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.
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.
Paper proposes a robust framework for detecting multiple periodic components in time series.
problem Detecting multiple periodic components in time series with interlaced patterns and external noise.
method Applying maximal overlap discrete wavelet transform to isolate periodic components, ranking them by wavelet variance, and detecting single periodicity robustly.
result The proposed algorithm outperforms other methods for both single and multiple periodicity detection.
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…
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…
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…
In this paper, we generalize Huber's criterion to multichannel sparse recovery problem of complex-valued measurements where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known elementary vec…
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)/m at every localized stationary point, with oracle rate σs/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 …
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…
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.