigenvalues of operators on immersed manifolds.

problem Finding inequalities for eigenvalues of operators on immersed manifolds.
method Computing inequalities for eigenvalues of operators in divergence form on Riemannian manifolds isometrically immersed in Euclidean space.
result Universal inequalities for eigenvalues of operators are computed.

Formula derived for sample complexity in binary hypothesis testing.

problem Determine the minimum number of samples to distinguish between two distributions.
method Developed a formula for sample complexity in both prior-free and Bayesian settings, using Jensen-Shannon and Hellinger divergences.
result Formula characterizes sample complexity for a wide range of error parameters, up to multiplicative constants.

Global solutions found for a wave-Klein-Gordon system with strong couplings in divergence form.

problem Global well-posedness of a wave-Klein-Gordon system with strong couplings in divergence form.
method Constructed an auxiliary system with shifted primitives to handle the strong couplings.
result Established global well-posedness theorem for the wave-Klein-Gordon system.

Using a trimming approach, we investigate a k-means type method based on Bregman divergences for clustering data possibly corrupted with clutter noise. The main interest of Bregman divergences is that the standard Lloyd algorithm adapts to these distortion measures, and they are well-suited for clustering data sampled …

2018-12-11abs ↗pdf ↗

Theoretical proof shows COMs are a type of contrastive divergence model with improved sampling.

problem Improving sampling quality in offline model-based optimization.
method Showed COMs are contrastive divergence models, proposed Langevin MCMC sampler, and decoupled model.
result Improved sampling quality achieved by decoupling model and using Langevin MCMC.

A new associative memory uses Sinkhorn divergence for efficient pattern retrieval.

problem Efficiently retrieving patterns from large datasets of weighted point clouds.
method Derived retrieval dynamics as a SHK gradient flow, discretized for a deterministic algorithm.
result Proved basin invariance, geometric convergence, and robust recovery from perturbations.

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.

Let XX be a proper geodesic Gromov hyperbolic metric space and let GG be a cocompact group of isometries of XX admitting a uniform lattice. Let dd be the Hausdorff dimension of the Gromov boundary X\partial X. We define the critical exponent δ(μ)δ(μ) of any discrete invariant random subgroup μμ of the locally compa…

2018-04-09abs ↗pdf ↗

We describe work on solutions of certain non-divergence type and therefore non-variational elliptic and parabolic systems on manifolds. These systems include Hermitian and affine harmonics which should become useful tools for studying Hermitian and affine manifolds, resp. A key point is that in addition to the standard…

2010-11-14abs ↗pdf ↗

Let M be a globally Riemannian symmetric space. We prove a duality estimate between pairings of vector fields with divergence zero and and in L^1 with vector fields in a critical Sobolev space on M. As a consequence we get a sharp Calderon-Zygmund estimate for solutions to Poisson's equation on M, where the right side …

2016-10-03abs ↗pdf ↗

We generalise the average asymptotic linking number of a pair of divergence-free vector fields on homology three-spheres by considering the linking of a divergence-free vector field on a manifold of arbitrary dimension with a codimension two foliation endowed with an invariant transverse measure. We prove that the aver…

2001-11-19abs ↗pdf ↗

Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a Markov factor graph model, this exploration process is called structure discover…

2016-09-13abs ↗pdf ↗

Researchers study the geometric properties of a specific type of stable processes.

problem Understanding the information geometry of tempered stable processes.
method Derivation of α-divergence, Fisher information matrices, and α-connections.
result Obtained Fisher information matrices and α-connections for statistical manifolds.

In this paper we consider an Einstein-type equation which generalizes important geometric equations, like static and critical point equations. We prove that a complete Einstein-type manifold with fourth-order divergence-free Weyl tensor and zero radial Weyl curvature is locally a warped product with (n1)(n-1)-dimensional…

2019-04-28abs ↗pdf ↗

The paper solves portfolio selection using Rényi divergence and optimization.

problem Single-period portfolio selection under CRRA utility.
method Information-theoretic lens, Rényi divergence, Rényi entropy, Blahut-Arimoto-style alternating optimization.
result CRRA portfolio selection is equivalent to a Rényi information-projection problem.

We consider the general nonvanishing, divergence-free vector fields defined on a domain in three space and tangent to its boundary. Based on the theory of finite type invariants, we define a family of invariants for such fields, in the style of Arnold's asymptotic linking number. Our approach is based on the configurat…

2013-09-13abs ↗pdf ↗

Paper introduces SDM for detecting LLM hallucinations, improving on entropy tests.

problem Challenges of Large Language Models (LLMs) with non-factual, nonsensical responses.
method Joint clustering on sentence embeddings to measure semantic divergence between prompts and responses.
result SDM framework detects deeper form of arbitrariness in LLM responses.