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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.

168,695 papers · 148 categories

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63125188250 · Jun 202019922001200920172026
48 results for path-space total variation

New findings show score matching's accuracy doesn't ensure numerical stability in diffusion sampling.

problem Numerical stability issues in diffusion sampling despite small forward-marginal error.
method Constructing a smooth score field with arbitrarily small forward-marginal L2L^2 error, showing nonexplosive behavior and moments of every order.
result Euler--Maruyama discretizations can converge in probability even when moments diverge, demonstrating failure of weak convergence.

New method infers population dynamics from snapshots using path space optimization.

problem Recover dynamics of a population from its temporal marginals.
method Grid-free algorithm using Schrödinger bridges coupled via noisy gradient descent in mean-field limit.
result Global convergence to min-entropy estimator with end-to-end theoretical guarantees.

We generalize the classical Bochner formula for the heat flow on M to martingales on the path space PM, and develop a formalism to compute evolution equations for martingales on path space. We see that our Bochner formula on PM is related to two sided bounds on Ricci curvature in much the same manner that the classical…

2016-08-15abs ↗pdf ↗

Let MM be a Riemannian manifold and PM{\mathcal P}M be the space of all smooth paths on MM. We describe geodesics on path space PM{\mathcal P}M. Normal neighbourhood structure on PM{\mathcal P}M has been discussed. We identify paths on MM under "back-track" equivalence. Under this identification we show that if MM

2014-01-16abs ↗pdf ↗

We generalize the classical Bochner formula for the heat flow on evolving manifolds (M,gt)t[0,T](M,g_{t})_{t \in [0,T]} to an infinite-dimensional Bochner formula for martingales on parabolic path space PMP\mathcal{M} of space-time M=M×[0,T]\mathcal{M} = M \times [0,T]. Our new Bochner formula and the inequalities that follow from it a…

2019-09-09abs ↗pdf ↗

The projective Finsler metrizability problem deals with the question whether a projective-equivalence class of sprays is the geodesic class of a (locally or globally defined) Finsler function. In this paper we use Hilbert-type forms to state a number of different ways of specifying necessary and sufficient conditions f…

2012-06-29abs ↗pdf ↗

CMCD sampler connects transport and variational inference for efficient sampling.

problem Efficient sampling and generative modeling in Bayesian computation.
method Developed a principled framework using divergences on path space, CMCD sampler with adaptive dynamics.
result CMCD sampler outperforms competing approaches across various experiments.

The paper develops methods for novelty detection on path space using signature-based statistics.

problem Novelty detection on path space as a hypothesis testing problem.
method Signature-based test statistics, transportation-cost inequalities, CVaR, one-class SVM algorithms.
result Established lower bounds on type-II\mathrm{II} error and general power bounds.

Generalizes Li-Yau Harnack inequality to path space of manifolds.

problem Extending classical Harnack inequalities to infinite-dimensional path space.
method Defines finite-dimensional gradients and Laplacians on path space, proving a generalized Harnack inequality.
result Established a new Harnack inequality on path space of manifolds.

The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process xx taking values in a closed compact manifold. In this Note the existence of flows for this class of vector fields is established and it is shown that the law of xx is quasi-invariant under the…

2006-06-15abs ↗pdf ↗

By using Hsu's multiplicative functional for the Neumann heat equation, a natural damped gradient operator is defined for the reflecting Brownian motion on compact manifolds with boundary. This operator is linked to quasi-invariant flows in terms of a integration by parts formula, which leads to the standard log-Sobole…

2010-02-15abs ↗pdf ↗

The paper proves a category of dg manifolds with finite positive amplitude.

problem Understanding the structure of dg manifolds with finite positive amplitude.
method Using path spaces and homotopy transfer theorem for curved L[1]L_\infty[1]-algebras.
result Proves that dg manifolds of finite positive amplitude form a category of fibrant objects.

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.

Ideas from the image processing literature have recently motivated a new set of clustering algorithms that rely on the concept of total variation. While these algorithms perform well for bi-partitioning tasks, their recursive extensions yield unimpressive results for multiclass clustering tasks. This paper presents a g…

2013-06-05abs ↗pdf ↗

The paper studies curves in Riemannian manifolds using total variation flow.

problem Analyzing the evolution of curves in Riemannian manifolds using total variation.
method Defining and proving the existence of strong solutions to the flow equations, showing variational equality, and proving convergence.
result Strong solutions converge to a constant map in finite time for non-positive sectional curvature.

We consider a strictly pathwise setting for Delta hedging exotic options, based on Föllmer's pathwise Itō calculus. Price trajectories are dd-dimensional continuous functions whose pathwise quadratic variations and covariations are determined by a given local volatility matrix. The existence of Delta hedging strategie…

2015-10-30abs ↗pdf ↗

Optimal pre-processing reduces disparate impact by minimizing total variation distance.

problem Achieving fairness in data outputs based on protected attributes.
method Using pre-processing to enforce fairness, minimizing total variation distance between pre-processed and original data distributions.
result The problem of fairness can be formulated as a linear program, efficiently solvable.

We show a very simple and general total second variation formula for Perelman's W\mathcal{W}-functional at arbitrary points in the space of Riemannian metrics. Moreover we perform a study of the properties of the variations of Kähler structures. We deduce a quite simple and general total second variation formula for P…

2012-01-04abs ↗pdf ↗

Develops a model for causal discovery in path spaces.

problem Discover causal relationships in path spaces using asymmetric independence.
method Theory linking E-separation in DMGs to conditional independence in SDEs, proving global Markov property, characterizing equivalence classes of graphs.
result Each equivalence class of graphs has a greatest element as a parsimonious representation, which can be identified from data.

We derive variational formulas for the total Q-prime curvature under the deformation of strictly pseudoconvex domains in a complex manifold. We also show that the total Q-prime curvature agrees with the renormalized volume of such domains with respect to the complete Einstein-Kähler metric. In the appendix, by Rod Gove…

2015-10-12abs ↗pdf ↗

Starting from a sequence of independent Wright-Fisher diffusion processes on [0,1][0,1], we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $MbeacompleteRiemnnianmanifoldand be a complete Riemnnian manifold and μthedistributionofthediffusionprocessgeneratedby the distribution of the diffusion process generated by \ff 1 2\DD+Zwhere where Z$…

2007-12-19abs ↗pdf ↗

We study the theoretical properties of image denoising via total variation penalized least-squares. We define the total vatiation in terms of the two-dimensional total discrete derivative of the image and show that it gives rise to denoised images that are piecewise constant on rectangular sets. We prove that, if the t…

2019-11-17abs ↗pdf ↗

SaR-SVM-STV improves hyperspectral image classification with shape-adaptive reconstruction and denoising.

problem Classifying hyperspectral images with limited labeled data.
method Shape-adaptive Reconstruction (SaR) for pixel preprocessing, SVM for probability estimation, and Smoothed Total Variation (STV) for denoising.
result SaR-SVM-STV outperforms SVM-STV with fewer labeled data.

Universal approximation for stochastic processes using Brownian motion.

problem Approximating stochastic processes with linear functionals.
method Establishing LpL^p-type universal approximation theorems for rough path spaces.
result Linear functionals on the signature of time-extended Brownian motion can approximate any pp-integrable stochastic process.

Study variations of Riemannian submersions to maintain geodesic fibers and positive curvatures.

problem Maintain geodesic fibers and positive sectional curvatures in Riemannian submersions.
method Vary Riemannian metrics while keeping fibers totally geodesic and horizontal distribution fixed.
result Conditions for making sectional curvatures positive and existence of fat submersions.

We examine the total mixed scalar curvature of a fixed distribution as a functional of a pseudo-Riemannian metric. We develop variational formulas for quantities of extrinsic geometry of the distribution to find the critical points of this action. Together with the arbitrary variations of the metric, we consider also v…

2016-09-29abs ↗pdf ↗

Estimates parameters of interconnected linear systems using total variation penalization.

problem Joint estimation of parameters in interconnected linear dynamical systems.
method Total variation penalized least-squares estimator.
result The MSE goes to zero as the number of systems increases, even with constant trajectory length.

Paper optimizes approximating high-dimensional diffusions by independent coordinates.

problem Optimizing approximations of high-dimensional diffusions by independent coordinates.
method Introduces independent projection as optimal for two criteria.
result Independent projection is optimal for two criteria related to entropy and convergence.