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.
The linear transports along paths in vector bundles introduced in Ref. [1] are applied to the special case of tensor bundles over a given differentiable manifold. Links with the transports along paths generated by derivations of tensor algebras are investigated. A possible generalization of the theory of geodesics is p…
The parallel linear transports defined by flat linear connection are axiomatically described. On this basis a number of properties, some of which are new, of these transports and connections are derived.
The problem for consistency between linear transports along paths and real bundle metrics in real vector bundles is stated. Necessary and/or sufficient conditions, as well as conditions for existence, for such consistency are derived. All metrics (resp. transports) consistent with a given transport (resp. metric) are e…
The (parallel) linear transports along paths in vector bundles are axiomatically described. Their general form and certain properties are found. It is shown that these transports are locally (i.e. along every fixed path) always Euclidean ones in a senses that there exist frames in which their matrices are unit. The inv…
Curvature and torsion of linear transports along paths in, respectively, vector bundles and the tangent bundle to a differentiable manifold are defined and certain their properties are derived.
A geometric interpretation of curvature and torsion of linear transports along paths is presented. A number of (Bianchi type) identities satisfied by these quantities are derived. The obtained results contain as special cases the corresponding classical ones concerning curvature and torsion of linear connections.
The (parallel linear) transports in tensor spaces generated by derivations of the tensor algebra along paths are axiomatically described. Certain their properties are investigated. Transports along paths defined by derivations of the tensor algebra over a differentiable manifold are considered.
The general problem for consistency between arbitrary transports along paths in fibre bundles and bundle morphisms between them is formulated and investigated. The special case of one fibre bundle, its morphism and transport along paths acting in it is considered. The consistency between linear transports along paths i…
This work studies an explicit embedding of the set of probability measures into a Hilbert space, defined using optimal transport maps from a reference probability density. This embedding linearizes to some extent the 2-Wasserstein space, and enables the direct use of generic supervised and unsupervised learning algorit…
A new framework for generative modeling using value-driven transport.
problem Developing efficient methods for generative modeling.
method A discrete-time stochastic control formulation of measure transport, formulated as a linear program with dual variables corresponding to the optimal value function.
result Well-trained VDT policies lead to straight transport paths that can be simulated quickly and robustly.
Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation involves the resolution of a linear program whose cost is prohibitive whenever the hi…
Models of spatial firm competition assume that customers are distributed in space and transportation costs are associated with their purchases of products from a small number of firms that are also placed at definite locations. It has been long known that the competition equilibrium is not guaranteed to exist if the mo…
Computing optimal transport distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. Despite the recent introduction of several algorithms with good empirical performance, it is unknown whether general optimal transport distances can be approximated in …
Generalized are the investigated in other works of the author transports along paths in fibre bundles to transports along arbitrary maps in them. Their structure and some properties are studied. Special attention is paid to the linear case and the case when the map's domain is a Cartesian product of two sets. Also cons…
In a coordinate free form are found the (deviation) equations satisfied by the (infinitesimal) deviation vector, relative velocity, relative momentum, relative acceleration and relative energy of two point particles in a differentiable manifold the tangent bundle of which is endowed with a linear transport along paths,…
The displacement and deviation vectors in spaces (manifolds), the tangent bundle of which is endowed with a transport along paths, are introduced. In case these spaces are equipped with a linear connection, the deviation equations (between arbitrary, geodesic or not, paths) in such spaces are investigated.
We study the asymptotic behavior of solutions to the second boundary value problem for a parabolic PDE of Monge-Ampère type arising from optimal mass transport. Our main result is an exponential rate of convergence for solutions of this evolution equation to the stationary solution of the optimal transport problem. We …