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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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25.0%50.0%75.0%100.0% · Jun 199319922001200920172026
48 results for Discrepancy Theory

This paper introduces localized discrepancy theories for unsupervised domain adaptation.

problem Improving generalization bounds for unsupervised domain adaptation.
method Localized discrepancies defined on the hypothesis space after localization, leading to smaller and asymmetric values.
result Improved generalization bounds and sample complexity reduction.

This work proposes a new method to match distributions across different spaces using cycle-consistent maps.

problem Matching distributions across different spaces with consistent bidirectional maps.
method A novel unbalanced Monge optimal transport formulation for matching distributions on different spaces, employing cycle-consistent maps.
result The proposed discrepancy captures the cycle-consistent GAN framework and provides theoretical support.

A new method uses neural tangent kernel to efficiently compute MMD statistic.

problem Efficiently computing Maximum Mean Discrepancy (MMD) statistic with low memory and computational complexity.
method Identifies a connection between neural tangent kernel (NTK) and MMD to develop a computationally and memory-efficient approach.
result The proposed NTK-MMD statistic is validated through numerical experiments on synthetic and real-world datasets.

Approximate Markov chain Monte Carlo (MCMC) offers the promise of more rapid sampling at the cost of more biased inference. Since standard MCMC diagnostics fail to detect these biases, researchers have developed computable Stein discrepancy measures that provably determine the convergence of a sample to its target dist…

2017-03-06abs ↗pdf ↗

Study on kernel tests for high-dimensional data, focusing on MMD and CLT.

problem Asymptotic behavior of kernel two-sample tests in high dimensions and large samples.
method Maximum mean discrepancy (MMD) with isotropic kernels, deriving asymptotic expansions and CLT.
result Interplay between moment discrepancy and dimension-and-sample orders in kernel tests.

Paper proposes kernelized Stein tests for time-to-event data with censoring.

problem Testing goodness-of-fit for time-to-event data with censoring.
method Combining Stein's method and kernelized discrepancies for non-parametric testing.
result Proposed kernelized Stein discrepancy tests perform better than existing methods.

New principle controls graph-informed adversarial discrepancies.

problem Graph-informed adversarial learning for interpolative divergences.
method Proves infimal subadditivity for interpolative divergences.
result Graph-informed adversarial learning is justified for interpolative divergences.

New discrepancy function compares discrete probability measures considering space geometry.

problem Comparing discrete probability measures in a geometrically meaningful way.
method Proposes the Fourier Discrepancy Function, proving convexity, differentiability, and providing gradient formula.
result Proves the Fourier Discrepancy is convex, twice differentiable, and provides an explicit gradient formula.

The article introduces practical estimators for kernel discrepancies.

problem Estimating kernel discrepancies accurately and efficiently.
method Presented various estimators for MMD, HSIC, and KSD, including V-statistics, U-statistics, and incomplete U-statistics. Stressed the importance of kernel bandwidth and introduced adaptive estimators.
result Adaptive estimators combining multiple estimators with various kernels address the problem of kernel selection.

Sliced kernelized Stein discrepancy improves goodness-of-fit tests and model learning in high dimensions.

problem The curse-of-dimensionality in kernelized Stein discrepancy (KSD).
method Sliced Stein discrepancy and its scalable variants using optimal one-dimensional projections.
result Significantly outperforms KSD and baselines in goodness-of-fit tests and improves model learning.

Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein discrepancies can be combined with kernels to define kernelized Stein discrepanc…

2019-04-09abs ↗pdf ↗

Paper explores Fisher-Rao gradient flows and their kernel approximations.

problem Understanding and analyzing approximations of Fisher-Rao gradient flows.
method Rigorous investigation of Fisher-Rao and Wasserstein type gradient flows, focusing on kernel approximations.
result Proves evolutionary Γ-convergence for kernel-approximated Fisher-Rao flows, providing theoretical guarantees.

Study shows the corrected Akaike criterion is inadmissible for estimating Kullback-Leibler discrepancy.

problem Inadmissibility of the corrected Akaike information criterion for estimating Kullback-Leibler discrepancy.
method Loss estimation framework to demonstrate inadmissibility and provide improved estimators.
result Improved estimators of Kullback-Leibler discrepancy are provided and perform well in reduced-rank situations.

Statistical machine learning models should be evaluated and validated before putting to work. Conventional k-fold Monte Carlo Cross-Validation (MCCV) procedure uses a pseudo-random sequence to partition instances into k subsets, which usually causes subsampling bias, inflates generalization errors and jeopardizes the r…

2019-07-04abs ↗pdf ↗

The paper proves sampling methods using discrete-time processes and information theory.

problem Proving convergence guarantees for diffusion-based sampling methods.
method Directly works with discrete-time stochastic processes and uses information theory.
result Discrepancy between sampling and comparison processes is bounded using information theory.

Fourier representation improves KSD for infinite-dimensional data.

problem Applying KSD to infinite-dimensional data.
method Combining measure equations with kernel methods for a Fourier representation of KSD.
result KSD can separate measures in infinite-dimensional Hilbert spaces.

This paper defines the notion of class discrepancy for families of functions. It shows that low discrepancy classes admit small offline and streaming coresets. We provide general techniques for bounding the class discrepancy of machine learning problems. As corollaries of the general technique we bound the discrepancy …

2019-06-11abs ↗pdf ↗

TMDA aligns subdomain data distribution discrepancies across domains using manifold representations.

problem Transfer learning challenges due to domain divergence.
method TMDA uses low-dimensional manifolds to represent subdomains and aligns local data distribution discrepancies across domains using M3D.
result TMDA is a promising method for various transfer learning tasks.

The performance of standard learning procedures has been observed to differ widely across groups. Recent studies usually attribute this loss discrepancy to an information deficiency for one group (e.g., one group has less data). In this work, we point to a more subtle source of loss discrepancy---feature noise. Our mai…

2019-11-22abs ↗pdf ↗

New partition designs reduce star discrepancy in high-dimensional sampling.

problem Improving the expected star discrepancy in high-dimensional sampling.
method Developed non-equal volume partitions to achieve lower expected star discrepancy.
result Explicit upper bounds for expected star discrepancy under non-equal volume partitions.

The paper highlights the importance of model discrepancy in cardiac simulations.

problem Uncertainty in model structure and equations affects predictions.
method The authors use Gaussian processes and autoregressive-moving-average models to account for model discrepancy.
result Different methods to account for model discrepancy have advantages and shortcomings.

Neural networks with ReLU^k approximate Sobolev functions efficiently via Radon transform.

problem Approximating functions from Sobolev spaces using shallow ReLU^k neural networks.
method Utilizing the Radon transform and discrepancy theory, we provide nearly optimal approximation rates.
result Optimal approximation rates for smoothness up to order s = k + (d+1)/2.

New method estimates model discrepancy without sampling for unnormalized models.

problem Evaluating and training unnormalized density models efficiently.
method Estimate Stein discrepancy using neural network parameterized vector function.
result Method outperforms existing goodness-of-fit tests and training methods.

Unsupervised domain adaptation is the problem setting where data generating distributions in the source and target domains are different, and labels in the target domain are unavailable. One important question in unsupervised domain adaptation is how to measure the difference between the source and target domains. A pr…

2018-09-11abs ↗pdf ↗

Framework identifies discrepancies in physics models, improving sensor accuracy.

problem Model inaccuracies leading to poor control algorithms.
method Learning systematic state-space residuals and deterministic dynamical errors.
result Improved quantification of system dynamics and control algorithms.

Machine learning (ML) and artificial intelligence (AI) algorithms are now being used to automate the discovery of physics principles and governing equations from measurement data alone. However, positing a universal physical law from data is challenging without simultaneously proposing an accompanying discrepancy model…

2019-06-19abs ↗pdf ↗

A new model-free subsampling method using uniform designs is proposed.

problem Model-based subsampling methods are often dependent on model assumptions.
method Developed a criterion (GEFD) and a model-free subsampling method based on uniform designs.
result The proposed method outperforms random sampling and is robust under diverse model specifications.

Study on discrepancy principle for learning algorithms in nonparametric regression.

problem Determining optimal iteration number in nonparametric regression with unknown optimal iteration.
method Investigates discrepancy principle and modified principles for kernelized spectral filters, using deviation inequalities and change-of-norm arguments.
result Classical discrepancy principle is adaptive for slow rates, while modified principles are adaptive for faster rates.

Stein discrepancy improves UDA performance in low-data scenarios.

problem Improving model performance on unlabeled target domains with limited data.
method Proposes a novel UDA framework using Stein discrepancy, an asymmetric measure that depends on the target distribution through its score function.
result Consistently outperforms prior UDA approaches under limited target data across multiple benchmarks.

We offer a new, rigorous approach to conditional mean embeddings without operator constraints.

problem Lack of rigorous, operator-free approach to conditional mean embeddings.
method Measure-theoretic approach to conditional mean embeddings.
result Natural regression interpretation and universal consistency of empirical estimates.

Inequalities linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.

problem Linking entropy, Fisher info, Stein discrepancy, and Wasserstein distance on Riemannian manifolds.
method Deriving inequalities linking these measures on Riemannian manifolds.
result Strengthening and extending existing inequalities to Riemannian manifolds.

New method for MMD with unequal sample sizes improves test power.

problem Existing MMD methods assume equal sample sizes, discarding valuable data.
method Extended generalized U-statistics to handle unequal sample sizes.
result New asymptotic distributions and power optimization for MMD with unequal sample sizes.

Active learning algorithms propose which unlabeled objects should be queried for their labels to improve a predictive model the most. We study active learners that minimize generalization bounds and uncover relationships between these bounds that lead to an improved approach to active learning. In particular we show th…

2017-06-08abs ↗pdf ↗

SRRM improves recursive transport surrogates in the small-discrepancy regime.

problem Insufficient understanding of recursive partitioning methods' statistical behavior and resolution in the small-discrepancy regime.
method Introduced Selective Recursive Rank Matching (SRRM) to improve the resolution of Recursive Rank Matching (RRM).
result SRRM yields a higher-fidelity practical surrogate for the Wasserstein distance at moderate additional computational cost.

In [Mas82] and [Vee78] it was proved independently that almost every interval exchange transformation is uniquely ergodic. The Birkhoff ergodic theorem implies that these maps mainly have uniformly distributed orbits. This raises the question under which conditions the orbits yield low-discrepancy sequences. The case o…

2017-11-20abs ↗pdf ↗

The paper introduces methods to identify key variables discriminating between two datasets.

problem Identifying variables that distinguish between two datasets.
method Introduces a mathematical notion of discriminating variables and proposes two methods for their selection.
result Proposed methods improve upon existing techniques in two-sample variable selection.