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.
Enhances reinforcement learning uncertainty estimation with a generalized Gaussian error model.
problem Inaccurate error representations and compromised uncertainty estimation in conventional uncertainty-aware TD learning.
method Introduces a novel framework for generalized Gaussian error modeling in deep reinforcement learning, incorporating higher-order moments, particularly kurtosis, to improve uncertainty estimation and mitigation.
result Significant performance gains in policy gradient algorithms with the proposed framework.
The study examines the universality of Gaussian data in high-dimensional generalized linear estimation.
problem Understanding when Gaussian data suffices for high-dimensional generalized linear estimation.
method Sharp asymptotic expressions for test and training errors in high-dimensional Gaussian mixture data with labels from a single-index model.
result The universality of Gaussian data in error estimation depends on the alignment between target weights and mixture cluster means and covariances.
Diffusion models generate data with Gaussian Universality, matching linear model test errors.
problem Analyzing the performance of models trained on synthetic data generated by diffusion models.
method Investigates Gaussian Universality for data distributions generated via diffusion models, matching test errors of linear models trained on synthetic data to Gaussian Mixture models.
result The test error of a linear model trained on diffusion-generated data matches the test error of a linear model trained on Gaussian Mixture data with matching means and covariances per class.
Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language, information retrieval and others. Gaussian graphical model selection is a statist…
In this paper, we prove that some Gaussian structural equation models with dependent errors having equal variances are identifiable from their corresponding Gaussian distributions. Specifically, we prove identifiability for the Gaussian structural equation models that can be represented as Andersson-Madigan-Perlman cha…
The paper provides tighter error bounds for GPR under bounded support noise.
problem Rigorous error quantification for safety-critical applications with bounded noise.
method Using concentration inequalities and low complexity assumptions in RKHS, the paper derives probabilistic and deterministic error bounds for GPR.
result The derived error bounds are substantially tighter than existing state-of-the-art bounds and are particularly well-suited for GPR with neural network kernels.
This paper considers the quantification of the prediction performance in Gaussian process regression. The standard approach is to base the prediction error bars on the theoretical predictive variance, which is a lower bound on the mean square-error (MSE). This approach, however, does not take into account that the stat…
Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the approximation errors. Our aim is to design a method for moment transformation for …
We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error control scheme integrating any arbitrary approximation method - within the best …
For binary classification we establish learning rates up to the order of n−1 for support vector machines (SVMs) with hinge loss and Gaussian RBF kernels. These rates are in terms of two assumptions on the considered distributions: Tsybakov's noise assumption to establish a small estimation error, and a new geometr…
The problem of learning tree-structured Gaussian graphical models from independent and identically distributed (i.i.d.) samples is considered. The influence of the tree structure and the parameters of the Gaussian distribution on the learning rate as the number of samples increases is discussed. Specifically, the error…