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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.

168,657 papers · 148 categories

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92185277369 · Jun 202019922001200920172026
48 results for probability manifolds

The paper explores geometric calculations on probability manifolds derived from master equations.

problem Understanding geometric properties of probability manifolds from master equations.
method Deriving geometric quantities like Levi-Civita connection, gradient, Hessian, parallel transport, and curvatures on probability manifolds.
result Calculation of geometric quantities in probability manifolds, including curvatures and connections.

The paper reinterprets Bayesian priors and posteriors using Riemannian manifolds.

problem The dependence of maximum a posteriori estimates on parametrization.
method Assuming a Riemannian manifold with Fisher metric, the paper reinterprets priors and posteriors as distributions over probability distributions, making estimates independent of parametrization.
result A maximum a posteriori estimate independent of parametrization is defined.

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.

Study of most probable paths for anisotropic Brownian motions on manifolds.

problem Characterizing paths of Brownian motions with anisotropic diffusion on manifolds.
method Using stochastic development and fiber bundle of linear frames, the study provides a comprehensive characterization of most probable paths.
result Explicit equations and integration methods for most probable paths on different geometries, including constant curvature surfaces.

The study examines how shallow neural nets converge to training samples or manifold points during diffusion.

problem Understanding when and how shallow neural nets converge to training samples or manifold points during diffusion.
method Analysis of shallow ReLU neural network denoisers trained with minimal 2\ell^2 norm, comparing score flow and diffusion flow.
result Probability flow converges to training points, sums of training points, or manifold points, depending on the diffusion time scheduler.

Develops methods to find most probable paths on complex manifolds.

problem Identifying optimal paths for manifold-valued processes, especially those with non-trivial structures.
method Constructs a general approach to defining and identifying most probable paths by measuring the Onsager-Machlup function on the anti-development of such processes.
result Derives explicit equations for development most probable paths that encompass various manifold-valued processes.

The study explores geodesics and KL-divergence on Hölder equilibrium probabilities.

problem Finding the probability that minimizes KL-divergence from a fixed probability in a convex set of probabilities.
method Analyzes geodesics paths on the manifold of Hölder equilibrium probabilities and uses KL-divergence as a metric.
result Explicit equations for the solution of the minimization problem are derived.

Probability versions of Li-Yau inequalities for manifolds with boundary.

problem Establishing Li-Yau inequalities for manifolds with non-convex boundaries.
method Stochastic analysis and Bakry-Emery curvature-dimension approach.
result Explicit probability versions of Li-Yau inequalities for manifolds with boundary.

We give sufficient conditions for a parametrised family of probability measures on a Riemannian manifold with boundary to be represented by random maps of class CkC^k. The conditions allow for the probability densities to approach zero towards the boundary of the manifold. We also formulate two obstructions to regular …

2016-10-10abs ↗pdf ↗

The consistency of Fréchet medians is proved for probability measures in proper metric spaces. In the context of Riemannian manifolds, assuming that the probability measure has more than a half mass lying in a convex ball and verifies some concentration conditions, the positions of its Fréchet medians are estimated. It…

2011-10-18abs ↗pdf ↗

The paper explores geometry of probability measures and barycenter maps.

problem Understanding the space of probability measures and their barycenter.
method Information geometry, Fisher metric, dualistic structures, divergences, geodesics.
result Recent developments in the geometry of probability measures and barycenter.

The study shows that ergodic measures are not generic on non-positively curved manifolds.

problem Determining the genericity of ergodic measures on non-positively curved Riemannian manifolds.
method Investigates the existence of an open isometric embedding of a product manifold with a factor isometric to S1S^1.
result The closure of the set of ergodic measures does not encompass all invariant measures, indicating the failure of genericity.

Study shows limits of Fuchsian surfaces in hyperbolic 3-manifolds.

problem Understanding the limits of Fuchsian surfaces in hyperbolic 3-manifolds.
method Analyzing asymptotically Fuchsian maps and their induced probability area measures.
result Weak-* limits of induced area measures are convex combinations of Haar and totally geodesic surface measures.

This paper introduces a new method to compare collections of distributions on manifolds and graphs.

problem Comparing collections of probability distributions over diverse domains.
method Intrinsic slicing construction for Wasserstein distances, Hilbert embedding, resampling, p-value combination.
result Powerful and well-calibrated p-values for comparing distributions on manifolds and graphs.

The hypothesis that high dimensional data tend to lie in the vicinity of a low dimensional manifold is the basis of manifold learning. The goal of this paper is to develop an algorithm (with accompanying complexity guarantees) for fitting a manifold to an unknown probability distribution supported in a separable Hilber…

2013-10-01abs ↗pdf ↗

Estimates on Einstein manifolds improve Brownian motion behavior and curvature limits.

problem Improving estimates on Einstein manifolds for Brownian motion behavior.
method Generalizing Benjamini-Pemantle-Peres estimate to manifolds with Ricci curvature bounds.
result Sharp estimates for Brownian motion on high curvature parts of Ricci-flat manifolds.

We study the generic invariant probability measures for the geodesic flow on connected complete nonpositively curved manifolds. Under a mild technical assumption, we prove that ergodicity is a generic property in the set of probability measures defined on the unit tangent bundle of the manifold and supported by traject…

2014-01-21abs ↗pdf ↗

New method proves absolute continuity of Wasserstein barycenters on manifolds with lower Ricci curvature bound.

problem Proving absolute continuity of Wasserstein barycenters on manifolds with lower Ricci curvature bound.
method Introducing new displacement functionals exploiting Hessian equality and revisiting Souslin space theory, Dunford-Pettis theorem, and de la Vallée Poussin criterion for uniform integrability.
result Absolute continuity of Wasserstein barycenters is established for a general class of manifolds with lower Ricci curvature bound.

The paper estimates variance of random sections on complex manifolds.

problem Estimating variance of random holomorphic sections on compact Kahler manifolds.
method Analyzes a sequence of smooth Hermitian holomorphic line bundles on a compact Kahler manifold X, considering specific probability measures.
result Provides variance estimates for various measures including Gaussian and Fubini-Study measures.

Solves Monge-Ampère equations on compact Hessian manifolds using the Perron method.

problem Solving Monge-Ampère equations on compact Hessian manifolds.
method Perron method, compactness properties of normalized quasi-convex functions, local and global comparison principles for twisted Monge-Ampère operators.
result Solves Monge-Ampère equations involving arbitrary probability measures.

We build a new probability measure on closed space and plane polygons. The key construction is a map, given by Knutson and Hausmann using the Hopf map on quaternions, from the complex Stiefel manifold of 2-frames in n-space to the space of closed n-gons in 3-space of total length 2. Our probability measure on polygon s…

2012-06-14abs ↗pdf ↗

Inequalities linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.

problem Linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.
method Deriving inequalities linking these measures on Riemannian manifolds.
result Strengthening and extending existing inequalities to Riemannian manifolds.

Survey on closed-form Fisher-Rao distance expressions.

problem Finding closed-form expressions for Fisher-Rao distance.
method Collect and present examples of closed-form expressions for Fisher-Rao distance of discrete and continuous distributions.
result Presentation of closed-form expressions for Fisher-Rao distance of various distributions.

Explains how geometry and statistics intertwine, focusing on information geometry.

problem Understanding the interplay between geometry and statistics.
method Introduces differential topology, geometry, probability, and (pre-)Frobenius manifolds.
result Discovers connections between geometry and statistics, particularly in information geometry.

Develops Stein's method for Riemannian manifolds using diffusion.

problem Bounding integral metrics on probability measures on Riemannian manifolds.
method Exploits the relationship between diffusion generators and Stein operators to derive Stein factors.
result Derives curvature-dependent Stein factors that generalize existing results for Euclidean spaces.

The study reveals a persistent bias in the distribution of holonomy on compact hyperbolic 3-manifolds.

problem The distribution of holonomy on compact hyperbolic 3-manifolds is not uniformly distributed.
method An asymptotic count of closed geodesics by their length and holonomy, and analysis of spectral parameters.
result A normalized, smoothed bias count of holonomy is distributed according to a probability distribution, controlled by the number of zero spectral parameters.

Improved manifold-adaptive dimension estimator for better data complexity assessment.

problem Estimating intrinsic dimensionality of complex data.
method Revised and improved Farahmand-Szepesvári-Audibert (FSA) estimator, incorporating probability density function and median.
result Median-FSA estimator outperforms existing methods in accuracy and robustness.

A 3-manifold is Haken if it contains a topologically essential surface. The Virtual Haken Conjecture posits that every irreducible 3-manifold with infinite fundamental group has a finite cover which is Haken. In this paper, we study random 3-manifolds and their finite covers in an attempt to shed light on this difficul…

2005-02-27abs ↗pdf ↗

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.

RNGI model bridges two probability densities on Riemannian manifolds efficiently.

problem Limited applicability of Euclidean stochastic interpolants to Riemannian manifolds.
method Introduces RNGI model interpolating between Riemannian manifold probability densities along geodesics.
result Proves temporal marginal density solves transport equation on Riemannian manifold.

New method recovers manifold distances from noisy data.

problem Reconstructing manifold geometry from noisy distance measurements.
method Develops new framework to estimate L2-norms of expectation-functions, uses geometric clusters to recover distances.
result Recovery of true distances up to an additive error of O(ε log ε⁻¹) under mild geometric assumptions.