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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.

169,181 papers · 148 categories

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48 results for flow trajectories

Method identifies coherent structures in sparse flow data.

problem Identifying coherent structures in sparse particle trajectory data.
method Spectral graph theory and hierarchical clustering.
result Algorithm successfully identifies coherent structures in various flows.

A new method detects anomalies in trajectory data using normalizing flows.

problem Detecting anomalous patterns in high-dimensional, varying-length spatial data.
method Probability density estimation via normalizing flows for each trajectory segment, aggregating likelihoods.
result The proposed method, GRADINGS, effectively identifies anomalies in real-world trajectory data.

Variational inference improves training of generative flow networks.

problem Training generative flow networks efficiently and accurately.
method Define variational objectives in terms of KL divergences and optimize convex combinations.
result Variational inference methods can reduce the variance of gradients in training generative flow networks.

DGFS improves sampling from complex densities by optimizing partial trajectories.

problem Sampling from intractable high-dimensional density functions.
method DGFS uses a flow function to break down the training process into short partial trajectory segments, leveraging intermediate learning signals.
result DGFS achieves more accurate estimates of the normalization constant.

In this paper we study the typical speed of a generic earthquake trajectory leaving compact sets in the moduli space of the once-punctured torus. Mirzakhani showed that the earthquake flow is measurably equivalent to the horocyclic flow, which has been studied extensively. Our main result shows that the earthquake flow…

2015-06-15abs ↗pdf ↗

FLUID uses flows to unify filtering and smoothing for complex systems.

problem Bayesian filtering and smoothing for high-dimensional nonlinear systems.
method FLUID encodes observation histories into a fixed summary statistic, using flows for filtering and smoothing.
result FLUID provides accurate approximations of filtering and smoothing distributions.

JKO-iFlow uses neural ODEs to improve generative models with reduced memory and training complexity.

problem Efficiently training deep generative models in high dimensions with reduced memory and training complexity.
method JKO scheme inspired neural ODE flow network with adaptive time reparameterization.
result JKO-iFlow achieves competitive performance compared to existing models at reduced computational and memory cost.

The paper develops a new theory to understand deep learning optimization.

problem Understanding the dynamics of optimization in deep learning, especially in the edge of stability regime.
method Developed a central flow differential equation to describe the time-averaged trajectory of oscillatory optimizers.
result Central flows can predict long-term optimization trajectories with high numerical accuracy.

Study integrability of geodesic flow on specific Lie groups.

problem Integrability of geodesic flow on metabelian nilpotent groups.
method Symplectic reduction procedure applied to sub-Riemannian geodesic flow on metabelian nilpotent groups.
result Showed integrability of normal Hamiltonian flow in Engel-type groups.

Hamilton flows on Kähler manifold for which all trajectories are HH-planar curves (complex analog of geodesics) are considered. These flows are called HH-planar. The equation which has to obey the Hamiltonian of HH-planar Hamilton flow is received and the method of finding general solution of this equation is propos…

1996-01-05abs ↗pdf ↗

Paper establishes a generalization bound for gradient flow using a data-dependent kernel.

problem Understanding the generalization properties of gradient-based optimization methods.
method Establishes a generalization bound for gradient flow through a data-dependent kernel called the loss path kernel (LPK).
result The LPK captures the entire training trajectory and leads to tighter generalization guarantees.

A magnetic field is defined by the property that its divergence is zero in a three dimensional oriented Riemannian manifold. Each magnetic field generates a magnetic flow whose trajectories are curves called as magnetic curves. In this paper, we give a new variational approach to studies the magnetic flow asociated wit…

2013-11-21abs ↗pdf ↗

Study of intersections in Hamiltonian orbits on cotangent bundles.

problem Understanding intersections of projected Hamiltonian orbits in cotangent bundles.
method Generic submersive level set analysis, multi-jet transversality theorem.
result Projected Hamiltonian orbits have discrete intersections, which can be perturbed away under certain conditions.

Given a closed Riemannian manifold of dimension nn and a Morse-Smale function, there are finitely many nn-part broken trajectories of the negative gradient flow. We show that if the manifold admits a hyperbolic metric, then the number of nn-part broken trajectories is always at least the hyperbolic volume. The proof…

2015-06-15abs ↗pdf ↗

A framework learns multiscale dynamics from single trajectories using normalizing flows.

problem Learning effective stochastic dynamics from single observed paths of slow variables.
method Data-driven approach based on coupled multiscale SDEs, stochastic averaging, and normalizing flows for density modeling.
result Scalable approach to capturing epistemic uncertainty in multiscale systems.

TFM trains Neural SDEs without backpropagation, improving clinical time series modeling.

problem Modeling irregularly sampled time series in medicine.
method Trajectory Flow Matching (TFM) using flow matching for generative modeling.
result TFM improves performance on clinical time series datasets.

New analysis shows FM learns underlying dynamical structure, not just trajectory replay.

problem Understanding whether flow matching models learn transferable dynamical structure or merely replay trajectories.
method Derived velocity field implied by FM objective, characterized as a continuous-time dynamical system.
result FM models can be seen as parametric surrogates of nonparametric solutions, providing strong probabilistic forecasts.

A new method uses coherent structure coloring to estimate model parameters more accurately than traditional methods.

problem Challenges in estimating model parameters from Lagrangian data in turbulent flows.
method Use coherent structure coloring (CSC) field to assess model skill and estimate model parameters.
result Error in the CSC field can accurately determine model parameters, while conventional methods fail.

Generative models need per-sample confidence scores to improve quality and stability.

problem Generative models produce unreliable outputs and lack confidence measures.
method Flow Matching with Confidence (FMwC) injects noise and integrates it through the network, providing per-sample confidence scores.
result The confidence score correlates with the velocity field's divergence, offering insights into generative processes.

Paper proves higher-order flow matching preserves optimality in generative modeling.

problem Theoretical guarantees for higher-order flow matching in generative modeling.
method Neural network approximations with controlled depth, width, and sparsity.
result Proves worst case optimality for second-order flow matching.

Minimal hypersurfaces can't always be connected by mean curvature flow.

problem Existence of connecting mean curvature flows for minimal hypersurfaces.
method Minimal hypersurface analogue of gradient flow trajectories between critical points.
result Additional topological and variational obstructions to connecting mean curvature flows.

We notice that a generic nonsingular gradient field v=fv = \nabla f on a compact 3-fold XX with boundary canonically generates a simple spine K(f,v)K(f, v) of XX. We study the transformations of K(f,v)K(f, v) that are induced by deformations of the data (f,v)(f, v). We link the Matveev complexity c(X)c(X) of XX with counting the …

2006-10-31abs ↗pdf ↗

We accelerate CNF by reducing ODE truncation errors with polynomial regularization.

problem High computation cost of CNF due to large truncation errors in solving ODEs.
method Add polynomial regularization to approximate ODE trajectories with polynomial functions.
result 42.3% to 71.3% reduction of NFE on density estimation, 19.3% to 32.1% on variational auto-encoder.

Recently, clustering moving object trajectories kept gaining interest from both the data mining and machine learning communities. This problem, however, was studied mainly and extensively in the setting where moving objects can move freely on the euclidean space. In this paper, we study the problem of clustering trajec…

2015-11-04abs ↗pdf ↗

We use the heat flow on the loop space of a closed Riemannian manifold to construct an algebraic chain complex. The chain groups are generated by perturbed closed geodesics. The boundary operator is defined in the spirit of Floer theory by counting, modulo time shift, heat flow trajectories that converge asymptotically…

2010-03-23abs ↗pdf ↗

Gradient flow of elastic energy converges to elastica.

problem Optimizing closed curves to minimize elastic energy.
method Proving the existence of a unique global solution and convergence via Łojasiewicz--Simon gradient inequality.
result Convergence to elastica established for the H2(ds)H^2(ds)-gradient flow of modified elastic energy.

We prove a spectral flow formula for one-parameter families of Hamiltonian systems under homoclinic boundary conditions, which relates the spectral flow to the relative Maslov index of a pair of curves of Lagrangians induced by the stable and unstable subspaces, respectively. Finally, we deduce sufficient conditions fo…

2014-06-14abs ↗pdf ↗