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.
New variational principles found for conformal geodesics.
Characterizes obstacles to variational formulation of Dirac dynamics.
The inverse problem of the calculus of variations asks whether a given system of partial differential equations (PDEs) admits a variational formulation. We show that the existence of a presymplectic form in the variational bicomplex, when horizontally closed on solutions, allows us to construct a variational formulatio…
We present a variational formulation of electrodynamics using de Rham even and odd differential forms. Our formulation relies on a variational principle more complete than the Hamilton principle and thus leads to field equations with external sources and permits the derivation of the constitutive relations. We interpre…
Paper formulates particle flow using variational inference and Fisher-Rao gradient flow.
We introduce a new convex formulation for stable principal component pursuit (SPCP) to decompose noisy signals into low-rank and sparse representations. For numerical solutions of our SPCP formulation, we first develop a convex variational framework and then accelerate it with quasi-Newton methods. We show, via synthet…
A new dynamical formulation of log-PCA captures local principal modes of geodesic variations.
Geometrically describes Jacobi equations for field theories with dissipation.
A 'Liouville structure' is a structure isomorphic to a cotangent vector fibration. A Liouville structure is an essential ingredient of every variational formulation of a physical theory. For reasons of interpretation the Liouville structure can not be replaced by the corresponding cotangent fibration. We give a precise…
Derives Lagrangian for minimal surfaces, proving tangential variations vanish.
New method for mesh denoising using TGV of normal vector field.
The geometry of jets of submanifolds is studied, with special interest in the relationship with the calculus of variations. A new intrinsic geometric formulation of the variational problem on jets of submanifolds is given. Working examples are provided.
Generalizes Hamiltonian theory for variational problems, applied to first order gravity.
The use of Gaussian process models is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint. The two most commonly used methods to overcome this limitation are 1) the variational sparse approximation which relies on inducing points and 2) the state-space…
We present a geometric interpretation of the integration-by-parts formula on an arbitrary vector bundle. As an application we give a new geometric formulation of higher-order variational calculus.
We analyze variational inference for highly symmetric graphical models such as those arising from first-order probabilistic models. We first show that for these graphical models, the tree-reweighted variational objective lends itself to a compact lifted formulation which can be solved much more efficiently than the sta…
We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new Lagrangian in an extended configuration space ---which we call D'Alambert's--- com…
New variational principle found for non-variational differential equations.
Paper uses optimal transport for Bayesian filtering, deriving new EnKF and FPF formulations.
A piecewise flat manifold is a triangulated manifold given a geometry by specifying edge lengths (lengths of 1-simplices) and specifying that all simplices are Euclidean. We consider the variation of angles of piecewise flat manifolds as the geometry varies in a particular way, which we call a conformal variation. This…
Proposes a new variational principle for Einstein gravity.
Gaussian process classification is a popular method with a number of appealing properties. We show how to scale the model within a variational inducing point framework, outperforming the state of the art on benchmark datasets. Importantly, the variational formulation can be exploited to allow classification in problems…
Develops a new framework for analyzing MFVI algorithms.
Survey of methods for solving smooth stochastic variational inequalities.
C-VAE improves VAE by resolving prior issues and generating better samples.
ED-VAE improves VAEs by explicitly including entropy components in ELBO.
CatFlow uses variational flow matching for efficient graph generation.
New variational approach for privacy and fairness in data representations.
A scalable GPLVM model using stochastic variational inference.
WNVI solves inverse problems without forward models using neural networks.
Develops possibilistic VI using maxitive Donsker-Varadhan formulation.
We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The treatment of the distributions' subsets as variational parameters distinguishes …
Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a Petrov-Galerkin version of PINNs based on the nonlinear approximation of deep neur…
Abstract Morse index theorem applied to various optimization problems.
We derive a new variational principle, leading to a new momentum map and a new multisymplectic formulation for a family of Euler--Poincaré equations defined on the Virasoro-Bott group, by using the inverse map (also called `back-to-labels' map). This family contains as special cases the well-known Korteweg-de Vries, Ca…
Internal Lagrangians derived from variational principles.
Inference methods are often formulated as variational approximations: these approximations allow easy evaluation of statistics by marginalization or linear response, but these estimates can be inconsistent. We show that by introducing constraints on covariance, one can ensure consistency of linear response with the var…
Systems of ordinary differential equations (or dynamical forms in Lagrangian mechanics), induced by embeddings of smooth fibered manifolds over one-dimensional basis, are considered in the class of variational equations. For a given non-variational system, conditions assuring variationality (the Helmholtz conditions) o…
We study the geometry of jets of submanifolds with special interest in the relationship with the calculus of variations. We give a new proof of the fact that higher order jets of submanifolds are affine bundles; as a by-product we obtain a new expression for the associated vector bundles. We use Green-Vinogradov formul…
Paper analyzes dynamics of nonholonomic systems with collisions using variational techniques.
Unified deep learning framework solves various optimal transport problems.
We discuss intrinsic aspects of Krupka's approach to finite-order variational sequences. We give intrinsic isomorphisms of the quotient subsheaves of the short finite-order variational sequence with sheaves of forms on jet spaces of suitable order, obtaining a new finite-order (short exact) variational sequence which i…
If a variational problem comes with no boundary conditions prescribed beforehand, and yet these arise as a consequence of the variation process itself, we speak of a free boundary values variational problem. Such is, for instance, the problem of finding the shortest curve whose endpoints can slide along two prescribed …
New formulations capture aversion to ambiguity about volatility.
Proposes a variational approach to shallow neural networks, bypassing optimization.
Improved uncertainty estimation in neural networks with VBLL.
New approach to Lagrangian systems using intrinsic geometry.
This paper focuses on the port-Hamiltonian formulation of systems described by partial differential equations. Based on a variational principle we derive the equations of motion as well as the boundary conditions in the well-known Lagrangian framework. Then it is of interest to reformulate the equations of motion in a …