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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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25.0%50.0%75.0%100.0% · Jun 199319922001200920172026
48 results for Le Cam's theory

A new framework for robust transfer learning that avoids negative transfer in domains with unequal information.

problem Negative transfer in unsupervised domain adaptation, especially when source and target domains have different levels of informativeness.
method Decision-theoretic framework based on Le Cam's theory of statistical experiments, using constructive approximations to replace strict invariance with directional simulability.
result Le Cam Distortion achieves near-perfect frequency estimation and zero source utility loss in various domains, demonstrating superior performance compared to traditional methods.

Study exact minimax rates for density estimation over convex classes, extending previous work.

problem Deriving minimax rates for density estimation over convex density classes.
method Building on Le Cam's work, determine exact minimax rates using local metric entropy.
result Exact minimax rates derived for any convex density class, including nonparametric and parametric cases.

The paper extends statistical estimation techniques under differential privacy.

problem Establishing sample complexity bounds for estimation tasks under differential privacy.
method Proposes analogues of Le Cam's method, Fano's inequality, and Assouad's lemma under central differential privacy.
result Optimal sample complexity bounds for discrete distribution estimation under total variation and 2\ell_2 distances.

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the optimal rates are constructed …

2011-08-17abs ↗pdf ↗

Paper introduces robust deep learning method for handling random data corruption.

problem Random corruption in deep learning data due to limited quality of data.
method Inspired by median-of-means and Le Cam's principle, introduces a new approach.
result Demonstrates the approach performs well in practice and is a promising alternative to standard training methods.

LDP is equivalent to contraction of E_γ-divergence, impacting privacy and utility.

problem Analyzing trade-offs between privacy and utility in estimation problems.
method Equivalence of LDP constraints to contraction coefficients of E_γ-divergence, using f-divergences and estimation-theoretic tools.
result LDP guarantees can be expressed in terms of contraction coefficients of arbitrary f-divergences.

We study local complexity measures for stochastic convex optimization problems, providing a local minimax theory analogous to that of Hájek and Le Cam for classical statistical problems. We give complementary optimality results, developing fully online methods that adaptively achieve optimal convergence guarantees. Our…

2016-12-16abs ↗pdf ↗

"Deep Learning" methods attempt to learn generic features in an unsupervised fashion from a large unlabelled data set. These generic features should perform as well as the best hand crafted features for any learning problem that makes use of this data. We provide a definition of generic features, characterize when it i…

2014-02-20abs ↗pdf ↗

Unified framework for lower bounds in interactive decision making.

problem Challenges in interactive decision making, especially bandits and reinforcement learning.
method Interactive Fano method and Fractional Covering Number.
result Unified characterization of learnability for stochastic bandit problems and tight lower bounds for interactive decision making.

Stochastic approximation proves asymptotic normality for non-smooth problems.

problem Solving non-smooth stochastic approximation problems.
method Stochastic approximation algorithms for solving smooth equations, extended to non-smooth problems.
result Asymptotic normality and optimality in non-smooth stochastic approximation is proven.

Stochastic algo learns from evolving data, achieving optimal performance.

problem Performative prediction and multiplayer extensions.
method Stochastic approximation with decision-dependent distributions.
result Asymptotic normality and optimality of the algorithm's performance.

To better understand the interplay of censoring and sparsity we develop finite sample properties of nonparametric Cox proportional hazard's model. Due to high impact of sequencing data, carrying genetic information of each individual, we work with over-parametrized problem and propose general class of group penalties s…

2012-07-18abs ↗pdf ↗

The study examines conditions for achieving a simple lower bound in estimating mean from samples.

problem Achieving a simple lower bound for estimating the mean of a distribution.
method Analyzes conditions for nearly attaining Le Cam's two-point testing lower bound for mean estimation.
result An algorithm nearly attains the two-point testing rate for mixtures of symmetric, log-concave distributions with a common mean.

Often, high dimensional data lie close to a low-dimensional submanifold and it is of interest to understand the geometry of these submanifolds. The homology groups of a manifold are important topological invariants that provide an algebraic summary of the manifold. These groups contain rich topological information, for…

2011-12-23abs ↗pdf ↗

We propose a technique for making Convolutional Neural Network (CNN)-based models more transparent by visualizing input regions that are 'important' for predictions -- or visual explanations. Our approach, called Gradient-weighted Class Activation Mapping (Grad-CAM), uses class-specific gradient information to localize…

2016-11-22abs ↗pdf ↗

Enhanced visibility forecasts using CAMS data improve accuracy.

problem Improving the accuracy of visibility predictions in weather forecasts.
method Statistical post-processing with historical observations and CAMS forecasts.
result Post-processed forecasts with CAMS data are substantially superior to raw and climatological predictions.

Dans les années 1940-1970, Alexandrov et l'"École de Leningrad" ont développé une théorie très riche des surfaces singulières. Il s'agit de surfaces topologiques, munie d'une métrique intrinsèque pour laquelle on peut définir une notion de courbure, qui est une mesure de Radon. Cette classe de surfaces a de bonnes prop…

2009-06-18abs ↗pdf ↗

The homology groups of a manifold are important topological invariants that provide an algebraic summary of the manifold. These groups contain rich topological information, for instance, about the connected components, holes, tunnels and sometimes the dimension of the manifold. In earlier work, we have considered the s…

2013-07-29abs ↗pdf ↗

A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, introduced by Johnstone, in which a prominent eigenvector (or "spike") is planted into a random matrix. These distributions form natural statistical models for principal component analysis (PCA) problems throughou…

2018-07-02abs ↗pdf ↗

New complexity measure for interactive learning reduces regret to near-optimal levels.

problem Challenges in sample-efficient, adaptive learning algorithms for interactive decision making.
method Introduces the Decision-Estimation Coefficient and the Estimation-to-Decisions (E2D) principle.
result Unified algorithm design principle E2D achieves optimal sample-efficient learning.

Differential privacy formalises privacy-preserving mechanisms that provide access to a database. We pose the question of whether Bayesian inference itself can be used directly to provide private access to data, with no modification. The answer is affirmative: under certain conditions on the prior, sampling from the pos…

2013-06-05abs ↗pdf ↗

Consider a two-class clustering problem where we observe Xi=iμ+ZiX_i = \ell_i μ+ Z_i, ZiiidN(0,Ip)Z_i \stackrel{iid}{\sim} N(0, I_p), 1in1 \leq i \leq n. The feature vector μRpμ\in R^p is unknown but is presumably sparse. The class labels i{1,1}\ell_i\in\{-1, 1\} are also unknown and the main interest is to estimate them. We are interested …

2015-02-24abs ↗pdf ↗

VRPG algorithm optimizes convex constraints with non-asymptotic guarantees.

problem Stochastic convex optimization under convex constraints.
method Natural variance reduced proximal gradient (VRPG) algorithm.
result VRPG achieves local minimax lower bound up to constants and log factor of NN.

Extends causal additive models to include higher-order interactions.

problem Inferring causal insights from data with higher-order mechanisms.
method Introduces directed acyclic hypergraphs to represent higher-order interactions in causal structure learning.
result Learning more complex hypergraphs can lead to better empirical results.

We inspect the BNSR-invariants Σm(Pn)Σ^m(P_n) of the pure braid groups PnP_n, using Morse theory. The BNS-invariants Σ1(Pn)Σ^1(P_n) were previously computed by Koban, McCammond and Meier. We prove that for any 3mn3\le m\le n, the inclusion Σm2(Pn)Σm3(Pn)Σ^{m-2}(P_n)\subseteq Σ^{m-3}(P_n) is proper, but Σ(Pn)=Σn2(Pn)Σ^\infty(P_n)=Σ^{n-2}(P_n). We writ…

2015-07-30abs ↗pdf ↗

Developable ruled surfaces generated by curvature axes of curves.

problem Creating simple and understandable ruled surfaces for practical design.
method Investigating a straightforward method to generate developable ruled surfaces using curvature axes of curves.
result Developable ruled surfaces are generated by the curvature axes of curves, and these surfaces are developable.

Develops high-probability minimax quantile bounds for statistical problems.

problem Statistical procedures often lose information about tail behavior when reduced to expectations.
method Introduces minimax quantiles, develops high-probability variants of minimax methods, and converts risk lower bounds to quantile lower bounds.
result Obtains high-probability minimax quantile lower bounds for various statistical problems.

Deep neural features identify unique vehicles from dash-cam feeds.

problem Identifying unique vehicles in dash-cam feeds for self-driving cars.
method Used pretrained YOLO network feature maps to create deep integrated feature signatures (DIFS) for 700 images of 35 vehicles and 340 images of 17 vehicles.
result Correctly identified unique vehicles at 96.7% for high resolution data and 86.8% for lower resolution data.

Paper proposes methods to discover causal models with unobserved variables.

problem Discovering causal relationships in data with unobserved variables.
method Two methods leveraging prior knowledge for causal discovery in CAM-UV models.
result Accuracy of causal discovery improves with more prior knowledge.

New method finds rare dense clusters in asymmetric binary perceptrons, resolving algorithmic hardness.

problem Resolving algorithmic hardness in asymmetric binary perceptrons.
method Fully lifted random duality theory (fl RDT) and large deviation upgrade (sfl LD RDT).
result Local entropy breaks down for constraint densities in (0.77, 0.78) interval, matching current solver limits.

The paper finds infinitely many half-volume CMC hypersurfaces on generic or Ricci-positive manifolds.

problem Finding infinitely many half-volume constant mean curvature (CMC) hypersurfaces on manifolds.
method Developed a min-max theory for non-local functionals to prove the existence of these hypersurfaces.
result Infinitely many geometrically distinct CMC hypersurfaces enclosing half the volume of a manifold.

We refine a Le and Murakami uniqueness theorem for the Kontsevich Integral in order to specify the relationship between the two (possibly equal) main universal link invariants: the Kontsevich Integral and the perturbative expression of the Chern-Simons theory. As a corollary, we prove that the Altschuler and Freidel an…

2000-04-14abs ↗pdf ↗

A new method is proposed to obtain the risk neutral probability of share prices without stochastic calculus and price modeling, via an embedding of the price return modeling problem in Le Cam's statistical experiments framework. Strategies-probabilities Pt0,nP_{t_0,n} and PT,nP_{T,n} are thus determined and used, respective…

2013-04-17abs ↗pdf ↗

Paper develops an online covariance estimator for nonsmooth stochastic approximation problems.

problem Estimating covariance in nonsmooth, potentially non-monotone settings.
method Online batch-means covariance matrix estimator.
result Estimator achieves convergence rate of O(dn1/8+ε)O(\sqrt{d}n^{-1/8+\varepsilon}).

The study finds minimal hypersurfaces in wedge-shaped manifolds with boundary.

problem Finding minimal hypersurfaces in wedge-shaped manifolds with boundary.
method Developed a min-max theory for locally wedge-shaped manifolds with boundary.
result Proved existence of smooth free boundary minimal hypersurfaces in wedge-shaped manifolds.