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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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89178267356 · Jun 202019922001200920172026
48 results for inverse derivative

Researchers found the Wigner derivative and its inverse are equal for spherical tetrahedra.

problem Computing the relationship between dihedral angles and edge lengths in tetrahedra.
method Computed the Wigner derivative and its inverse for spherical tetrahedra.
result The Wigner derivative and its inverse are equal for spherical tetrahedra.

New method for PKM inverse dynamics second derivatives efficiently.

problem Efficient computation of PKM inverse dynamics second derivatives.
method Recursive Lie-group formulation for serial robots adapted to PKM topology.
result Efficient computation of second time derivatives for PKM.

Algorithms for Gaussian process, marginal likelihood methods or restricted maximum likelihood methods often require derivatives of log determinant terms. These log determinants are usually parametric with variance parameters of the underlying statistical models. This paper demonstrates that, when the underlying matrix …

2019-11-02abs ↗pdf ↗

The paper proves a generalized inverse function theorem for curved LL_\infty spaces.

problem Proving a generalized inverse function theorem for curved LL_\infty spaces.
method Obstruction theory for LL_\infty homomorphisms and homotopy transfer theorem for curved LL_\infty algebras.
result A morphism of curved LL_\infty spaces which is a quasi-isomorphism at a point has a local homotopy inverse.

Researchers analyze inverse optimal transport, deriving theoretical and empirical insights.

problem Understanding the inverse problem of inferring cost matrices from optimal couplings.
method Formalized and analyzed using entropy-regularized optimal transport, with theoretical and empirical contributions.
result Characterization of the manifold of cross-ratio equivalent costs and derivation of an MCMC sampler.

The paper derives formulas for option pricing and random walk expectations.

problem Calculating the price of barrier and lookback options.
method Inverse Z-transform, Fourier/Laplace inversion, Wiener-Hopf factorization, and numerical methods.
result Efficient numerical methods for option pricing are developed.

Study inverse curvature flows for capillary hypersurfaces in a unit ball.

problem Understanding the behavior of capillary hypersurfaces under inverse curvature flows.
method Investigate inverse curvature flows for strictly convex, capillary hypersurfaces in the unit Euclidean ball.
result Establish existence and convergence results for inverse curvature flows.

Blade uses diffusion priors to accurately and calibratedly infer complex systems.

problem Derivative-free Bayesian inversion for high-dimensional, nonlinear problems with costly forward models.
method Blade employs an ensemble of interacting particles and diffusion models as priors, querying forward models only through evaluations.
result Blade produces well-calibrated posterior samples that existing methods cannot, improving with more iterations and particles.

A new method for efficiently computing derivatives of skew-symmetric matrix exponentials.

problem Efficient computation of derivatives for skew-symmetric matrices.
method Characterization of invertibility, construction of nearby logarithm, and efficient implementation.
result Explicit formulae for differentiation and its inverse of skew-symmetric matrix exponentials.

New method solves high-dimensional Bayesian inverse problems efficiently.

problem Efficiently solving high-dimensional Bayesian inverse problems with limited data.
method Physics-informed Neural Operators with RealNVP architecture for invertibility and differentiability.
result Accurate approximations of the full posterior without additional forward solves or sampling.

Method estimates sparse inverse covariance and partial correlation matrices efficiently.

problem Sparse high-dimensional inverse covariance and partial correlation matrix estimation.
method Two-stage estimation method using partial regression with positive semi-definiteness.
result Efficient estimation of inverse covariance and partial correlation matrices with derived non-asymptotic rates.

This paper sets a lower bound for sample complexity in inverse reinforcement learning.

problem Finding a reward function that generates a desired optimal policy in MDPs.
method Information-theoretic lower bound using geometric construction and Fano's inequality.
result An O(nlogn)O(n \log n) sample complexity lower bound for IRL problems.

This short note reviews so-called Natural Gradient Descent (NGD) for multivariate Gaussians. The Fisher Information Matrix (FIM) is derived for several different parameterizations of Gaussians. Careful attention is paid to the symmetric nature of the covariance matrix when calculating derivatives. We show that there ar…

2020-01-27abs ↗pdf ↗

Study on estimating invertible functions with minimax analysis.

problem Minimizing risk of estimating invertible functions on a plane.
method Introduce two types of L2L^2-risks, derive lower and upper rates for minimax values, develop an asymptotically almost everywhere invertible estimator.
result Invertibility does not reduce the complexity of the estimation problem in terms of the rate.

Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to compute the inverse or inverse square root of a matrix whose size is quadratic of …

2018-04-16abs ↗pdf ↗

New filters improve radar target inference in complex scenarios.

problem Improving radar target inference in highly non-linear system models.
method Developed inverse cubature Kalman filter (I-CKF), inverse quadrature Kalman filter (I-QKF), and inverse cubature-quadrature Kalman filter (I-CQKF) for non-linear systems.
result Numerical experiments show improved estimation accuracy compared to existing methods.

Study shows fast rates for inverse reinforcement learning with linear rewards.

problem Entropy-regularized min-max inverse reinforcement learning in finite-horizon MDPs.
method Structural and statistical analysis of Min-Max-IRL with pseudo-self-concordance.
result Both trajectory-level KL divergence and parameter error decay at O(n1)\mathcal{O}(n^{-1}).

Paper proposes efficient image inversion and editing using rectified stochastic differential equations.

problem Inversion and editing of real images using generative models.
method Proposes RF inversion using dynamic optimal control and a linear quadratic regulator, extending to stochastic sampler for Flux.
result Allows state-of-the-art performance in zero-shot inversion and editing, outperforming prior works.

Study improves estimation of functions from noisy data using convex penalties.

problem Estimating functions from noisy point evaluations of linear operators.
method Tikhonov regularization with convex and pp-homogeneous penalty functionals.
result Derives concentration rates for regularized solutions in symmetric Bregman distance.

This paper discusses online algorithms for inverse dynamics modelling in robotics. Several model classes including rigid body dynamics (RBD) models, data-driven models and semiparametric models (which are a combination of the previous two classes) are placed in a common framework. While model classes used in the litera…

2018-09-13abs ↗pdf ↗

LazyDINO efficiently solves high-dimensional Bayesian inverse problems with fast and scalable solutions.

problem High-dimensional nonlinear Bayesian inverse problems with expensive parameter-to-observable maps.
method LazyDINO combines derivative-informed neural surrogates and lazy map variational inference for efficient posterior approximation.
result Significant cost reduction in amortized Bayesian inversion, achieving one to two orders of magnitude improvement.

This revisit gives a survey on the analytical methods for the inverse exponential Radon transform which has been investigated in the past three decades from both mathematical interests and medical applications such as nuclear medicine emission imaging. The derivation of the classical inversion formula is through the re…

2020-02-05abs ↗pdf ↗

A framework uses variational Bayes for solving inverse problems efficiently.

problem Solving inverse problems in various dimensions with flexibility and accuracy.
method Variational Bayes approximations with message passing and factor graph approach.
result Efficient algorithm updates for higher dimensions and computational advantage over MCMC.

Bayesian geoacoustic inversion improved using MDN.

problem Efficiently solving Bayesian geoacoustic inversion problems.
method Deriving geoacoustic statistics from multidimensional posterior density using MDN, training the network on the whole parameter space.
result The network provides reliable predictions and good generalization performance, solving problems in seconds.

Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose to refine the SIR algorithm through an overlapping slicing scheme. The new algor…

2018-06-23abs ↗pdf ↗

It is an open question whether there are Vassiliev invariants that can distinguish an oriented knot from its inverse, i.e., the knot with the opposite orientation. In this article, an example is given for a first order Vassiliev invariant that takes different values on a virtual knot and its inverse. The Vassiliev inva…

2002-03-13abs ↗pdf ↗

This paper concerns the inverse mean curvature flow of convex hypersurfaces which are Lipschitz in general. After defining a weak solution, we study the evolution of the singularity by looking at the blow-up tangent cone around each singular point. We prove the cone also evolves by the inverse mean curvature flow and e…

2018-11-11abs ↗pdf ↗

Paper shows stability of metric reconstruction for orbifolds from spectral data.

problem Determining the metric structure of collapsing orbifolds from spectral data.
method Improved quantitative unique continuation for wave operator on Riemannian manifolds.
result Quantitative stability of inverse problem for Riemannian orbifolds.

R-Learning uses inverse-variance weights to estimate treatment effects more accurately.

problem Estimating heterogeneous treatment effects (CATEs) with stable and accurate methods.
method R-Learning with inverse-variance weights (IVWs) for pseudo-outcome regression.
result IVWs improve the stability and accuracy of CATE estimation.

This article is devoted to the study of a general class of Hamiltonian systems which extends the Calogero systems with external quadratic potential associated to any root system. The interest for such a class comes from a previous article of Aomoto and Forrester. We consider first the one-degree of freedom case and com…

2013-02-06abs ↗pdf ↗

New method tackles video inverse problems using image diffusion models.

problem Spatio-temporal degradation in video inverse problems.
method Leverages image diffusion models to treat time dimension as batch dimension, introduces batch-consistent diffusion sampling.
result Achieves state-of-the-art reconstructions for various spatio-temporal degradations.

This paper tackles regularization parameter learning in inverse problems using data-driven bilevel optimization.

problem Finding optimal regularization parameters in inverse problems.
method Data-driven bilevel optimization approach, analyzing performance in large data samples.
result The approach can reduce computational cost through online numerical schemes based on stochastic gradient descent.