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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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36912 · Jun 202019922001200920172026
48 results for Bernoulli GLR

Using Quillen's superconnection formalism we give a new "twisted" approach to the rational Gromov-Lawson-Rosenberg (GLR) conjecture on topological obstructions to the existence of Riemannian metrics of positive scalar curvature on compact spin manifolds. In particular, we present a short proof of the rational GLR conje…

1999-06-21abs ↗pdf ↗

New algorithm detects changes in combinatorial semi-bandit rewards.

problem Detecting changes in piecewise-stationary reward distributions in combinatorial semi-bandits.
method Combination of CUCB algorithm and GLRT change-point detector.
result Regret bound of O(√(NKTlogT)) for piecewise-stationary combinatorial semi-bandits.

We study sequential change-point detection procedures based on linear sketches of high-dimensional signal vectors using generalized likelihood ratio (GLR) statistics. The GLR statistics allow for an unknown post-change mean that represents an anomaly or novelty. We consider both fixed and time-varying projections, deri…

2015-05-25abs ↗pdf ↗

Unified stopping rules ensure accurate policies in contextual learning.

problem Stopping data collection to ensure accurate policies in personalized decision problems.
method Developed unified stopping rules based on GLR statistics for pairwise action comparisons.
result Unified stopping rules achieve target precision with fewer samples than benchmarks.

We consider the change-point detection problem of deciding, based on noisy measurements, whether an unknown signal over a given graph is constant or is instead piecewise constant over two connected induced subgraphs of relatively low cut size. We analyze the corresponding generalized likelihood ratio (GLR) statistics a…

2012-06-04abs ↗pdf ↗

Improved online changepoint detection for autocorrelated data.

problem Changepoint detection in autocorrelated data with false positives or delays.
method Generalized Likelihood Ratio (GLR) statistic for AR(p) processes, online focus algorithm.
result AR(p)-focus algorithm achieves high detection power in correlated data.

Characterizes symmetric Bernoulli distributions with minimal convex sums.

problem Understanding minimal dependence among Bernoulli random vectors.
method Geometric and algebraic representations of multivariate symmetric Bernoulli distributions.
result Characterizes extremal negative dependence and builds minimal dependence copulas.

In this paper, we consider the multivariate Bernoulli distribution as a model to estimate the structure of graphs with binary nodes. This distribution is discussed in the framework of the exponential family, and its statistical properties regarding independence of the nodes are demonstrated. Importantly the model can e…

2012-06-08abs ↗pdf ↗

Finite index solutions to Bernoulli problem are always axially symmetric.

problem Entire solutions to the Bernoulli free boundary problem with finite Morse index in 3D.
method Proof of axial symmetry for finite index solutions.
result Finite index solutions to the Bernoulli problem in 3D are axially symmetric.

Bayesian autoencoders improve OOD detection by addressing Bernoulli likelihood issues.

problem Out-of-distribution (OOD) detection fails with Bernoulli likelihood for certain datasets.
method Proposes Bayesian autoencoders and alternative likelihood models to fix the issue.
result Bayesian autoencoders and alternative likelihood models improve OOD detection accuracy.

This paper proposed a new regression model called l1l_1-regularized outlier isolation and regression (LOIRE) and a fast algorithm based on block coordinate descent to solve this model. Besides, assuming outliers are gross errors following a Bernoulli process, this paper also presented a Bernoulli estimate model which, …

2014-06-01abs ↗pdf ↗

We solve Euler equations on graph manifolds, classifying steady flows with Morse-Bott Bernoulli functions.

problem Classifying steady Euler flows with Morse-Bott Bernoulli functions.
method Constructing non-vanishing steady solutions using integrable systems and topology.
result Steady Euler flows with Morse-Bott Bernoulli functions exist only on graph three-manifolds.

The paper cleans label noise in supervised classification using Bernoulli sampling.

problem Label noise degrades supervised classifier performance.
method Proposes a label noise cleaning method based on Bernoulli random sampling.
result The method separates clean and noisy observations without prior label information.

This paper tackles open problem of tight bounds for KBs with Bernoulli rewards.

problem Open problem of tight bounds for Kernelized Bandits with Bernoulli rewards.
method Focus on Bernoulli model, not subgaussian noise, and optimize function in RKHS.
result Open problem remains unsolved in this context.

A new method for efficient nonlinear process monitoring using random Bernoulli features.

problem High computational demands and real-time responsiveness in online monitoring systems.
method Random Bernoulli principal component analysis to capture nonlinear patterns efficiently.
result The proposed methods offer excellent scalability and reduced computational complexity.

New method improves neural network robustness with brain-like learning.

problem Traditional methods struggle with robustness in adversarial attacks.
method Generalized likelihood ratio method with brain-like learning mechanisms.
result Significant improvement in robustness of neural networks.

A new method uses Mean Field Games to optimize mixture models of Bernoulli and categorical distributions.

problem Optimizing parameters of finite mixture models of Bernoulli and categorical distributions.
method Mean Field Games theory applied to multi-population systems.
result The Mean Field Games approach provides a method to compute mixture model parameters.

First order invariants of generic immersions of manifolds of dimension nm-1 into manifolds of dimension n(m+1)-1, m,n>1 are constructed using the geometry of self-intersections. The range of one of these invariants is related to Bernoulli numbers. As by-products some geometrically defined invariants of regular homotopy…

1999-04-08abs ↗pdf ↗

New LL-functions for 3-manifolds connect to Witten invariants and relate to generalized Bernoulli polynomials.

problem Understanding LL-functions for 3-manifolds and their invariants.
method Using Mellin transforms and asymptotic techniques, proving entire functions and their values.
result Linear relations between LL-function values at negative integers, generalizing known zeta functions.

Improved regret bounds for DP-KLUCB and DP-IMED in Bernoulli bandits.

problem Minimizing regret in stochastic bandits under ε-global Differential Privacy.
method Developed DP versions of KLUCB and IMED, proving tighter lower bounds and matching upper bounds.
result DP-KLUCB and DP-IMED achieve asymptotically optimal regret under ε-global DP.

Paper compares credit portfolio risks using robust Bernoulli mixture models.

problem Tackles risk bounds and comparison of credit portfolio losses.
method Uses Bernoulli mixture models with conditional independence and stochastic increasing defaults.
result Provides conditions for comparing conditional default probabilities and portfolio losses.

New acquisition functions improve Bernoulli LSE.

problem Efficiently estimating regions where a Bernoulli function is above or below a threshold.
method Developed new look-ahead acquisition functions for Gaussian process classification models.
result Demonstrated clear benefits of new acquisition functions on benchmark and real-world tasks.

A new framework predicts links in time-dependent networks using Bernoulli autoregression.

problem Predicting links in time-dependent networks with additional auxiliary information.
method A Bernoulli autoregressive model with regularization for link discovery.
result The model can discover new links not present in the data.

The paper proves ML estimators are strongly consistent for identifying edge weights in BAR models.

problem Identifying edge weights in Bernoulli Autoregressive (BAR) models.
method Maximum Likelihood (ML) estimation for two variants of BAR models.
result ML estimators are strongly consistent for edge weight identification.

BeMF improves recommendation reliability in recommender systems.

problem Improving reliability in recommender systems beyond accuracy.
method Bernoulli Matrix Factorization (BeMF) for model-based collaborative filtering.
result BeMF selects more reliable predictions, improving recommendation quality.

Feature selection problems have been extensively studied for linear estimation, for instance, Lasso, but less emphasis has been placed on feature selection for non-linear functions. In this study, we propose a method for feature selection in high-dimensional non-linear function estimation problems. The new procedure is…

2018-10-09abs ↗pdf ↗

Study analyzes symmetric two-armed Bernoulli bandit problem with zero mean gap.

problem Analyzing symmetric two-armed Bernoulli bandit problem with zero mean gap.
method Associated with a solution of a linear heat equation, compute leading order terms of minmax optimal regret and pseudoregret.
result Explicitly compute leading order terms in three scaling regimes for the gap.

Exact simulation of correlated binary outcomes using PMF constraints and linear programming.

problem Simulating dependent Bernoulli outcomes with specific means and correlations.
method Formulate the problem over the joint Bernoulli PMF, impose constraints, and solve as a linear program. Use convex-hull characterization and truncated-moment completion scheme for feasibility and simulation.
result Exact simulation framework for correlated binary outcomes, providing a convex-hull characterization and truncated-moment completion scheme.

A new sampling method balances multi-label datasets by preserving category frequency order.

problem Sampling challenges in multi-label datasets with varying label frequencies.
method Uses multivariate Bernoulli distribution and label dependencies to estimate and weight label combinations.
result Produces a more balanced sub-sample with enhanced representation of minority categories.

The beta-Bernoulli process provides a Bayesian nonparametric prior for models involving collections of binary-valued features. A draw from the beta process yields an infinite collection of probabilities in the unit interval, and a draw from the Bernoulli process turns these into binary-valued features. Recent work has …

2011-06-03abs ↗pdf ↗

Estimates parameters of high-dimensional Bernoulli autoregressive process with long-range dependence.

problem Estimating parameters of a multivariate Bernoulli process with auto-regressive feedback in high dimensions.
method Proposes and analyzes an 1\ell_1-regularized maximum likelihood estimator (MLE) under the assumption of approximate sparsity.
result Derives precise upper bounds on mean-squared estimation error.