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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.

168,738 papers · 148 categories

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197395592789 · Jun 202019922001200920172026
48 results for variational functional

New variational principle found for non-variational differential equations.

problem Non-variational differential equations without variational multipliers.
method Connecting functional forms with antiexact differential forms to identify obstructions.
result Formulation of variational problem for non-variational equations.

We show a very simple and general total second variation formula for Perelman's W\mathcal{W}-functional at arbitrary points in the space of Riemannian metrics. Moreover we perform a study of the properties of the variations of Kähler structures. We deduce a quite simple and general total second variation formula for P…

2012-01-04abs ↗pdf ↗

Study on new Monge-Ampère functionals and their variational problems.

problem Existence and uniqueness of solutions for nonlinear eigenvalue problems.
method Introduction of a family of real Monge-Ampère functionals and proving Sobolev type inequalities.
result Existence of solutions for a nonlinear eigenvalue problem.

Geometric framework analyzes bias in variational inference for posterior functionals.

problem Analyzing the bias of posterior functionals under variational approximations.
method Developed a geometric framework to evaluate the bias of posterior functionals using the variational tangent space.
result The leading-order bias of a posterior functional is determined by its component orthogonal to the variational tangent space.

A setting for global variational geometry on Grassmann fibrations is presented. The integral variational functionals for finite dimensional immersed submanifolds are studied by means of the fundamental Lepage equivalent of a homogeneous Lagrangian, which can be regarded as a generalization of the well-known Hilbert for…

2017-09-25abs ↗pdf ↗

New framework explains deep neural networks using variational spline theory.

problem Understanding functions learned by deep neural networks.
method Developed a variational framework and function space.
result Deep ReLU networks are solutions to regularized data fitting problems over the proposed function space.

The paper studies variations of σuσ_u-curvature for submanifolds in Riemannian manifolds.

problem Understanding the behavior of σuσ_u-curvature under variations of submanifolds.
method Analyzes the functional of σuσ_u-curvature for submanifolds of arbitrary codimension in Riemannian manifolds.
result Provides insights into the variational properties of σuσ_u-curvature.

The paper studies stability of discrete planar curves using variational methods.

problem Stability of discrete planar curves under area constraints.
method Unified interpretation of discrete curvatures, determination of equilibrium curves, stability analysis.
result Equilibrium curves for the length functional under area-constraint conditions are determined and their stability is studied.

GWI combines deep neural networks with Gaussian processes for better predictive performance and uncertainty quantification.

problem Combining deep learning with Gaussian process uncertainty quantification.
method Gaussian Wasserstein inference (GWI) using Wasserstein distance between Gaussian measures.
result GWI achieves state-of-the-art performance on benchmark datasets.

FTIP uses normalizing flows to improve posterior inference in function space.

problem Challenges in posterior inference with implicit-process priors.
method FTIP uses normalizing flows to define a richer variational distribution over combination weights.
result FTIP captures asymmetric and multimodal posterior structure better than Gaussian coefficient approximations.

EigenVI uses orthogonal function expansions for efficient variational inference.

problem Efficiently approximate complex distributions in variational inference.
method EigenVI constructs variational approximations using orthogonal function expansions, minimizing Fisher divergence.
result EigenVI provides more accurate approximations than existing methods for Gaussian BBVI.

New method approximates diffusion process posteriors using moment functions.

problem Approximating posteriors of stochastic differential equations.
method Constructs variational process as controlled prior, approximates posterior with moment functions, uses natural gradient descent.
result Richer variational approximations for state-dependent diffusion terms.

The paper studies curves in Riemannian manifolds using total variation flow.

problem Analyzing the evolution of curves in Riemannian manifolds using total variation.
method Defining and proving the existence of strong solutions to the flow equations, showing variational equality, and proving convergence.
result Strong solutions converge to a constant map in finite time for non-positive sectional curvature.

We study a functional that derives from the classical Yang-Mills functional and Born-Infeld theory. We establish its first variation formula and prove the existence of critical points. We also obtain the second variation formula.

2018-11-05abs ↗pdf ↗

Study introduces indecomposability for varifolds, leading to geometric consequences.

problem Understanding the structure of varifolds and their connectedness properties.
method Introducing indecomposability and related concepts for varifolds.
result Substantial geometric consequences derived from the connectedness properties of varifolds.

The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial for the derivation of variational Bayesian inference for simple models, as well a…

2013-10-21abs ↗pdf ↗

A new algorithm for optimizing probability distributions converges linearly.

problem Optimizing functionals over families of probability distributions.
method Variational transport: particle-based algorithm approximating Wasserstein gradient descent.
result Variational transport converges linearly to the global minimum of the objective functional.

A new method solves variational inequality problems with multiple constraints without needing optimal Lagrange multipliers.

problem Solving variational inequality problems with multiple functional constraints efficiently.
method Constrained Gradient Method (CGM) for Minty variational inequality problems.
result The Constrained Gradient Method achieves complexity similar to projection-based methods but with cheaper oracles.

Elvet solves differential equations and variational problems with neural networks.

problem Solving complex differential and variational equations with arbitrary conditions.
method Machine learning, specifically neural networks, to represent and solve equations.
result Elvet can solve a wide range of differential and variational problems.

Unified approach for predicting missing segments in partially observed functions.

problem Predicting missing segments in partially observed functions with complex dependence and irregular noise.
method Unified registration and prediction approach under the conformal prediction framework, integrating amplitude and phase components.
result Effective prediction bands with finite-sample marginal coverage guarantees under weak assumptions.

Investigates invariant hulls of functionals on manifolds.

problem Understanding meaningful functionals on manifolds through reparameterizations.
method Uses inner-variations to transform arbitrary functionals into invariant realizations.
result Explicit computations for volume functional in NN-dimensional manifolds, especially in N=2N=2.

We study underlying geometric structures for integral variational functionals, depending on submanifolds of a given manifold. Applications include (first order) variational functionals of Finsler and areal geometries with integrand the Hilbert 1-form, and admit immediate extensions to higher-order functionals.

2013-07-03abs ↗pdf ↗

This work proposes using zero-variance control variates to reduce variance in pathwise gradient estimators for variational inference.

problem Pathwise gradient estimators in variational inference have high variance, leading to inefficient optimization.
method Apply zero-variance control variates to pathwise gradient estimators.
result Zero-variance control variates can significantly reduce the variance of pathwise gradient estimators without requiring complex assumptions.

We derive a class of variational functionals which arise naturally in conformal geometry. In the special case when the Riemannian manifold is locally conformal flat, the functional coincides with the well studied functional which is the integration over the manifold of the k-symmetric function of the Schouten tensor of…

2008-03-03abs ↗pdf ↗

Variational inference is an umbrella term for algorithms which cast Bayesian inference as optimization. Classically, variational inference uses the Kullback-Leibler divergence to define the optimization. Though this divergence has been widely used, the resultant posterior approximation can suffer from undesirable stati…

2016-10-27abs ↗pdf ↗

Neural networks solve variational inequalities for optimal stopping problems.

problem Solving variational inequalities for optimal stopping problems in finance.
method Proposed neural network approach using loss functions directly incorporating variational inequality on whole domain.
result Existence and convergence of neural networks whose losses converge to zero.

Semi-implicit variational inference (SIVI) is introduced to expand the commonly used analytic variational distribution family, by mixing the variational parameter with a flexible distribution. This mixing distribution can assume any density function, explicit or not, as long as independent random samples can be generat…

2018-05-28abs ↗pdf ↗

Introduces a restricted Chen-Nagano variational principle for the Einstein-Hilbert functional.

problem Deriving critical metrics for the Einstein-Hilbert functional on compact Riemannian manifolds.
method Restricts the variational problem to an infinite-dimensional subspace.
result Derives a novel structural characterization of critical metrics.

New method tightens variational representations of divergences for faster learning.

problem Improving tightness of variational representations of divergences for faster statistical estimation.
method Improved objective functionals constructed via an auxiliary optimization problem, leveraging neural network approximation.
result Tighter variational representations can result in significantly faster learning and more accurate estimation of divergences.

NeuralFLoC unifies registration and clustering of functional data, overcoming phase variation challenges.

problem Challenges in clustering functional data due to phase variation and temporal misalignment.
method NeuralFLoC uses Neural ODE-driven diffeomorphic flows and spectral clustering for joint registration and clustering.
result NeuralFLoC effectively disentangles phase and amplitude variation, achieving state-of-the-art performance.