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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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3673109145 · May 202619922001200920172026
48 results for Huber theorem

Generalized Huber's theorem for specific manifold curvature types.

problem Finite point conformal compactification on manifolds with certain curvature integrability.
method Generalization of Huber's theorem to higher dimensions with $L^ rac{n}{2}$ integrable Ricci curvatures.
result Validated finite point conformal compactification theorem for new class of manifolds.

The paper extends Huber's theorem to higher dimensions with specific geometric constraints.

problem Applying Huber's theorem to higher-dimensional conformal metrics with bounded scalar curvature.
method Analyzing conformal metrics on a punctured ball with Ln2L^\frac{n}{2} bounded scalar curvature.
result The volume density at infinity is precisely one, and the blow-down metric is Rn\mathbb{R}^n.

We show that for compact orientable hyperbolic orbisurfaces, the Laplace spectrum determines the length spectrum as well as the number of singular points of a given order. The converse also holds, giving a full generalization of Huber's theorem to the setting of compact orientable hyperbolic orbisurfaces.

2005-04-28abs ↗pdf ↗

The paper extends Huber's theorem to higher dimensions using n-Laplace equations.

problem Proving finite point conformal compactification for general dimensions.
method Using n-Laplace equations and strengthened Arsove-Huber's theorem.
result Established finite point conformal compactification theorem for manifolds.

Paper proposes an algorithm for robust estimation using Huber's criterion.

problem Non-convexity and non-robustness of joint maximum likelihood estimation.
method Block-wise minimization majorization framework with data-adaptive step sizes.
result Improved convergence and robustness in sparse learning.

Huber regression assessed for robustness in statistical learning.

problem Understanding Huber regression in nonparametric statistical learning.
method Assessment from statistical learning perspective, focusing on risk consistency, adaptive tuning, and convergence rates.
result Huber regression can be asymptotically mean regression calibrated under (1+ε)(1+ε)-moment conditions, justifying its robustness.

The Huber loss is a robust loss function used for a wide range of regression tasks. To utilize the Huber loss, a parameter that controls the transitions from a quadratic function to an absolute value function needs to be selected. We believe the standard probabilistic interpretation that relates the Huber loss to the H…

2019-11-05abs ↗pdf ↗

The paper proposes new cross-correlators using Price's Theorem and piecewise-linear decomposition.

problem Optimal method for estimating cross-correlations using finite samples.
method General mathematical framework using Price's Theorem and piecewise-linear decomposition.
result Some cross-correlators based on Huber's loss functions, MP functions, and LSE functions have higher SNR.

Paper introduces a new robust loss function for RL.

problem Heuristic selection of threshold parameters in quantile Huber loss.
method Derived from Wasserstein distance, captures noise in quantile values.
result Enhances robustness against outliers and enables parameter adjustment.

A new Markov subsampling strategy based on Huber criterion improves data processing from noisy full data.

problem High noise level in data leads to poor performance of subsampling procedures.
method Design a Markov subsampling strategy based on Huber criterion to construct an informative subset from noisy full data.
result The estimator based on HMS is statistically consistent with a sub-Gaussian deviation bound.

The paper counts geodesic loops on surfaces without conjugate points.

problem Counting geodesic loops on surfaces of genus at least 2 without conjugate points.
method Proves asymptotic estimates for closed geodesic loops on compact surfaces with no conjugate points.
result Generalizes classical counting results and sector theorems for surfaces of strictly negative curvature.

The paper derives estimates for linear potentials and applies them to improve Hausdorff dimensions of singular sets in conformal geometry.

problem Estimating linear potentials and understanding their impact on singular sets in conformal geometry.
method Derives estimates for linear potentials and applies them to improve Hausdorff dimensions of singular sets.
result Improves the Hausdorff dimensions of singular sets in conformal geometry, achieving stronger results in dimension 4.

Study improves robust nonparametric regression in heavy-tailed noise.

problem Robust nonparametric regression with heavy-tailed noise and unbounded functions.
method Huber regression in reproducing kernel Hilbert spaces (RKHS), probabilistic effective hypothesis space, new comparison theorems.
result Explicit finite-sample error bounds and convergence rates for Huber regression in RKHS under heavy-tailed noise.

Super learner with Huber loss improves cost prediction and causal effect estimation in healthcare expenditure data.

problem Challenges in modeling healthcare expenditure distributions with standard super learning methods.
method Proposes a super learner using Huber loss, a robust loss function that down-weights outliers.
result Demonstrates appreciable finite-sample gains in cost prediction and causal effect estimation.

The paper applies potential theory to conformal geometry, proving theorems and dimension estimates.

problem Understanding the behavior of solutions near singularities in conformal geometry.
method Linear and nonlinear potential theory applied to conformal geometry problems.
result Established Huber's type theorems and Hausdorff dimension estimates for conformal geometry.

The paper introduces a new FOR framework using Huber and ε-insensitive losses.

problem Handling outliers and sparsity in functional output regression.
method Proposes a flexible FOR framework with infimal convolution losses and computable algorithms.
result Demonstrates efficiency and effectiveness on synthetic and real-world data.

This paper examines how noise affects deep neural networks and improves their performance.

problem The impact of noise on the stability of deep ReLU neural networks for nonparametric regression.
method Investigates the optimal rate of convergence for deep ReLU neural networks under Huber loss, considering the p-th moment of noise and the smoothness of the function.
result The optimal rate of convergence cannot be achieved by ordinary least squares but can be by Huber loss with a properly chosen parameter.

We show that if two closed hyperbolic surfaces (not necessarily orientable or even connected) have the same Laplace spectrum, then for every length they have the same number of orientation-preserving geodesics and the same number of orientation-reversing geodesics. Restricted to orientable surfaces, this result reduces…

2006-05-30abs ↗pdf ↗

Improved robust regression with clean covariates achieves better rates than Huber's model.

problem Robust regression under adaptive contamination of responses with clean covariates.
method Exploiting clean covariates to construct an estimator achieving better rates than Huber's model.
result Improved estimation rate even with constant contamination, achieving consistency.

This paper solves hedging in incomplete markets using neural networks.

problem Hedging in incomplete markets with risk factor, illiquidity, and discrete transaction dates.
method Proposes a jump-diffusion model and uses RNN, LSTM, and Mogrifier-LSTM neural networks for hedging strategies.
result Mogrifier-LSTM is the fastest and most effective model for hedging.

New proof shows faster convergence rate for robust estimation with Lasso in adversarially contaminated outputs.

problem Robust estimation of parameters in the presence of adversarial output contamination.
method Extended Lasso with Huber loss function and L1L_1 penalty, focusing on specific properties of the Huber function.
result Same convergence rate as Dalalyan and Thompson (2019), but with a different proof.

A robust Gaussian process model using Huber likelihood for outlier resistance.

problem Outliers in observational data sets affect Gaussian process regression's robustness.
method Proposes a Gaussian process model with Huber likelihood and weights based on projection statistics.
result Demonstrates improved statistical efficiency and robustness to outliers.

In this paper, we develop connections between two seemingly disparate, but central, models in robust statistics: Huber's epsilon-contamination model and the heavy-tailed noise model. We provide conditions under which this connection provides near-statistically-optimal estimators. Building on this connection, we provide…

2019-07-01abs ↗pdf ↗

New method recovers sparse signals from nonlinear observations with robust error bounds.

problem Recovering two sparse vectors from nonlinearly mixed observations with limited data.
method Regularization-based framework combining Huberized data fidelity and generalized folded-concave penalties with a proximal alternating algorithm.
result Estimation error bounds of order σslog(n)/mσ\sqrt{s\log(n)/m} at every localized stationary point, with oracle rate σs/mσ\sqrt{s/m} under beta-min condition.

Supervised learning is an active research area, with numerous applications in diverse fields such as data analytics, computer vision, speech and audio processing, and image understanding. In most cases, the loss functions used in machine learning assume symmetric noise models, and seek to estimate the unknown function …

2015-11-12abs ↗pdf ↗

Study minimax rates for density estimation under Huber contamination and Besov IPM losses.

problem Minimax convergence rates of nonparametric density estimation under Huber contamination model with outliers.
method Re-scaled thresholding wavelet series estimator and GAN architectures.
result Achieves minimax optimal convergence rates under Besov IPM losses.

Robust estimators for Gaussian sparse tasks with optimal error under contamination.

problem Robust mean estimation, PCA, and linear regression in the presence of Huber contamination.
method Novel multidimensional filtering method for sparse regime.
result Optimal error guarantees within constant factors for Gaussian robust kk-sparse mean estimation.

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.

The normal map given by Birkhoff orthogonality yields extensions of principal, Gaussian and mean curvatures to surfaces immersed in three-dimensional spaces whose geometry is given by an arbitrary norm and which are also called Minkowski spaces. We obtain characterizations of the Minkowski Gaussian curvature in terms o…

2018-05-05abs ↗pdf ↗

Paper presents robust confidence sequences for means with known moment bounds and arbitrary corruption.

problem Tackles robustness to outliers and adversarial corruptions in mean estimation.
method Designs new robust exponential supermartingales to create confidence sequences.
result Achieves optimal width and shows smaller margin of error compared to fixed-time robust methods.

Study improves error bounds for sparse regression with heavy-tailed covariates.

problem Estimating sparse coefficients in linear regression with heavy-tailed covariates.
method Employed an 1\ell_1-penalized Huber regression method.
result Error bound identical to Gaussian case for LL-subexponential covariates.

Improved robust regression for heavy-tailed and contaminated data.

problem Linear regression with heavy-tailed and adversarially contaminated covariates and responses.
method Applying a filtering algorithm to covariates and then using Huber regression, least trimmed squares, or least absolute deviation estimators on the remaining data.
result Near-optimal error rates achieved for the Huber regression estimator.