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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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79157236314 · Jun 202019922001200920172026
48 results for target normalization

This study evaluates different normalizing flow architectures for MCMC.

problem Lack of systematic comparison of normalizing flow architectures in MCMC.
method Extensive evaluation of various normalizing flow architectures on different MCMC methods and target distributions.
result Contractive residual flows are the best general-purpose models for MCMC.

Method uses normalizing flows to efficiently sample from complex target densities.

problem Sampling from complex target densities with zero values in regions of transformation.
method Normalizing flows to address exploding reverse Kullback-Leibler divergence.
result Demonstrated efficient sampling from multi-mode complex density function.

The paper investigates how target normalization and momentum affect dying ReLUs in neural networks.

problem Understanding and mitigating the dying ReLU problem in neural networks.
method Empirical analysis and theoretical modeling of a discrete-time linear autonomous system.
result Target variance plays a crucial role in the dying ReLU phenomenon, and momentum exacerbates this issue.

Efficient inference for adaptive data with directional stability condition.

problem Efficient inference on scalar targets after adaptive data collection.
method Introduces directional stability, a weaker condition than i.i.d. data, and shows asymptotic normality and efficiency of estimators.
result Estimators remain asymptotically normal and semiparametrically efficient under directional stability.

Matched filters reveal optimal normalization methods for different market participants.

problem Optimizing signal extraction from order flow for market microstructure analysis.
method General matched filter principle applied to normalization strategies.
result Optimal normalization methods (e.g., SMCS^{MC} and STVS^{TV}) differ based on trader types.

Normalizing flows fail to detect OOD data due to learning local pixel correlations.

problem Detecting out-of-distribution data in machine learning systems.
method Investigated why normalizing flows fail to distinguish between in- and out-of-distribution data, and modified flow architecture to improve OOD detection.
result Modifying flow architecture can improve OOD detection by biasing the flow towards learning semantic structure of the target data.

A new method uses normalizing flows for gradual domain adaptation.

problem Difficulty in domain adaptation when source and target domains have a large gap.
method Proposes using normalizing flows to learn a transformation from target to Gaussian mixture distribution.
result Improves classification performance and mitigates the problem of gradual self-training failure.

We propose a novel unsupervised domain adaptation framework based on domain-specific batch normalization in deep neural networks. We aim to adapt to both domains by specializing batch normalization layers in convolutional neural networks while allowing them to share all other model parameters, which is realized by a tw…

2019-05-27abs ↗pdf ↗

A new method reformulates Optimal Transport Conditional Flow Matching using proximal operators.

problem Optimal Transport Conditional Flow Matching (OT-CFM) for generating models.
method Reformulate OT-CFM using proximal operators and extended Brenier potential.
result OT-CFM dynamics are terminally normally hyperbolic for manifold-supported targets.

A new method for normalizing flows using stochastic interpolants simplifies likelihood estimation and improves efficiency.

problem Efficient and scalable likelihood estimation for complex probability distributions.
method Inference of velocity field from time-dependent density interpolating between base and target densities.
result Simplified quadratic loss for velocity estimation, leading to faster and more efficient training.

We give a normal form of the cuspidal edge which uses only diffeomorphisms on the source and isometries on the target. Using this normal form, we study differential geometric invariants of cuspidal edges which determine them up to order three. We also clarify relations between these invariants.

2014-12-12abs ↗pdf ↗

A new method reduces complexity of normalizing flows for MCMC preconditioning.

problem Improving sampling efficiency in MCMC algorithms for complex target distributions.
method Factorized preconditioning architecture combining a linear component and a conditional NF.
result Significantly better tail samples and higher effective sample sizes on various distributions.

A new method uses MCMC-assisted normalizing flows for efficient Bayesian sampling.

problem Sampling from complex posterior distributions in Bayesian statistics.
method Training a normalizing flow using direct KL divergence and MCMC assistance.
result The method improves sampling efficiency for complicated posterior distributions.

This paper improves sampling from complex distributions using Langevin dynamics.

problem Pathological behaviors in normalizing flows for complex distributions.
method A Metropolis adjusted Langevin algorithm (MALA) to sample in the latent space.
result The method preserves tractability of the likelihood and works with any pre-trained NF network.

EWFM trains continuous flows with only energy evaluations, improving sample quality with fewer computations.

problem Efficiently sampling from complex, high-dimensional Boltzmann distributions using only energy evaluations.
method Energy-Weighted Flow Matching (EWFM) using importance sampling and iterative/annealed training.
result Improved sample quality with up to 3 orders of magnitude fewer energy evaluations compared to existing methods.

Real-time personalization for HAR models learns from new users without prior data.

problem Poor performance of HAR models on new users without labeled data.
method Incremental online domain adaptation using batch normalization.
result Personalized HAR models adapt to new users in real-time.

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.

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo (MCMC) or Langevin Dynamics (LD) can suffer from slow mixing times there is a growin…

2020-02-16abs ↗pdf ↗

The study examines the limitations of bi-Lipschitz Normalizing Flows in approximating certain distributions.

problem The expressivity of bi-Lipschitz Normalizing Flows in approximating specific target distributions.
method Characterization of expressivity through lower bounds on Total Variation distance and discussion of potential remedies.
result Several target distributions are difficult to approximate using bi-Lipschitz Normalizing Flows, and lower bounds on their approximation are provided.

Fine-tuning normalization layers can reconstruct smaller networks.

problem Understanding the expressive power of fine-tuning normalization layers.
method Random ReLU networks and sparsified networks were fine-tuned to reconstruct target networks.
result Fine-tuning normalization layers can reconstruct networks that are O(extwidth)O(\sqrt{ ext{width}}) times smaller.

This paper introduces a new method to train normalizing flows using precision-recall divergences.

problem Training generative models with mode dropping and low-quality samples.
method Introduces PR-divergences and proposes a novel generative model to minimize precision-recall trade-offs.
result Normalizing flows can be trained to achieve specific precision-recall trade-offs using PR-divergences.

We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the underlying Brownian motion is treated as a latent variable and approximated, enabl…

2020-02-21abs ↗pdf ↗

TTF improves performance of normalizing flows for heavy-tailed distributions.

problem Improving performance of normalizing flows for heavy-tailed distributions.
method Uses a Gaussian base distribution and a final transformation layer to produce heavy tails.
result Experimental results show TTF outperforms current methods, especially in high-dimensional or heavy-tailed scenarios.

The study examines stability of triharmonic hypersurfaces in space forms.

problem Stability of triharmonic hypersurfaces in space forms.
method Derivation of general stability statements, focus on specific cases of constant mean curvature in Euclidean and hyperbolic spaces, and analysis of small proper triharmonic hyperspheres and Clifford tori.
result Triharmonic hypersurfaces of constant mean curvature in Euclidean space are weakly stable with respect to normal variations, while in hyperbolic space they are stable.

We construct a form of swallowtail singularity in R^3 which uses coordinate transformation on the source and isometry on the target. As an application, we classify configurations of asymptotic curves and characteristic curves near swallowtail.

2017-03-27abs ↗pdf ↗

New method constructs synthetic treatment groups without mean exchangeability assumption.

problem Violations of mean exchangeability assumption in randomized controlled trials.
method Weighted mixture of treatment groups from source populations, minimizing conditional maximum mean discrepancy.
result Asymptotic normality of synthetic treatment group estimator established.

Model predicts stock price changes and forecasts using tokenized data.

problem Challenges in stock price forecasting and prediction due to dynamic data and statistical differences.
method Introduces PCIE model with tokenization to handle both forecasting and prediction.
result PCIE model outperforms state-of-the-art models in forecast and prediction tasks.

Unified framework for generating heavy-tailed distributions.

problem Extending SGMs to heavy-tailed targets.
method Combining early stopping with initialization for diffusion, and normalizing flows for generation.
result Unified generative framework with theoretical guarantees for heavy-tailed distributions.