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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.

168,695 papers · 148 categories

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48 results for Extended Threshold dimension

The paper extends risk measures to two-step approximations and studies log-concave distributions.

problem Extending classical risk measures to two-step approximations.
method Optimization problem for determining optimal regime thresholds and values for log-concave distributions.
result Conditions for the uniqueness of regime changing in log-concave distributions.

Study extends learnability equivalence to multi-class and regression, overcoming binary classification limits.

problem Equivalence of online and private learnability in multi-class and regression settings.
method Introduced a novel Littlestone dimension variant and threshold functions for multi-class classification.
result Online learnability implies private learnability in multi-class classification but not in regression.

Let MM be a compact, unit volume, Riemannian manifold with boundary. In this paper we study the homology of a random Čech-complex generated by a homogeneous Poisson process in MM. Our main results are two asymptotic threshold formulas, an upper threshold above which the Čech complex recovers the kk-th homology of $M…

2019-06-18abs ↗pdf ↗

Random projections improve classifier generalization without needing to choose the best threshold.

problem Improving classifier generalization without choosing the best threshold.
method Thresholding a random one-dimensional feature after random projection of data.
result Generalization gap is significantly smaller than linear classifiers.

Polynomial neural networks explore thresholds for maximum expressiveness.

problem Understanding the limits of polynomial neural networks' expressiveness.
method Introducing activation degree threshold to measure network expressiveness and proving its existence and upper bounds.
result Polynomial neural networks with equi-width architectures achieve the maximum expressiveness.

The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the GP-LVM and propose an efficient variational inference procedure that gives a lower …

2015-05-10abs ↗pdf ↗

This study optimizes multi-modal learning thresholds and algorithms in high dimensions.

problem Optimizing multi-modal learning performance in high-dimensional data.
method Analytical quantification and derivation of AMP algorithm with state evolution analysis.
result Bayes-optimal performance and recovery thresholds derived for multi-modal data.

New framework models echo chamber learning, proving tight bounds on algorithm performance.

problem Echo chambers in machine learning where systems learn from self-annotated data.
method Online Learning in the Replay Setting, Extended Threshold dimension, closure-based learner.
result Proves tight bounds on algorithm performance against replay adversaries.

Extends wealth tax neutrality framework to stochastic volatility and non-homothetic preferences.

problem Ensuring wealth taxes are neutral under various economic conditions.
method Extended Frøseth's neutrality framework to stochastic volatility and non-homothetic preferences, identified four channels of non-neutrality, and applied the framework to global minimum wealth taxes.
result Non-uniform assessment, general equilibrium effects, progressive thresholds, and endogenous labour supply can cause non-neutrality under CRRA preferences.

We consider the problem of clustering a set of high-dimensional data points into sets of low-dimensional linear subspaces. The number of subspaces, their dimensions, and their orientations are unknown. We propose a simple and low-complexity clustering algorithm based on thresholding the correlations between the data po…

2013-03-15abs ↗pdf ↗

The article examines different thresholding methods for improving PAM algorithm in cancer classification.

problem High-dimensional classification with too many features selected by PAM.
method Extends PAM with hard and order thresholding methods and a deep search algorithm.
result Improved cancer status prediction accuracy and smaller number of features.

In this paper, we consider the problem of compressed sensing where the goal is to recover almost all the sparse vectors using a small number of fixed linear measurements. For this problem, we propose a novel partial hard-thresholding operator that leads to a general family of iterative algorithms. While one extreme of …

2011-06-14abs ↗pdf ↗

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical optimization of such penalties involves solving problems with l1-norms in the ob…

2013-12-05abs ↗pdf ↗

Improved Sparse Polyak for high-dimensional M-estimation with sparser solutions.

problem High-dimensional M-estimation problems with potential loss of sparsity and accuracy.
method Variant of Sparse Polyak with optimal thresholding operators.
result Retains desirable scaling properties while achieving sparser and more accurate solutions.

The study explores the compressive power of Boolean threshold autoencoders, finding that seven layers are necessary but three are not.

problem Understanding the compressive limits of Boolean threshold autoencoders.
method Investigation into the minimum number of layers and nodes required for autoencoders to accurately transform binary vectors.
result There exists a seven-layer autoencoder with a logarithmic middle layer size for any set of distinct vectors, but not a three-layer one.

The paper characterizes spin initial data sets saturating the BPS bound in asymptotically AdS spacetimes.

problem Characterizing spin initial data sets saturating the BPS bound in asymptotically AdS spacetimes.
method The paper introduces a theorem for replacing imaginary Killing spinors with strictly timelike or null ones and uses spinors to construct a codimension-2 slicing.
result The paper establishes a sharp dimension threshold for saturating the BPS bound in gravitational waves and rotating black holes in higher dimensions.

New algorithm detects communities even with corrupted data, reaching Kesten-Stigum threshold.

problem Robust community detection in stochastic block model with node corruptions.
method Polynomial-time algorithm using Grothendieck norm of principal submatrices.
result First algorithm to achieve weak recovery at Kesten-Stigum threshold with node corruptions.

Fewer degrees of freedom can train deep networks, showing a sharp phase transition.

problem Training deep networks with fewer degrees of freedom than parameters.
method Examined success probability of hitting training loss sub-level sets within random subspaces.
result Threshold training dimension increases as desired final loss decreases.

Proves finitely generated associated graded rings for valuations on log Fano pairs.

problem Stability thresholds of log Fano pairs.
method Proves finite generation of associated graded rings for valuations.
result Log Fano pairs are uniformly K-stable if their stability threshold is less than a certain value.

New method corrects Laplace/BIC errors in singular models, revealing effective dimension.

problem Laplace/BIC errors in singular models due to incorrect effective dimension assumption.
method RLCT (real log canonical threshold) to correct effective dimension in linear models.
result Correct evidence slope and effective dimension estimation in linear settings.

A fast method estimates Gaussian mixture components without iterative fitting.

problem Estimating the number of components in high-dimensional Gaussian mixtures.
method Center data, compute singular values, and count above a threshold.
result The estimator consistently recovers the true number of components under mild separation condition.

This work proves DP learnability implies online learnability for general classification tasks.

problem Link between differential privacy and online learning for general classification tasks.
method Establishes Ramsey-type theorems for trees to prove DP learnability implies online learnability.
result DP learnability implies online learnability for general classification tasks.

Reverse Hölder inequalities on Fano metrics with applications to geodesics and singularities.

problem Establishing reverse Hölder inequalities on Kähler metrics of Fano varieties.
method Using log-concavity and properties of Ricci potentials, the inequality is proven for Fano manifolds with log terminal singularities.
result The inequality holds for Fano varieties with log terminal singularities and the constant depends only on p and the dimension of X.

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into account their sparse nature. Assuming that the system is stable, or that it is eq…

2019-04-20abs ↗pdf ↗

Characterizes optimal reconstruction error in high-dimensional Gaussian mixtures.

problem Optimizing reconstruction error in high-dimensional sparse Gaussian mixtures.
method Exact asymptotic characterization using state evolution of AMP algorithm.
result Identification of statistical-to-computational gap between AMP and information-theoretic threshold.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

Unified framework for shrinkage, thresholding, and regularization in normal mean estimation and linear regression.

problem Estimation of normal mean in multivariate settings with correlated observations.
method Approximate risk minimization over a functional class of shrinkage-thresholding rules.
result Unified estimator NOMAD for shrinkage, thresholding, and regularization.

Recently, a novel family of biologically plausible online algorithms for reducing the dimensionality of streaming data has been derived from the similarity matching principle. In these algorithms, the number of output dimensions can be determined adaptively by thresholding the singular values of the input data matrix. …

2016-12-11abs ↗pdf ↗

We show that every approximately differentially private learning algorithm (possibly improper) for a class HH with Littlestone dimension~dd requires Ω(log(d))Ω\bigl(\log^*(d)\bigr) examples. As a corollary it follows that the class of thresholds over N\mathbb{N} can not be learned in a private manner; this resolves open qu…

2018-06-04abs ↗pdf ↗

We consider the problem of clustering noisy high-dimensional data points into a union of low-dimensional subspaces and a set of outliers. The number of subspaces, their dimensions, and their orientations are unknown. A probabilistic performance analysis of the thresholding-based subspace clustering (TSC) algorithm intr…

2013-05-15abs ↗pdf ↗

We study graph matching with correlated Gaussian features and find thresholds for exact recovery.

problem Graph matching with correlated Gaussian features.
method Information-theoretic thresholds and conditions for exact and almost exact recovery.
result Contextual information introduces a richer structure, with thresholds for exact and almost exact recovery no longer coinciding.

Optimal classifiers derived from GMMs are approximated by deep neural networks.

problem Binary classification of high-dimensional overlapping Gaussian mixtures.
method Closed-form expressions for Bayes optimal decision boundaries derived from GMMs' eigenstructure. Empirical validation through synthetic and real-world data.
result Deep neural networks approximate optimal classifiers for GMMs, with decision thresholds related to covariance eigenvectors.