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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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52104156208 · Jun 202019922001200920172026
48 results for divergent integrals

Develops a new divergence framework that combines ff-divergences and IPMs.

problem Comparing distributions that are not absolutely continuous.
method Introduces (f,Γ)(f,Γ)-divergences as a two-stage mass-redistribution/mass-transport process.
result Improves estimation, learning, and uncertainty quantification in GANs for heavy-tailed distributions.

This paper generalizes beta divergence beyond its classical form associated with power variance functions of Tweedie models. Generalized form is represented by a compact definite integral as a function of variance function of the exponential dispersion model. This compact integral form simplifies derivations of many pr…

2013-06-14abs ↗pdf ↗

The transformation formula of the Berezin integral holds, in the non-compact case, only up to boundary integrals, which have recently been quantified by Alldridge-Hilgert-Palzer. We establish divergence theorems in semi-Riemannian supergeometry by means of the flow of vector fields and these boundary integrals, and sho…

2013-09-05abs ↗pdf ↗

New tools quantify deep generative models' performance.

problem Measuring the quality-diversity trade-off in deep generative models.
method Established non-asymptotic bounds on sample complexity and introduced frontier integrals.
result Smoothed estimators improve convergence rates of divergence frontiers.

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.

New method minimizes robust density power-based divergences for general parametric densities.

problem Computational complexity of minimizing DPD for general parametric densities.
method Stochastic approach to minimize DPD for general parametric density models.
result Proposed method can be applied to minimize other density power-based γ-divergences.

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.

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.

Unified view of KL-divergence and IPMs via DRE, with new DRM metrics.

problem Unified understanding of KL-divergence and IPMs.
method Unified representation via maximum likelihood density-ratio estimation (DRE).
result Unified form of IPMs and novel DRM metrics.

New Lie-group methods preserve geometric divergence-free features on manifolds.

problem Designing divergence-free Lie-group methods on manifolds.
method Introducing planar aromatic trees to span the free tracial post-Lie-Rinehart algebra.
result New Lie-group methods derived for high-order accuracy.

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 ↗

We study the Hadamard finite part of divergent integrals of differential forms with singularities on submanifolds. We give formulae for the dependence of the finite part on the choice of regularization and express them in terms of a suitable local residue map. The cases where the submanifold is a complex hypersurface i…

2016-11-15abs ↗pdf ↗

We unify f-divergences, Bregman divergences, surrogate loss bounds (regret bounds), proper scoring rules, matching losses, cost curves, ROC-curves and information. We do this by systematically studying integral and variational representations of these objects and in so doing identify their primitives which all are rela…

2009-01-05abs ↗pdf ↗

We consider nonparametric estimation of L2L_2, Renyi-αα and Tsallis-αα divergences between continuous distributions. Our approach is to construct estimators for particular integral functionals of two densities and translate them into divergence estimators. For the integral functionals, our estimators are based on cor…

2014-02-12abs ↗pdf ↗

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.

Optimized AIS scheme reduces bias and MSE for general proposals.

problem Performing Monte Carlo integration with general proposals.
method Global optimization of χ²-divergence using stochastic gradient Langevin dynamics.
result Explicit theoretical guarantees for uniform-in-time MSE reduction.

Exponential families and mixture families are parametric probability models that can be geometrically studied as smooth statistical manifolds with respect to any statistical divergence like the Kullback-Leibler (KL) divergence or the Hellinger divergence. When equipping a statistical manifold with the KL divergence, th…

2018-03-20abs ↗pdf ↗

We consider the nonlinear Kalman filtering problem using Kullback-Leibler (KL) and αα-divergence measures as optimization criteria. Unlike linear Kalman filters, nonlinear Kalman filters do not have closed form Gaussian posteriors because of a lack of conjugacy due to the nonlinearity in the likelihood. In this paper …

2017-05-01abs ↗pdf ↗

We extend a variational framework to estimate calibration errors for LpL_p divergences.

problem Ensuring predicted probabilities match observed class frequencies in machine learning.
method Extend variational framework to LpL_p divergences, separating over- and under-confidence.
result Avoids overestimation and separates over- and under-confidence.

In Riemannian geometry geodesics are integral curves of the Riemannian distance gradient. We extend this classical result to the framework of Information Geometry. In particular, we prove that the rays of level-sets defined by a pseudo-distance are generated by the sum of two tangent vectors. By relying on these vector…

2018-06-29abs ↗pdf ↗

New measures generalize existing ones, linking information and risk.

problem Linking information measures and risk in statistical decision problems.
method Introducing new families of divergence measures and deriving an information processing equality.
result Extension of variational φφ-divergence representation to multiple distributions.

The paper develops divergences for Gaussian processes and RKHS settings.

problem Estimating divergences in infinite-dimensional spaces.
method Formulations of Alpha Log-Det divergences, continuity in norm, laws of large numbers, consistent estimation from finite samples.
result Infinite-dimensional divergences can be estimated from finite-dimensional versions with dimension-independent sample complexities.

Efficiently visualizes uncertainty in local divergence of 2D vector fields.

problem Uncertainty in vector field data leads to inaccurate divergence computations.
method Closed-form approach for highly efficient and accurate uncertainty visualization of local divergence, assuming independently Gaussian-distributed vector uncertainties.
result Significantly enhanced efficiency and accuracy of our algorithms over classical MC approach.

This work analyzes discrete diffusion models using stochastic integrals, providing error bounds and insights.

problem Error analysis for discrete diffusion models remains less understood.
method Proposes a comprehensive framework based on Lévy-type stochastic integrals.
result Obtains the first error bound for the ττ-leaping scheme in KL divergence.

The purpose of this note is to establish the following theorem: Let N be a Kahler manifold, L be a compact oriented immersed minimal Lagrangian submanifold in N and V be a holomorphic vector field in a neighbourhood of L in N. Let div(V) be the (complex) divergence of V. Then the integral of div(V) over L is 0. Vice ve…

2000-10-20abs ↗pdf ↗

We give a generalization of the Nambu mechanics based on vector Hamiltonians theory. It is shown that any divergence-free phase flow in Rn\mathbb{R}^n can be represented as a generalized Nambu mechanics with n1n-1 integral invariants. For the case when the phase flow in Rn\mathbb{R}^n has n3n-3 or less first integrals,…

2018-02-03abs ↗pdf ↗

In this paper we study asymptotically hyperbolic manifolds given as graphs of asymptotically constant functions over hyperbolic space $\bH^n$. The graphs are considered as subsets of $\bH^{n+1}$ and carry the induced metric. For such manifolds the scalar curvature appears in the divergence of a 1-form involving the int…

2012-01-16abs ↗pdf ↗

New principle controls graph-informed adversarial discrepancies.

problem Graph-informed adversarial learning for interpolative divergences.
method Proves infimal subadditivity for interpolative divergences.
result Graph-informed adversarial learning is justified for interpolative divergences.