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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.

168,657 papers · 148 categories

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140280419559 · Jun 202019922001200920172026
48 results for kernel gradient flow

Paper explores Fisher-Rao gradient flows and their kernel approximations.

problem Understanding and analyzing approximations of Fisher-Rao gradient flows.
method Rigorous investigation of Fisher-Rao and Wasserstein type gradient flows, focusing on kernel approximations.
result Proves evolutionary Γ-convergence for kernel-approximated Fisher-Rao flows, providing theoretical guarantees.

The paper constructs optimal confidence bands for kernel gradient flow estimators.

problem Estimating generalization error and constructing confidence bands for kernel gradient flows.
method Established convergence rates and constructed optimal confidence bands under capacity-source condition.
result Optimal confidence bands for kernel gradient flows have shrinkage rates close to minimax optimal rates.

This paper shows equivalence between SVGD and BBVI using kernel gradient flows.

problem Bayesian inference methods and their equivalence.
method Formalizes equivalence between SVGD and BBVI using kernel gradient flows.
result BBVI corresponds precisely to SVGD when using the neural tangent kernel.

Paper establishes a generalization bound for gradient flow using a data-dependent kernel.

problem Understanding the generalization properties of gradient-based optimization methods.
method Establishes a generalization bound for gradient flow through a data-dependent kernel called the loss path kernel (LPK).
result The LPK captures the entire training trajectory and leads to tighter generalization guarantees.

New kernel improves MMDs with theoretical guarantees for gradient flows.

problem Non-smoothness of negative distance kernel in MMDs.
method Smoothed 1D absolute value function followed by fractional integral transform.
result Improved theoretical guarantees for Wasserstein gradient flows.

Proposes a new method for posterior sampling using MMD with negative distance kernel.

problem Posterior sampling and conditional generative modeling.
method Approximates joint distribution using discrete Wasserstein gradient flows of MMD with negative distance kernel.
result Establishes an error bound for posterior distributions and proves the method is a Wasserstein gradient flow.

This work develops a particle system to approximate Fisher-Rao gradient flows in mean-field optimization.

problem Optimizing probability measures in neural network contexts.
method Constructing an interacting particle system approximating Fisher-Rao gradient flows.
result Propagation of chaos for the Fisher-Rao gradient flow in entropic mean-field optimization.

Gradient descent on MMD GAN parameter space converges globally to target distribution.

problem Convergence of gradient descent in Maximum Mean Discrepancy (MMD) GANs.
method Proposes a parametric kernelized gradient flow that mimics the min-max game in gradient regularized MMD GAN.
result Gradient descent on the generator's parameter space in gradient regularized MMD GAN is globally convergent to the target distribution under certain conditions.

Regularizes ff-divergences with MMD to analyze Wasserstein flows.

problem Limitations of ff-divergences in measures' support.
method Rewriting MMD regularization as Moreau envelope in RKHS, analyzing gradients.
result Analysis of Wasserstein flows of MMD-regularized ff-divergences.

The paper analyzes rates for a modified gradient descent method using Stein variational gradients.

problem Improving the accuracy of gradient descent methods for complex target distributions.
method Derives finite-particle rates for regularized Stein variational gradient descent (R-SVGD).
result Establishes explicit non-asymptotic bounds for time-averaged empirical measures.

The paper describes flows of MMD functionals with distance kernel and quantile functions.

problem Wasserstein gradient flows of MMD functionals with negative distance kernel.
method Characterization via Cauchy problem on L2(0,1)L_2(0,1), solution via subdifferential construction.
result Flow invariance and smoothing properties on subsets of C(0,1)C(0,1), absolute continuity of initial measures.

ASVGD accelerates SVGD for efficient sampling from Gaussian targets.

problem Efficient sampling from Gaussian distributions using SVGD.
method Accelerated gradient flow in a metric space of probability densities, including momentum and Wasserstein regularization.
result ASVGD achieves optimal convergence rate for Gaussian targets, independent of covariance.

New particle-based VI algorithm expands function class and improves scalability.

problem Limited function class in particle-based VI algorithms restricts flexibility and scalability.
method Introduces a functional regularization term to expand the function class and proposes PFG algorithm.
result Proposed PFG algorithm has larger function class, improved scalability, better adaptation to ill-conditioned distributions, and provable convergence.

A new ParVI framework improves particle-based variational inference methods.

problem Non-trivial kernel design in particle-based variational inference methods.
method Proposes a generalized Wasserstein gradient descent (GWG) framework with broader regularizers.
result Demonstrates strong convergence guarantees and effectiveness on simulated and real data.

SIFG uses noisy particles to efficiently sample from complex distributions.

problem Efficient sampling from complex distributions using particle-based methods.
method SIFG introduces a semi-implicit functional gradient flow with Gaussian noise to improve sampling efficiency and accuracy.
result SIFG achieves strong theoretical convergence guarantees and efficient sampling.

We prove that on compact Alexandrov spaces with curvature bounded below the gradient flow of the Dirichlet energy in the L2L^2-space produces the same evolution as the gradient flow of the relative entropy in the L2L^2-Wasserstein space. This means that the heat flow is well defined by either one of the two gradient fl…

2010-08-07abs ↗pdf ↗

We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on probability measures for a sufficiently rich RKHS. We obtain conditions for conv…

2019-06-11abs ↗pdf ↗

The paper extends Ricci flow theory with Type-I scalar curvature bounds, proving entropy convergence and characterizing singular sets.

problem Extending Ricci flow theory with Type-I scalar curvature bounds.
method Type-I rescaling procedure and entropy analysis of conjugate heat kernels.
result Entropy of Ricci flow solutions converges to soliton entropy, characterizing singular sets.

New gradient flows for non-negative and probability measures combining optimal transport and interaction forces.

problem Optimizing non-negative and probability measures using interaction forces and optimal transport.
method Interaction-Force Transport (IFT) gradient flows and their spherical variant, developed via infimal convolution of Wasserstein and spherical MMD tensors, with a particle-based optimization algorithm.
result The spherical IFT gradient flow provides global exponential convergence guarantees for both MMD and KL energy.

We present a theoretical and empirical study of the gradient dynamics of overparameterized shallow ReLU networks with one-dimensional input, solving least-squares interpolation. We show that the gradient dynamics of such networks are determined by the gradient flow in a non-redundant parameterization of the network fun…

2019-06-18abs ↗pdf ↗

Let K be an irreducible and reversible Markov kernel on a finite set X. We construct a metric W on the set of probability measures on X and show that with respect to this metric, the law of the continuous time Markov chain evolves as the gradient flow of the entropy. This result is a discrete counterpart of the Wassers…

2011-02-25abs ↗pdf ↗

Adaptive kernels from neural networks improve model performance.

problem Improving neural network performance through adaptive kernels.
method Deriving adaptive kernels from infinite-width neural networks using feature learning and gradient flow training.
result Adaptive kernels achieve lower test loss compared to traditional kernels.

Analyzes feature learning in neural networks using a self-consistent dynamical field theory.

problem Feature learning in infinite-width neural networks.
method Constructs deterministic dynamical order parameters as inner-product kernels for hidden unit activations and gradients.
result Reveals the hidden layer activation distribution, neural tangent kernel evolution, and output predictions.

We present a framework for Nesterov's accelerated gradient flows in probability space to design efficient mean-field Markov chain Monte Carlo (MCMC) algorithms for Bayesian inverse problems. Here four examples of information metrics are considered, including Fisher-Rao metric, Wasserstein-2 metric, Kalman-Wasserstein m…

2019-09-04abs ↗pdf ↗

Consider the problem: given the data pair (x,y)(\mathbf{x}, \mathbf{y}) drawn from a population with f(x)=E[yx=x]f_*(x) = \mathbf{E}[\mathbf{y} | \mathbf{x} = x], specify a neural network model and run gradient flow on the weights over time until reaching any stationarity. How does ftf_t, the function computed by the neural network…

2019-01-21abs ↗pdf ↗

A new gradient flow for MMD with closed-form implementation.

problem Existing gradient flows either lack tractable numerical implementation or require strong assumptions.
method Introduces a (de)-regularized Maximum Mean Discrepancy (DrMMD) and its gradient flow.
result Guarantees near-global convergence for a broad class of targets in both continuous and discrete time.

New method uses Fokker-Planck equation for sampling and inference.

problem Intractability of evaluating probability density in practical applications.
method Reformulates Fokker-Planck equation as a particle flow method, using velocity field.
result Turns intractable density evaluation into an advantage for variational inference, kernel mean embeddings, and sequential Monte Carlo.

Study reveals how initialization scale affects training accuracy in linear networks.

problem Understanding implicit bias in linear classification models.
method Asymptotic analysis of gradient flow trajectories and training loss minimization.
result Implicit bias is more complex at reasonable initialization scales and training accuracies.

Gradient-flow optimization is reinterpreted as a statistical inference problem.

problem Optimizing training duration and assessing model performance in deep learning.
method Develops a statistical framework for gradient-flow training, treating it as a random-effects model.
result Establishes asymptotic optimality for prediction and reduces reliance on validation splits.

Gradient flows on distributions of distributions for machine learning tasks.

problem Designing gradient flows for datasets of probability distributions.
method Representing classes as conditional distributions, modeling datasets as mixture distributions, using Wasserstein over Wasserstein (WoW) distance and gradients.
result Demonstrated gradient flows for dataset transfer and distillation tasks.

Improved forecasting for irregularly-sampled time series using kernel flows.

problem Forecasting dynamical systems from irregularly-sampled time series data.
method Directly approximating the vector field using time differences in data-adapted kernels.
result Significant improvement in forecasting accuracy compared to classical methods.

Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely on iterated steepest descent steps with respect to a reproducing kernel Hilbert …

2019-12-02abs ↗pdf ↗

The paper provides approximation guarantees for neural networks trained with gradient flow.

problem Approximating neural networks trained with gradient flow in continuous L2(Sd1)L_2(\mathbb{S}^{d-1})-norm.
method NTK argument for non-convex second but last layer, under-parametrized regime.
result Gradient flow convergence guarantees for neural networks under Sobolev smoothness assumptions.

A new approach improves numerical tabular data imputation by addressing diffusion models' limitations.

problem Inaccurate and difficult training in numerical tabular data imputation.
method Kernelized Negative Entropy-regularized Wasserstein gradient flow Imputation (KnewImp) based on Wasserstein gradient flow (WGF) framework.
result KnewImp significantly outperforms existing methods in numerical tabular data imputation.

Study birth-death dynamics for sampling Gibbs measures with nonconvex potentials.

problem Sampling Gibbs measures with nonconvex potentials.
method Birth-death dynamics, Kullback-Leibler divergence, χ2χ^2 divergence, kernel-based approximations, ΓΓ-convergence of gradient flows.
result Probability density converges exponentially fast to Gibbs equilibrium measure with a universal rate.