Research
On-device research index

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

Trend · papers per month

137273410546 · Jun 202019922001200920172026
48 results for High Dimensions

Develops a computationally tractable high-dimensional differential privacy estimator.

problem Differential privacy in high dimensions is computationally intractable.
method Combines high-dimensional robust statistics with differential privacy techniques.
result A computationally tractable algorithm with dimension-independent privacy loss.

In high dimensions, the mean and geometric median are nearly identical.

problem Understanding the relationship between mean and geometric median in high-dimensional spaces.
method Analytical derivation and simulation of the distance between mean and geometric median.
result The distance between mean and geometric median vanishes with dimensionality in high dimensions.

AdaScale-TuRBO improves high-dimensional Bayesian optimization by dynamically scaling the GP lengthscale.

problem Inappropriate lengthscale design in TuRBO's local GP model causes suboptimal performance in high dimensions.
method Proposes AdaScale-TuRBO, which scales the GP lengthscale with both problem dimension and trust region size.
result AdaScale-TuRBO robustly outperforms standard TuRBO and other methods on synthetic and real-world tasks.

High-dimensional kernel regression struggles due to rotational invariance.

problem Kernel ridge regression struggles in high dimensions due to rotational invariance.
method Analysis of kernel properties and their impact on high-dimensional data.
result Lower bound on generalization error for high-dimensional kernel regression.

Additive Gaussian process framework handles monotonicity constraints in high dimensions.

problem Handling monotonicity constraints in high-dimensional data.
method Additive Gaussian process framework with MaxMod algorithm for dimension reduction.
result Framework enables to satisfy monotonicity constraints everywhere in the input space.

The paper tackles noisy labels in high-dimensional data, showing low-dimensional intuitions fail and proposing an optimized method.

problem Noisy labels in high-dimensional data classification.
method Linear classifier with a label noisiness aware loss function, using random matrix theory and Gaussian mixture data model.
result The performance of the linear classifier in high-dimension converges to a limit involving scalar statistics of the data, and the optimal classifier in low-dimension fails.

New method solves high-dimensional PDEs fast using physics-informed neural networks.

problem High computational cost in solving high-dimensional PDEs.
method Stochastic Dimension Gradient Descent (SDGD) for physics-informed neural networks (PINNs).
result Solves many high-dimensional PDEs including HJB and Schrödinger equations in 100,000 dimensions in 12 hours.

Vanilla Bayesian optimization performs well in high dimensions.

problem Bayesian optimization's poor performance in high-dimensional problems.
method Identified and addressed degeneracies, proposed scaling of Gaussian process lengthscale prior.
result Vanilla Bayesian optimization outperforms existing algorithms in high-dimensional tasks.

Thompson Sampling fails to perform well in high dimensions.

problem Thompson Sampling's suboptimality in high-dimensional combinatorial semi-bandits.
method Analysis of TS for combinatorial semi-bandits, including non-linear and linear reward functions, with Bernoulli rewards and uniform priors.
result TS's regret scales exponentially in the ambient dimension and minimax regret scales almost linearly in high dimensions.

New bounds for adaptive control in high dimensions without fixed state space.

problem Adaptive control of linear systems in high or infinite dimensions.
method Novel perturbation bound for certainty equivalence, scaling with prediction error.
result First regret bounds for LQR in infinite dimensional systems, independent of ambient dimension.

New method bounds high-dimensional regression without estimating design covariance.

problem High-dimensional linear regression with random design.
method Error-in-operator approach that incorporates design covariance into empirical risk minimization.
result Dimension-free bounds on excess prediction risk derived.

Non-vanishing steady Euler flows and Beltrami fields found in high dimensions.

problem Existence of non-vanishing steady Euler flows and Beltrami fields in high dimensions.
method Using open books, proved existence of non-vanishing steady solutions to the Euler equations for vector fields in odd dimensions.
result Existence of non-vanishing steady Euler flows and Beltrami fields in high dimensions.

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.

A method for clustering small datasets in high dimensions using random projections.

problem Challenges in clustering small datasets in high-dimensional spaces.
method Random projection followed by binary clustering in one-dimensional space.
result Statistically significant clustering structures can be found with as few as 100-200 points.

This survey reviews dimension estimation methods for datasets.

problem Understanding the intrinsic dimension of high-dimensional datasets.
method Categorizes dimension estimation methods by geometric information: tangential, parametric, and topological.
result Many dimension estimation methods may overfit and not generalize well.

WeSpeR speeds up non-linear shrinkage for high-dimensional weighted covariance.

problem Computing non-linear shrinkage formulas for high-dimensional weighted sample covariance.
method Derive extit{WeSpeR} algorithm using asymptotic sample spectrum properties.
result Significantly speeds up non-linear shrinkage in dimensions higher than 1000.

New approach removes data influence in high dimensions with single step.

problem Efficiently removing data influence in high-dimensional settings with strong convexity and smoothness assumptions.
method Introduces ε-Gaussian certifiability and analyzes Newton method performance.
result Single Newton step followed by Gaussian noise achieves privacy and accuracy.

Dynamic risk factor model improves portfolio performance in high dimensions.

problem Dynamic portfolio allocation in high-dimensional financial markets.
method Time-varying sparsity on factor loadings, sequential learning of parameters and volatilities.
result Significant portfolio performance improvements and higher utility gains.

Paper studies the theoretical equivalence between implicit and explicit neural networks in high dimensions.

problem Lack of theoretical analysis of implicit and explicit neural networks.
method Examined high-dimensional implicit neural networks and established their equivalence to explicit networks.
result Equivalence between implicit and explicit neural networks in high dimensions.

We explicitly classify all pairs (M,G)(M,G), where MM is a connected complex manifold of dimension n2n\ge 2 and GG is a connected Lie group acting properly and effectively on MM by holomorphic transformations and having dimension dGd_G satisfying n2+2dG<n2+2nn^2+2\le d_G<n^2+2n. These results extend -- in the complex case -- the…

2006-10-10abs ↗pdf ↗

Random feature matrices' singular values concentrate near their full expectation in high dimensions.

problem Characterizing the spectra of random feature matrices for regression problems.
method Analyzing two settings of input variables (random or well-separated) with conditions on dimension, complexity ratio, and sampling variance.
result The singular values of random feature matrices concentrate near their full expectation and near one with high probability.

Diffusion models achieve high-quality samples from complex high-dimensional Gaussian mixtures without scaling with dimension.

problem Achieving accurate sampling from high-dimensional distributions using diffusion models.
method Investigates the effectiveness of diffusion models in sampling from Gaussian Mixture Models (GMMs) without scaling with dimension.
result DDPM requires at most O(1/ε)O(1/\varepsilon) iterations to attain an ε\varepsilon-accurate distribution in total variation distance, independent of dimension and number of components.

Symbolic dynamics for flows in high dimensions, extending previous work.

problem Coding flows with positive speed in high dimensions.
method Construct symbolic dynamics for flows with positive speed in any dimension.
result Extended symbolic dynamics to flows in high dimensions, including homoclinic classes.

Study on kernel tests for high-dimensional data, focusing on MMD and CLT.

problem Asymptotic behavior of kernel two-sample tests in high dimensions and large samples.
method Maximum mean discrepancy (MMD) with isotropic kernels, deriving asymptotic expansions and CLT.
result Interplay between moment discrepancy and dimension-and-sample orders in kernel tests.

Survey of SDR methods for high-dimensional regression and embedding.

problem Reducing dimensionality in high-dimensional data.
method Involves both statistical and machine learning approaches, covering inverse and forward regression methods.
result Supervised Kernel Dimension Reduction is equivalent to supervised PCA.

Classifies hyperbolic manifolds with specific automorphism groups.

problem Classifying Kobayashi-hyperbolic manifolds with high-dimensional automorphism groups.
method Analyzes manifolds of dimension n2n \ge 2 with automorphism groups of dimensions n27n^2 - 7 or n28n^2 - 8.
result Completes the classification for automorphism groups n27n^2 - 7 and n28n^2 - 8.

PANDA improves linear discriminant analysis in high dimensions with minimal tuning.

problem Linear discriminant analysis in high-dimensional settings.
method PANDA: a tuning-insensitive method for linear discriminant analysis.
result PANDA achieves optimal convergence rates in estimation error and misclassification rate.