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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.

169,291 papers · 148 categories

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48 results for minimal coupling

Study finds optimal martingale coupling between two distributions with minimal entropy.

problem Finding the optimal martingale coupling between two distributions with minimal relative entropy.
method Solving a dual problem to find the log-density of the optimal coupling, which represents the marginal and martingale constraints.
result The log-density of the optimal coupling is given by a triplet of real functions representing the marginal and martingale constraints.

Numerical observations on martingale couplings are confirmed under certain conditions.

problem Understanding the validity of numerical observations on maximizers and minimizers of martingale couplings.
method Investigation of sufficient conditions and counterexamples for the property to hold.
result The non-decreasing property of martingale couplings is preserved for maximizers under specific conditions.

We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way of coupling Brownian motions on two minimal surfaces. This coupling is then used …

2008-05-05abs ↗pdf ↗

Two probability distributions μμ and νν in second stochastic order can be coupled by a supermartingale, and in fact by many. Is there a canonical choice? We construct and investigate two couplings which arise as optimizers for constrained Monge-Kantorovich optimal transport problems where only supermartingales are al…

2016-09-09abs ↗pdf ↗

A new method for conditional sampling using paired Wasserstein Autoencoders.

problem Conditional sampling from complex data distributions.
method Derive a novel loss function for Wasserstein Autoencoders to enable sampling from OT-type couplings.
result Learned cost-optimal transport maps and conditional sampling from an OT-type coupling.

Study on Kähler metrics on ruled surfaces, proving existence and non-existence.

problem Existence and non-existence of Kähler metrics on minimal ruled surfaces.
method Analysis of twisted and coupled constant scalar curvature Kähler metrics.
result Bound for Chen-Cheng invariant on ruled surfaces.

Paper achieves ε2ε^{-2} sample complexity for actor-critic methods with minimal assumptions.

problem Achieving ε2ε^{-2} sample complexity for actor-critic methods under minimal assumptions.
method Single-loop, single-timescale implementation; coupled Lyapunov drift framework.
result First ildeO(ε2) ilde{\mathcal{O}}(ε^{-2}) sample complexity guarantee for finding an εε-optimal policy.

We study partition functions of random Bergman metrics, with the actions defined by a class of geometric functionals known as `stability functions'. We introduce a new stability invariant - the critical value of the coupling constant - defined as the minimal coupling constant for which the partition function converges.…

2014-04-02abs ↗pdf ↗

Statistical physics method analyzes error in learning Ising model couplings.

problem Analyzing error in learning Ising model couplings from independent data.
method Combining replica method and cavity approach for densely connected systems.
result Explicit estimator achieves minimal reconstruction error but requires prior knowledge.

We prove that minimal graphs (other than planes) are parabolic in the sense that any bounded harmonic function is determined by its boundary values. The proof relies on using the coupling introduced in the author's earlier paper "A martingale approach to minimal surfaces" to show that Brownian motion on such a minimal …

2008-10-03abs ↗pdf ↗

Study of phase separation and geometry on a closed elastic curve, including dynamics and free energy minimization.

problem Free energy and dynamics of a closed elastic filament coupled to a scalar concentration field.
method Analytical and numerical simulations of coupled Willmore flow and Cahn--Hilliard gradient flow on differential geometry.
result Qualitative changes in free energy landscape due to closure constraint, leading to metastable and stable multi-domain morphologies.

A new method for optimal transport using neural ODEs that preserves marginal constraints.

problem Optimal transport between two continuous distributions with specific cost functions.
method Iterative construction of neural ODEs to minimize transport cost while preserving marginal constraints.
result Monotonic interior approach that decreases transport cost efficiently.

Motivated by the sigma model limit of multicomponent Ginzburg-Landau theory, a version of the Faddeev-Skyrme model is considered in which the scalar field is coupled dynamically to a one-form field called the supercurrent. This coupled model is investigated in the general setting where physical space is an oriented Rie…

2008-12-08abs ↗pdf ↗

Agents learn and control complex mechanical systems through shared memories.

problem Controlling multi-joint dynamical systems.
method Coupled autoregressive active inference agents using Bayesian filtering and minimizing expected free energy.
result Demonstrated learning and control of a double mass-spring-damper system.

NetOTC compares and aligns directed or undirected networks via random walk transitions.

problem Comparing and aligning networks of different types and sizes.
method NetOTC uses a transport-based approach to find optimal transition couplings of random walks.
result NetOTC quantifies network differences and provides vertex and edge alignments.

This is a preliminary note on a family of minimal surfaces in the 3-sphere defined by a compatible fourth order equation. The minimal surfaces are geometrically characterized either by having a surface of revolution like induced metric, or by having a flat structure 3-web. We observe that the structure equation un-coup…

2012-05-06abs ↗pdf ↗

DS2CF-Net learns hierarchical representations with deep coupled factorization and enriched prior.

problem Learning deep hierarchical representations from data.
method Dual-constrained Deep Semi-Supervised Coupled Factorization Network (DS2CF-Net) with enriched prior.
result DS2CF-Net achieves state-of-the-art performance in representation learning and clustering.

This work improves deep learning from noisy crowdsourced labels.

problem Learning label correction and neural classifier from noisy crowdsourced data.
method Coupled Cross-Entropy Minimization (CCEM) with identifiability and regularization.
result The CCEM criterion correctly identifies annotators' confusion and neural classifier under realistic conditions.

New Langevin dynamics samples from entropy-regularized optimal transport.

problem Sampling from entropy-regularized optimal transport.
method Introduced analogous diffusion dynamics constrained to Π(μ,ν)Π(μ,ν).
result Long-time limit is the unique solution of an entropic optimal transport problem.

SLS optimizes minimum-volume regions for conditional quantiles, bypassing density estimation.

problem Constructing minimum-volume prediction regions that satisfy conditional coverage.
method Super-level-set regression (SLS) directly optimizes geometric boundaries of conditional level sets.
result SLS optimizes regions directly, capturing complex conditional structures end-to-end.

We define contact fiber bundles and investigate conditions for the existence of contact structures on the total space of such a bundle. The results are analogous to minimal coupling in symplectic geometry. The two applications are construction of K-contact manifolds generalizing Yamazaki's fiber join construction and a…

2003-01-13abs ↗pdf ↗

Study on surfaces minimizing elastic energy with boundary constraints.

problem Finding stable configurations of surfaces with elastic boundaries and surface energy.
method Investigation of critical surfaces with mean curvature and spontaneous curvature, coupled to boundary elastic energy.
result Characterization and minimization of surface energy for specific topological shapes.

We consider dimensional reduction of gauge theories with arbitrary gauge group in a formalism based on equivariant principal bundles. For the classical gauge groups we clarify the relations between equivariant principal bundles and quiver bundles, and show that the reduced quiver gauge theories are all generically buil…

2014-04-16abs ↗pdf ↗

Abstract framework for two meromorphic forms on punctured surfaces.

problem Developing a framework for two meromorphic forms on punctured Riemann surfaces.
method Abstract framework with Teichmüller regularity, degeneration detection, and pushability.
result Existence of a surface carrying two meromorphic differentials realizing any prescribed restricted pair.

Optimizes neural networks for solving problems with pruning and ensembles of minimal structures.

problem Improving neural network performance and interpretability.
method Pruning neural networks based on the principle of controlling training and pruning, using sensitivity indicators and logically transparent NN.
result Ensemble of minimal neural networks provides diverse forecasting algorithms and identifies areas for further data collection.

In this paper we introduce and analyze the learning scenario of \emph{coupled nonlinear dimensionality reduction}, which combines two major steps of machine learning pipeline: projection onto a manifold and subsequent supervised learning. First, we present new generalization bounds for this scenario and, second, we int…

2015-09-29abs ↗pdf ↗

Given a reductive representation ρ:π1(S)Gρ: π_1(S)\rightarrow G, there exists a ρρ-equivariant harmonic map ff from the universal cover of a fixed Riemann surface ΣΣ to the symmetric space G/KG/K associated to GG. If the Hopf differential of ff vanishes, the harmonic map is then minimal. In this paper, we investigate the…

2016-05-31abs ↗pdf ↗

Study of coupled Sasaki-Einstein and solitons metrics.

problem Existence and properties of coupled Sasaki-Einstein and solitons metrics.
method Isomorphism between Lie algebra and space of coupled basic functions, use of coupled twisted Laplacians, reduction to Kähler-Einstein metrics, existence of toric coupled Sasaki-Einstein metrics.
result Existence and properties of coupled Sasaki-Einstein and solitons metrics, reduction to known cases when applicable.

Defines coupled embeddability for maps on products of spaces, generating examples and nonexamples.

problem Understanding when maps on products of spaces can be embedded.
method Uses known results for nonsingular biskew and bilinear maps, studies genericity properties, extends Whitney embedding theorems, and relates to Z/2\mathbb{Z}/2-coindex of embedding spaces.
result Generates strong obstructions to coupled embeddability in terms of combinatorics of triangulations.

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.