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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.

168,742 papers · 148 categories

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3673109145 · Jun 202019922001200920172026
48 results for geodesic schemes

The paper analyzes convergence of Riemannian SA schemes for stochastic optimization.

problem Stochastic optimization problems on Riemannian manifolds.
method Analyzes convergence of Riemannian stochastic approximation schemes using exponential map or retraction functions.
result Shows Riemannian SA schemes find an O(b+logn/n){\mathcal{O}}(b_\infty + \log n / \sqrt{n})-stationary point within O(n){\mathcal{O}}(n) iterations.

We consider the problem of sampling from posterior distributions for Bayesian models where some parameters are restricted to be orthogonal matrices. Such matrices are sometimes used in neural networks models for reasons of regularization and stabilization of training procedures, and also can parameterize matrices of bo…

2019-01-23abs ↗pdf ↗

Researchers find Busemann functions in Wasserstein space, enabling efficient projections and distances.

problem Defining Busemann functions in Wasserstein space for efficient data projections and distances.
method Investigated existence and computation of Busemann functions in Wasserstein space, establishing closed-form expressions for specific cases.
result Explicit projection schemes for probability distributions on \(\mathbb{R}\) enable novel Sliced-Wasserstein distances over Gaussian mixtures and labeled datasets.

We employ min-max methods to construct uncountably many, geometrically distinct, properly embedded geodesic lines in any asymptotically conical surface of non-negative scalar curvature, a setting where minimization schemes are doomed to fail. Our construction provides control of the Morse index of the geodesic lines we…

2016-10-28abs ↗pdf ↗

New ladder methods improve numerical accuracy in parallel transport on manifolds.

problem Lack of convergence analysis for ladder schemes on manifolds.
method Taylor approximations and iterative constructions of geodesic parallelograms.
result Ladder methods converge quadratically with quadratic speed.

Study proper sampling for X-ray transforms on simple surfaces.

problem Proper discretizing and sampling issues related to geodesic X-ray transforms on simple surfaces.
method Provide minimal sampling rates for faithful reconstruction, quantify sampling quality, and predict artifacts.
result Minimal sampling rates and artifact prediction for geodesic X-ray transforms on simple surfaces.

A new geometry for comparing signals, overcoming traditional limitations.

problem Comparing and interpolating discontinuous and signed signals.
method Investigation of Riemannian geometry on signal space, introducing a metric that measures both horizontal and vertical deformations.
result Characterization of metric properties and establishment of geodesic regularity and stability.

Develops a Riemannian archetypal analysis for interpretable non-linear data.

problem Limited performance of classical archetypal analysis on non-linear data.
method Riemannian geometry for data-driven pullback, geodesic convex combinations, convex relaxation followed by non-convex refinement.
result Combines interpretability of classical archetypal analysis with expressive power of modern non-linear models.

The analysis of manifold-valued data requires efficient tools from Riemannian geometry to cope with the computational complexity at stake. This complexity arises from the always-increasing dimension of the data, and the absence of closed-form expressions to basic operations such as the Riemannian logarithm. In this pap…

2017-11-23abs ↗pdf ↗

Variational approximations for curve flows on Riemannian manifolds.

problem Approximating solutions to curvature and elastic flow problems on Riemannian manifolds.
method Variational formulations, finite element approximations, piecewise linear elements, stability analysis.
result Derived schemes can compute rotationally symmetric self-shrinkers and geodesics.

New clustering method for uncertain data using Wasserstein barycenters.

problem Clustering uncertain and structured data with observational/experimental error.
method Wasserstein barycenters and geodesic criterion for optimal clustering.
result Effective clustering of complex data in astronomy, biology, and remote sensing.

Study efficient geodesics in curve complex using dot graphs.

problem Characterize efficient geodesics in curve complexes.
method Introduced dot graphs to record intersection patterns and used them to prove existence and properties of efficient geodesics.
result The shape of dot graphs for efficient geodesics is contained within a spindle shape region, controlling curve coordinates.

For manifold learning, it is assumed that high-dimensional sample/data points are embedded on a low-dimensional manifold. Usually, distances among samples are computed to capture an underlying data structure. Here we propose a metric according to angular changes along a geodesic line, thereby reflecting the underlying …

2018-02-15abs ↗pdf ↗

A new method for fast optimal transport using sliced Wasserstein generalized geodesics.

problem Computing optimal transport distances efficiently and accurately.
method Proposes a new proxy of squared Wasserstein distance based on one-dimensional projections.
result min-SWGG is an upper bound of Wasserstein distance with similar computational complexity.

Study of timelike surfaces with time-minimizing rulings in Newtonian and relativistic spacetimes.

problem Understanding time-minimizing paths in spacetime geometries.
method Constructing timelike surfaces ruled by geodesics of Finsler or Jacobi metrics.
result Explicit examples of brachistochrone-ruled timelike surfaces in Minkowski and Schwarzschild spacetimes.

JKO scheme adds deceleration in rapidly changing metric curvature directions.

problem Understanding the implicit bias of the JKO scheme in Wasserstein gradient flow.
method Characterized the implicit bias of the JKO scheme at second order in η, modifying the energy functional.
result JKO scheme adds deceleration in directions where metric curvature of J is rapidly changing.

We use a Riemannnian approximation scheme to define a notion of sub-Riemannian Gaussian curvature\textit{sub-Riemannian Gaussian curvature} for a Euclidean C2C^{2}-smooth surface in the Heisenberg group H\mathbb{H} away from characteristic points, and a notion of sub-Riemannian signed geodesic curvature\textit{sub-Riemannian signed geodesic curvature} for Euclidean C2C^{2}-smooth curve…

2016-04-01abs ↗pdf ↗

A new algorithm for minimizing functions on Wasserstein space.

problem Discretization of continuous Wasserstein gradient flows in machine learning.
method Forward-Backward discretization scheme for minimizing functions with smooth and nonsmooth components.
result The FB scheme converges similarly to proximal gradient algorithms in Euclidean spaces.

Method predicts how probability distributions evolve over time.

problem Predicting how systems described by probability distributions evolve under different conditions.
method Wasserstein Parallel Transport
result Wasserstein Parallel Transport provides counterfactual comparisons of distributional dynamics.

New discretization scheme for Wasserstein gradient flows using Schrödinger bridges.

problem Computing Wasserstein gradient flows efficiently and without score functions.
method Iterated Schrödinger bridge approximation with particle-based Sinkhorn algorithm.
result The scheme converges to Wasserstein gradient flows for certain flows, including heat flow.

In the recent years, Riemannian shape analysis of curves and surfaces has found several applications in medical image analysis. In this paper we present a numerical discretization of second order Sobolev metrics on the space of regular curves in Euclidean space. This class of metrics has several desirable mathematical …

2015-06-29abs ↗pdf ↗

Efficient algorithms for monophonic halfspaces in graphs simplify learning and compression.

problem Learning and compressing monophonic halfspaces in graphs.
method 2-satisfiability based decomposition theorem, efficient algorithms for various learning problems.
result Achieved efficient and nearly optimal algorithms for various learning problems.

In this paper, we describe in detail a model of geometric-functional variability between fshapes. These objects were introduced for the first time by the authors in [Charlier et al. 2015] and are basically the combination of classical deformable manifolds with additional scalar signal map. Building on the aforementione…

2016-08-05abs ↗pdf ↗

Fifty years ago, Eells and Sampson have proved a famous theorem in which they argued that any harmonic mapping f:(M,g)(Mˉ,gˉ)f:(M,g) \rightarrow (\bar{M},\bar{g}) is totally geodesic if (M,g)(M, g) is a compact manifold with the nonnegative Ricci tensor and the section curvature of (Mˉ,gˉ)(\bar{M},\bar{g}) is nonpositive. Moreover, other …

2015-08-26abs ↗pdf ↗

Learning a distance function or metric on a given data manifold is of great importance in machine learning and pattern recognition. Many of the previous works first embed the manifold to Euclidean space and then learn the distance function. However, such a scheme might not faithfully preserve the distance function if t…

2014-05-01abs ↗pdf ↗

Second order Sobolev metrics on the space of regular unparametrized planar curves have several desirable completeness properties not present in lower order metrics, but numerics are still largely missing. In this paper, we present algorithms to numerically solve the initial and boundary value problems for geodesics. Th…

2015-07-31abs ↗pdf ↗

A new method monitors unstructured 3D shapes without registration.

problem Error-prone registration and mesh reconstruction steps in PCD monitoring.
method Intrinsic geometric properties of shapes, using Laplacian and geodesic distances.
result Effective monitoring of defects without registration and mesh reconstruction.

Statistical shape analysis can be done in a Riemannian framework by endowing the set of shapes with a Riemannian metric. Sobolev metrics of order two and higher on shape spaces of parametrized or unparametrized curves have several desirable properties not present in lower order metrics, but their discretization is stil…

2016-03-10abs ↗pdf ↗

Assume that (X,g+)(X, g^+) is an asymptotically hyperbolic manifold, (M,[hˉ])(M, [\bar{h}]) is its conformal infinity, ρρ is the geodesic boundary defining function associated to hˉ\bar{h} and gˉ=ρ2g+\bar{g} = ρ^2 g^+. For any γ(0,1)γ\in (0,1), we prove that the solution set of the γγ-Yamabe problem on MM is compact in C2(M)C^2(M) provid…

2018-08-15abs ↗pdf ↗

A half-geodesic is a closed geodesic realizing the distance between any pair of its points. All geodesics in a round sphere are half-geodesics. Conversely, this note establishes that Riemannian spheres with all geodesics closed and sufficiently many half-geodesics are round.

2019-04-27abs ↗pdf ↗

Study on homogeneous geodesics in sub-Riemannian geometry.

problem Characterizing and understanding homogeneous geodesics in sub-Riemannian manifolds.
method Criterion for geodesics to be homogeneous, proof of geodesic orbit spaces, examples of geodesic orbit sub-Riemannian manifolds.
result Existence of at least one homogeneous geodesic under broad conditions.

Bayesian method maps high-dimensional inputs to lower dimensions for efficient multi-fidelity Gaussian Process modeling.

problem Efficiently modeling high-dimensional inputs with low-dimensional latent variables for multi-fidelity Gaussian Processes.
method Bayesian approach with orthonormal projection matrix inference using Markov Chain Monte Carlo (MCMC) and Geodesic Monte Carlo sampling.
result Optimal transformations identified that improve computational efficiency in multi-fidelity Gaussian Process modeling.