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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.

168,657 papers · 148 categories

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142285427569 · Jun 202019922001200920172026
48 results for Distributional Discrepancies

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 ↗

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 ↗

Kernel tests assess equivalence between distributions without assuming specific moments.

problem Traditional goodness-of-fit tests fail to detect meaningful distributional differences.
method Proposes kernel-based tests using kernel Stein discrepancy and Maximum Mean Discrepancy.
result Tests assess the absence of meaningful distributional differences under controlled error 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.

A new framework improves kernel Stein discrepancy tests for validating distributions.

problem Improving goodness-of-fit testing for non-normal distributions.
method Introducing Sf-KSD, a unifying framework for studying Stein operators in KSD-based tests.
result Sf-KSD guides the development of new tests and outperforms existing methods.

New autoencoder improves latent space learning by optimizing sliced Gromov-Wasserstein discrepancies.

problem Improving inner discrepancy between prior and posterior distributions in autoencoders.
method Proposed spherical sliced fused Gromov Wasserstein (SSFG) and variants (MSSFG, PSSFG) to find important directions.
result New autoencoders achieve favorable performance in latent manifold learning, image generation, and reconstruction.

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.

A new test statistic measures discrepancy between conditional distributions.

problem Measuring the discrepancy between two conditional distributions.
method Proposes a Bregman matrix divergence-based statistic that avoids explicit distribution estimation.
result The new statistic inherits high-order statistics and demonstrates utility in multi-task learning, concept drift detection, and feature selection.

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 measure scales MMD to assess distribution closeness.

problem Testing statistical significance of distribution closeness.
method Norm-adaptive MMD (NAMMD) for distributional discrepancy.
result NAMMD-based DCT has higher test power than MMD-based DCT.

Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation methods. An alternative approach to Monte Carlo simulation is the quasi-Monte Carl…

2014-03-22abs ↗pdf ↗

Deep neural networks can approximate any target probability distribution given certain conditions.

problem Approximating complex probability distributions with deep neural networks.
method Proving the existence of a deep neural network mapping that approximates a target distribution under various integral probability metrics.
result Upper bounds on the size of the neural network in terms of dimension and approximation error for different metrics.

Improved KSD test for better detection of differences in distributions.

problem Low power of KSD test when distributions have same modes but different mixing proportions.
method Perturb the observed sample using Markov transition kernels to improve KSD test power.
result Perturbed KSD test can lead to substantially higher power than the original KSD test.

LMC improves sampling from complex distributions using quasi-random sequences.

problem Sampling from complex high-dimensional distributions with high accuracy.
method Using completely uniformly distributed (CUD) sequences in Langevin Monte Carlo (LMC) to generate Gaussian perturbations.
result LMC with low-discrepancy CUD sequences achieves smaller estimation error than standard LMC.

Estimates and tests treatment effects on entire outcome distributions.

problem Treatment effects on entire outcome distributions, not just averages.
method Proposes a novel estimand and doubly robust estimator, develops a test.
result First test with provably valid type 1 error guarantees in this setting.

New method uses generative models to estimate aleatoric uncertainty without strict data restrictions.

problem Estimating aleatoric uncertainty with limited data distribution or dimensionality.
method Conditional generative models and two metrics for measuring distributional discrepancies.
result Metrics accurately measure conditional distributional discrepancies and train competitive models.

Proposes DWMD for better matching of hidden representations across domains.

problem Measuring data distribution discrepancy between semantically related domains for feature representation matching.
method DWMD, a moment-based probability distribution metric that explicitly orders and weights higher-order moments.
result DWMD is error-free and can strictly reflect distribution differences without feature distribution assumptions.

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 ↗

We present a new analysis of the problem of learning with drifting distributions in the batch setting using the notion of discrepancy. We prove learning bounds based on the Rademacher complexity of the hypothesis set and the discrepancy of distributions both for a drifting PAC scenario and a tracking scenario. Our boun…

2012-05-19abs ↗pdf ↗

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 ↗

New method reduces computational cost for learning stationary diffusions.

problem Learning parameters of stationary diffusions efficiently.
method Stein-type discrepancy (SKDS) for estimating generator expectations.
result SKDS guarantees alignment with target stationary distribution.

A new Wasserstein distance method for comparing incomparable distributions.

problem Comparing distributions that are not supported on the same metric space.
method Distributional slicing, embeddings, and closed-form computation of Wasserstein distance.
result HWD preserves properties like rotation-invariance and can be efficiently learned.

A new embedding method extracts dataset-scale metric distribution into vectorial representation for graph data.

problem Classifying graph-structured data based on overall dataset-scale discrepancies.
method MetricDistribution2vec embedding strategy.
result Significant improvement in supervised prediction tasks on real-world graph datasets.

Generative model for TPPs using signatures and distributional discrepancies.

problem Limitations of signature methods for TPPs and lack of global sequence-level loss in neural models.
method Introduce interarrival embedding to lift jump paths to continuous paths of bounded variation, enabling signature methods for discrete event sequences. Develop sigTPP, a signature-based generative model trained on path-level loss.
result sigTPP achieves the best average rank across multiple metrics and outperforms or is within a standard error of the strongest baseline in 64% of dataset-metric pairs.

Do two data samples come from different distributions? Recent studies of this fundamental problem focused on embedding probability distributions into sufficiently rich characteristic Reproducing Kernel Hilbert Spaces (RKHSs), to compare distributions by the distance between their embeddings. We show that Regularized Ma…

2013-05-02abs ↗pdf ↗

BDC compresses both sample size and dimensionality of large datasets.

problem Large datasets in both sample size and dimensionality.
method Two-stage framework using Decoded MMD, Reconstruction MMD, and Encoded MMD.
result BDC achieves comparable or superior performance with lower cost and higher compression rates.

PolyGraph Discrepancy improves graph generative model evaluation.

problem Inability of existing metrics to provide an absolute performance measure and comparability across different graph descriptors.
method Approximates Jensen-Shannon distance using binary classifiers trained to distinguish between real and generated graphs.
result PGD provides a more robust and insightful evaluation compared to MMD metrics.

Method learns statistics of return distributions via neural networks and maximum mean discrepancy.

problem Learning probability distributions in reinforcement learning.
method Maximum mean discrepancy (MMD) for learning unrestricted statistics of return distributions.
result Method outperforms standard distributional RL baselines on Atari games.

A new method calculates intrinsic effective sample size for manifold-valued data.

problem Challenges in choosing effective sample size for manifold-valued data.
method Proposes an intrinsic effective sample size based on kernel discrepancy.
result Establishes an exact finite-sample risk interpretation and consistency of the estimator.

EVI-MMD approximates target distributions via MMD minimization with adaptive kernel.

problem Approximating target distributions using kernel discrepancy methods.
method EVI-MMD uses Maximum Mean Discrepancy (MMD) to minimize kernel discrepancy, solving ODEs with implicit Euler scheme and L-BFGS optimization.
result EVI-MMD with adaptive bandwidth selection significantly improves performance in sampling problems.

Two methods using low-discrepancy points improve data compression for neural networks.

problem Efficiently compress large datasets for neural network training.
method Two methods based on low-discrepancy points: digital nets with averaging and clustering.
result Second method outperforms supercompress in compression error and neural network accuracy.