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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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3.0%5.9%8.9%11.9% · Jun 201919922001200920172026
48 results for K-sample testing

Paper proposes universally consistent K-sample tests using any dependence measure.

problem Testing whether K groups of data points are drawn from the same distribution.
method Demonstrates the use of any dependence measure for K-sample testing.
result Achieves universally consistent K-sample testing using distance correlation and Hilbert-Schmidt independence criterion.

We introduce hyppo, a unified library for performing multivariate hypothesis testing, including independence, two-sample, and k-sample testing. While many multivariate independence tests have R packages available, the interfaces are inconsistent and most are not available in Python. hyppo includes many state of the art…

2019-07-03abs ↗pdf ↗

The paper addresses hypothesis selection with local differential privacy, requiring more samples than non-private methods.

problem Hypothesis selection under local differential privacy constraints.
method Develops algorithms for hypothesis selection with local differential privacy, achieving near-optimal sample and round complexities.
result Non-interactive algorithms for kk-wise simple hypothesis testing require O~(k)\tilde O(k) samples and O(loglogk)O(\log \log k) rounds of interaction.

Private method measures nonlinear correlations between data hosted across two entities.

problem Measuring nonlinear correlations between sensitive data hosted across multiple parties while preserving privacy.
method Differentially private estimator of distance correlation.
result First private estimator of nonlinear correlations in a multi-party setup.

Paper proposes a chi-square test for distance correlation.

problem Testing distance correlation is computationally expensive.
method Proposes a chi-square test for distance correlation, non-parametric, fast, applicable to various metrics.
result Chi-square test exhibits similar power to permutation test and can be valid and universally consistent for testing independence.

New metrics improve quantum ensemble learning efficiency and power.

problem Quantum ensembles' distances poorly understood due to measurement constraints.
method Introduce MMD-kk hierarchy of integral probability metrics for quantum ensembles.
result MMD-kk requires fewer samples for full discriminative power at higher kk.

Three-layer neural networks learn hierarchical polynomial functions efficiently.

problem Learning hierarchical polynomial functions with three-layer neural networks.
method Layerwise gradient descent on square loss, focusing on feature learning.
result Achieves optimal sample complexity for learning hierarchical polynomials.

Recurrent models can produce infinite sequences, causing bias; new methods prevent this.

problem Inconsistency in decoding infinite-length sequences from recurrent language models.
method Defined and proved inconsistency of common decoding algorithms; proposed remedies.
result Proposed methods prevent inconsistency in practice.

Study uses reinforcement learning to optimize portfolios under recursive utility.

problem Improving portfolio allocation using risk-sensitive objectives.
method Approximated certainty equivalent via Monte Carlo, trained actor-critic algorithms (PPO, A2C).
result Recursive-utility agent outperforms discounted baseline in Sharpe ratio, max drawdown, and cumulative return.

We introduce a new sampling method for large language models that balances diversity and parallelism.

problem Balancing diversity and parallelism in decoding for large language models.
method Arithmetic sampling framework compatible with various sampling variations.
result Improves estimation of expected BLEU score reward and reduces the gap with beam search.

Software package assesses spherical data distributions and clusters.

problem Assessing and clustering spherical data distributions.
method Innovative goodness-of-fit tests and clustering algorithms using kernel-based quadratic distances.
result Efficient and mathematically sound goodness-of-fit tests for spherical data.

We study three fundamental statistical-learning problems: distribution estimation, property estimation, and property testing. We establish the profile maximum likelihood (PML) estimator as the first unified sample-optimal approach to a wide range of learning tasks. In particular, for every alphabet size kk and desired…

2019-06-10abs ↗pdf ↗

Novel anti-grokking phase discovered in neural networks, revealed by HTSR layer quality metric.

problem Understanding and detecting overfitting in neural networks.
method 3-layer MLP, weight decay, HTSR layer quality metric αα, correlation traps, Kolmogorov–Smirnov tests.
result Anti-grokking phase detected late in training, revealed by α<2α< 2 and correlation traps.

OPORP combines permutation and random projection for efficient data vector compression.

problem Efficiently estimating cosine similarity in embedding-based retrieval applications.
method OPORP uses a permutation followed by a random vector dot product, then aggregates and normalizes the results into bins.
result OPORP improves the estimation of cosine similarity, reducing variance and improving accuracy.

A new SGD variant chooses the sample with lowest loss to make the model more robust to outliers.

problem Outliers can skew the parameters of machine learning models trained via SGD.
method Choose a set of k samples, then select the one with the smallest current loss for update.
result The new method makes SGD more robust for ML problems that are sums of convex losses.

We consider two multi-armed bandit problems with nn arms: (i) given an ε>0ε> 0, identify an arm with mean that is within εε of the largest mean and (ii) given a threshold μ0μ_0 and integer kk, identify kk arms with means larger than μ0μ_0. Existing lower bounds and algorithms for the PAC framework suggest that both …

2019-06-15abs ↗pdf ↗

A recently proposed SLOPE estimator (arXiv:1407.3824) has been shown to adaptively achieve the minimax 2\ell_2 estimation rate under high-dimensional sparse linear regression models (arXiv:1503.08393). Such minimax optimality holds in the regime where the sparsity level kk, sample size nn, and dimension pp satisfy …

2019-09-20abs ↗pdf ↗

Adaptive contrastive search improves text generation quality and diversity.

problem Decoding high-quality text from language model outputs.
method Adaptive contrastive search incorporating uncertainty-guided degeneration penalty.
result Enhanced text generation quality and diversity across different models and datasets.

Multi-sample, importance-weighted variational autoencoders (IWAE) give tighter bounds and more accurate uncertainty estimates than variational autoencoders (VAE) trained with a standard single-sample objective. However, IWAEs scale poorly: as the latent dimensionality grows, they require exponentially many samples to r…

2018-06-22abs ↗pdf ↗

We characterize the communication complexity of the following distributed estimation problem. Alice and Bob observe infinitely many iid copies of ρρ-correlated unit-variance (Gaussian or ±1\pm1 binary) random variables, with unknown ρ[1,1]ρ\in[-1,1]. By interactively exchanging kk bits, Bob wants to produce an estimate $…

2019-01-25abs ↗pdf ↗

A new growth model for dynamic networks using Markovian latent points.

problem Modeling temporal dynamic networks with latent points and distances.
method Markovian latent space dynamic with Euclidean Sphere sampling and connection probabilities based on geodesic distances.
result Theoretical guarantees for non-parametric estimation of the latitude and envelope functions.

Optimal sampling bounds for various classification losses under different regularization terms.

problem Achieving optimal sampling complexity for classification losses under different regularization terms.
method Proved optimal sampling bounds for a broad class of Lipschitz continuous classification loss functions under various regularization terms.
result Proved k2/ε2k^2/\varepsilon^2 upper and lower bounds for 2/k\|\cdot\|_2/k regularization, and k/ε2k/\varepsilon^2 upper and lower bounds for 1/k\|\cdot\|_1/k regularization.

Study shows inefficiency of sparse linear regression learning with fewer than Ω(k^2) samples.

problem Efficiency of sparse linear regression learning with minimal samples.
method Reduction to sparse PCA problems and lower bounds.
result Efficient algorithms for sparse linear regression require at least Ω(k^2) samples.

Given data drawn from an unknown distribution, DD, to what extent is it possible to ``amplify'' this dataset and output an even larger set of samples that appear to have been drawn from DD? We formalize this question as follows: an (n,m)(n,m) amplification procedure\text{amplification procedure} takes as input nn independent draws from an …

2019-04-26abs ↗pdf ↗

Estimates linear models from self-selected data, addressing econometric challenges.

problem Estimating linear models from self-selected data with known or unknown selection criteria.
method Developed efficient algorithms for both known and unknown selection criteria.
result Identified and estimated linear models from self-selected data, accommodating various selection criteria.

Estimates population size using capture-recapture designs with binary indicators.

problem Estimating population size from capture-recapture data with binary indicators.
method Proposes a modern method using undersmoothed lasso model to estimate the target parameter of interest.
result The choice of constraint on the K-dimensional distribution significantly impacts the value of the estimand.

A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice of block size allows control over the tradeoff between test power and computatio…

2013-07-08abs ↗pdf ↗

USP test improves on Pearson's chi-squared and GG-test for independence.

problem Deficiencies in Pearson's chi-squared and GG-test for independence.
method USP test based on UU-statistic estimator of population dependence measure.
result USP test controls size, handles small cell counts, and detects minimal violations of independence.

This paper provides a comprehensive survey of Machine Learning Testing (ML testing) research. It covers 144 papers on testing properties (e.g., correctness, robustness, and fairness), testing components (e.g., the data, learning program, and framework), testing workflow (e.g., test generation and test evaluation), and …

2019-06-19abs ↗pdf ↗

The paper tests properties of multiple distributions with limited samples.

problem Testing properties of multiple distributions with few samples.
method Designing testers for uniformity, identity, and closeness testing under specific conditions.
result Sample optimal testers for uniformity, identity, and closeness testing are provided.