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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.

169,051 papers · 148 categories

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48 results for probability mapping

Local mappings relate dual and primal factor graphs for efficient marginal probability estimation.

problem Efficient estimation of marginal probabilities in statistical physics models.
method Local mappings based on Fourier transform of local factors, applied to Ising, Potts, and clock models.
result Local extrema of fixed points are at phase transition points, and the mapping facilitates efficient estimation.

We consider a random walk on the mapping class group of a surface of finite type. We assume that the random walk is determined by a probability measure whose support is finite and generates a non-elementary subgroup HH. We further assume that HH is not consisting only of lifts with respect to any one covering. Then w…

2014-08-02abs ↗pdf ↗

Maps sets to probability distributions to minimize information loss.

problem Learning to map sets to probability distributions to preserve information.
method Relates set operations to probability distribution interpolations and demonstrates a preliminary solution.
result Experimental results show the effectiveness of the set embedding approach.

Research reveals simplicity bias in random logistic map, impacting data analysis and forecasting.

problem Simplicity bias in dynamical systems and its impact on data analysis and prediction.
method Examined the logistic map and random logistic map, focusing on simplicity bias and noise effects.
result Simplicity bias is observable in the random logistic map, persisting even with small noise levels.

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.

Study linearizes 2-Wasserstein space using optimal transport maps.

problem Stability and linearization of the 2-Wasserstein space.
method Explicit embedding of probability measures into a Hilbert space using optimal transport maps.
result The embedding is (bi-)Hölder continuous, with stability results for optimal transport maps.

New method calibrates neural network predictions for better reliability.

problem Improper probability estimates from deep networks leading to unreliable predictions.
method Proposes a constrained optimization approach for a monotonic calibration map.
result Achieves state-of-the-art performance across various datasets and models.

Given a Kähler manifold (Z,J,ω)(Z,J,ω) and a compact real submanifold MZM\subset Z, we study the properties of the gradient map associated with the action of a noncompact real reductive Lie group G{\rm G} on the space of probability measures on M.M. In particular, we prove convexity results for such map when G{\rm G} is A…

2017-01-17abs ↗pdf ↗

Paper investigates optimal transport map estimation in infinite-dimensional spaces.

problem Estimating optimal transport maps in infinite-dimensional spaces is challenging.
method Characterizes γγ-smoothness for optimal transport maps and develops a polynomial-rate estimator.
result Shows polynomial-order minimax risk for optimal transport map estimation.

We show that the probability that a finitely supported random walk on a non-elementary subgroup of the the mapping class group gives a non-pseudo-Anosov element decays exponentially in the length of the random walk. More generally, we show that if R is a set of mapping class group elements with an upper bound on their …

2011-04-29abs ↗pdf ↗

Much effort has been directed at algorithms for obtaining the highest probability configuration in a probabilistic random field model known as the maximum a posteriori (MAP) inference problem. In many situations, one could benefit from having not just a single solution, but the top M most probable solutions known as th…

2012-10-16abs ↗pdf ↗

This paper proposes an online knowledge distillation method that transfers feature map information in addition to class probabilities.

problem Previous online knowledge distillation methods only utilized class probabilities, missing feature map information.
method Adversarial training framework to transfer feature map information; multiple networks trained simultaneously with discriminators.
result Our method performs better than direct alignment methods and is more suitable for online distillation.

New neural networks learn mappings between probability measures and functions.

problem Learning mappings between Wasserstein space of probability measures and function spaces.
method Two types of neural networks: bin density and cylindrical approximation, are proposed and supported by universal approximation theorems.
result Accuracy and efficiency of mean-field neural networks in generalization error with various test distributions.

Bi-Lipschitz flows approximate a wide range of distributions.

problem Characterizing the expressivity of bi-Lipschitz normalizing flows.
method Linking score regularity to transport map bi-Lipschitzness via probability flow ODE.
result Gaussian pullbacks induced by bi-Lipschitz variance-preserving transport maps are L1L^1-dense among all probability densities.

Proposes KTAN for better training of student networks with both intermediate representations and probability distributions.

problem Reduces large computation and storage cost of deep networks by transferring generalization ability.
method Holistically considers intermediate representations and probability distributions; uses a Teacher-to-Student layer and adversarial learning.
result Significantly improves performance of student networks on image classification and object detection tasks.

We show that a random walk on the mapping class group of an orientable surface gives rise to a pseudo-Anosov element with asymptotic probability one. Our methods apply to many subgroups of the mapping class group, including the Torelli group.

2006-04-19abs ↗pdf ↗

The semantic map calibrates uncertainty from language model probabilities.

problem Uncertainty in language model probabilities for professional decisions.
method Prespecified semantic map linking probabilities of verbal responses to probabilities of declared states.
result Language-derived probabilities outperform printed numerical probabilities and recover valid uncertainty coverage.

This work proposes a new method to match distributions across different spaces using cycle-consistent maps.

problem Matching distributions across different spaces with consistent bidirectional maps.
method A novel unbalanced Monge optimal transport formulation for matching distributions on different spaces, employing cycle-consistent maps.
result The proposed discrepancy captures the cycle-consistent GAN framework and provides theoretical support.

An image pattern can be represented by a probability distribution whose density is concentrated on different low-dimensional subspaces in the high-dimensional image space. Such probability densities have an astronomical number of local modes corresponding to typical pattern appearances. Related groups of modes can join…

2018-03-02abs ↗pdf ↗

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.

Neural framework for conditional OT maps learns from categorical and continuous variables.

problem Learning conditional optimal transport maps between complex distributions.
method Hypernetwork generates adaptive transport layer parameters based on conditioning variables.
result Our method outperforms simpler conditioning methods in comprehensive ablation studies.

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 ↗

This paper explores the nonconvexity of push-forward constraints in machine learning.

problem The nonconvexity of push-forward constraints in machine learning.
method The paper provides sufficient and necessary conditions for the (non)convexity of push-forward functions and maps.
result Push-forward constraints are generally nonconvex, which limits the design of convex optimization problems in machine learning.

This paper describes how to convert a machine learning problem into a series of map-reduce tasks. We study logistic regression algorithm. In logistic regression algorithm, it is assumed that samples are independent and each sample is assigned a probability. Parameters are obtained by maxmizing the product of all sample…

2015-10-03abs ↗pdf ↗

The paper introduces diagnostic transport maps to improve the reliability of rare event predictions.

problem Improper calibration of predictive distributions, especially for rare events.
method Diagnostic transport maps to adjust base model's probabilities for better calibration.
result Diagnostic transport maps improve predictive performance for rare events, including 24-hour rapid intensity change.

This work broadens optimal transport map estimation theory to stochastic settings.

problem Existing theory for optimal transport map estimation is restricted to deterministic maps under specific conditions.
method Introduces a novel metric for evaluating stochastic maps, develops computationally efficient estimators with robust guarantees.
result First general-purpose theory for map estimation compatible with real-world stochastic applications.

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 ↗

In this note we prove the a pointwise ergodic theorem for functions taking values in a separable complete CAT(0)-space, analogous to Lindenstrauss' pointwise ergodic theorem for real-valued integrable functions on a probability space subject to a probability-preserving action of an amenable l.c.s.c. group, where in the…

2009-05-05abs ↗pdf ↗

Introduces a new geometric framework for probability distributions.

problem Developing a geometric framework for probability distributions.
method Introduces p\ell^p-information geometry and defines the 2\ell^2-probability simplex via the qq-root transform.
result Defines a noncanonical differentiable structure and qq-root map as an isometry.

This work clarifies different transport map constructions and their causal interpretations.

problem Identifying distinct transport map constructions and their equivalence.
method Comparative analysis of three transport map constructions: cyclically monotone, quantile-preserving, and triangular monotone.
result Conditions for equivalence of different transport map constructions.

Paper introduces a novel map learning algorithm for domain translation and adaptation.

problem Learning a map between related data spaces that can be applied to out-of-sample data and satisfies application-specific constraints.
method Utilizes normalizing flows to parameterize a map that minimizes a probability distance and application-specific regularizers, solving a modified optimal transport problem.
result The proposed method (parOT) outperforms existing optimal transport approaches in domain adaptation and translation tasks.

The paper proposes a method to learn evolving multivariate distributions from sample paths.

problem Learning the temporal evolution of multivariate densities from sample data.
method Normalizing flows to construct time-dependent mappings.
result The method can approximate evolving probability density functions from observed data.

Stochastic neural networks can approximate any function, even with correlated outputs.

problem Approximating functions with stochastic outputs and correlations.
method Investigating deep sigmoid belief networks to approximate any stochastic mapping.
result Minimal number of layers and units needed for approximation.