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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.

168,695 papers · 148 categories

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96192287383 · May 202619922001200920172026
48 results for Dobrushin's condition

The pairwise influence matrix of Dobrushin has long been used as an analytical tool to bound the rate of convergence of Gibbs sampling. In this work, we use Dobrushin influence as the basis of a practical tool to certify and efficiently improve the quality of a discrete Gibbs sampler. Our Dobrushin-optimized Gibbs samp…

2017-07-18abs ↗pdf ↗

Statistical learning theory has largely focused on learning and generalization given independent and identically distributed (i.i.d.) samples. Motivated by applications involving time-series data, there has been a growing literature on learning and generalization in settings where data is sampled from an ergodic proces…

2019-06-21abs ↗pdf ↗

Measuring conditional dependencies among the variables of a network is of great interest to many disciplines. This paper studies some shortcomings of the existing dependency measures in detecting direct causal influences or their lack of ability for group selection to capture strong dependencies and accordingly introdu…

2017-03-31abs ↗pdf ↗

We investigate the systematic mechanism for designing fast mixing Markov chain Monte Carlo algorithms to sample from discrete point processes under the Dobrushin uniqueness condition for Gibbs measures. Discrete point processes are defined as probability distributions μ(S)exp(βf(S))μ(S)\propto \exp(βf(S)) over all subsets $S\in 2^…

2015-06-06abs ↗pdf ↗

We propose a hierarchy for approximate inference based on the Dobrushin, Lanford, Ruelle (DLR) equations. This hierarchy includes existing algorithms, such as belief propagation, and also motivates novel algorithms such as factorized neighbors (FN) algorithms and variants of mean field (MF) algorithms. In particular, w…

2012-07-04abs ↗pdf ↗

We propose a new localized inference algorithm for answering marginalization queries in large graphical models with the correlation decay property. Given a query variable and a large graphical model, we define a much smaller model in a local region around the query variable in the target model so that the marginal dist…

2017-10-28abs ↗pdf ↗

Asynchronous Gibbs sampling has been recently shown to be fast-mixing and an accurate method for estimating probabilities of events on a small number of variables of a graphical model satisfying Dobrushin's condition~\cite{DeSaOR16}. We investigate whether it can be used to accurately estimate expectations of functions…

2018-11-26abs ↗pdf ↗

Single sample estimation for hard-constrained models like SAT and coloring problems.

problem Estimating parameters of Markov Random Fields with hard constraints using a single sample.
method Pseudo-likelihood estimator with coupling techniques.
result Single-sample estimation is not always possible for hard constraints, and existence of an estimator is related to satisfiability.

Two algorithms learn Gaussian graphical models from Glauber dynamics trajectories.

problem Learning Gaussian graphical models from dependent data.
method Two complementary approaches: local edge-testing and burn-in/thinning reduction.
result Both approaches provide finite-sample recovery guarantees and empirical comparisons.

We study EγE_γ-divergence contraction and its privacy implications.

problem Analyzing privacy in data processing and algorithms.
method Generalizing Dobrushin's coefficient to EγE_γ-divergence and deriving contraction coefficients.
result Local differential privacy can be expressed in terms of EγE_γ-divergence contraction, leading to precise sample size reductions.

The paper develops a new approach to conditional risk measures using modular convex analysis.

problem Developing a new method for conditional risk measures.
method Random modular approach to conditional certainty equivalents and niveloids in the conditional LL^{\infty}-space.
result Retrieves a conditional variational formula for optimized certainty equivalents and applies it to the conditional entropic risk measure.

Paper constructs solutions to Bogomolny equations with specific boundary and asymptotic conditions.

problem Constructing solutions to Bogomolny equations with given boundary and asymptotic conditions.
method Using generalized Nahm pole boundary condition and real symmetry breaking condition.
result Solutions analogous to instanton solutions, satisfying different asymptotic conditions.

We extend probabilistic programming to handle conditioning on marginal distributions.

problem Conditioning probabilistic programs on marginal distributions of observable variables.
method We define and implement stochastic conditioning, allowing inference in probabilistic programs conditioned on marginal distributions.
result We demonstrate the effectiveness of stochastic conditioning in various real-life scenarios.

Paper finds necessary condition for logarithmic Minkowski problem in higher dimensions.

problem Logarithmic Minkowski problem in higher dimensions.
method Established a necessary condition through generalization and refinement of previous work.
result Generalizes and refines necessary condition for logarithmic Minkowski problem.

This paper introduces a neural operator for probabilistic conditioning.

problem Probabilistic conditioning of random variables XX given YY.
method Develops a single operator that maps any joint density to its conditional, approximated by neural operators.
result Neural operators can approximate the conditioning operator to arbitrary accuracy.

CSI method learns conditional distributions by estimating flow equations.

problem Learning conditional distributions in generative models.
method Estimates probability flow equations to transport reference to target distribution.
result Derives explicit expressions for conditional drift and score functions.

New conditional risk measures called conditional generalized quantiles defined and characterized.

problem Developing new risk measures for dynamic risk assessment.
method Propose and characterize conditional generalized quantiles using expected utility model and equivalent conditions.
result Characterized conditional generalized quantiles as well-defined and equivalent to a conditional first order condition.

A new method for learning conditional distributions using ODEs and neural networks.

problem Learning conditional distributions efficiently and accurately.
method Conditional Föllmer Flow, discretized with Euler's method, using nonparametric velocity estimation.
result Effective approximation of target conditional distributions, with convergence results for Wasserstein-2 distance.

Sharp statistical theory for conditional diffusion models.

problem Lack of theoretical foundation for conditional diffusion models.
method Sharp statistical theory with approximation of conditional score function.
result Sample complexity bound that adapts to data distribution smoothness.

An analysis is made of reality conditions within the context of noncommutative geometry. We show that if a covariant derivative satisfies a given left Leibniz rule then a right Leibniz rule is equivalent to the reality condition. We show also that the matrix which determines the reality condition must satisfy the Yang-…

1998-06-12abs ↗pdf ↗

We consider families of strongly consistent multivariate conditional risk measures. We show that under strong consistency these families admit a decomposition into a conditional aggregation function and a univariate conditional risk measure as introduced Hoffmann et al. (2016). Further, in analogy to the univariate cas…

2016-09-26abs ↗pdf ↗

Proposes a new method for interpreting feature importance and effects in dependent feature models.

problem Challenges in interpreting feature importance when features are dependent and interactions are present.
method Conditional Subgroup Approach
result Conditional PFI and PDP estimates based on this approach often outperform existing methods.

New boundary conditions solve Cauchy problem for Dirac operators on spacetimes.

problem Understanding non-local boundary conditions for Dirac operators on spacetimes.
method Define and analyze a class of Lorentzian boundary conditions that are local in time and non-local in spatial directions.
result Well-posed Cauchy problem for the Dirac operator is established under these conditions.

We extend CS divergence to conditional distributions and show its advantages in time series data and sequential decision making.

problem Quantifying the closeness between conditional distributions.
method Developed and estimated a conditional Cauchy-Schwarz divergence using kernel density estimation.
result Conditional CS divergence outperforms previous methods in time series clustering and sequential decision making.

We describe a Groebner basis of relations among conditional probabilities in a discrete probability space, with any set of conditioned-upon events. They may be specialized to the partially-observed random variable case, the purely conditional case, and other special cases. We also investigate the connection to generali…

2008-08-08abs ↗pdf ↗

A new method tests conditional independence by transforming it into an unconditional problem using transport maps.

problem Testing conditional independence between two random vectors given a third.
method Constructing transport maps to transform conditional independence into unconditional independence, estimating these maps from data using conditional continuous normalizing flow models.
result The proposed method is validated through simulations and real-data analysis, demonstrating practical effectiveness.

DG algorithms often fail to generalize well in limited domains, highlighting necessary vs. sufficient conditions.

problem DG algorithms fail to consistently outperform ERM in limited domains.
method Examined necessary and sufficient conditions for DG, proposing a subspace alignment method.
result DG methods focus on sufficient conditions, often neglecting necessary conditions, leading to generalization failures.

Study on estimating conditional risk in machine learning.

problem Estimating expected loss of prediction models given input features.
method Analyzed in classification and regression settings, showing equivalence to standard regression. Developed theoretical insights and empirical validation.
result Conditional risk calibration is distinct from existing uncertainty quantification problems.

The paper extends static Systemic Risk Measures to a conditional setting.

problem Investigating how static Systemic Risk Measures can be adapted to a conditional framework.
method Providing a general dual representation result, analyzing Conditional Shortfall Systemic Risk Measures, and providing explicit formulas for exponential preferences.
result Explicit formulas for Conditional Shortfall Systemic Risk Measures and a time consistency property.

This paper simplifies conditional Sobol' indices calculation using PCE bases.

problem Computational inefficiency and lack of consistency in evaluating conditional Sobol' indices.
method Analytical extraction of conditional Sobol' indices via basis decomposition of PCE expansions.
result Derives closed-form expressions for conditional Sobol' indices.

A new method uses Schrödinger bridges for deep conditional generative learning.

problem Learning conditional distributions with additional information.
method Schrödinger bridge approach with discretized SDE and deep neural network.
result Generated samples have higher quality and can estimate conditional density.

The paper examines conditions for linearity in a conditional mean estimator under vector Poisson noise.

problem Conditions for linearity of the conditional mean estimator in vector Poisson noise.
method Analyzes prior distributions and their impact on the conditional mean estimator's linearity.
result The only prior distribution that induces linearity is a product gamma distribution, and non-zero dark current parameter prevents linearity.

Generative model tackles inconsistent attributes across datasets by enabling precise conditional generation.

problem Inconsistent attributes across merged datasets limit controllability in conditional generative modeling.
method Diffusion Model with Double Guidance, maintaining control over multiple conditions without joint annotations.
result Outperforms baselines in molecular and image generation tasks, aligning with target distributions and controlling missing conditions.