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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.

168,695 papers · 148 categories

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3571106141 · Jun 202019922001200920172026
48 results for unnormalized kernels

Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein discrepancies can be combined with kernels to define kernelized Stein discrepanc…

2019-04-09abs ↗pdf ↗

Several statistical models are given in the form of unnormalized densities, and calculation of the normalization constant is intractable. We propose estimation methods for such unnormalized models with missing data. The key concept is to combine imputation techniques with estimators for unnormalized models including no…

2019-03-08abs ↗pdf ↗

New method estimates model discrepancy without sampling for unnormalized models.

problem Evaluating and training unnormalized density models efficiently.
method Estimate Stein discrepancy using neural network parameterized vector function.
result Method outperforms existing goodness-of-fit tests and training methods.

REGS samples from unnormalized distributions using gradient flow and neural networks.

problem Sampling from unnormalized distributions with high accuracy and efficiency.
method REGS is a particle method that iteratively transforms samples from a reference distribution to match an unnormalized target distribution using Wasserstein gradient flow and neural networks.
result REGS outperforms state-of-the-art methods in sampling from challenging multimodal distributions and real datasets.

A new kernel Stein test assesses fit for variable-length sequential data.

problem Evaluating goodness of fit for varying-dimensional data like text documents of different lengths.
method Extends kernel Stein discrepancy (KSD) to variable-dimension settings by identifying appropriate Stein operators and proposing a novel KSD goodness-of-fit test.
result The proposed test performs well on discrete sequential data benchmarks.

Graph Laplace operators uniquely identify metrics and densities on manifolds.

problem Identifying Riemannian metrics and sampling densities from graph Laplace operators.
method Analyzing intrinsic and extrinsic graph Laplace operators on compact Riemannian manifolds.
result Graph Laplace operators uniquely determine metrics and densities under certain conditions.

Morse neural networks improve uncertainty quantification and detection.

problem Uncertainty quantification and out-of-distribution detection.
method Generalizes unnormalized Gaussian densities to high-dimensional submanifolds using KL-divergence loss.
result Unified approach for OOD detection, anomaly detection, and continuous learning.

Unified empirical and variational Bayes for unnormalized densities.

problem Approximating unnormalized densities using latent variable models.
method Formulate a latent variable model for Y=X+N(0,σ2Id)Y=X+N(0,σ^2 I_d), use ELBO as parametrization of YY's energy function, and estimate XX with empirical Bayes least-squares.
result UVB has higher capacity to approximate energy functions than MLPs in DEEN.

Paper optimizes change detection in unnormalized distributions.

problem Detecting changes in unnormalized pre- and post-change distributions.
method Log-Partition Approximation Cumulative Sum (LPA-CUSUM) algorithm based on thermodynamic integration.
result Asymptotically optimal performance achieved through unbiased estimation of CUSUM statistics.

A new method called TemperFlow tackles multimodality in sampling from unnormalized distributions.

problem Sampling from unnormalized distributions with isolated modes.
method TemperFlow learns a sequence of tempered distributions to progressively approach the target distribution.
result TemperFlow overcomes the limitations of existing methods and achieves superior performance.

Proposes a method combining CNFs and rejection-resampling for sampling from unnormalized densities.

problem Sampling from unnormalized probability densities, especially multimodal ones.
method Combines continuous normalizing flows with rejection-resampling steps based on importance weights.
result The method improves sampling accuracy and performance compared to state-of-the-art methods.

Neural density estimators are flexible families of parametric models which have seen widespread use in unsupervised machine learning in recent years. Maximum-likelihood training typically dictates that these models be constrained to specify an explicit density. However, this limitation can be overcome by instead using …

2019-04-11abs ↗pdf ↗

We construct the universal sl(2)-tangle cohomology using an approach with webs and dotted foams. This theory depends on two parameters, and for the case of links it is a categorification of the unnormalized Jones polynomial of the link.

2008-02-20abs ↗pdf ↗

A new method optimizes a generalized Kullback-Leibler divergence for better simulation-based inference.

problem Optimizing likelihood functions when they are only known implicitly.
method Optimizes a generalized Kullback-Leibler divergence that accounts for normalization constants in unnormalized distributions.
result Unified approach that combines Neural Posterior Estimation and Neural Ratio Estimation.

We establish a parabolic version of Tian's C2,αC^{2,α}-estimate for conical complex Monge-Ampere equations, which includes conical Kähler-Einstein metrics. Our estimate will complete the proof of the existence of unnormalized conical Kähler-Ricci flow in arXiv:1411.7284.

2014-12-08abs ↗pdf ↗

LFIS uses a time-dependent velocity field to sample from complex distributions.

problem Sampling from unnormalized density functions.
method LFIS learns a time-dependent velocity field to transport samples from a simple initial distribution to a complex target distribution.
result LFIS achieves state-of-the-art performance on various benchmark problems.

A new method for sampling from complex distributions using Langevin samplers.

problem Sampling from unnormalized Boltzmann densities.
method Probability flow ODE derived from linear stochastic interpolants, employing Langevin samplers.
result Efficient simulation of the flow with non-asymptotic convergence rate.

New method minimizes robust density power-based divergences for general parametric densities.

problem Computational complexity of minimizing DPD for general parametric densities.
method Stochastic approach to minimize DPD for general parametric density models.
result Proposed method can be applied to minimize other density power-based γ-divergences.

Graph Laplacians adapt to different manifold dimensions, while Dirichlet energies converge to a tensorized Dirichlet energy.

problem Understanding machine learning methods for data with varying intrinsic dimensions.
method Γ-convergence of graph Dirichlet energies and spectral convergence of graph Laplacians on intersecting manifolds of varying dimensions.
result Normalized Dirichlet energy converges to a tensorized Dirichlet energy that adapts to all dimensions simultaneously.

Generative models learn smoother densities to sample from unknown distributions.

problem Sampling from unknown distributions in high-dimensional spaces.
method Formalizes sampling problem, introduces multimeasurement noise model, derives Bayes estimator, and uses underdamped Langevin MCMC.
result Formulation leads to efficient sampling methods and theoretical connections with denoising autoencoders.

We generalize the maximal time existence of Kähler-Ricci flow in Tian-Zhang and Song-Tian to conical case. Furthermore, if the twisted canonical bundle KM+(1β)[D]K_{M}+(1-β)[D] is big or big and nef, we can expect more on the limit behaviors of such conical Kähler-Ricci flow. Moreover, the results still hold for simple normal …

2014-11-26abs ↗pdf ↗