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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.

168,695 papers · 148 categories

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48 results for infinite-dimensional Hilbert spaces

This study describes the Fisher-Rao metric on Gaussian measures in infinite-dimensional spaces.

problem Understanding the Fisher-Rao metric in infinite-dimensional Gaussian settings.
method Explicit description and generalization of finite-dimensional quantities to infinite-dimensional Hilbert spaces.
result The Fisher-Rao metric and related geometric quantities generalize from finite to infinite dimensions.

We extend rectified flow to infinite-dimensional Hilbert space.

problem Extending rectified flow to infinite-dimensional spaces.
method Established a rigorous functional formulation using the superposition principle for continuity equations.
result Demonstrated superior performance compared to existing models.

Study of LQ MFGs in infinite-dimensional Hilbert spaces.

problem Mean field games in infinite-dimensional settings with stochastic dynamics.
method Analysis of coupled semilinear infinite-dimensional stochastic evolution equations, development of Nash equilibrium.
result Characterization of unique Nash equilibrium in the limit of many agents.

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

The paper proposes a Gaussian mixture model for Hilbert-space-valued data.

problem Challenges in characterizing probability measures for infinite-dimensional random objects.
method Gaussian mixture framework based on kernel mean embeddings.
result The proposed algorithm yields a dense class of approximations in infinite-dimensional spaces.

A weakly reflective submanifold is a minimal submanifold of a Riemannian manifold which has a certain symmetry at each point. In this paper we introduce this notion into a class of proper Fredholm (PF) submanifolds in Hilbert spaces and show that there exist so many infinite dimensional weakly reflective PF submanifold…

2019-04-17abs ↗pdf ↗

Symplectic method solves infinite-dimensional Schrödinger equations.

problem Solving Schrödinger equations on infinite-dimensional Hilbert spaces with unbounded Hamiltonians.
method Analytic vectors, manifolds modelled on normed spaces, symplectic differential geometry, Marsden--Weinstein reduction.
result Mapped tt-dependent Schrödinger equations onto projective spaces.

Study entropic regularization of Gaussian measures and processes on Hilbert space.

problem Regularizing 2-Wasserstein distance for infinite-dimensional Gaussian measures and processes.
method Minimum Mutual Information property, closed form formulas, Fréchet differentiability, Sinkhorn barycenter equation.
result Entropic 2-Wasserstein distance and Sinkhorn divergence are Fréchet differentiable in Hilbert space.

Existence of balanced embedding proved for complex manifold into infinite-dimensional space.

problem Balanced embedding of non-compact complex manifolds into infinite-dimensional projective space.
method Gradient flow in a Hilbert space, long-time existence established by perturbation, convergence depends on a priori bounds.
result Existence of balanced embedding proved in a model case.

Extended elliptical slice sampling for infinite-dimensional spaces, proving reversibility.

problem Proving reversibility of elliptical slice sampling in infinite-dimensional spaces.
method Extended elliptical slice sampling to infinite-dimensional separable Hilbert spaces, providing an alternative proof of reversibility.
result The approach yields a positive semi-definite Markov operator, proving reversibility.

This work bridges stochastic interpolants to infinite-dimensional Hilbert spaces.

problem Limited flexibility in generating arbitrary distributions for function-valued data.
method Establishes a rigorous framework for stochastic interpolants in infinite-dimensional Hilbert spaces.
result Achieves state-of-the-art results in conditional generation for complex PDE-based benchmarks.

This research develops approximation theory for OOMs of infinite-dimensional processes.

problem Developing an approximation theory for OOMs of infinite-dimensional processes.
method Establishing an inner product structure and proving continuity of observable operators.
result A fundamental obstacle in making an infinite-dimensional space of future distributions into a Hilbert space is described.

Austere submanifolds and arid submanifolds constitute respectively two different classes of minimal submanifolds in finite dimensional Riemannian manifolds. In this paper we introduce these two notions into a class of proper Fredholm (PF) submanifolds in Hilbert spaces, discuss their relation and show examples of infin…

2019-12-17abs ↗pdf ↗

Extends PF submanifold results and connects Kac-Moody spaces.

problem Computational results and submanifold geometry of PF actions.
method Defines isomorphism between Hilbert spaces, shows equivariance, and uses parallel transport.
result Shows natural isomorphism between Kac-Moody spaces of group type.

This paper explores topological aspects of index theory for infinite-dimensional manifolds.

problem Formulating index theory for infinite-dimensional manifolds with LT-actions.
method Introducing RKK-theory and constructing assembly maps for proper LT-spaces.
result Formulation of infinite-dimensional Poincaré duality and assembly maps.

New rates for GLD and SGLD in infinite-dimensional spaces without dimensionality issues.

problem Gradient Langevin dynamics and SGLD convergence rates in high-dimensional spaces.
method Analysis of GLD and SGLD in infinite-dimensional Hilbert spaces, using stochastic differential equations and Markov chains.
result Derivation of dimension-free convergence rates for GLD and SGLD.

The paper studies geometric properties of Grassman manifolds within Euclidean spaces.

problem Understanding the geometric structure of Grassman manifolds.
method Analyzing Grassman manifold G(E)G(E) as a subset of Euclidean space EE and orthogonal projections.
result Explicit formulas for differential geometry of G(E)G(E) as a submanifold.

New mechanism for pure differential privacy on functional summaries using Laplace-like process.

problem Challenges in achieving differential privacy for complex, structured functional summaries.
method Independent Component Laplace Process (ICLP) mechanism for infinite-dimensional Hilbert space.
result Effective enhancement of utility of private summaries through oversmoothing.

The article analyzes LCE in Hilbert space, deriving new formulas and regularisation methods.

problem Analyzing conditional expectation in infinite-dimensional Hilbert space.
method Establishing analytical properties and regularisation for LCE in Hilbert space, deriving new formulas.
result Simple derivation and intuitive justification of conditional mean embedding formula.

We present the construction of an infinite dimensional Banach manifold of quantum mechanical states on a Hilbert space H using different types of small perturbations of a given Hamiltonian. We provide the manifold with a flat connection, called the exponential connection, and comment on the possibility of introducing t…

2000-07-27abs ↗pdf ↗

We set up an abstract framework that allows the investigation of Iwasawa decompositions for involutive infinite-dimensional Lie groups modeled on Banach spaces. As an application, we construct Iwasawa decompositions for classical real or complex Banach-Lie groups associated with the Schatten ideals ${\mathfrak S}_p({\m…

2007-01-15abs ↗pdf ↗

Kernel-based Bayesian filter for nonlinear systems using infinite-dimensional operators.

problem Modeling and predicting nonlinear dynamical systems.
method Functional Bayesian perspective, reproducing kernel Hilbert space, Gaussian kernel.
result Effective approximation and accurate results for nonlinear systems.

Developed LQ MFG theory with common noise, proving existence and uniqueness.

problem Linear-quadratic mean field games with common noise.
method Coupled forward-backward stochastic evolution equations (FBSEEs) in Hilbert spaces.
result Existence and uniqueness of solutions for small and arbitrary finite time horizons.

Optimal transport for functional data using Hilbert-Schmidt operators.

problem Optimal transport for distributions on function spaces with partially represented stochastic maps.
method Regularization technique to restrict transport maps to Hilbert-Schmidt operators, developing an efficient algorithm.
result Existence, uniqueness, and consistency of the Hilbert-Schmidt operator estimate for the transport map.

We develop a notion of rank one properly convex domains (or Hilbert geometries) in the real projective space. This is in the spirit of rank one non-positively curved Riemannian manifolds and CAT(0) spaces. We define rank one isometries for Hilbert geometries and characterize them as being equivalent to contracting elem…

2019-12-30abs ↗pdf ↗

New method uses neural nets in Hilbert space for option pricing on flow forwards.

problem Pricing options on flow forwards with neural networks in Hilbert space.
method Optimization problem in Hilbert space solved by a novel feedforward neural network architecture.
result Excellent numerical efficiency and superior performance over classical methods.

The geometry of symmetric spaces, polar actions, isoparametric submanifolds and spherical buildings is governed by spherical Weyl groups and simple Lie groups. A natural generalization of semisimple Lie groups are affine Kac-Moody groups as they mirror their structure theory and have good explicitely known representati…

2010-03-23abs ↗pdf ↗

New algorithms improve machine learning performance with explicit regret bounds.

problem Improving machine learning performance with explicit regret bounds.
method Projection-based linear regression algorithms with a focus on modern machine-learning models and their algorithmic performance.
result Established a priori regret bounds with explicit λ-dependence.

Fourier representation improves KSD for infinite-dimensional data.

problem Applying KSD to infinite-dimensional data.
method Combining measure equations with kernel methods for a Fourier representation of KSD.
result KSD can separate measures in infinite-dimensional Hilbert spaces.

Study convergence and approximations of entropic regularized Wasserstein distances for Gaussian and RKHS measures.

problem Convergence and approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings.
method Analysis of convergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings.
result Strictly weaker convergence in 2-Sinkhorn divergence for Gaussian measures compared to exact 2-Wasserstein distance.

We sharpen the construction of representation space in the paper "Principal Series Representations of Infinite Dimensional Lie Groups II: Construction of Induced Representations". We show that the principal series representation spaces constructed there, are completions of spaces of sections of Hilbert bundles rather t…

2012-10-19abs ↗pdf ↗

FHBI enhances generalization in Bayesian inference with iterative steps in functional spaces.

problem Improving generalization in Bayesian inference models.
method Iterative two-step procedure with adversarial and functional descent steps in a reproducing kernel Hilbert space.
result FHBI consistently outperforms nine baseline methods on the VTAB-1K benchmark.

Study on geometric Jensen-Shannon divergence for Gaussian measures in Hilbert space.

problem Computing divergence between Gaussian measures in infinite-dimensional Hilbert space.
method Closed form expression and regularization for divergence calculation.
result Closed form expression and regularization for Geometric Jensen-Shannon divergence.

New algorithms improve GP inference without approximations, achieving better results.

problem Inexact stochastic optimization methods in Gaussian Processes leading to biased results.
method Exact stochastic inference for GPs with finite dimensional RKHS, extending to infinite dimensions.
result Achieves better experimental results than existing methods in constrained resource settings.

Online learning of linear operators between infinite-dimensional spaces is possible but with limitations.

problem Learning linear operators between infinite-dimensional Hilbert spaces in an online setting.
method Online learning approach for linear operators with bounded pp-Schatten norm, proving impossibility for operator norm.
result Separation between online learnability and uniform convergence for bounded linear operators.