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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.

168,694 papers · 148 categories

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1223 · Jun 202419922001200920172026
48 results for non-reversible

Characterizes isometries between non-reversible Finsler manifolds.

problem Understanding isometries in non-reversible Finsler manifolds.
method Generalization of Myers-Nakai Theorem for Riemannian manifolds, modification of function spaces to accommodate asymmetric structure.
result Functional characterization of isometries between non-reversible Finsler manifolds.

A new sampler speeds up Bayesian mixture models.

problem Sampling from Bayesian finite mixture models is slow and hard.
method Introduces a non-reversible sampling scheme for Bayesian finite mixture models.
result The new sampler outperforms classical samplers in many scenarios, especially during convergence.

We continue our study of geometric analysis on (possibly non-reversible) Finsler manifolds, based on the Bochner inequality established by the author and Sturm. Following the approach of the ΓΓ-calculus a la Bakry et al, we show the dimensional versions of the Poincare--Lichnerowicz inequality, the logarithmic Sobolev…

2017-01-20abs ↗pdf ↗

NSGLD improves SGLD for non-convex optimization problems.

problem Optimizing non-convex objectives efficiently.
method Introducing non-reversible SGLD by adding an anti-symmetric matrix to the drift term of the Langevin diffusion.
result NSGLD converges faster to the same stationary distribution with non-asymptotic guarantees.

Study on how non-reversible diffusion processes affect homology on manifolds.

problem Understanding the asymptotic behavior of random homology in diffusion processes.
method Investigation of asymptotic properties of random homology associated with stochastic diffusion processes on compact Riemannian manifolds.
result For quadratic rate, manifold is a locally trivial fiber bundle over a flat torus with minimal fibers.

In the asymmetric setting, Hilbert's fourth problem asks to construct and study all (non-reversible) projective Finsler metrics: Finsler metrics defined on open, convex subsets of real projective nn-space for which geodesics lie on projective lines. While asymmetric norms and Funk metrics provide many examples of esse…

2013-01-11abs ↗pdf ↗

A new sampler improves the inference of causal structures from observational data.

problem Inferring causal relationships from observational data when DAGs are Markov equivalent.
method Developed a non-reversible Markov chain, Causal Zig-Zag sampler, targeting Markov Equivalence Classes of DAGs.
result The sampler improves mixing and offers efficient algorithms for DAG inference.

The paper analyzes variance reduction in stochastic gradient Langevin dynamics.

problem Reducing the variance of stochastic gradient estimators in Langevin dynamics.
method Central limit theorem and Poisson equation analysis for variance characterization.
result Anti-symmetric perturbations can reduce the variance of non-reversible Langevin dynamics.

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a variant of stochastic gradient descent where the random samples are taken on the t…

2018-09-12abs ↗pdf ↗

HDT improves MCMC on graphs with history-dependent sampling.

problem Efficient sampling from target distributions on general graphs with low computational overhead.
method History-driven target (HDT) framework that replaces the original target distribution with a history-dependent one.
result Near-zero variance performance and scalability to large graphs with memory-efficient implementation.

In this paper two metric properties on geodesic length spaces are introduced by means of the metric projection, studying their validity on Alexandrov and Busemann NPC spaces. In particular, we prove that both properties characterize the non-positivity of the sectional curvature on Riemannian manifolds. Further results …

2016-02-12abs ↗pdf ↗

We give a lower bound for the length of a non-trivial geodesic loop on a simply-connected and compact manifold of even dimension with a non-reversible Finsler metric of positive flag curvature. Harris and Paternain use this estimate in their recent paper [HP] to give a geometric characterization of dynamically convex F…

2007-05-31abs ↗pdf ↗

The existence of two geometrically distinct closed geodesics on an nn-dimensional sphere SnS^n with a non-reversible and bumpy Finsler metric was shown independently by Duan--Long [7] and the author [27]. We simplify the proof of this statement by the following observation: If for some NNN \in \mathbb{N} all closed ge…

2016-08-05abs ↗pdf ↗

The Bouncy Particle Sampler is a novel rejection-free non-reversible sampler for differentiable probability distributions over continuous variables. We generalize the algorithm to piecewise differentiable distributions and apply it to generic binary distributions using a piecewise differentiable augmentation. We illust…

2017-11-02abs ↗pdf ↗

We give the details of the proof of the equality between the critical groups, with respect the H^1 and C^1 topology, at a non-degenerate critical point of the energy functional of a non-reversible Finsler manifold (M,F), defined on the Hilbert manifold of the H^1 curves connecting two given points on M.

2012-11-13abs ↗pdf ↗

Using the definition of a Finsler--Laplacian given by the first author, we show that two bi-Lipschitz Finsler metrics have a controlled spectrum. We deduce from that several generalizations of Riemannian results. In particular, we show that the spectrum on Finsler surfaces is controlled above by a constant depending on…

2012-06-07abs ↗pdf ↗

We investigate the question of the existence of a Lagrangian concordance between two Legendrian knots in R3\mathbb{R}^3. In particular, we give obstructions to a concordance from an arbitrary knot to the standard Legendrian unknot, in terms of normal rulings. We also place strong restrictions on knots that have concord…

2014-11-05abs ↗pdf ↗

The paper proves inequalities for Steklov eigenvalues on finite graphs.

problem Eigenvalues of Laplacians for reversible Markov chains and Steklov eigenvalues.
method Generalized Cheeger inequalities, convergence results, and resolvent convergence.
result Sharp estimate for the first non-trivial Steklov eigenvalue.

Study on convergence of SDEs using entropy methods.

problem Analyzing convergence of stochastic differential equations.
method Applied Lyapunov method to Fokker-Planck equation with weighted relative Fisher information.
result Exponential convergence of probability density function to invariant distribution in L1L_1 distance.

New methods improve efficiency of sampling algorithms for complex systems.

problem Efficiently sampling from complex, high-dimensional probability distributions.
method Randomized Runge-Kutta-Nyström methods tailored for Hamiltonian flows.
result Quantitative 5/25/2-order L2L^2-accuracy in approximating Hamiltonian flows.

The paper estimates Betti numbers for graphs with specific curvatures, proving bounds and characterizing rigidity.

problem Estimating Betti numbers for graphs with non-negative curvatures.
method Establishing Betti number estimates for graphs with non-negative Ollivier and Bakry-Émery curvatures.
result Upper bounds on the first Betti number for graphs with non-negative curvatures, with characterizations of rigidity.

Study of intersections in Hamiltonian orbits on cotangent bundles.

problem Understanding intersections of projected Hamiltonian orbits in cotangent bundles.
method Generic submersive level set analysis, multi-jet transversality theorem.
result Projected Hamiltonian orbits have discrete intersections, which can be perturbed away under certain conditions.

A Clifford-Wolf translation of a connected Finsler space is an isometry which moves each point the sam distance. A Finsler space (M,F)(M, F) is called Clifford-Wolf homogeneous if for any two point x1,x2Mx_1, x_2\in M there is a Clifford-Wolf translation ρρ such that ρ(x1)=x2ρ(x_1)=x_2. In this paper, we study Clifford-Wolf transl…

2012-04-23abs ↗pdf ↗

We introduce a novel stochastic version of the non-reversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear. The algorithm is based on simulating first arrival times in a doubly stochastic Poisson process using the thinning method, and allows efficient sa…

2016-09-03abs ↗pdf ↗

We prove several new results concerning action minimizing periodic orbits of Tonelli Lagrangian systems on an oriented closed surface MM. More specifically, we show that for every energy larger than the maximal energy of a constant orbit and smaller than or equal to the Mañé critical value of the universal abelian cov…

2017-05-06abs ↗pdf ↗

PETRA enables parallel training of deep models with reversible architectures.

problem Challenges in parallelizing deep model training.
method Introduces PETRA, a novel approach for parallelizing gradient computations in reversible architectures.
result Achieves competitive accuracies on CIFAR-10, ImageNet32, and ImageNet using ResNet models.