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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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129258386515 · Jun 202019922001200920172026
48 results for infinite-dimensional random objects

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.

Abstract: Generalizes SGMs to infinite-dimensional Hilbertian setting.

problem Difficulties in extending SGMs to infinite-dimensional settings.
method Uses Gamma and Malliavin Calculus, Dirichlet forms, Wiener chaoses, and time-reversal formula.
result Generalized SGMs to Hilbertian setting with finite-dimensional entropic convergence bounds.

Randomized algorithm solves vector-valued regression problems with low-rank operators.

problem Vector-valued regression problems involving infinite-dimensional spaces.
method Randomized Reduced Rank Regression (R4) using Gaussian sketching for optimization.
result R4 estimators are efficient and accurate, with empirical risk close to optimal.

We present several principal bundles of embeddings of compact manifolds (with or without boundary) whose base manifolds are nonlinear Grassmannians. We study their infinite dimensional differential manifold structure in the Fréchet category. This study is motivated by the occurrence of such objects in the geometric Lag…

2014-02-06abs ↗pdf ↗

Data-driven methods link graphon limits to random walks and spectral clustering.

problem Clustering signals evolving over time with graphon limits.
method Transfer operators, Koopman and Perron-Frobenius, for estimating graphon from signal data.
result Spectral clustering can be extended to graphons, reconstructing transition densities and graphons.

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.

Paper analyzes error bounds for learning with vector-valued RF, improving existing analyses.

problem Learning with vector-valued random features in infinite-dimensional settings.
method Direct analysis of risk functional, avoiding random matrix theory.
result Strong consistency and minimax optimal convergence rates established.

We define the notion of a loop Hodge structure -- an infinite dimensional generalization of a Hodge structure -- and prove that a suitable variation of this object over a complex manifold is equivalent to the datum of a harmonic bundle. Hence one can study harmonic bundles using classical tools of Hodge theory, especia…

2015-11-19abs ↗pdf ↗

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 paper extends the classification of bi-invariant 2-forms to infinite-dimensional Lie groups.

problem Classifying bi-invariant 2-forms on infinite-dimensional Lie groups.
method Generalized the classification from compact Lie groups to arbitrary finite-dimensional Lie groups and then to Milnor regular infinite-dimensional Lie groups.
result The classification of bi-invariant 2-forms extends to all Milnor regular infinite-dimensional Lie groups.

We consider the problem of estimating the difference between two functional undirected graphical models with shared structures. In many applications, data are naturally regarded as high-dimensional random function vectors rather than multivariate scalars. For example, electroencephalography (EEG) data are more appropri…

2019-10-22abs ↗pdf ↗

Paper introduces infinite-dimensional generative models using Doob's h-transform.

problem Defining generative models in infinite dimensions.
method Using Doob's h-transform to force a reference diffusion towards a target distribution.
result The forced process can be approximated by minimising a score-matching objective.

Develops robust methods for infinite-dimensional stochastic processes.

problem Measuring covariations in stochastic evolution equations in infinite dimensions.
method Asymptotic theory for jump robust measurement of covariations.
result Identifies scaling limits for realized covariations.

Bayesian optimization improved for high-dimensional outputs using randomized priors.

problem Efficient global optimization of high-dimensional black-box functions.
method Deep learning framework with bootstrapped ensembles of neural architectures with randomized priors.
result Superior performance in tasks with high-dimensional outputs compared to state-of-the-art methods.

We introduce the notion of a stationary random manifold and develop the basic entropy theory for it. Examples include manifolds admitting a compact quotient under isometries and generic leaves of a compact foliation. We prove that the entropy of an ergodic stationary random manifold is zero if and only if the manifold …

2014-08-15abs ↗pdf ↗

We extend diffusion models to function spaces and introduce a new method for sampling from posterior distributions.

problem Sampling from posterior distributions in infinite-dimensional function spaces using diffusion models.
method Infinite-dimensional extension of Doob's hh-transform, Supervised Guidance Training for efficient sampling.
result We prove that diffusion models can be conditioned to sample from posterior distributions and introduce a simulation-free score matching objective.

The paper shows objective derivatives are covariant derivatives on Riemannian metrics.

problem The definition and interpretation of objective derivatives in continuum mechanics.
method Demonstrates that objective derivatives correspond to covariant derivatives on the manifold of Riemannian metrics.
result Objective derivatives are unified as covariant derivatives on the manifold of Riemannian metrics.

Develops a new algebraic framework for differential geometry of infinite dimensional spaces.

problem Creating a differential geometry for infinite dimensional spaces without topology or local coordinates.
method Introduces a general algebraic framework for lifted geometry applicable to various infinite dimensional spaces.
result Stokes' Theorem appears as a form of differentiability in the lifted geometry of spaces of submanifolds.

This paper studies node embeddings of networks, revealing their geometric properties.

problem Understanding the geometric properties of node embeddings in random networks.
method Characterization of ergodic limits, generalization, and convex relaxations of random walk node embedding objectives.
result The optimal node embedding Grammians have rank 1 for a nuclear norm relaxation of the non-randomized objective.

In the elastic shape analysis approach to shape matching and object classification, plane curves are represented as points in an infinite-dimensional Riemannian manifold, wherein shape dissimilarity is measured by geodesic distance. A remarkable result of Younes, Michor, Shah and Mumford says that the space of closed p…

2018-07-10abs ↗pdf ↗

This paper presents efficient sampling methods for Gaussian processes.

problem High cost of global sensitivity analysis and optimization due to limited high-quality observations.
method Two sampling methods: random Fourier features and pathwise conditioning.
result Efficient generation of posterior samples from Gaussian processes at reduced computational cost.

The central object of synthetic differential geometry is microlinear spaces. In our previous paper [Microlinearity in Frolicher spaces -beyond the regnant philosophy of manifolds-, International Journal of Pure and Applied Mathematics, 60 (2010), 15-24] we have emancipated microlinearity from within well-adapted models…

2010-02-22abs ↗pdf ↗

Descending phase retrieval algorithms show a phase transition with increasing sample complexity.

problem Theoretical limits of descending phase retrieval algorithms.
method Utilizing Random duality theory (RDT), the study develops a generic program to characterize algorithm performance.
result As sample complexity increases, the parametric manifold transitions from multi to single funneling points, leading to a phase transition in algorithm success.

Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued functions (which form a nonlinear space), equivalently, on random closed sets. …

2019-03-12abs ↗pdf ↗

Random exploration optimizes Bayesian optimization with optimal error rates and computational efficiency.

problem Optimizing Gaussian Process models in Bayesian optimization.
method Random sampling from a distribution in an infinite dimensional Hilbert space, with domain shrinking and order-optimal regret guarantees.
result Achieves optimal error rates and computational efficiency in both noise-free and noisy settings.

Study on infinite-dimensional Heisenberg groups using hypoelliptic heat kernels.

problem Properties of hypoelliptic heat kernels on infinite-dimensional reduced Heisenberg groups.
method Construction and study of hypoelliptic heat kernels on infinite-dimensional reduced Heisenberg groups.
result Hypoelliptic logarithmic Sobolev inequalities on the space.

Introduces a new geometric framework for non-perturbative BV-theory.

problem Non-perturbative generalization of BV-theory in infinite-dimensional spaces.
method Derived differential geometry and homotopical algebraic geometry.
result Concrete model of derived smooth stacks for encoding non-perturbative BV-theory.

Smooth structures on infinite dimensional Grassmannians and non-commutative cross-ratios.

problem Smooth structures on infinite dimensional Grassmannians and non-commutative cross-ratios.
method Analyzing and expanding the notion of non-commutative cross-ratios, proving their smoothness.
result Smoothness of non-commutative cross-ratios.

Demographic projections of future mortality rates involve a high level of uncertainty and require stochastic mortality models. The current paper investigates forward mortality models driven by a (possibly infinite dimensional) Wiener process and a compensated Poisson random measure. A major innovation of the paper is t…

2019-07-11abs ↗pdf ↗

Riemannian symmetric spaces are fundamental objects in finite dimensional differential geometry. An important problem is the construction of symmetric spaces for generalizations of simple Lie groups, especially their closest infinite dimensional analogues known as Kac-Moody groups. We solve this problem and construct a…

2013-05-14abs ↗pdf ↗

The paper proves a category of dg manifolds with finite positive amplitude.

problem Understanding the structure of dg manifolds with finite positive amplitude.
method Using path spaces and homotopy transfer theorem for curved L[1]L_\infty[1]-algebras.
result Proves that dg manifolds of finite positive amplitude form a category of fibrant objects.