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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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151303454605 · Jun 202019922001200920172026
48 results for Gaussian Complexity

Improved sample complexity for Gaussian process approximations.

problem Efficiently approximating Gaussian processes with sparse spectrum.
method Improved sample complexity analysis and auto-encoding algorithm.
result Gaussian process predictions and model evidence can be well-approximated with low sample complexity.

We simplify Khovanov homology for torus braids using Gaussian elimination.

problem Computing Khovanov homology for torus braids is complex and computationally intensive.
method Applying Gaussian elimination to reduce the number of generators in the Khovanov chain complex.
result We provide a bound on the number of generators in the whittled complex at fixed homological degree.

Optimal sample complexity for learning Gaussian DAG models established.

problem Learning the structure of Gaussian DAG models from observational data.
method Established minimax optimal sample complexity for two settings: equal variances without ordering knowledge and general linear models with ordering knowledge.
result Optimal sample complexity nqlog(d/q)n\asymp q\log(d/q) for both settings, matching undirected graphical models under equal variances.

Proposes a new complex Gaussian distribution for better modeling of complex-valued signals.

problem Limited ability of Gaussian distribution to represent diverse amplitude characteristics.
method Introduces a power-weighted noncentral complex Gaussian distribution on the complex plane.
result Consistently outperforms conventional distributions in log-likelihood for speech power spectra.

Improved sample complexity for Gaussian Mixture Models using Pair Correlation Factor.

problem Understanding the sample complexity of Gaussian Mixture Models.
method Introducing Pair Correlation Factor (PCF) to measure clustering of component means and improving sample complexity bounds.
result The Pair Correlation Factor (PCF) more accurately determines the difficulty of parameter recovery in Gaussian Mixture Models.

First proper learning algorithm for Gaussian halfspaces with matching sample and computational complexity.

problem Agnostically learning halfspaces under Gaussian distribution.
method First proper learning algorithm with matching sample and computational complexity.
result First proper learning algorithm for agnostically learning halfspaces under Gaussian distribution with matching sample and computational complexity.

Polynomial-time DP algorithm for learning Gaussians with matching sample complexity.

problem Learning Gaussian distributions while maintaining privacy.
method General framework for reducing DP estimation to non-private, polynomial-time algorithm for Gaussian learning.
result Matching sample complexity to information-theoretic upper bound for Gaussian learning.

Proposes SGM for modeling complex dependencies in high-dimensional systems.

problem Limited pairwise interactions in PGMs for high-dimensional systems.
method Simplicial Gaussian model (SGM) using discrete Hodge theory and independent random components.
result Maximum-likelihood inference algorithm for parameter recovery and conditional dependence structure.

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.

Optimal algorithm learns Gaussian under halfspace truncation with minimal samples.

problem Learning a Gaussian distribution truncated to an unknown halfspace.
method Efficient algorithm using n=ildeO(d2/ε2)n = ilde{O}(d^2/\varepsilon^2) samples and runtime dominated by empirical covariance matrix computation.
result Optimal sample and time complexity bounds for learning a Gaussian under halfspace truncation.

Proves new concentration inequalities for sub-gaussian and sub-exponential variables.

problem Understanding functions of independent random variables better.
method Sub-gaussian and sub-exponential conditions, Rademacher complexities, Lipschitz function classes.
result Extension of Rademacher complexities to unbounded sub-exponential distributions.

A new optimization algorithm for Gaussian Variational Inference on precision matrices.

problem Complex models with positive definite constraints on covariance matrices.
method Manifold Gaussian Variational Bayes (MGVBP) with natural gradient updates.
result Empirically validated as a feasible and efficient solution for VI in complex models.

New bounds for private learning of high-dimensional Gaussian distributions.

problem Learning high-dimensional Gaussian distributions under differential privacy constraints.
method Analytic tools for constructing global covers from local covers, modified hypothesis selection techniques.
result Near-optimal sample complexity bounds for general Gaussians, conjectured to be near-optimal in the general case.

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued signal into its quadrature component. In this paper, we define a probabilistic gene…

2016-11-30abs ↗pdf ↗

This paper optimizes Gaussian mixture model learning with optimal sampling complexity.

problem Learning the number of components and mixing distribution in 1D Gaussian mixtures.
method Fourier-based approach to estimate model order and mixing distribution.
result The proposed method matches the optimal sampling complexity and outperforms conventional techniques.

Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables to the model. Previous work on DGP models has introduced noise additively and use…

2019-05-14abs ↗pdf ↗

Improved Gaussian process experts model for complex data.

problem Limitations of standard Gaussian processes: scalability and predictive performance.
method Proposes a new mixture model of Gaussian process experts based on kernel stick-breaking processes.
result Improved predictive performance compared to existing models.

Estimates network structure from Gaussian Graphical Models and Gaussian Free Fields.

problem Estimating the structure of a weighted network from repeated measurements of a Gaussian Graphical Model.
method Proposes a novel estimator based on Fourier analytic properties of the Gaussian distribution.
result Demonstrates the effectiveness of the estimator with recovery guarantees and bounds on sample complexity.

Near-optimal algorithms for mean estimation and linear regression with Gaussian covariates and Huber contamination.

problem Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination.
method Near-optimal algorithms with optimal error guarantees, achieving sample complexity n=ildeO(d/ε2)n = ilde{O}(d/ε^2) and almost linear runtime.
result First sample near-optimal and almost linear-time algorithms with optimal error guarantees for both problems.

Study near-optimal bounds for learning Gaussian halfspaces with random noise.

problem Learning general halfspaces with Gaussian distribution and random classification noise.
method Established nearly-matching algorithmic and SQ lower bounds, developed a computationally efficient learning algorithm.
result Sample complexity of learning algorithm is O(d/ε+d/(max{p,ε})2)O(d/ε + d/(\max\{p, ε\})^2), SQ lower bound is Ω(d1/2/(max{p,ε})2)Ω(d^{1/2}/(\max\{p, ε\})^2).

LITE efficiently estimates Gaussian PoM with linear time and memory complexity.

problem Estimating the probability of maximality (PoM) of Gaussian vectors efficiently.
method LITE: entropy-regularized UCB approach for almost-linear time and memory complexity.
result Achieves state-of-the-art accuracy with significantly faster performance than existing methods.

A new method for efficient Gaussian process regression reduces complexity and improves scalability.

problem Efficient Gaussian process regression for large datasets.
method Learnable coreset-based variational inference for Gaussian processes.
result CVGP reduces the dimensionality of the variational parameter search space to linear complexity.

Efficiently trains deep Gaussian processes with sparse approximations.

problem High computational complexity in training and inference for DGP models.
method Tensor Markov Gaussian Processes (TMGP) and hierarchical expansion to create DTMGP model.
result DTMGP model achieves superior computational efficiency compared to existing DGP models.

Active learning improves GP regression on complex, high-dimensional data.

problem Improving Gaussian Process regression in high-dimensional spaces with discontinuous functions.
method Combines manifold learning with active learning to optimize data selection and reduce dimensionality.
result Superior performance over random learning in synthetic data experiments.

Study Hamiltonian stationary Lagrangian surfaces in complex space forms.

problem Characterize Lagrangian surfaces with harmonic mean curvature in complex space forms.
method Analyze surfaces with constant and harmonic mean curvature, using second fundamental form parallelism and Gaussian curvature constancy.
result Complete classification of Lagrangian surfaces with harmonic mean curvature and constant Gaussian curvature.

Graph Neural Networks struggle with generalization, especially OOD data; GRATIN solves this with Gaussian Mixture Model-based augmentation.

problem Graph Neural Networks struggle with generalization, particularly to unseen or out-of-distribution data.
method Theoretical framework using Rademacher complexity to compute a regret bound on generalization error. GRATIN algorithm leveraging Gaussian Mixture Models for efficient data augmentation.
result GRATIN outperforms existing augmentation techniques in terms of generalization and offers improved time complexity.

ICA reveals deep learning's feature learning mechanisms from non-Gaussian data.

problem Understanding feature learning from non-Gaussian inputs in deep neural networks.
method Investigates ICA and SGD on synthetic and real data.
result FastICA requires nd4n \gtrsim d^4 samples for single non-Gaussian direction recovery, while SGD outperforms and optimised SGD reaches nd2n \gtrsim d^2.

This paper extends explainability methods to non-Gaussian Gaussian Processes.

problem Making non-Gaussian GP models transparent and explainable.
method Proposes Integrated Gradient-based explainability for non-Gaussian GP models.
result Offers both analytical and approximate solutions for non-Gaussian GP models.