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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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173346519692 · Jun 202019922001200920172026
48 results for inverse functions

Unified framework for Bayesian PDE-constrained inversion using physics-informed neural networks.

problem Incorporating prior distributions in function space into Bayesian PINN-based inversion.
method Functional-prior-based approaches (fpBPINN) to Bayesian PDE-constrained inversion using physics-informed neural networks (PINNs). Two complementary approaches: FPI-BPINN and fParVI-PINN.
result Accurate estimation of posterior distributions in seismic traveltime tomography and Darcy-flow permeability inversion.

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.

Flow Annealing Posterior Sampling unifies stochastic-process regression and PDE inverse problems.

problem Function-space posterior sampling for stochastic processes and inverse problems.
method Flow Annealing Posterior Sampling (FAPS) using pretrained function-space flow-matching priors.
result Coherent posterior samples with accurate uncertainty quantification.

New method for estimating parameters in inverse problems using double robustness.

problem Estimating parameters defined as linear functionals of solutions to linear inverse problems.
method Source condition double robust inference method that uses iterated Tikhonov regularized adversarial estimators.
result Asymptotic normality of the parameter of interest as long as either the primal or dual inverse problem is sufficiently well-posed.

Proposes a method to learn both constraints and objective functions from data.

problem Data-driven inverse optimization for mixed-integer linear programs (MILPs).
method Two-stage approach: first learns constraints, then estimates objective-function weights conditioned on learned constraints.
result Proposes and validates a method for learning both objective functions and constraints from data.

A new machine learning method for Bayesian inverse problems in function spaces.

problem Bayesian inverse problems in function spaces with incompatibility of white noise sources.
method One-step generative transport with amortized neural operator and prior-aligned Gaussian random field.
result Generative operator trained on prior samples and noisy observations generates posterior samples efficiently.

The paper classifies shapes of translating solitons for a specific flow.

problem Understanding the shapes of translating solitons in a specific flow.
method Analyzing functions on a unit sphere and solving an ODE.
result Classification of the shapes of translating solitons.

Improves inverse uncertainty quantification for time-dependent data using PCA and deep neural networks.

problem Efficiently quantify model input uncertainties from time-dependent experimental data.
method Functional PCA for dimensionality reduction, deep neural networks for surrogate modeling, Bayesian neural networks for uncertainty estimation.
result The proposed method reduces the computational cost and improves the agreement with experimental data.

The aim of the paper is to investigate the relation between inverse limit of branched manifolds and codimension zero laminations. We give necessary and sufficient conditions for such an inverse limit to be a lamination. We also show that codimension zero laminations are inverse limits of branched manifolds. The inverse…

2012-04-28abs ↗pdf ↗

We consider an enlarged dimension reduction space in functional inverse regression. Our operator and functional analysis based approach facilitates a compact and rigorous formulation of the functional inverse regression problem. It also enables us to expand the possible space where the dimension reduction functions bel…

2015-03-12abs ↗pdf ↗

Develops statistical framework for resolving reward function ambiguity in inverse reinforcement learning.

problem Non-uniqueness of reward functions in inverse reinforcement learning.
method Entropy regularization combined with least-squares reconstruction of the reward from the soft Bellman residual.
result Least-squares reward function is unique and consistent with the expert policy.

Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic inverse optimal control algorithm that scales gracefully with task dimensionality, an…

2012-06-18abs ↗pdf ↗

The theory of convex risk functions has now been well established as the basis for identifying the families of risk functions that should be used in risk averse optimization problems. Despite its theoretical appeal, the implementation of a convex risk function remains difficult, as there is little guidance regarding ho…

2016-07-24abs ↗pdf ↗

Paper solves inverse optimal transport problem with convex optimization and neural network.

problem Learning the cost function for optimal transport from observed data.
method Unconstrained convex optimization, Sinkhorn-Knopp algorithm, and deep neural network parameterization.
result Novel framework avoids repeated OT solving, demonstrating efficiency and accuracy.

Paper uses SGD for solving linear inverse problems, improving empirical performance.

problem Solving statistical inverse problems in science and engineering.
method Stochastic Gradient Descent (SGD) for linear inverse problems, with smoothing techniques.
result Consistency and finite sample bounds for excess risk demonstrated.

UCoS avoids forward model evaluations in sampling for large-scale linear inverse problems.

problem Efficient sampling from posterior distributions in large-scale linear inverse problems.
method UCoS approach that learns a task-dependent score function offline and uses affine transformations to derive the conditional score.
result UCoS eliminates the need for forward model evaluations during sampling, making it more efficient.

Method solves Bayesian inverse problems in function space without assuming log-concavity.

problem Bayesian inverse problems in infinite-dimensional nonlinear settings.
method Score-based diffusion models as a prior, Langevin-type MCMC on function spaces.
result Provable convergence bound for posterior sampling, dependent on score approximation.

Paper generalizes tensor-train approximation for complex random variables.

problem Characterizing intractable high-dimensional random variables.
method Extends inverse Rosenblatt transform to general reference measures and integrates into deep variable transformation framework.
result Deep inverse Rosenblatt transport significantly expands tensor approximations for complex random variables.

In this note, we give a generalization of the inversion formulas of Pestov-Uhlmann for the geodesic ray transform of functions and vector fields on simple 2-dimensional manifolds of constant curvature. The inversion formulas given here hold for 2-dimensional simple manifolds whose curvatures close to a constant.

2007-12-08abs ↗pdf ↗

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.

The Stone-Weierstrass theorem aids in solving inverse problems on specific manifolds.

problem Inverse problems on holomorphically separable Kähler manifolds and conformally transversally anisotropic manifolds.
method Application of the Stone-Weierstrass theorem to show uniqueness in inverse problems.
result Generalization and simplification of earlier results in inverse problems.

New method for debiased inference without assuming exact solutions in inverse problems.

problem Dealing with inverse problems where exact solutions may not exist.
method Nonparametric instrumental variable analysis without structural equations.
result Valid inference on functionals of inverse problems without assuming exact solutions.

AIRL learns robust, generalizable reward functions from demonstrations.

problem Learning robust reward functions from demonstrations for changing environments.
method Adversarial Inverse Reinforcement Learning (AIRL) with hierarchical disentangled rewards.
result Generalizable policies and comparable results to state-of-the-art methods.

DO-IQS recovers optimal stopping region from expert trajectories, addressing specific challenges.

problem Recovering optimal stopping region from expert trajectories with unknown gain functions.
method Dynamics-Aware Offline Inverse Q-Learning incorporating temporal information and confidence-based oversampling.
result Demonstrated performance on real and artificial data, including optimal intervention for critical events.

Infinity-harmonic functions linked to IMCF clusters, revealing new properties in 2D.

problem Understanding properties of \infty-harmonic functions in 2D.
method Relating \infty-harmonic functions to inverse mean curvature flow clusters and their pop o\infty limit.
result New structural and regularity results for \infty-harmonic functions in 2D.

The goal of the inverse reinforcement learning (IRL) problem is to recover the reward functions from expert demonstrations. However, the IRL problem like any ill-posed inverse problem suffers the congenital defect that the policy may be optimal for many reward functions, and expert demonstrations may be optimal for man…

2019-05-21abs ↗pdf ↗

We study the inverse optimal control problem in social sciences: we aim at learning a user's true cost function from the observed temporal behavior. In contrast to traditional phenomenological works that aim to learn a generative model to fit the behavioral data, we propose a novel variational principle and treat user …

2018-05-22abs ↗pdf ↗

New flow expands hypersurfaces in hyperbolic space, showing round limiting shape for certain powers.

problem Understanding the limiting shape of hypersurfaces expanding in hyperbolic space.
method Introduced shifted inverse curvature flow with positive power pp for a smooth curvature function.
result For 0<p10<p\leq 1, limiting shape is always round as maximal existence time is approached.

We introduce a new class of forward performance processes that are endogenous and predictable with regards to an underlying market information set and, furthermore, are updated at discrete times. We analyze in detail a binomial model whose parameters are random and updated dynamically as the market evolves. We show tha…

2016-11-14abs ↗pdf ↗

Rewriting history improves RL algorithms for solving multiple tasks.

problem Improving sample efficiency in multi-task reinforcement learning.
method Introducing hindsight relabeling as inverse RL to generalize goal-relabeling techniques.
result Relabeling data using inverse RL accelerates learning in multi-task settings.

In this paper, we study self-expanding solutions to a large class of parabolic inverse curvature flows by homogeneous symmetric functions of principal curvatures in Euclidean spaces. These flows include the inverse mean curvature flow and many nonlinear flows in the literature. We first show that the only compact self-…

2017-01-15abs ↗pdf ↗

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.

Modeling driver trajectories using inverse reinforcement learning and random utility.

problem Modeling rational driver behavior in road networks from sparse sensor data.
method Apply random utility theory to model unknown reward function, introduce extended state, and use Markov decision process.
result Maximum entropy inverse reinforcement learning is a special case of the proposed approach.

GeoFunFlow tackles inverse problems on complex geometries with efficient learning.

problem Challenges in inverse problems governed by PDEs, especially on irregular geometries.
method Combines geometric function autoencoder and latent diffusion model trained via rectified flow.
result Achieves state-of-the-art reconstruction accuracy and efficient inference.

Improves imitation learning in RL by learning reward function efficiently.

problem Lack of effective reward function approximation in AIRL for imitation tasks.
method Proposes Off-Policy AIRL that combines adversarial learning with efficient reward function approximation.
result Shows superior imitation performance and efficiency compared to state-of-the-art AIL algorithms.