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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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48 results for Asymptotic methods

This paper establishes the asymptotic consistency of the {\it loss-calibrated variational Bayes} (LCVB) method. LCVB was proposed in~\cite{LaSiGh2011} as a method for approximately computing Bayesian posteriors in a `loss aware' manner. This methodology is also highly relevant in general data-driven decision-making con…

2019-11-04abs ↗pdf ↗

Study shows robust method for estimating density ratios even with heavy contamination.

problem Estimating density ratios in the presence of heavy contamination.
method Weighted density ratio estimation (DRE) with doubly strong robustness.
result Weighted DRE achieves sparse consistency under heavy contamination.

The paper examines Adaptive Lasso and Transfer Lasso, highlighting their differences and proposing a new method.

problem Comparing and contrasting Adaptive Lasso and Transfer Lasso.
method Theoretical analysis of asymptotic properties and introduction of a new method.
result The Transfer Lasso method reduces non-asymptotic estimation errors compared to Adaptive Lasso.

The paper analyzes the randomized midpoint method for Langevin diffusions, revealing biases and asymptotic properties.

problem Analyzing biases and asymptotic properties of the randomized midpoint method for Langevin diffusions.
method Characterization of stationary distribution and asymptotic normality for numerical integration.
result The step-size needs to go to zero for the method to be asymptotically unbiased.

The paper defines a new condition for Fano manifolds and shows its implications on their asymptotic behavior.

problem Understanding the asymptotic behavior of Fano manifolds.
method Introducing the asymptotically Mittag-Leffler condition and proving its implications on the JJ-function.
result The JJ-function of a Fano manifold exhibits exponential growth if it is asymptotically Mittag-Leffler.

We show that the type function of a space with finite asymptotic dimension estimates its Hilbert (or any lpl^p) compression. The method allows to obtain the lower bound of the compression of the lamplighter group ZZZ\wr Z, which has infinite asymptotic dimension.

2006-07-16abs ↗pdf ↗

New method constructs asymptotic convex hypersurfaces via equidistant hyperplanes.

problem Constructing asymptotic convex hypersurfaces in hyperbolic space.
method Approximating hypersurface by geodesic graphs over equidistant hyperplanes.
result Existence of complete, strictly locally convex hypersurfaces with prescribed asymptotic boundary.

Paper develops methods for estimating GLMs and SNR under proportional asymptotics.

problem Estimation of regression coefficients and SNR in high-dimensional GLMs.
method Method-of-Moments type estimators that bypass nuisance function estimation.
result Consistent and asymptotically normal estimators derived for targets of inference.

Paper proves uniqueness of catenary cylinders based on their asymptotic shape.

problem Proving uniqueness of catenary cylinders by their asymptotic behavior.
method Applying the moving plane method of Alexandrov and strong maximum principle for elliptic operators.
result Established a uniqueness result for [φ,e3][\varphi,\vec{e}_{3}]-catenary cylinders based on their asymptotic behavior.

This paper analyzes the bias of inexact MCMC methods in high dimensions.

problem Understanding the bias of inexact MCMC methods in high-dimensional spaces.
method Establishing bounds on Wasserstein distances between inexact MCMC methods and target distributions.
result The asymptotic bias of ULA and uHMC depends on key quantities related to the target distribution or the stationary probability measure of the scheme.

Paper develops online statistical inference methods for stochastic optimization using Kiefer-Wolfowitz algorithms.

problem Online statistical inference of model parameters in stochastic optimization problems.
method Kiefer-Wolfowitz algorithm with random search directions, asymptotic distribution analysis.
result Developed valid confidence intervals for online statistical inference.

Study on asymptotic behavior of Taub-NUT type solitons and construction of new ALF Calabi-Yau metrics.

problem Asymptotic behavior of steady gradient Kähler-Ricci solitons of Taub-NUT type.
method Determination of asymptotic cone, special case analysis, and construction of new metrics using Tian-Yau-Hein method.
result Construction of new ALF Calabi-Yau metrics on quotients of the Taub-NUT type soliton.

We analyzed the problem of finding a surfaces family through an asymptotic curve with Cartan frame. We obtain the parametric representation for surfaces family whose members have the same as an asymptotic curve. By using the Cartan frame of the given null curve, we present the surface as a linear combination of this fr…

2014-09-02abs ↗pdf ↗

We unify subsampling methods for network embeddings and prove their asymptotic distribution.

problem Understanding and improving the performance of network embeddings learned via subsampling.
method Unified framework for node2vec-like methods, proving asymptotic distribution under exchangeable graph assumption.
result Asymptotic distribution of learned embedding vectors decouples and provides rates of convergence.

A new method for online VI in SSMs using asymptotic contrast.

problem Lack of functionality for streaming data in standard VI methods for SSMs.
method Propose maximising an IWAE-type variational lower bound on the asymptotic contrast function using stochastic approximation.
result OSIWAE allows for online learning of model parameters and latent states.

The paper improves the empirical bootstrap method for non-normal estimators.

problem Theoretical properties of empirical bootstrap for non-asymptotically normal estimators.
method Establishing limiting distribution, deriving consistency conditions, proposing alternative methods.
result The empirical bootstrap method can be asymptotically consistent under stability conditions.

Study on quantum invariants of twist knots at specific roots of unity.

problem Asymptotic expansions of quantum invariants for twist knots.
method Saddle point method applied to colored Jones polynomial.
result Asymptotic expansion formula for twist knots at given root of unity.

Develops a generalized version of Chung's Lemma for stochastic optimization methods.

problem Establishing asymptotic convergence rates for stochastic optimization methods under various step size rules.
method Generalized version of Chung's Lemma for a broader family of step size rules.
result Demonstrates tight non-asymptotic convergence rates for various stochastic methods.

Polynomial-time method solves complex combinatorial semi-bandits.

problem Optimal strategies for combinatorial semi-bandits with uncorrelated Gaussian rewards.
method Proposes a polynomial-time method to solve the Graves-Lai optimization problem for various combinatorial structures.
result First known approach to implement asymptotically optimal algorithms in polynomial time for combinatorial semi-bandits.

In the present paper, we handle the problem of finding a hypersurface family from a given asymptotic curve in R^4. Using the Frenet frame of the given asymptotic curve, we express the hypersurface as a linear combination of this frame and analyze the necessary and sufficient conditions for that curve to be asymptotic. …

2014-08-27abs ↗pdf ↗

Paper addresses identifiability and asymptotics of ODE systems from noisy data.

problem Identifying parameters and causal structure of linear ODE systems from discrete observations.
method Developed sufficient conditions for identifiability, proved consistency and asymptotic normality of NLS estimator, constructed confidence sets, and inferred causal structure.
result Consistent and asymptotically normal parameter estimator for linear ODE systems under mild conditions.

New method improves nonlinear filtering accuracy with reduced computation.

problem Complex nonlinear filtering with small system noise.
method Asymptotic expansion with ordinary differential equations and Edgeworth-type correction.
result Significantly lower computational cost with improved accuracy.

A new DML method for continuous treatments uncovers causal mediation effects.

problem Estimating causal mediation effects with continuous treatments.
method Double machine learning (DML) algorithm using kernel-based doubly robust moment function.
result Asymptotic normality with nonparametric convergence rate for estimating mediated response curve.

The paper proposes methods to estimate MCMC quality with couplings, bounding Wasserstein distance.

problem Improving MCMC efficiency without sacrificing asymptotic consistency.
method Estimators based on couplings of Markov chains to assess quality of asymptotically biased sampling methods.
result Empirical upper bounds of Wasserstein distance for assessing MCMC quality.

Sharp inequality found for hypersurfaces in curved spaces.

problem Establishing geometric inequalities for hypersurfaces in curved spaces.
method Standard comparison methods in Riemannian Geometry.
result Sharp geometric inequality for closed hypersurfaces in manifolds with asymptotically nonnegative curvature.

Study on heat trace expansion for thermoelastic Dirichlet-to-Neumann map.

problem Asymptotic expansion of heat trace for thermoelastic Dirichlet-to-Neumann map.
method Provided a method to obtain all coefficients of the asymptotic expansion.
result Explicitly gave the first two coefficients involving volume and total mean curvature of the boundary.

A method for efficient statistical inference from online algorithms.

problem Computational constraints in online algorithms make traditional variance estimation difficult.
method HulC method that wraps around online algorithms to produce valid confidence regions.
result The HulC method produces asymptotically valid confidence regions for online algorithms.