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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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156311467622 · Jun 202019922001200920172026
48 results for Bounded Support Noise

The paper provides tighter error bounds for GPR under bounded support noise.

problem Rigorous error quantification for safety-critical applications with bounded noise.
method Using concentration inequalities and low complexity assumptions in RKHS, the paper derives probabilistic and deterministic error bounds for GPR.
result The derived error bounds are substantially tighter than existing state-of-the-art bounds and are particularly well-suited for GPR with neural network kernels.

For binary classification we establish learning rates up to the order of n1n^{-1} for support vector machines (SVMs) with hinge loss and Gaussian RBF kernels. These rates are in terms of two assumptions on the considered distributions: Tsybakov's noise assumption to establish a small estimation error, and a new geometr…

2007-08-14abs ↗pdf ↗

New SVM model balances sparsity and robustness in noisy data.

problem Noise sensitivity and lack of sparsity in traditional SVM models.
method Combines elastic net loss with robust loss framework, integrates with SVM, uses half-quadratic algorithm.
result Proves sparsity and robustness, outperforms traditional SVMs in noisy environments.

The Lasso performs well in ultra-sparse linear models with finite support size.

problem Performance analysis of Lasso in ultra-sparse linear models.
method Novel application of replica method from statistical physics, rigorous analysis of average case performance.
result Average performance of Lasso assessed without scaling assumptions, offering sample complexity bounds.

DP-SGD can update fewer coordinates while maintaining privacy.

problem How to update fewer coordinates in DP-SGD without losing optimization signal.
method TP-TopK (Two-Phase TopK DP-SGD), a two-phase method for coordinate-sparse private training.
result Private training can update fewer coordinates without losing optimization signal, scaling noise with active dimension \(k\) instead of full dimension \(d\).

Several recent works have shown that state-of-the-art classifiers are vulnerable to worst-case (i.e., adversarial) perturbations of the datapoints. On the other hand, it has been empirically observed that these same classifiers are relatively robust to random noise. In this paper, we propose to study a \textit{semi-ran…

2016-08-31abs ↗pdf ↗

Improved bound for Gaussian mechanism in differential privacy.

problem Finding tighter bounds for Gaussian mechanism in differential privacy.
method Presented a new closed form bound for (ε,δ)(ε, δ)-differential privacy using zero mean Gaussian noise.
result The new bound is always lower and valid for all ε>0ε > 0.

Paper analyzes finite-time performance of SA in RL with Markovian noise.

problem Finite-time analysis of linear two-timescale stochastic approximation with Markovian noise.
method Finite-time analysis of linear two-timescale SA with Markovian noise, considering both transient and steady-state terms.
result No discrepancy in convergence rate between Markovian and martingale noise; transient term is o(1/kc)o(1/k^c) and steady-state term is O(1/k){\cal O}(1/k).

Study on deep learning for speckle noise reduction in imaging modalities.

problem Multiplicative speckle noise challenges conventional deep learning methods for speckle denoising.
method Likelihood-based deep neural network (DNN) estimators for nonparametric regression under speckle noise.
result Established minimax rates for speckle denoising, matching those for additive Gaussian noise alone.

Noise-ignorant empirical risk minimization achieves state-of-the-art performance on noisy data.

problem Learning with noisy labels in multi-class classification problems.
method Introducing relative signal strength (RSS) to quantify transferability and applying Noise Ignorant Empirical Risk Minimization (NI-ERM).
result NI-ERM achieves state-of-the-art performance on CIFAR-N data challenge.

A new method for support vector regression using a data-driven insensitive parameter.

problem Determining an optimal insensitive parameter in support vector regression.
method A data-driven approach to approximate the insensitive parameter by minimizing a generalized loss function based on the likelihood principle.
result The proposed method outperforms traditional support vector regression methods and has lower computational costs.

The paper shows how label noise in training can lead to solutions that solve a Lasso program.

problem Understanding the implicit bias of training algorithms in overparametrised models.
method Analyzing the continuous time version of the training dynamics of a quadratically parametrised model.
result The stochastic flow implicitly solves a Lasso program, providing convergence guarantees and support recovery conditions.

Unified framework for discrete diffusion modeling with flexible noising processes.

problem Efficient modeling of large discrete state spaces with arbitrary corruption dynamics.
method Generalized Discrete Diffusion from Snapshots (GDDS) framework that supports uniformization for fast noising and snapshot-based ELBO for reverse process.
result GDDS outperforms existing discrete diffusion methods in training efficiency and generation quality.

Improved SGD with AdaGrad stepsizes adapts to unknown parameters and unbounded gradients.

problem Adaptive optimization with unknown parameters and unbounded gradients.
method Stochastic Gradient Descent with AdaGrad stepsizes, without assuming problem parameters or strong global Lipschitz conditions.
result Sharp rates of convergence in both low-noise and high-noise regimes, supporting an affine variance noise model.

Simultaneous orthogonal matching pursuit (SOMP) and block OMP (BOMP) are two widely used techniques for sparse support recovery in multiple measurement vector (MMV) and block sparse (BS) models respectively. For optimal performance, both SOMP and BOMP require \textit{a priori} knowledge of signal sparsity or noise vari…

2019-12-18abs ↗pdf ↗

Paper reduces sample complexity for bilinear systems identification to nearly constant.

problem Identifying discrete-time bilinear systems under bounded disturbances.
method Uses trajectory-dependent regressors and polynomial mean-square state growth analysis.
result Proves sample complexity of O~(1/ε)\widetilde{\mathcal O}(1/ε) for estimation error εε.

New algorithm recovers model coefficients and supports from noisy data.

problem Simultaneous estimation and support recovery in linear models with Gaussian noise.
method Projection-based algorithm for STG regularized minimization problem, proving convergence and support recovery guarantees.
result New algorithm outperforms existing methods in support recovery for various data setups.

New model shows neural networks can use noise to improve long-tailed data classification.

problem Understanding overfitting in neural networks with long-tailed data.
method Refined feature-noise data model incorporating class-dependent heterogeneous noise.
result Neural networks can leverage data noise to learn implicit features improving long-tailed data classification.

Existing strategies for finite-armed stochastic bandits mostly depend on a parameter of scale that must be known in advance. Sometimes this is in the form of a bound on the payoffs, or the knowledge of a variance or subgaussian parameter. The notable exceptions are the analysis of Gaussian bandits with unknown mean and…

2017-03-27abs ↗pdf ↗

The study establishes minimax bounds for estimating operators from noisy samples.

problem Estimating unknown operators between Hilbert spaces from noisy data.
method Developed a minimax theory for uniformly bounded Lipschitz operators, proving lower and upper bounds.
result Sharp characterizations of minimax risk for generic Lipschitz operators, showing a curse of sample complexity.

Explaining the unreasonable effectiveness of deep learning has eluded researchers around the globe. Various authors have described multiple metrics to evaluate the capacity of deep architectures. In this paper, we allude to the radius margin bounds described for a support vector machine (SVM) with hinge loss, apply the…

2018-11-03abs ↗pdf ↗

The paper improves alignment methods for deep neural networks using geometric and spectral analysis.

problem Improving alignment methods for deep neural networks.
method Geometric and spectral analysis of residual Jacobian chains.
result Deterministic and margin-verified results on the transport of dominant singular subspaces across layers.

This paper provides a method for noise-calibrated inference from DP synthetic data.

problem Inference from DP synthetic data is often miscalibrated and lacks principled uncertainty quantification.
method Release DP sufficient statistics, perform noise-calibrated likelihood-based inference, and optional synthetic data generation.
result Asymptotic normality and valid confidence intervals for the plug-in DP MLE.

The ability to detect sparse signals from noisy high-dimensional data is a top priority in modern science and engineering. A sparse solution of the linear system Aρ=b0A ρ= b_0 can be found efficiently with an l1l_1-norm minimization approach if the data is noiseless. Detection of the signal's support from data corrupted b…

2019-08-05abs ↗pdf ↗

Enhanced consistency bounds derived for classification under a new noise condition.

problem Enhanced consistency bounds for classification under a new noise condition.
method Model Margin Noise (MM noise) assumption, derived enhanced H-consistency bounds.
result Enhanced H-consistency bounds under MM noise condition, interpolates between linear and square-root regimes.

This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is on settings where the matrix to be estimated is well-approximated by a product …

2014-11-02abs ↗pdf ↗

End-to-end algorithm for controlling bilinear systems with probabilistic noise.

problem Controlling bilinear systems with noisy data.
method Proposes an end-to-end algorithm using statistical learning theory and robust controller design.
result Derived finite sample identification error bounds and structurally suitable for control.