Research
On-device research index

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

Trend · papers per month

78156233311 · Jun 202019922001200920172026
48 results for maximum mean

Study finds polynomial convergence rate for Farey sequences linked to Riemann hypothesis.

problem Understanding convergence rates of maximum mean discrepancies for Farey sequences.
method Identifying positive-semidefinite kernels and their polynomial convergence rates.
result Polynomial convergence rate of maximum mean discrepancies of Farey sequences is equivalent to the Riemann hypothesis.

Modeling maximum drawdown records in capital markets using PDMP.

problem Capturing the statistical properties of maximum drawdown records in financial markets.
method Piecewise Deterministic Markov Process (PDMP) for modeling, statistical analysis of mean and variance, simulation study, parameter estimation techniques.
result Derivation of statistical results including mean and variance of maximum drawdown records.

Study on mean curvature flow of graphs in higher dimensions.

problem Analyzing the evolution of graphs under mean curvature flow.
method Derives estimates using a new maximum principle for submanifolds, applies to uniformly area decreasing maps.
result Graphicality and area decreasing property are preserved for uniformly area decreasing maps.

The paper proposes a method to produce well-calibrated predictions in regression tasks using maximum mean discrepancy.

problem The need for accurate uncertainty quantification in machine learning predictions.
method The method uses maximum mean discrepancy to minimize the kernel embedding measure and calibrate predictions.
result The method produces well-calibrated and sharp prediction intervals, outperforming state-of-the-art methods.

A new ensemble filter uses transport maps and MMD optimization for high-dimensional data assimilation.

problem High-dimensional data assimilation challenges in ensemble filtering.
method Optimized Maximum Mean Discrepancy (MMD) for transport map construction.
result Significant improvement in robustness and posterior approximation.

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.

K-means is a classical clustering algorithm with wide applications. However, soft K-means, or fuzzy c-means at m=1, remains unsolved since 1981. To address this challenging open problem, we propose a novel clustering model, i.e. Probabilistic K-Means (PKM), which is also a nonlinear programming model constrained on lin…

2020-01-10abs ↗pdf ↗

We solve the mean parametrization of von Mises-Fisher distribution.

problem No closed-form normalization function for mean parameters exists.
method Derived a second-order ODE for mean normalizer and provided approximations.
result Rapid evaluation of densities and natural parameters in terms of mean parameters.

New algorithms minimize MMD to approximate probability measures efficiently.

problem Approximating probability measures by representative point sets.
method Sequential greedy minimization of maximum mean discrepancy (MMD) over candidate sets, with mini-batch variants.
result Consistency of proposed algorithms and mini-batch variants established.

HAVER improves error bounds for estimating the largest mean in machine learning tasks.

problem Estimating the largest mean among multiple distributions.
method Proposes HAVER, a novel algorithm for maximum mean estimation.
result HAVER achieves better error bounds than the oracle in many cases.

A new method uses neural tangent kernel to efficiently compute MMD statistic.

problem Efficiently computing Maximum Mean Discrepancy (MMD) statistic with low memory and computational complexity.
method Identifies a connection between neural tangent kernel (NTK) and MMD to develop a computationally and memory-efficient approach.
result The proposed NTK-MMD statistic is validated through numerical experiments on synthetic and real-world datasets.

Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing constrained adaptive filtering algorithms are developed under mean square error (…

2016-10-06abs ↗pdf ↗

Study shows distance to boundary is always attained on varifolds with bounded curvature.

problem Understanding varifolds with bounded mean curvature in Riemannian manifolds.
method Proves a barrier principle at infinity using sharp maximum principles.
result Distance to boundary is always attained on varifolds with bounded curvature.

MMD-Flagger detects hallucinations in LLMs by tracking MMD between outputs and temperature-generated counterparts.

problem Detecting hallucinations in large language models.
method Maximum Mean Discrepancy (MMD) to track the difference between model outputs and temperature-generated counterparts.
result MMD-Flagger detects most hallucinations by analyzing the shape of the MMD trajectory.

New method constructs synthetic treatment groups without mean exchangeability assumption.

problem Violations of mean exchangeability assumption in randomized controlled trials.
method Weighted mixture of treatment groups from source populations, minimizing conditional maximum mean discrepancy.
result Asymptotic normality of synthetic treatment group estimator established.

Improved MMD estimator for likelihood-free inference.

problem Computational challenges in estimating MMD for likelihood-free inference.
method Optimally-weighted MMD estimator with improved sample complexity.
result Significantly improved sample complexity for accurate MMD estimation.

Paper tackles model vulnerabilities by reconstructing training data.

problem Reconstructing training data from model parameters poses a security risk.
method Developed a mathematical framework and score matching method for both Bayesian and non-Bayesian models.
result First score matching framework for reconstructing data in Bayesian models.

We consider geometric flow equations for contracting and expanding normal velocities, including powers of the Gauss curvature, of the mean curvature, and of the norm of the second fundamental form, and ask whether - after appropriate rescaling - closed strictly convex surfaces converge to spheres. To prove this, many a…

2015-01-28abs ↗pdf ↗

Paper establishes maximum principles for weakly 1-coercive operators.

problem Finding conditions for solutions of differential equations to satisfy specific inequalities.
method Maximum principles for weakly 1-coercive operators on Riemannian manifolds.
result Guarantees that solutions of certain differential equations satisfy specific inequalities.

This note optimizes distributions using kernel mean embeddings with a new parameterization.

problem Optimizing distributions using kernel mean embeddings is challenging due to the difficulty of characterizing probability distribution vectors.
method Proposes a new parameterization of positive functions using kernel sums-of-squares to fit distributions in the MMD geometry.
result Distributions with kernel sum-of-squares densities are dense in the MMD geometry, allowing optimization in the finite-sample setting.

Study on compactness and blow-up of solutions for Yamabe problems on manifolds with non-umbilic boundaries.

problem Compactness and blow-up behavior of solutions to the Yamabe boundary problem on manifolds with non-umbilic boundaries.
method Analysis of stability and blow-up sequences for solutions under perturbations of mean curvature and scalar curvature.
result Existence of a blowing-up sequence of solutions when perturbing the mean curvature from above or below with a function having a large positive maximum.

New methods for Bayesian inference using mean shift particle systems.

problem Approximating expectations with unnormalized densities in Bayesian inference.
method Mean shift interacting particle systems that minimize maximum mean discrepancy (MMD).
result Mean shift interacting particle systems converge quickly and capture complex distributions.