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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.

168,786 papers · 148 categories

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180359539718 · Jun 202019922001200920172026
48 results for Competitive Error Estimates

Paper develops an online learning algorithm for functional data models.

problem Recovering slope functions or predictors in functional data models.
method Online regularized learning algorithm in reproducing kernel Hilbert spaces with polynomially decaying step-size.
result Established fast convergence rates for estimation error without capacity assumption.

New robust estimator improves variable selection and coefficient estimation in linear regression with heavy-tailed errors and outliers.

problem Heavy-tailed errors and anomalous predictors in high-dimensional regression.
method Adaptive PENSE estimator for robust variable selection and estimation.
result Adaptive PENSE estimator provides reliable results even under very heavy-tailed errors and aberrant predictors.

Optimistic RL algorithms are simplified for deep RL with competitive performance.

problem Achieving accurate optimism in model-based RL for large-scale problems.
method Interpreting scalable optimistic model-based algorithms as solving a tractable noise augmented MDP.
result Competitive regret bound of ildeO(SHAT) ilde{\mathcal{O}}( |\mathcal{S}|H\sqrt{|\mathcal{A}| T } ) for Gaussian noise augmentation.

Paper proposes combining GAM and DNN for accurate peak demand estimation from lower-resolution data.

problem Predicting high-resolution peak demand from limited lower-resolution data.
method Combines generalized additive models (GAM) and deep neural networks (DNN) for half-hourly load forecasting.
result Proposed method reduces out-of-sample RMSE by 57.4% compared to benchmark.

The estimation of probabilities of network edges from the observed adjacency matrix has important applications to predicting missing links and network denoising. It has usually been addressed by estimating the graphon, a function that determines the matrix of edge probabilities, but this is ill-defined without strong a…

2015-09-29abs ↗pdf ↗

Study minimax off-policy evaluation in multi-armed bandits with known and unknown behavior policies.

problem Evaluate policies in multi-armed bandits with unknown behavior policies.
method Develop minimax rate-optimal procedures for known and unknown behavior policies, including the Switch estimator and Chebyshev polynomial-based estimator.
result Plug-in estimator achieves optimal competitive ratio up to a logarithmic factor when behavior policy is unknown.

Cross-validation pitfalls in change-point regression are addressed with new approaches.

problem Cross-validation's prediction error-based criterion may lead to under- or over-estimation of change-points.
method Proposes two approaches: absolute error loss and modified holdout sets.
result Consistent estimation of the number of change-points under certain conditions.

Proposes a new method for kernel density estimation using stagewise minimization and a simple dictionary.

problem Kernel density estimation with data-adaptive weighting parameters and sparse representation.
method Stagewise minimization algorithm based on UU-divergence and a simple dictionary.
result Develops non-asymptotic error bound for the proposed estimator.

A neural network method estimates densities from characteristic functions.

problem Estimating fixed-horizon probability densities from empirical characteristic functions.
method Data-driven Fourier-mixture neural-network method trained in Fourier space.
result Competitive performance and clear gains on heavy-tailed targets.

Greedy algorithm performs well in online matching despite non-i.i.d. connections.

problem Online matching in sparse random graphs with fixed degree distributions.
method Approximating stochastic processes with partial differential equations.
result GREEDY algorithm can outperform RANKING in certain configurations.

JADAI optimizes design and inference for parameter estimation.

problem Parameter estimation with active optimization of design variables.
method Jointly trains a policy, history network, and inference network to minimize posterior error.
result Achieves superior or competitive performance across benchmarks.

PITMonitor monitors model calibration over time with formal error guarantees.

problem Fixed-sample tests applied to models over time can lead to false alarms.
method PITMonitor uses mixture e-processes to detect distributional shifts in probability integral transforms.
result PITMonitor achieves competitive detection rates on river's FriedmanDrift benchmark.

We propose a new splitting criterion for a meta-learning approach to multiclass classifier design that adaptively merges the classes into a tree-structured hierarchy of increasingly difficult binary classification problems. The classification tree is constructed from empirical estimates of the Henze-Penrose bounds on t…

2017-11-09abs ↗pdf ↗

New method gives provable error bounds for neural nets under distribution shift.

problem Proving reliable error bounds for neural networks under distribution shift.
method Optimizing a classifier to disagree with another, using a new 'disagreement loss'.
result Valid error bounds with comparable accuracy to competitive methods.

Confident learning estimates label quality by identifying and correcting noisy data.

problem Label quality in datasets, especially in noisy environments.
method Combines principles of pruning, probabilistic thresholds, and ranking to estimate noise and uncorrupted labels.
result Generalized CL framework that provably finds label errors and improves model accuracy.

Adapts causal inference for high-dimensional treatments like text strings.

problem Predicting effects of interventions with many possible variations.
method Adapts classical causal estimators to high-dimensional treatment spaces, balancing moment errors.
result Shows high-dimensional treatment spaces can be addressed with a single model.

An unsupervised learning classification model is described. It achieves classification error probability competitive with that of popular supervised learning classifiers such as SVM or kNN. The model is based on the incremental execution of small step shift and rotation operations upon selected discriminative hyperplan…

2018-06-25abs ↗pdf ↗

New method estimates covariance matrices without restrictive assumptions.

problem Estimating high-dimensional covariance matrices under restrictive assumptions.
method Distributionally robust covariance estimation problems with mild conditions.
result Robust estimators are efficient, consistent, and perform well.

We introduce a novel conditional density estimation model termed the conditional density operator (CDO). It naturally captures multivariate, multimodal output densities and shows performance that is competitive with recent neural conditional density models and Gaussian processes. The proposed model is based on a novel …

2019-05-27abs ↗pdf ↗

This paper explores how representation learning can improve design-based causal inference.

problem Estimating causal effects in design-based studies is challenging due to the need for optimal weights.
method The authors propose an end-to-end estimation procedure that learns a flexible representation to minimize the error in choosing a representation.
result The proposed method is competitive in various causal inference tasks and shows promise for improving design-based weights.

Paper proposes an alternative to MLE for GLMs with non-canonical link functions.

problem Challenges in MLE for GLMs with non-canonical link functions.
method Variational Inequality (VI) estimation framework.
result Established finite-sample error bounds and asymptotic normality for VI estimator.

Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is distorted by a (typically unknown) nonlinear transformation. This paper addresses the…

2015-12-29abs ↗pdf ↗

First ABAW 2020 Competition analyzes affective behavior tasks.

problem Automatic analysis of valence-arousal, basic expressions, and action units in real-world scenarios.
method Provided Aff-Wild2 database, described Challenges, evaluation metrics, and top-performing systems.
result Demonstrated the feasibility of automatic affective behavior analysis in real-world settings.

An algorithm estimates the mean of a process from noisy, online sensor data.

problem Estimating the mean of a process from noisy, online sensor data with some sensors behaving maliciously.
method An efficient online algorithm that produces estimates as data comes in, achieving nearly competitive error bounds.
result The algorithm can compute a good approximation to the true mean with error bounds of O(δlog(T))O(δ\log(T)).

The authors propose a parametric model called the arena model for prediction in paired competitions, i.e. paired comparisons with eliminations and bifurcations. The arena model has a number of appealing advantages. First, it predicts the results of competitions without rating many individuals. Second, it takes full adv…

2018-11-25abs ↗pdf ↗

A hybrid ASR system using conformer architecture improves word-error-rate and training speed.

problem Improving word-error-rate and training efficiency for hybrid ASR systems.
method Used conformer architecture, applied time downsampling, and transposed convolutions.
result Conformer-based hybrid model achieves competitive results and significantly outperforms BLSTM-based hybrid model.

This work improves the Euler method for masked diffusion models, providing tighter convergence guarantees.

problem Improving the convergence rates of masked diffusion models.
method Developed a direct total-variation (TV) based analysis for the Euler method, relaxing assumptions and improving parameter dependencies.
result Established convergence guarantees for the Euler sampler without requiring surrogate initialization, and provided a tight lower bound.

causalKANs provides interpretable treatment effect estimates using neural networks.

problem The opacity of deep neural networks limits their adoption in sensitive domains.
method Proposes causalKANs, a framework that transforms neural estimators into interpretable closed-form formulas.
result causalKANs performs on par with neural baselines in CATE error metrics and offers a favorable accuracy--interpretability trade-off.

We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network uses a convex optimization based algorithm that provides a locally optimum soluti…

2018-03-31abs ↗pdf ↗