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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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62125187249 · May 202619922001200920172026
48 results for smooth divergences

CO2 algorithm creates coresets for generic smooth divergences efficiently.

problem Efficiently creating coresets for generic smooth divergences.
method CO2 algorithm using functional Taylor expansion and maximum mean discrepancy minimization.
result Poly-logarithmically many data points suffice for Sinkhorn divergence approximation.

This work investigates the properties of Gaussian-smoothed sliced divergences for comparing distributions.

problem Comparing probability distributions while preserving privacy.
method Investigates the theoretical properties of Gaussian-smoothed sliced Wasserstein distance and generalized versions.
result Gaussian smoothed sliced Wasserstein distance converges with a rate of \(O(n^{-1/2})\).

The divergence theorem in its usual form applies only to suitably smooth vector fields. For vector fields which are merely piecewise smooth, as is natural at a boundary between regions with different physical properties, one must patch together the divergence theorem applied separately in each region. We give an elegan…

1994-04-02abs ↗pdf ↗

LMC algorithm converges to target in Chi-squared and Renyi divergence.

problem Sampling from target distribution using LMC with strong dissipativity and smoothness conditions.
method LMC algorithm with strong dissipativity and first-order smoothness, initialized with Gaussian.
result LMC reaches ε-neighborhood of target in Chi-squared and Renyi divergence in O(λ²dε⁻¹) steps.

Proves Sard conjecture for specific distributions, controlling divergence of vector fields.

problem Proving the Sard conjecture for certain types of distributions.
method Constructs a singular distribution capturing essential abnormal lifts, proving the conjecture for rank 3 distributions in dimension 4 and generic corank 1 distributions.
result Proves the Sard conjecture for generic co-rank one distributions.

This manuscript develops the theory of agglomerative clustering with Bregman divergences. Geometric smoothing techniques are developed to deal with degenerate clusters. To allow for cluster models based on exponential families with overcomplete representations, Bregman divergences are developed for nondifferentiable co…

2012-06-27abs ↗pdf ↗

Sharp bounds for high-probability estimation of discrete distributions.

problem Estimating discrete distributions with high probability under χ2χ^2-divergence.
method Sharp upper and lower bounds for the classical Laplace estimator, and characterization of minimax high-probability risk for any estimator.
result Sharp bounds for high-probability estimation of discrete distributions can be achieved through a simple smoothing strategy.

We give a comprehensive theoretical characterization of a nonparametric estimator for the L22L_2^2 divergence between two continuous distributions. We first bound the rate of convergence of our estimator, showing that it is n\sqrt{n}-consistent provided the densities are sufficiently smooth. In this smooth regime, we t…

2014-10-30abs ↗pdf ↗

Paper proposes an algorithm for sampling from complex mixture distributions without requiring smoothness.

problem Sampling from a mixture of weakly smooth potentials.
method Unadjusted Langevin algorithm with Euler discretization for a mixture of weakly smooth distributions.
result Convergence in Kullback-Leibler divergence and LβL_β-Wasserstein metric with polynomial dependence on dimension.

New proof of Willmore inequality using geometric divergence inequality.

problem Proving the Willmore inequality for bounded domains.
method Using a parametric geometric inequality derived from a divergence form geometric differential inequality.
result New proofs of quantitative Willmore-type and weighted Minkowski inequalities.

This paper introduces a variational approximation framework using direct optimization of what is known as the {\it scale invariant Alpha-Beta divergence} (sAB divergence). This new objective encompasses most variational objectives that use the Kullback-Leibler, the R{é}nyi or the gamma divergences. It also gives access…

2018-05-02abs ↗pdf ↗

Improved inference-time alignment using Best-of-N and smoothing.

problem Reward overoptimization in Best-of-N (BoN) due to poor proxy reward models.
method Introduced Soft Best-of-N (SBoN) and analyzed its performance through KL divergence and regret analysis.
result Smoothing helps SBoN mitigate reward overoptimization, especially when proxy reward quality is low.

We propose a Laplace approximation that creates a stochastic unit from any smooth monotonic activation function, using only Gaussian noise. This paper investigates the application of this stochastic approximation in training a family of Restricted Boltzmann Machines (RBM) that are closely linked to Bregman divergences.…

2016-01-01abs ↗pdf ↗

New tools quantify deep generative models' performance.

problem Measuring the quality-diversity trade-off in deep generative models.
method Established non-asymptotic bounds on sample complexity and introduced frontier integrals.
result Smoothed estimators improve convergence rates of divergence frontiers.

In Riemannian geometry geodesics are integral curves of the Riemannian distance gradient. We extend this classical result to the framework of Information Geometry. In particular, we prove that the rays of level-sets defined by a pseudo-distance are generated by the sum of two tangent vectors. By relying on these vector…

2018-06-29abs ↗pdf ↗

This work improves convergence guarantees for unadjusted HMC in KL and Rényi divergences.

problem Understanding convergence properties of unadjusted HMC in divergences like KL and Rényi.
method One-shot couplings to establish regularization and lift convergence bounds.
result Quantitative control of relative density mismatch and warm-start requirements.

The paper is devoted to differential geometry of singular distributions (i.e., of varying dimension) on a Riemannian manifold. Such distributions are defined as images of the tangent bundle under smooth endomorphisms. We prove the novel divergence theorem with the divergence type operator and deduce the Codazzi equatio…

2019-08-20abs ↗pdf ↗

New algorithm solves saddle point problems in Banach spaces.

problem Solving saddle point problems in real reflexive Banach spaces.
method Stochastic Bregman Primal-Dual Splitting Algorithm with relative smoothness and strong convexity assumptions.
result Almost sure convergence to saddle points under various conditions.

Optimizes sampling from target distributions with applications to online learning.

problem Optimizing the total variation distance between target and sampled distributions.
method Analyzes the sample complexity of approximate rejection sampling and its applications.
result The optimal total variation distance is given by $ ildeΘ( rac{D}{f'(n)})$.

We consider rough metrics on smooth manifolds and corresponding Laplacians induced by such metrics. We demonstrate that globally continuous heat kernels exist and are Hölder continuous locally in space and time. This is done via local parabolic Harnack estimates for weak solutions of operators in divergence form with b…

2017-12-26abs ↗pdf ↗

This paper introduces the variational Rényi bound (VR) that extends traditional variational inference to Rényi's alpha-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth interpolation from the evidence lower-bound to the log (marginal) likelihood that is co…

2016-02-06abs ↗pdf ↗

We consider nonparametric estimation of L2L_2, Renyi-αα and Tsallis-αα divergences between continuous distributions. Our approach is to construct estimators for particular integral functionals of two densities and translate them into divergence estimators. For the integral functionals, our estimators are based on cor…

2014-02-12abs ↗pdf ↗

New guarantees for VI in symmetric cases, extending previous results.

problem Symmetry in variational inference for complex distributions.
method Analysis of ff-divergences and their stationary points under symmetry.
result Symmetry-matching principles ensure recovery of mean and correlation matrix.

Improved analysis for diffusion models reduces KL divergence error dependence on data dimension and discretization step size.

problem Analyze the convergence of diffusion-based generative models under minimal assumptions.
method Model the generation process as a composition of reverse ODE and noising steps, leveraging Wasserstein-type error control and noise addition.
result Achieved a linear dependence on data dimension and improved dependence on discretization step size for KL divergence error.

New divergence identity for scalar curvature helps prove rigidity of tensors.

problem Proving rigidity of Codazzi tensors under curvature and invariant conditions.
method Derived a divergence identity for a vector field and applied it to tensor rigidity.
result New proof of Tang-Yan theorem on constant eigenvalues for tensors.

Efficient algorithms for large Maxent models improve wildfire probability predictions.

problem Training large-scale, non-smooth Maxent models efficiently for big data.
method First-order optimization algorithms using Kullback-Leibler divergence.
result Our algorithms outperform state-of-the-art methods by one order of magnitude.

New measure captures differences across entire distributions of counterfactual outcomes.

problem Capturing differences across entire distributions of counterfactual outcomes.
method Entropic optimal transport measure, statistical functional, smooth transformation of embeddings.
result Established first-order and second-order pathwise differentiability.

Unified ML and adversarial learning via α-divergence.

problem Combining strengths of ML and adversarial learning for better generative models.
method Proposes an α-Bridge to unify ML and adversarial learning using α-divergence.
result Generalizations of the α-Bridge are related to recent adversarial learning regularization approaches.

Exponential families and mixture families are parametric probability models that can be geometrically studied as smooth statistical manifolds with respect to any statistical divergence like the Kullback-Leibler (KL) divergence or the Hellinger divergence. When equipping a statistical manifold with the KL divergence, th…

2018-03-20abs ↗pdf ↗

Extends normalizing flows to arbitrary smooth manifolds.

problem Current normalizing flows are limited to basic geometries and cannot handle complex real-world data.
method Uses Neural ODEs and geometric control theory to extend flows to arbitrary smooth manifolds.
result Demonstrates scalable unbiased estimator for divergence in generalized setting.

Consistency models accelerate generation with theoretical guarantees.

problem Empirical success of consistency models without theoretical justification.
method Theoretical analysis of consistency models mapping inputs to arbitrary points.
result Achieve KL divergence of order O(ε2) O(\varepsilon^2) with $ O\left(\log\left(\frac{d}{\varepsilon} ight) ight) $ iterations.

The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence measures. Surprisingly, an equally important problem, estimating an unknown Markov ch…

2018-10-28abs ↗pdf ↗

Diverging Flows detects extrapolations in flow models, ensuring reliable predictions.

problem Flow models extrapolate into invalid data, leading to silent failures.
method Structurally enforce inefficient transport for off-manifold inputs.
result Effective detection of extrapolations without compromising predictive fidelity or inference latency.

Proposes NRS to find flat minima in deep neural networks.

problem Finding optimal solutions in deep neural networks with overparameterization.
method NRS leverages the concept of flat minima and uses Kullback-Leibler divergence to regularize the neighborhood region in weight space.
result NRS drives optimizers towards flat minima, improving generalization ability across various model architectures.

The paper analyzes MACD using operator theory.

problem Understanding the mathematical foundation of MACD.
method Developed a functional-analytic framework interpreting MACD as a phase-corrected, smoothed derivative operator.
result MACD is structurally equivalent to a band-pass filter and can be expressed as a finite difference of delayed and doubly averaged signals.