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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.

169,051 papers · 148 categories

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25.0%50.0%75.0%100.0% · Jun 199319922001200920182026
48 results for Asymptotics Learning Theory

Unified approach to compute asymptotic constants using optimization.

problem Computing unknown constants in asymptotic expansions.
method Linear Least Squares and Tikhonov Linear Least Squares methods.
result Rigorous asymptotic estimates and convergence-rate guarantees.

Overview of high-dimensional time series regression methods.

problem Estimation and inference with high-dimensional time series data.
method Limit theory for high-dimensional dependent data, asymptotic theory for time series regression, statistical learning methods.
result Main limit theory results and asymptotic theory for high-dimensional time series regression.

The paper develops a learning theory for neural network-based CHARME models.

problem Developing a learning theory for CHARME models using neural networks.
method Proves the stationarity and ergodicity of CHARME models under weak conditions, then applies neural networks to derive strong consistency and asymptotic normality of estimators.
result Strong consistency and asymptotic normality of NN-based estimators of CHARME model weights and biases under weak conditions.

Study characterizes training and test risks for MAP regression with Gaussian priors.

problem Understanding high-dimensional behavior of regularized linear regression with informative priors.
method Maximum a posteriori (MAP) regression with Gaussian priors, using random matrix theory.
result Closed-form risk formulas reveal the bias-variance-prior tradeoff and explain double descent.

Study instantons on asymptotically conical Spin(7)-manifolds, identifying deformation spaces.

problem Deformation theory of instantons on specific Spin(7)-manifolds.
method Relating deformation complex to spinors, identifying kernel of twisted negative Dirac operator.
result Virtual dimension of moduli space calculated using index theorem and Dirac operator spectrum.

This paper provides performance guarantees for neural estimation of statistical distances.

problem Developing performance guarantees for neural estimation of statistical distances.
method Non-asymptotic error bounds using function approximation theorems and empirical process theory.
result Established a fundamental tradeoff between approximation and estimation errors in neural estimation of statistical distances.

The asymptotic dimension theory was founded by Gromov in the early 90s. In this paper we give a survey of its recent history where we emphasize two of its features: an analogy with the dimension theory of compact metric spaces and applications to the theory of discrete groups.

2007-03-26abs ↗pdf ↗

The asymptotic behavior of the stochastic gradient algorithm with a biased gradient estimator is analyzed. Relying on arguments based on the dynamic system theory (chain-recurrence) and the differential geometry (Yomdin theorem and Lojasiewicz inequality), tight bounds on the asymptotic bias of the iterates generated b…

2017-08-30abs ↗pdf ↗

The study provides precise asymptotic theory for in-context learning by Transformers.

problem Understanding the sample complexity, pretraining task diversity, and context length for successful in-context learning.
method An exactly solvable model of linear regression task by linear attention, deriving sharp asymptotics.
result Double-descent learning curve with increasing pretraining examples, phase transition between low and high task diversity regimes.

Study variance-reduced method for estimating fixed points in Banach spaces.

problem Estimating fixed points of contractive operators in Banach spaces with noisy evaluations.
method Variance-reduced stochastic approximation scheme in Banach spaces.
result Establish non-asymptotic bounds for operator defect and estimation error.

New insights into manifold properties using Seiberg-Witten and L2L^2 harmonic theories.

problem Characterizing properties of 4-manifolds with specific geometric conditions.
method Combining Seiberg-Witten theory on compact manifolds and L2L^2 harmonic theory on non-compact manifolds, with a new argument for asymptotic properties.
result Found a pair of homeomorphic 4-manifolds with distinct geometric properties under Riemannian metrics.

The paper develops AMP theory for sparse and robust regression with polynomial iterations.

problem Challenges in high-dimensional statistical estimation due to asymptotic theory breakdown.
method Non-asymptotic distributional theory of AMP for sparse and robust regression.
result First finite-sample non-asymptotic distributional theory of AMP for polynomial iterations.

New degree theory proves existence of solitons on 4D manifolds.

problem Existence of gradient expanding solitons on 4D manifolds.
method Developed new degree theory for 4D, asymptotically conical gradient expanding solitons.
result Existence of solitons asymptotic to any cone over S^3 with non-negative scalar curvature.

This study analyzes AdaGrad's stability and convergence in non-convex optimization.

problem Lack of theoretical analysis for AdaGrad in non-convex optimization.
method Novel stopping time-based techniques from probability theory.
result Established stability and derived convergence rates for AdaGrad.

New methods improve temporal difference learning for policy evaluation in Markov decision processes.

problem Improving temporal difference learning for policy evaluation in Markov decision processes.
method Introduced variance-reduced forms of stochastic approximation to achieve non-asymptotic, instance-dependent optimality.
result Temporal difference learning is strictly suboptimal, but variance-reduced forms achieve optimality up to logarithmic factors.

New theory for eigenvectors of generalized Laplacian matrices, addressing dependency issues.

problem Dependency in random matrix theory hinders eigenvector analysis for latent embeddings.
method Introduces generalized Laplacian matrices and a new asymptotic theory framework.
result Established asymptotic normalities for spiked eigenvectors and eigenvalues.

Establishes scattering theory for de Sitter vacuum solutions in even dimensions.

problem Quantitative nonlinear scattering theory for asymptotically de Sitter vacuum solutions in even spatial dimensions.
method Geometric Littlewood-Paley decomposition of the solution, constructing the scattering map.
result Existence and uniqueness of scattering states, asymptotic completeness, and invertible scattering map with quantitative control.

The EM algorithm's convergence is analyzed using Lyapunov stability theory.

problem Analyzing the convergence of the EM algorithm.
method Reinterpreting the EM algorithm as a dynamical system and applying Lyapunov stability theory.
result Asymptotic stability and convergence of the EM algorithm are established.

The paper develops an asymptotic theory of self-supervised pre-training.

problem Sharpness of current rates in self-supervised pre-training and their accuracy.
method Two-stage M-estimation and tools from Riemannian geometry.
result Characterization of the limiting distribution of the downstream test risk.

Estimates growth of reciprocal classes in Hecke groups.

problem Estimating the growth of reciprocal conjugacy classes in Hecke groups.
method Using free product structure and word lengths of reciprocal elements, with tools from basic probability theory.
result Estimates the asymptotic growth of reciprocal conjugacy classes in Hecke groups.

The asymptotic lattices and their transformations are studied within the line geometry approach. It is shown that the discrete asymptotic nets are represented by isotropic congruences in the Plucker quadric. On the basis of the Lelieuvre-type representation of asymptotic lattices and of the discrete analog of the Mouta…

1999-09-16abs ↗pdf ↗

FQE with deep neural networks achieves asymptotic normality and finite-sample bounds.

problem Theoretical understanding of FQE with general differentiable function approximators.
method Z-estimation theory applied to FQE with deep neural networks.
result FQE estimation error is asymptotically normal with explicit variance.

New theory sharpens Q-learning with LDTZ rate, proving it's best of both worlds.

problem Improving Q-learning's theoretical and practical performance.
method Developed a sharp non-asymptotic error bound and central limit theory for Q-learning with PD2Z-ν schedule.
result Q-learning with LDTZ schedule achieves rapid decay and asymptotic convergence guarantees.

Extends JKO scheme for iterative algorithms with unknown parameters.

problem Computational and statistical analysis of iterative algorithms with unknown parameters.
method Develops statistical methods to estimate unknown parameters and adapts JKO scheme.
result Establishes asymptotic theory for the statistical JKO scheme.

Paper examines risk measure expansions under FGM dependence, improving accuracy at extreme levels.

problem Capturing higher-order tail behavior and dependence effects in risk measures.
method Second-order asymptotic expansions using extreme value theory and regular variation theory.
result Second-order approximations reduce approximation errors, especially at extreme confidence levels.

The paper develops a new algorithm for RBMs using dynamical mean-field theory.

problem Learning in Restricted Boltzmann Machines (RBMs) with complex dependencies.
method Dynamical mean-field theory applied to RBMs with rectangular coupling matrices drawn from a bi-rotation invariant ensemble.
result The algorithm converges globally under a stability criterion, with rates matching numerical simulations.

Study asymptotic properties of generalized shortfall risk measures for heavy-tailed risks.

problem Understanding risk measures for heavy-tailed risks.
method Derive asymptotic expansions for generalized shortfall risk measures.
result Unified theory for risk measures including distortion and utility-based measures.

Study on error probabilities of machine learning classification techniques using large deviations theory.

problem Performance analysis of machine learning binary classification techniques.
method Large deviations theory applied to Data-Driven Decision Function (D3F) for error probability analysis.
result Classification error probabilities vanish exponentially, with an asymptotic formula providing precise error rate estimates.

Analyzes high-dimensional SGD dynamics using DMFT.

problem Understanding the high-dimensional behavior of multi-pass SGD with small batch sizes.
method Derives DMFT equations for high-dimensional SGD dynamics.
result Proves DMFT equations characterize the asymptotic distribution of SGF parameters.

Study shows how learning and analytical models affect reneging and jockeying in a dual M/M/1 system.

problem How do learning and analytical models affect reneging and jockeying in a dual M/M/1 system?
method Analytical and online trained actor-critic models were used to study reneging and jockeying in a dual M/M/1 system.
result Both analytical and online trained actor-critic models yield the same asymptotic limits for reneging and jockeying, but differ in practical sizes.