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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.

168,742 papers · 148 categories

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3086169231,231 · Jun 202019922001200920172026
48 results for Hölder Smooth Data

Adversarial online nonparametric regression achieves optimal rates with locally adaptive learning.

problem Adversarial online nonparametric regression with general convex losses.
method Parameter-free learning algorithm leveraging chaining trees to compete against H{ö}lder functions, dynamically tracking and adapting to local smoothness variations.
result First computationally efficient algorithm with locally adaptive optimal rates for online regression in an adversarial setting.

In the context of stochastic continuum-armed bandits, we present an algorithm that adapts to the unknown smoothness of the objective function. We exhibit and compute a polynomial cost of adaptation to the H{ö}lder regularity for regret minimization. To do this, we first reconsider the recent lower bound of Locatelli an…

2019-05-24abs ↗pdf ↗

Efficient algorithms for contextual bandits with smooth regret in continuous action spaces.

problem Efficient learning in large or continuous action spaces.
method Smooth regret notion and efficient algorithms for general function approximation.
result Statistically and computationally efficient algorithms for contextual bandits with smooth regret.

We find a local solution to the Ricci flow equation under a negative lower bound for many known curvature conditions. The flow exists for a uniform amount of time, during which the curvature stays bounded below by a controllable negative number. The curvature conditions we consider include 2-non-negative and weakly $\t…

2018-04-22abs ↗pdf ↗

This paper selects features in deep neural networks with theoretical guarantees.

problem Feature selection in deep neural networks with unknown nonlinear functions.
method Reformulate neural networks as index models, estimate feature sets using Stein's formula, and apply screening-and-selection mechanism.
result Consistent feature selection with theoretical guarantees, even in high-dimensional settings.

Study shows zero-shot super-resolution in neural operators is impossible in many cases.

problem Understanding the theoretical limits of zero-shot super-resolution in neural operators.
method Systematic theoretical study including information-theoretic and generalization bounds analysis.
result Zero-shot super-resolution is information-theoretically impossible in many settings.

We study finite energy classes of quasiplurisubharmonic (qpsh) functions in the setting of toric compact K{ä}hler manifolds. We characterize toric qpsh functions and give necessary and sufficient conditions for them to have finite (weighted) energy, both in terms of the associated convex function in R n , and through t…

2018-04-10abs ↗pdf ↗

Let SS be a closed oriented surface of genus at least 22, and denote by T(S)\mathcal{T}(S) its Teichm{ü}ller space. For any isotopy class of closed curves γγ, we compute the first three derivatives of the length function _γ:T(S)R_+\ell\_γ:\mathcal{T}(S)\rightarrow\mathbf{R}\_+ in the shearing coordinates associated to a maxim…

2015-06-22abs ↗pdf ↗

We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a Dudley-type regret bound similar to the one obtained in a non-constructive fashion by Rakhlin and Sridharan (2014). Our regret bound is expre…

2015-02-26abs ↗pdf ↗

Validates economic scenarios using statistical tests on stochastic processes.

problem Ensuring the accuracy of real-world economic scenario models.
method Applies Chevyrev and Oberhauser's (2022) signature and maximum mean distance test to various stochastic processes.
result Demonstrates the test's effectiveness across different path properties relevant to financial modeling.

New algorithms for interactive learning match minimax bounds efficiently.

problem Interactive learning in the realizable setting with computational efficiency.
method General framework, computationally efficient algorithms, Monte Carlo hit-and-run sampling.
result Sample complexities quantifiable in terms of combinatorial quantities, computationally efficient.

General lower bounds on neural network approximation in L^p norm.

problem Fundamental limits of neural network expressivity.
method General lower bound proof on approximation in L^p norm, applied to feed-forward neural networks.
result Neural networks can't approximate certain functions as well as previously thought.

Introduces a space of almost complex structures for complex Lie group bundles.

problem Integrability of almost complex structures on complex Lie group bundles.
method Introduces a space of bundle almost complex structures and studies their properties.
result Locally pseudo-holomorphic sections exist if and only if the obstruction form is zero.

Smoothing graphons improve link prediction in Bayesian SBM without increasing computational complexity.

problem Accurate modeling of exchangeable relational data with flexible and computationally efficient graphons.
method Introducing smoothing procedures to piecewise-constant graphons to create smoothing graphons, which allow continuous intensity values for relations.
result Smoothing graphons improve AUC and precision for link prediction in real-world data sets.

Hierarchical randomized smoothing improves model robustness for complex data.

problem Certifying robustness on complex data (e.g. images, graphs) is challenging.
method Add random noise to a randomly selected subset of entities in a hierarchical manner.
result Hierarchical randomized smoothing yields stronger robustness guarantees with high accuracy.

Post-estimation smoothing improves prediction accuracy with structural indices.

problem Using natural structural indices in machine learning without losing robustness.
method A post-estimation smoothing operator that separates from the original predictor.
result Post-estimation smoothing improves accuracy over original predictors under simple conditions.

Smooth bundles with rough data maintain Hodge kernel isomorphism.

problem Maintaining Hodge kernel isomorphism for smooth bundles with non-smooth geometric data.
method Analyzing nilpotent differential operators and Hodge-Dirac-type operators under perturbations of geometric data.
result Kernels of Hodge-Dirac operators remain isomorphic under uniform perturbations of geometric data.

A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tension parameter can be chosen a priori from physical reasoning. We also show how to allow for non-Gaussian noise and outliers which are typical…

2019-04-26abs ↗pdf ↗

Smooth dec initial data sets may not extend to smooth spacetimes.

problem Whether every dec initial data set can be extended to a smooth spacetime.
method Examined the converse of the dominant energy condition for initial data sets and spacelike hypersurfaces.
result Not all dec initial data sets can be extended to smooth spacetimes.

GPCDL uses Gaussian Processes to learn smooth templates from data.

problem Lack of smoothness in learned templates leads to overfitting and poor predictive performance.
method GPCDL incorporates Gaussian Process priors to enforce smoothness in the learned templates.
result GPCDL outperforms unregularized CDL in accuracy and predictive performance across various SNRs and applications.

ERM with square loss achieves sublinear error for learnable function classes with smoothed data.

problem Statistical and computational hardness in sequential decision-making.
method Empirical Risk Minimization (ERM) with square loss, focusing on unknown base measure and smooth data.
result ERM achieves error scaling as ildeO(comp(F)T) ilde O( \sqrt{\mathrm{comp}(\mathcal F)\cdot T} ) for learnable function classes.

Diffusion models adapt to data geometry through log-domain smoothing.

problem Understanding why diffusion models generalize well across diverse domains.
method Investigating the role of score matching and log-domain smoothing in diffusion models.
result Log-domain smoothing adapts the diffusion model to the data manifold.

New bounds for online portfolio selection without smoothness assumptions.

problem Online portfolio selection with non-Lipschitz, non-smooth losses.
method Data-dependent bounds using novel smoothness characterizations and FTRL with self-concordant regularizers.
result Achieves logarithmic regrets when data is 'easy' and sublinear worst-case regrets.

Regularized MFPCA smooths multivariate functional data for clearer patterns.

problem Challenges in controlling roughness of multivariate functional PCs.
method ReMFPCA incorporates a roughness penalty in a penalized framework to smooth PCs.
result Smoothed multivariate functional PCs reveal clearer patterns.

Proposes a neural network autoencoder for smoothing and representation learning of functional data.

problem Lack of sufficient nonlinear representations in existing methods for functional data analysis.
method Develops a neural network autoencoder architecture to process functional data directly, learning both smoothing and representation.
result Outperforms traditional methods in prediction, classification, and computational efficiency.

New neural network smoothness constraints improve model performance.

problem Improving model sensitivity to input changes for better generalization and robustness.
method Exploring current smoothness constraints and proposing new flexible definitions.
result Current smoothness constraints lack flexibility and understanding of data, tasks, and learning.

A new federated learning algorithm improves on existing methods by exploiting data smoothness.

problem Federated learning optimization with smooth loss functions.
method Federated Low Rank Gradient Descent (FedLRGD) algorithm.
result FedLRGD outperforms Federated Averaging (FedAve) in federated oracle complexity under certain conditions.