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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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142283425566 · Jun 202019922001200920172026
48 results for tensor density estimation

Proposes a new method for high-dimensional density estimation.

problem Estimating high-dimensional probability density functions efficiently.
method Tensorizing flow method combining tensor-train and flow-based generative modeling.
result Efficiently constructs an approximate density in tensor-train form and trains a flow model to match empirical distribution.

The paper proposes a novel tensor-based method for non-parametric density estimation.

problem Effective non-parametric density estimation in high-dimensional multivariate data.
method Tensor factorization and low-rank model of characteristic tensor for improved density estimation.
result The method significantly improves density estimation especially for high-dimensional data and/or sample-starved regimes.

The paper improves density estimation in high dimensions using tensor decompositions.

problem Density estimation struggles in high-dimensional data due to the curse of dimensionality.
method The paper uses nonnegative tensor decompositions to simplify dependence assumptions and estimate marginal distributions.
result Theoretical results show that restricting estimation to low-rank nonnegative PARAFAC or Tucker decompositions removes the dimensionality exponent on bin width rates.

Paper proposes a new method for density estimation using tree tensor-network states.

problem Density estimation for complex graphical models with loops.
method Determines tree topology with Chow-Liu algorithm and uses sketching techniques to define tensor-network components.
result Sample complexity guarantees and empirical validation provided.

E2^2M optimizes tensor density estimation by relaxing αα-divergence to KL-divergence.

problem Analytical challenges in traditional αα-divergence optimization for tensor-based density estimation.
method E2^2M algorithm: relaxes optimization to KL-divergence, then applies tensor many-body approximation.
result Flexible modeling of various low-rank structures and their mixtures.

New method approximates high-dimensional probability densities efficiently.

problem Approximating high-dimensional probability densities accurately and efficiently.
method Hierarchical tensor-network approach using randomized SVD and linear equations.
result The method effectively approximates high-dimensional densities with linear complexity.

A new method estimates rare events using tensor trains.

problem Estimating rare event probabilities in high-dimensional problems.
method Approximating optimal importance distribution via tensor-train decompositions and compositions.
result Better variance reduction and efficient computation of rare event probabilities.

Method estimates joint probability density from samples using low-rank decomposition and random projections.

problem Estimating joint probability density from limited samples.
method Low-rank tensor decomposition, dictionaries, and Radon transforms.
result Algorithm outperforms previous methods in estimating synthetic probability densities.

Novel approach for estimating joint probability densities using tensor decompositions and dictionaries.

problem Estimating joint probability densities of mixed discrete and continuous variables.
method Low-rank tensor decomposition combined with dictionary learning.
result Better classification and lower error rates compared to existing methods.

Paper proposes a novel auto-encoder for latent density estimation.

problem Challenges of learning generative probabilistic models due to curse of dimensionality.
method Joint dimensionality reduction and non-parametric density estimation framework using a novel estimator.
result Proposed model achieves promising results on various datasets.

Estimates joint probability distribution from 1-way marginals using low-rank tensors and random projections.

problem Nonparametric estimation of joint probability mass function (PMF) from limited data.
method Low-rank tensor decomposition and random projections to link data to PMF estimation.
result Estimates joint density from 1-way marginals using transformed space and novel algorithm.

In this paper, we analyzed the physical meaning of scalar curvatures for a generalized Riemannian space. It is developed the Madsen's formulae for pressures and energy-densities with respect to the corresponding energy-momentum tensors. After that, the energy-momentum tensors, pressures, energy-densities and state-para…

2019-11-13abs ↗pdf ↗

Tensor decomposition is an effective approach to compress over-parameterized neural networks and to enable their deployment on resource-constrained hardware platforms. However, directly applying tensor compression in the training process is a challenging task due to the difficulty of choosing a proper tensor rank. In o…

2019-05-24abs ↗pdf ↗

We show a general relation between the spatially disjoint product of probability density functions and the sum of their Fisher information metric tensors. We then utilise this result to give a method for constructing the probability density functions for an arbitrary Riemannian Fisher information metric tensor. We note…

2015-04-13abs ↗pdf ↗

Paper generalizes tensor-train approximation for complex random variables.

problem Characterizing intractable high-dimensional random variables.
method Extends inverse Rosenblatt transform to general reference measures and integrates into deep variable transformation framework.
result Deep inverse Rosenblatt transport significantly expands tensor approximations for complex random variables.

The paper proves properties of strain tensors on surfaces with changing Gauss curvature.

problem Regularity of solutions to strain tensor equations on surfaces with variable Gauss curvature.
method Proof of regularity, density property, and matching property.
result Established matching property and density of smooth infinitesimal isometries.

Tensor completion estimates missing components by exploiting the low-rank structure of multi-way data. The recently proposed methods based on tensor train (TT) and tensor ring (TR) show better performance in image recovery than classical ones. Compared with TT and TR, the projected entangled pair state (PEPS), which is…

2019-03-12abs ↗pdf ↗

Let Fλ{\cal F}_λ be the space of tensor densities on Rn{\bf R}^n of degree λλ (or, equivalently, of conformal densities of degree λn-λn) considered as a module over the Lie algebra so(p+1,q+1)so(p+1,q+1). We classify so(p+1,q+1)so(p+1,q+1)-invariant bilinear differential operators from FλFμ{\cal F}_λ\otimes{\cal F}_μ to~Fν{\cal F}_ν. The…

2001-04-25abs ↗pdf ↗

We give a derivation of the Einstein equation for gravity which employs a definition of the local energy density of the gravitational field as a symmetric second rank tensor whose value for each observer gives the trace of the spatial part of the energy-stress tensor as seen by that observer. We give a physical motivat…

2008-03-11abs ↗pdf ↗

The paper computes metrics and Einstein tensors on even-dimensional manifolds.

problem Computing metrics and Einstein tensors on even-dimensional Riemannian manifolds.
method Development of spectral Einstein functionals and equivariant Bismut Laplacian.
result Explicit computation of the equivariant noncommutative residue density.

A new metric tensor improves Riemann manifold Monte Carlo for Bayesian models.

problem Improving sampling efficiency in Bayesian hierarchical models.
method Metric tensor derived from log-density gradient covariance matrices.
result Metric tensors enhance sampling for complex Bayesian models.

Proposes a nonparametric tensor factorization for sparse data.

problem Handling sparse tensor data with structural and interpretability benefits.
method Hierarchical Gamma processes and Poisson random measures for tensor-valued process, Dirichlet processes for sampling entry indices, Gaussian processes for values.
result Demonstrates superior performance on benchmark datasets.

Let Fλ(Sn){\mathcal F}_λ(\mathbb{S}^n) be the space of tensor densities on Sn\mathbb{S}^n of degree λλ. We consider this space as an induced module of the nonunitary spherical series of the group SO0(n+1,1)\mathrm{SO}_0(n+1,1) and classify (so(n+1,1),SO(n+1))(\mathrm{so}(n+1,1),\mathrm{SO}(n+1))-simunitarysubmodulesofunitary submodules of {\mathcal F}_λ(\mathbb{S…

2003-10-24abs ↗pdf ↗

This work tackles multivariate CDFs and copulas using tensor factorization.

problem Learning multivariate distributions, especially for mixed random variables, is challenging.
method Introducing a low-rank model for efficient sampling, inference, and uncertainty quantification.
result The proposed model outperforms traditional methods in various applications.

We prove the existence and the uniqueness of a conformally equivariant symbol calculus and quantization on any conformally flat pseudo-Riemannian manifold $(M,\rg)$. In other words, we establish a canonical isomorphism between the spaces of polynomials on TMT^*M and of differential operators on tensor densities over $M…

1999-02-04abs ↗pdf ↗

In this work, we develop Gaussian process regression (GPR) models of hyperelastic material behavior. First, we consider the direct approach of modeling the components of the Cauchy stress tensor as a function of the components of the Finger stretch tensor in a Gaussian process. We then consider an improvement on this a…

2019-12-23abs ↗pdf ↗

Classical probability distributions on sets of sequences can be modeled using quantum states. Here, we do so with a quantum state that is pure and entangled. Because it is entangled, the reduced densities that describe subsystems also carry information about the complementary subsystem. This is in contrast to the class…

2019-10-16abs ↗pdf ↗

We prove directly without using a density theorem that (i) the ADM mass defined in the usual way on an asymptotically flat manifold is equal to the mass defined intrinsically using Ricci tensor; (ii) the Hamiltonian formulation of center of mass and the center of mass defined intrinsically using Ricci tensor are the sa…

2014-08-18abs ↗pdf ↗

Develops efficient algorithms for learning latent-variable models using implicit moment tensor computation.

problem Learning latent-variable models with moment tensors of super-constant degree.
method Implicit moment tensor computation for general models, extending previous work on clustering mixtures of spherical Gaussians.
result First poly(d, k) time learning algorithms for various models including mixtures of linear regressions, spherical Gaussians, and positive linear combinations of non-linear activations.