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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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153306458611 · Jun 202019922001200920172026
48 results for Fixed Sampling

Paper shows FB and FC are equally hard up to logarithmic factors.

problem Comparing fixed budget and fixed confidence approaches in best-arm identification.
method Proposes FC2FB, a meta algorithm converting FC to FB.
result FC sample complexity is an upper bound for FB sample complexity up to logarithmic factors.

EB-TCε identifies the best arm with ε confidence in stochastic bandits.

problem Identifying the best arm in stochastic bandits with a fixed level of confidence.
method EB-TCε is a novel sampling rule for ε-best arm identification in stochastic bandits.
result EB-TCε is the first anytime algorithm for fixed confidence or fixed budget identification.

New findings on complexity limits in fixed budget bandit identification.

problem Determining the best possible error rate for fixed budget bandit identification.
method Analyzing the best non-adaptive sampling procedures and showing the existence of complexities.
result No fixed complexity for certain bandit identification tasks.

A/B testing refers to the task of determining the best option among two alternatives that yield random outcomes. We provide distribution-dependent lower bounds for the performance of A/B testing that improve over the results currently available both in the fixed-confidence (or delta-PAC) and fixed-budget settings. When…

2014-05-13abs ↗pdf ↗

New research shows fixed-budget best-arm identification cannot match static oracle performance.

problem Fixed-budget best-arm identification's performance limitations.
method Analysis of various adaptive and static algorithms for best-arm identification.
result For any algorithm, there exists at least one instance where the error decay rate is at most \((1 + \frac{\log(K)}{8})^{-1}\) times that of the static oracle.

Study on learning sparse fixed-structure Gaussian Bayesian networks with near-optimal sample complexity.

problem Learning a fixed-structure Gaussian Bayesian network up to a bounded error in total variation distance.
method Analysis of node-wise least squares regression and introduction of BatchAvgLeastSquares and CauchyEst algorithms.
result BatchAvgLeastSquares and CauchyEstTree have near-optimal sample complexity.

Adaptive OMD reduces variance in learning optimal strategies for imperfect information games.

problem High variance in learning optimal strategies for imperfect information games.
method Fixed sampling approach with locally applied Online Mirror Descent (OMD) algorithm.
result Convergence rate of ildeO(T1/2) ilde{\mathcal{O}}(T^{-1/2}) with high probability.

Optimal algorithm for selecting high-quality arms from infinite bandit arms.

problem Efficiently choosing the best arm from an infinite set of options.
method Developed algorithms for both fixed confidence and fixed budget settings, achieving optimal or near-optimal sample complexities.
result Optimal sample complexity results for both fixed confidence and fixed budget settings, resolving open questions in the field.

New findings show modern neural networks have finite sample complexity in o-minimal structures.

problem Understanding the learnability of modern neural networks in a broad context.
method Analyzing feedforward neural networks definable in o-minimal structures.
result Modern neural networks, including MLPs, CNNs, GNNs, and transformers, have finite sample complexity in the agnostic PAC setting.

The paper offers efficient algorithms for combinatorial and linear bandits using empirical process theory.

problem Optimal algorithms for combinatorial and linear bandits with practical sample complexity.
method Empirical process theory, Gaussian-width, minimizing experimental design objective.
result Sample complexity matches lower bounds, especially for combinatorial classes.

Algorithm samples polygons of fixed edge lengths in any dimension.

problem Sampling random closed polygons with fixed edge lengths in any dimension.
method Weighted edge vectors on unit sphere, Möbius transformation, reweighting factors.
result Algorithm samples polygons according to standard probability measures efficiently.

Modern ML methods show unexpected behaviors that contradict classical statistics.

problem Modern machine learning methods exhibit behaviors at odds with classical statistical intuitions.
method Comparison between fixed and random design settings in ML and statistics.
result Moving from fixed to random designs reveals new insights into bias-variance tradeoffs and overfitting.

Estimating mutual information from i.i.d. samples drawn from an unknown joint density function is a basic statistical problem of broad interest with multitudinous applications. The most popular estimator is one proposed by Kraskov and Stögbauer and Grassberger (KSG) in 2004, and is nonparametric and based on the distan…

2016-04-11abs ↗pdf ↗

Unified framework for solving fixed-point equations in deterministic and stochastic settings.

problem Solving fixed-point equations for seminorm-contractive operators in both deterministic and stochastic contexts.
method Fixed-point theorem and stochastic approximation analysis.
result Unified finite-sample bounds for various reinforcement learning algorithms.

Improved adaptive algorithms for identifying the best arm in MABs with fixed budget.

problem Identifying the best arm in stochastic Multi-Armed Bandits with a fixed sampling budget.
method Established a connection between Large Deviation Principles and adaptive algorithms, improving error probability bounds and devising new algorithms.
result The \sred algorithm outperforms existing algorithms in identifying the best arm.

We investigate and provide new insights on the sampling rule called Top-Two Thompson Sampling (TTTS). In particular, we justify its use for fixed-confidence best-arm identification. We further propose a variant of TTTS called Top-Two Transportation Cost (T3C), which disposes of the computational burden of TTTS. As our …

2019-10-24abs ↗pdf ↗

A new strategy for identifying the best arm in Gaussian bandits with improved exploration.

problem Best-arm identification for Gaussian bandits with bounded means and unit variance.
method Exploration-Biased Sampling, a non-asymptotic approach with improved exploration behavior.
result Improved exploration behavior makes the strategy more stable and interpretable.

This paper presents a novel end-to-end approach to program repair based on sequence-to-sequence learning. We devise, implement, and evaluate a system, called SequenceR, for fixing bugs based on sequence-to-sequence learning on source code. This approach uses the copy mechanism to overcome the unlimited vocabulary probl…

2018-12-24abs ↗pdf ↗

Recently, there has been significant progress in understanding reinforcement learning in discounted infinite-horizon Markov decision processes (MDPs) by deriving tight sample complexity bounds. However, in many real-world applications, an interactive learning agent operates for a fixed or bounded period of time, for ex…

2015-10-29abs ↗pdf ↗

New method achieves optimal sample complexity without warm-start in bilevel optimization.

problem Optimizing smooth objective functions with fixed point constraints in meta-learning and equilibrium models.
method Fixed point iterations at lower-level and projected inexact gradient descent at upper-level.
result Achieves near optimal sample complexity O(ε2)O(ε^{-2}) and ildeO(ε1) ilde{O}(ε^{-1}) samples.

This work gives a simultaneous analysis of both the ordinary least squares estimator and the ridge regression estimator in the random design setting under mild assumptions on the covariate/response distributions. In particular, the analysis provides sharp results on the ``out-of-sample'' prediction error, as opposed to…

2011-06-13abs ↗pdf ↗

BCI system improves word selection efficiency using sequential best-arm identification.

problem Conventional non-adaptive BCI paradigms lead to a lengthy learning process.
method Casted as sequence of best-arm identification tasks in multi-armed bandits, using pre-trained LLMs and STTS algorithm.
result Substantial empirical improvement in word selection efficiency demonstrated.

A method identifies abrupt changes in functions with fixed confidence under noisy feedback.

problem Identifying abrupt changes in piecewise constant functions quickly and with certainty.
method Fixed-confidence piecewise constant bandit problem, focusing sampling efforts near change points.
result Asymptotically optimal method proven computationally efficient and effective in experiments.

New findings show fixed-kernel discriminators are weaker than feature-learning ones.

problem Comparing performance of fixed-kernel and feature-learning discriminators.
method Using function classes F2\mathcal{F}_2 and F1\mathcal{F}_1, constructing pairs of distributions, and linking IPMs with sliced Wasserstein distances.
result Fixed-kernel IPM and SD cannot discriminate certain distributions that feature-learning IPM and SD can.

This paper proposes a new AED framework for multi-metric experiments with fixed budget.

problem Statistical power challenges in testing multiple metrics simultaneously.
method Two-phase structure: adaptive exploration followed by validation. SHRVar algorithm with relative-variance-based sampling.
result Achieves provable error probability that decreases exponentially.

A method to uniformly sample graph-encoded surfaces of fixed size.

problem Sampling uniformly from combinatorial isomorphism types of balanced triangulations of surfaces.
method Relies on connections between graph-encoded surfaces and permutations, and basic properties of the symmetric group.
result Empirical mean genus of the sample is very close to a specific formula as nn increases.

Estimating the largest community in a mixed population via sequential sampling.

problem Identifying the largest community in a mixed population with limited sampling.
method Sequential, random sampling of individuals across multiple boxes, optimizing sampling strategy and decision rule.
result Proposed algorithms achieve optimal error probability decay rates under fixed budget constraints.

Paper proposes CIV estimator for categorical instruments in small sample settings.

problem Estimation with categorical instruments in settings with few observations per category.
method CIV estimator leveraging regularization assumption for latent categorical variable.
result CIV estimator is asymptotically normal, efficient, and semiparametrically efficient under homoskedasticity.

Automatic program repair holds the potential of dramatically improving the productivity of programmers during the software development process and correctness of software in general. Recent advances in machine learning, deep learning, and NLP have rekindled the hope to eventually fully automate the process of repairing…

2019-06-24abs ↗pdf ↗

Blend-ASC improves self-consistency efficiency by dynamically allocating samples, reducing costs.

problem Efficiently applying self-consistency to large datasets is computationally expensive.
method Blend-ASC dynamically allocates samples during inference, improving efficiency.
result Blend-ASC reduces sample usage by 6.8x on average compared to vanilla self-consistency.