New findings show score matching's accuracy doesn't ensure numerical stability in diffusion sampling.
arXiv research
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We develop a Malliavin calculus on the horizontal path space of a totally geodesic Riemannian foliation. As a first application, under suitable assumptions, we prove a log-Sobolev inequality for a natural one-parameter family of infinite-dimensional Ornstein-Uhlenbeck type operators. As a second application, we obtain …
Optimizes diffusion processes for target distributions.
New method infers population dynamics from snapshots using path space optimization.
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…
Let be a Riemannian manifold and be the space of all smooth paths on . We describe geodesics on path space . Normal neighbourhood structure on has been discussed. We identify paths on under "back-track" equivalence. Under this identification we show that if …
For sub-Riemannian manifolds with a chosen complement, we first establish the derivative formula and integration by parts formula on path space with respect to a natural gradient operator. By using these formulae, we then show that upper and lower bounds of the horizontal Ricci curvature correspond to functional inequa…
We generalize the classical Bochner formula for the heat flow on evolving manifolds to an infinite-dimensional Bochner formula for martingales on parabolic path space of space-time . Our new Bochner formula and the inequalities that follow from it a…
Chen's iterated integrals are treated within synthetic differential geometry. The main result is that iterated integrals produce a subcomplex of the de Rham complex on the free path space as well as based path spaces.
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…
Let be any dimensional smooth manifold and be the space of all smooth paths, then we showed that is a smooth manifold modelled over a complete normable space. We discussed many geometric structure on Path spaces and its relation to ambient space.
CMCD sampler connects transport and variational inference for efficient sampling.
Given a compact symplectic manifold , with integral symplectic form, we prequantize a certain class of functions on the path space for . The functions in question are induced by functions on . We apply our construction to study the symplectic structure on the solution space of Klein-Gordon equation.
In their previous work, Barraud and Cornea enriched the Lagrangian Floer complex by adding cubical chains in the based loop space of the Lagrangian, and recovered the Leray-Serre spectral sequence of the based path space fibration, assuming that the Lagrangian is weakly exact and simply connected. In the present articl…
This paper shows how path spaces on two-level manifolds can be Hilbert manifold structures.
PA reinterpreted as SB problem, unifying thermodynamics and optimal transport.
Study path spaces and their homology, extending loop products and coproducts.
The paper develops methods for novelty detection on path space using signature-based statistics.
Generalizes Li-Yau Harnack inequality to path space of manifolds.
The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process 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 is quasi-invariant under the…
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…
The paper proves a category of dg manifolds with finite positive amplitude.
The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.
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…
The paper studies curves in Riemannian manifolds using total variation flow.
We consider a strictly pathwise setting for Delta hedging exotic options, based on Föllmer's pathwise Itō calculus. Price trajectories are -dimensional continuous functions whose pathwise quadratic variations and covariations are determined by a given local volatility matrix. The existence of Delta hedging strategie…
Optimal pre-processing reduces disparate impact by minimizing total variation distance.
Proves Arnol'd's chord conjecture for conormal bundles.
Develops derived differential geometry theory.
Improved sampling via learned diffusions using variational losses.
We show a very simple and general total second variation formula for Perelman's -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…
Develops a model for causal discovery in path spaces.
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…
Let $L=\DD+Z$ for a vector field on a complete Riemannian manifold possibly with a boundary. By using the uniform distance, a number of transportation-cost inequalities on the path space for the (reflecting) -diffusion process are proved to be equivalent to the curvature condition $\Ric-\nn Z\ge - K$ and t…
Local gluing connects flow lines in finite time intervals.
We consider the problem of estimating a function defined over locations on a -dimensional grid (having all side lengths equal to ). When the function is constrained to have discrete total variation bounded by , we derive the minimax optimal (squared) estimation error rate, parametrized by …
Starting from a sequence of independent Wright-Fisher diffusion processes on , we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $Mμ\ff 1 2\DD+ZZ$…
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…
The abstract discusses the linear and smooth structures of mapping spaces.
The total variation distance is a core statistical distance between probability measures that satisfies the metric axioms, with value always falling in . This distance plays a fundamental role in machine learning and signal processing: It is a member of the broader class of -divergences, and it is related to …
Through the direct study of the analysis estimator we derive oracle inequalities with fast and slow rates by adapting the arguments involving projections by Dalalyan, Hebiri and Lederer (2017). We then extend the theory to the square root analysis estimator. Finally, we focus on (square root) total variation regularize…
SaR-SVM-STV improves hyperspectral image classification with shape-adaptive reconstruction and denoising.
Study variational properties of curves in half-plane with area constraints.
Universal approximation for stochastic processes using Brownian motion.
Study variations of Riemannian submersions to maintain geodesic fibers and positive curvatures.
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…
Estimates parameters of interconnected linear systems using total variation penalization.
Paper optimizes approximating high-dimensional diffusions by independent coordinates.