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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.

168,742 papers · 148 categories

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48 results for optimal information manifold

Optimal persuasion involves projecting state vectors onto lower-dimensional 'optimal information manifolds'.

problem Optimal persuasion of another agent observing multi-dimensional data.
method Performing non-linear dimension reduction by projecting state vectors onto the 'optimal information manifold'.
result Optimal information design splits information into 'good' and 'bad' components, revealing only the direction of good information.

We address the following problem: given two smooth densities on a manifold, find an optimal diffeomorphism that transforms one density into the other. Our framework builds on connections between the Fisher-Rao information metric on the space of probability densities and right-invariant metrics on the infinite-dimension…

2015-01-29abs ↗pdf ↗

New coupling matrix manifold improves optimal transport solutions.

problem Optimal transport problems.
method Developed a coupling matrix manifold (CMM) with Riemannian geometry and optimization algorithms.
result Optimization algorithms based on the proposed method perform comparably to classic algorithms and outperform others.

GeoIB uses information geometry to control compression in deep learning models.

problem The indirect and biased nature of traditional IB implementations in deep learning.
method GeoIB uses Fisher-Rao and Jacobian-Frobenius terms to control information compression directly.
result GeoIB achieves better trade-off between accuracy and compression than traditional IB methods.

SDPA is shown to be an optimal transport problem in deep learning.

problem The mathematical foundation and optimization perspective of SDPA.
method SDPA is shown to be the exact solution to a degenerate, one-sided Entropic Optimal Transport (EOT) problem.
result The SDPA mechanism is a principled mechanism where the forward pass performs optimal inference and the backward pass implements a rational, manifold-aware learning update.

This paper analyzes Barlow Twins' representation efficiency using information-geometric methods.

problem Understanding and comparing the efficiency of self-supervised learning methods.
method Introduces an information-geometric framework to quantify representation efficiency and applies it to Barlow Twins.
result Proves that Barlow Twins achieves optimal representation efficiency (η=1).

The paper projects unknown manifolds onto hyperspheres for efficient function approximation.

problem Function approximation from data on unknown manifolds with added errors.
method Projects unknown manifold onto hypersphere and uses localized spherical polynomial kernels.
result Optimal rates of approximation for rough functions are given.

New Riemannian optimization improves variance estimation in mixed models.

problem Challenges in estimating variance parameters in linear mixed models due to constraints.
method Formulated as an optimization problem on a Riemannian manifold, using Riemannian gradient and Hessian.
result Yields higher quality variance parameter estimates compared to existing methods.

This paper proposes a method to select relevant features for multi-label learning.

problem Feature selection in multi-label learning to retain important information with minimal features.
method Random manifold sampling and joint sparse regularization to solve multicollinearity and obtain sparse feature sets.
result The proposed method outperforms other methods in selecting relevant features for multi-label learning.

Proposes a robust IV estimator using optimal transport for corrupted or adversarial data.

problem Lack of robustness in traditional IV estimators for corrupted or adversarial data.
method Integrates data-derivative information through optimal transport to address geometric aspects of data.
result Improves robustness against data corruption and adversarial attacks.

SFM matches flows on statistical manifolds for better discrete generation.

problem Discrete generation on statistical manifolds with strong prior assumptions.
method Statistical Flow Matching (SFM) on manifold of categorical distributions using Fisher information metric.
result SFM achieves higher sampling quality and likelihood than other models.

Introduces new geometric framework for probability densities on manifolds.

problem Developing a new geometric framework for probability densities on manifolds.
method Introduces p\ell^p-information geometry and defines 2\ell^2-probability simplex with qq-root transform.
result Explicit solution of gradient flow and geodesic completeness of ee-connection.

Neural Bayes simplifies computing complex stats for unsupervised learning.

problem Computing mutual information and optimal labeling of disjoint manifolds in unsupervised learning.
method Parameterization using neural networks to express statistical quantities in closed form.
result Neural Bayes enables efficient computation of mutual information and optimal labeling of disjoint manifolds.

A new kernel improves statistical surrogates for stochastic manifolds with diverse data.

problem Handling statistical surrogates for stochastic manifolds with heterogeneous data.
method A transient anisotropic kernel is introduced to improve statistical surrogates for stochastic manifolds with heterogeneous data.
result The transient anisotropic kernel provides a better representation of statistical dependencies in the learned probability measure.

A new method for manifold learning using sparse regularised optimal transport.

problem Detecting latent manifolds in high-dimensional data with noisy observations.
method Proposes a symmetric version of optimal transport with quadratic regularisation to construct a sparse and adaptive affinity matrix.
result The method outperforms competing methods in numerical experiments and demonstrates robustness to heteroskedastic noise.

Optimizes Euclidean functions on Riemannian manifolds with warped metrics.

problem Optimizing functions in high-dimensional Euclidean spaces.
method Riemannian geometry, warped metric, geodesic curves, Taylor approximations, retraction maps.
result Efficient optimization of functions using third-order approximations of geodesics.

Kernel networks' stability edge linked to Fisher Information singularity.

problem Understanding the stability edge in high-capacity kernel Hopfield networks.
method Statistical manifold analysis and Riemannian geometry.
result The Ridge of Optimization corresponds to the Edge of Stability, revealing a dual equilibrium.

Formulates mechanics for probability distributions on statistical manifold.

problem Formulating mechanics for probability distributions on statistical manifold.
method Information-geometric formulation of Classical Mechanics on statistical manifold, using dually-flat connection and Hilbert bundle structure.
result Provides coherent formalism for Lagrangian and Hamiltonian mechanics on statistical bundle.

This paper investigates how data augmentation improves linear separation of manifold data.

problem Understanding how data augmentation enhances linear separation of manifold data.
method Investigates the conditions under which self-supervised representations can linearly separate multi-manifold data.
result Self-supervised learning can linearly separate manifolds with a smaller distance than unsupervised learning.

GOLFS selects features for clustering by combining global and local information.

problem Feature selection for high-dimensional clustering without labels.
method Combines global and local information via manifold learning and regularized self-representation.
result Improves feature selection and clustering accuracy.

Symplectic and Poisson structures proved for information geometry's Frobenius manifold.

problem Connecting disconnected theories in information geometry.
method Proving symplectic and Poisson structures on the Frobenius manifold.
result Established a bridge between Vinberg, Souriau, and Koszul's theories.

BOOOM optimizes orthonormal matrices without needing gradients.

problem Optimizing over the Stiefel manifold in non-convex, non-smooth settings.
method Global Givens rotation-based parametrization and Recursive Modified Pattern Search.
result BOOOM achieves strong performance across various optimization problems.

A new Riemannian framework optimizes LoRA for faster convergence and better performance.

problem Optimizing low-rank adapters in neural networks to improve convergence and performance.
method Integrates Riemannion optimizer, LoRA initialization, and efficient implementation for geometrically treating low-rank adapters.
result Consistent and noticeable improvements in convergence speed and final task performance over standard LoRA and its modifications.

Study on convergence rates of degenerate SDEs using Fisher information and generalized Bochner's formula.

problem Analysis of dynamical behaviors of degenerate stochastic differential equations.
method Use of Fisher information as Lyapunov functional, generalized Gamma calculus, and generalized Bochner's formula.
result Derivation of convergence rate conditions and examples in specific sub-Riemannian structures.

Two new methods solve nonsmooth optimization on Riemannian Stiefel manifold.

problem Optimization over nonsmooth, non-differentiable functions on Riemannian manifolds.
method R-ProxSGD and R-ProxSPB, generalizing proximal SGD and SpiderBoost.
result R-ProxSPB finds ε-stationary points with IFO complexity of Ø(ε^(-3)) in online and Ø(n + √nε^(-2)) in finite-sum cases.

Study reveals mutual information is crucial for understanding algorithm performance in stochastic convex optimization.

problem Uncertainty in capturing the exceptional performance of learning algorithms using existing information-theoretic generalization bounds.
method Examined the relationship between mutual information and generalization in stochastic convex optimization.
result Mutual information is necessary for true risk minimization in stochastic convex optimization, indicating existing bounds fall short.

Bayesian optimization improves with nonstationary covariance functions.

problem Stationary covariance functions fail to capture prior information in high dimensions.
method Proposes nonstationary covariance functions to encode prior information and adaptively promote local exploration.
result Nonstationary covariance functions increase sample efficiency in high dimensions.

RNNs are suboptimal at compressing past sensory inputs for future prediction.

problem RNNs do not optimally compress past sensory inputs for future prediction.
method Investigated RNNs trained with maximum likelihood and found they extract unnecessary information. Injected noise into hidden states to improve performance.
result Injecting noise into RNN hidden states improves predictive information, sample quality, likelihood, and classification performance.

Geometric approach for unsupervised word embedding alignment.

problem Learning alignment between word embeddings of source and target languages.
method Formulates alignment as domain adaptation on the manifold of doubly stochastic matrices, employing Riemannian conjugate gradient algorithm.
result Empirically outperforms state-of-the-art methods on bilingual lexicon induction tasks.

Study on information evolution in interactive decision making using multi-armed bandits.

problem Understanding information dynamics in interactive decision making.
method Stochastic multi-armed bandit problem, focusing on optimal arm with a fixed margin.
result Distinct growth phases in mutual information, showing decoupling between success probability and information gain.