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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.

168,742 papers · 148 categories

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4385128170 · Jun 202019922001200920172026
48 results for vector ODEs

Bayesian ODEs with Gaussian processes infer unknown dynamics from data.

problem Estimating unknown continuous-time system dynamics from data.
method Bayesian nonparametric model using Gaussian processes, sparse variational inference, probabilistic shooting.
result Posterior predictive uncertainty scores outperform alternative methods on multiple ODE learning tasks.

The study identifies exceptions to fiber-preserving symmetry in ODEs and systems.

problem Identifying exceptions to fiber-preserving symmetry in ODEs and systems.
method Lie's classification of Lie algebras of vector fields, absolute and relative scalar differential invariants, conditional and vector-valued relative invariants, prolongations of actions.
result Examples of scalar ODEs and systems with symmetry groups not fiber-preserving.

Neural ODEs' performance varies with numerical method, requiring adaptive step size control.

problem Neural ODEs' performance depends on the numerical method used during training.
method Proposes an adaptive step size control algorithm to ensure a valid ODE without increasing computational cost.
result Valid Neural ODEs require careful numerical method selection and step size adaptation.

New method AM learns optimal vector fields for entire distribution sequences, matching OT.

problem Optimal Transport (OT) problem in generative modeling.
method Action Matching (AM) method learns optimal vector fields for a sequence of distributions.
result AM method achieves optimal transport by learning vector fields for entire distribution sequences.

New symmetries found for scalar and vector ODEs of arbitrary dimensions.

problem Identifying symmetries for scalar and vector ODEs of arbitrary dimensions.
method Explicit expressions and abelian Lie algebra for non-Cartan symmetries in arbitrary dimensions.
result Non-Cartan symmetries characterize linearizable systems of ODEs but not nonlinear ones.

Bayesian Neural ODEs improve vessel trajectory prediction with better uncertainty estimates.

problem Challenges in predicting vessel trajectories from irregular AIS data.
method Adopted a Gaussian process (GP) kernel-based prior on the vector field evaluated at measurement points, combined with probabilistic multiple shooting for long trajectories.
result Improved accuracy and uncertainty quantification in vessel trajectory predictions.

In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the underlying dynamics. In these settings, parametric ODE model cannot be formulated. Her…

2018-03-12abs ↗pdf ↗

Steerable neural ODEs on homogeneous spaces for equivariant feature dynamics.

problem Learning continuous-time equivariant dynamics of vector-valued features on homogeneous spaces.
method Introduces steerable neural ordinary differential equations on homogeneous spaces, interpreting features as sections of associated vector bundles over MM.
result Steerable NODEs are GG-equivariant when the flow and connection are GG-invariant, and they incorporate existing models.

Bayesian Gaussian Process ODEs enhanced with normalizing flows for improved flexibility and accuracy.

problem Limitations of standard Gaussian Process ODEs in modeling complex scenarios.
method Introducing normalizing flows to reparameterize the ODE vector field, developing a data-driven variational learning algorithm.
result Improved accuracy and uncertainty estimates for Bayesian Gaussian Process ODEs.

A two-phase algorithm identifies the best arm in sparse linear bandits with fixed budget.

problem Best arm identification in sparse linear bandits with limited budget.
method Lasso and Optimal-Design (Lasso-OD) based linear best-arm identification.
result Lasso-OD achieves significant performance improvement for sparse and high-dimensional linear bandits.

In the vector space of algebraic curvature operators we study the reaction ODE $$\frac{dR}{dt} = R^2+R^{#}= Q(R)$$ which is associated to the evolution equation of the Riemann curvature oper- ator along the Ricci flow. More precisely, we analyze the stability of a special class of zeros of this ODE up to suitable norma…

2013-10-17abs ↗pdf ↗

Stochastic gradient descent converges to universal limits in high dimensions.

problem Statistical tasks in high dimensions with specific data projections.
method Stochastic gradient descent applied to mixture distributions, proving universality of limits.
result The ODE limits are universal for mixtures of arbitrary product distributions.

Neural ODEs simplified using Chen-Fliess series for Rademacher complexity analysis.

problem Analyzing the complexity of neural ODE models.
method Using Chen-Fliess series to frame neural ODEs as infinite-width nets, where weights are signature of control input and features are Lie derivatives.
result Derived compact expressions for the Rademacher complexity of ODE models.

New concept of regular separation for ODEs leads to improved Hardy field results.

problem Understanding solutions of definable ODEs with specific properties.
method Introducing regular separation and proving its implications for ODEs and vector fields.
result The regular separation property leads to improved Hardy field results and non-empty sets of trajectories.

The goal of this paper is to study the theory of last multipliers in the framework of complex manifolds with a fixed holomorphic volume form. The motivation of our study is based on the equivalence between a holomorphic ODE system and an associated real ODE system and we are interested how we can relate holomorphic las…

2015-07-04abs ↗pdf ↗

Exact universal interpolation property for landmark configurations in Euclidean space.

problem Representing and deforming landmark configurations through flows of vector fields.
method Explicitly describe vector fields for exact universal interpolation property in all dimensions.
result Achieve controllability by combining constant and polynomial vector fields.

RFM uses tangent vector fields to match data on manifolds, analyzing TV convergence for Euler discretization.

problem Matching data on curved manifolds using flow-based models.
method Developed a nonasymptotic TV convergence analysis for RFM samplers using Euler discretization.
result Explicit bounds on TV convergence separating numerical discretization and learning errors.

This paper introduces a new neural ODE model for continuous-time sequence generation.

problem Representing and predicting continuous-time sequences with high accuracy.
method A neural emission model and neural ODE define the latent state evolution, with an Energy-based model for prior distribution.
result The model outperforms existing methods in various tasks, including long-horizon predictions.

The paper connects a second order ODE to Sasakian structures and bi-Hamiltonian systems.

problem Defining and analyzing Sasakian structures associated with second order ODEs.
method Defining contact metric structures and Poisson structures, showing compatibility with bi-Hamiltonian systems.
result A compatible bi-Hamiltonian structure for the Reeb vector field is found, and conditions for the vanishing of the first Chern class are derived.

The main aim of this paper is to study soliton surfaces immersed in Lie algebras associated with ordinary differential equations (ODE's) for elliptic functions. That is, given a linear spectral problem for such an ODE in matrix Lax representation, we search for the most general solution of the wave function which satis…

2011-06-10abs ↗pdf ↗

Given a finite collection of C1C^1 vector fields on a C2C^2 manifold which span the tangent space at every point, we consider the question of when there is locally a coordinate system in which these vector fields have a higher level of smoothness. For example, when is there a coordinate system in which the vector field…

2017-09-13abs ↗pdf ↗

Study shows neural ODEs generalize well on synthetic graphs but struggle with degree heterogeneity and clustering.

problem Understanding neural ODEs on complex networks, especially with varying graph sizes and structures.
method Synthetic data from five dynamical systems on graphs, using Barabási-Barzel form vector fields.
result Degree heterogeneity and dynamical system type are primary factors affecting neural ODEs' generalization.

We construct a canonical frame for an arbitrary Gl(2)-structure thus solving the equivalence problem for Gl(2)-structures. Our treatment includes also a problem of contact equivalence of ordinary differential equations and applies to certain classes of vector distributions. Additionally we characterise Gl(2)-structures…

2010-12-03abs ↗pdf ↗

The paper constructs Einstein metrics on holomorphic bundles.

problem Finding complete conformally Kähler Einstein metrics on holomorphic bundles.
method Explicit momentum construction via ODE methods and Calabi ansatz.
result Non-trivial complete conformally Kähler Einstein metrics on certain holomorphic bundles are found.

The Normalizing Flow (NF) models a general probability density by estimating an invertible transformation applied on samples drawn from a known distribution. We introduce a new type of NF, called Deep Diffeomorphic Normalizing Flow (DDNF). A diffeomorphic flow is an invertible function where both the function and its i…

2018-10-08abs ↗pdf ↗

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential equations (ODEs), a model we call ODE-RNNs. Furthermore, we use ODE-RNNs to replace t…

2019-07-08abs ↗pdf ↗

Minimal surfaces in third-order ODEs identified for linear second-order ODEs.

problem Characterizing minimal surfaces in third-order ODEs.
method Analyzing submanifolds of third-order ODEs as Riemannian manifolds.
result Linear second-order ODEs with y=±y+β(x)y''=\pm y+β(x) are the only minimal surfaces and totally geodesic.

DALTON improves ODE parameter estimation by learning from noisy data.

problem High sensitivity to parameters in ODEs produces unreliable parameter estimates.
method Data-adaptive probabilistic likelihood approximation for ODEs.
result DALTON produces more accurate parameter estimates than existing methods.

Improved neural-ODE for faster convergence and stability.

problem Stability, consistency, and convergence issues in neural-ODE solvers.
method Proposed a first-order Nesterov's accelerated gradient (NAG) based ODE-solver.
result Efficacy demonstrated in three tasks: supervised classification, density estimation, and time-series modelling.

New method uses Gaussian ODE filtering to approximate likelihoods for fast ODE inverse problems.

problem Intractable forward models in likelihood-free inference, especially for ODEs.
method Gaussian ODE filtering to construct local Gaussian likelihood approximations.
result New solvers outperform standard likelihood-free approaches on benchmark systems.