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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.

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13.4%26.7%40.1%53.4% · Feb 202619922001200920172026
48 results for Level Set Estimation

Paper presents a robust transfer learning method for active level set estimation.

problem Efficiently identifying regions of a black-box function with limited function evaluations.
method Incorporates prior knowledge from a related function while locally adapting it.
result The method achieves better convergence of level sets compared to standard transfer learning.

The clusters of a distribution are often defined by the connected components of a density level set. However, this definition depends on the user-specified level. We address this issue by proposing a simple, generic algorithm, which uses an almost arbitrary level set estimator to estimate the smallest level at which th…

2014-09-30abs ↗pdf ↗

This paper introduces a more efficient method for estimating level sets with a stopping criterion.

problem Efficiently estimating regions where a function exceeds a threshold without exhaustive evaluations.
method Acquisition strategy with a stopping criterion for εε-accurate level set estimation.
result The method satisfies εε-accuracy with a confidence level of 1δ1 - δ and guarantees on lower bounds of performance metrics.

Bayesian Neural Networks improve high-dimensional level set estimation.

problem Scalability issue in existing LSE methods for high-dimensional inputs.
method Bayesian Neural Networks with information-based acquisition functions.
result Proposed method achieves better results than state-of-the-art approaches.

The level set tree approach of Hartigan (1975) provides a probabilistically based and highly interpretable encoding of the clustering behavior of a dataset. By representing the hierarchy of data modes as a dendrogram of the level sets of a density estimator, this approach offers many advantages for exploratory analysis…

2013-07-30abs ↗pdf ↗

In this paper we establish a uniform C2,θC^{2,θ} estimate for level sets of stable solutions to the singularly perturbed Allen-Cahn equation in dimensions n10 n\leq 10 (which is optimal). The proof combines two ingredients: one is the infinite dimensional reduction method which enables us to reduce the C2,θC^{2,θ} estimate …

2018-10-22abs ↗pdf ↗

In this paper, the problem of estimating the level set of a black-box function from noisy and expensive evaluation queries is considered. A new algorithm for this problem in the Bayesian framework with a Gaussian Process (GP) prior is proposed. The proposed algorithm employs a hierarchical sequence of partitions to exp…

2019-02-26abs ↗pdf ↗

Proposes methods for online conformal prediction with nested prediction sets across multiple confidence levels.

problem Need for uncertainty quantification with multiple confidence levels in diverse applications.
method Online optimization perspective to enforce nestedness of prediction sets while controlling quantile estimation error.
result Achieves stable coverage across all levels, strictly nested prediction sets, and improved efficiency.

We study the connections between spectral clustering and the problems of maximum margin clustering, and estimation of the components of level sets of a density function. Specifically, we obtain bounds on the eigenvectors of graph Laplacian matrices in terms of the between cluster separation, and within cluster connecti…

2018-12-16abs ↗pdf ↗

A novel dose-finding design for cancer clinical trials using level set estimation.

problem Finding the maximum tolerated dose (MTD) in phase I cancer clinical trials.
method Proposes a novel dose-finding design based on level set estimation (LSE) to determine the next dose.
result The proposed LSE design achieves higher accuracy in estimating the MTD and lower risk of overdosing compared to existing designs.

Develops privacy-preserving methods for longitudinal linear regression.

problem Protecting individual information in longitudinal data with privacy-preserving statistics.
method Proposes a user-level private regression estimator and a privatized covariance estimator for longitudinal linear regression under user-level differential privacy.
result Establishes theoretical guarantees for practical user-level differential privacy estimation and inference in longitudinal linear regression.

Adaptive batching improves Gaussian process surrogates for noisy level set estimation.

problem Learning the level set of noisy simulator responses.
method Developed four novel adaptive batching schemes for Gaussian process metamodels.
result Adaptive batching brings significant computational speed-ups with minimal loss of modeling fidelity.

Estimates population mean from user-level data with privacy, accounting for heterogeneity.

problem Heterogeneous user data with varying numbers of data points and distributions.
method Simple model of heterogeneous user data, differential privacy mechanism for estimation.
result Asymptotic optimality of the proposed estimator and general lower bounds on error.

Improves model classification accuracy in black-box settings.

problem Difficulty in inferring model properties due to limited query access.
method Introduces discriminative factorization to distinguish high-quality queries.
result Probability of chance-level classification decreases exponentially with query budget.

Study robust mean estimation under coordinate-level corruptions using Hamming distance.

problem Robust mean estimation under realistic coordinate-level corruptions.
method Introduce a novel Hamming distance-based measure and present information-theoretic analysis.
result Data cleaning-inspired approaches can match information theoretic bounds for robust mean estimation.

High density clusters can be characterized by the connected components of a level set L(λ)={x: p(x)>λ}L(λ) = \{x:\ p(x)>λ\} of the underlying probability density function pp generating the data, at some appropriate level λ0λ\geq 0. The complete hierarchical clustering can be characterized by a cluster tree ${\cal T}= \bigcup_λ L(λ)…

2010-11-11abs ↗pdf ↗

We show that DBSCAN can estimate the connected components of the λλ-density level set {x:f(x)λ}\{ x : f(x) \ge λ\} given nn i.i.d. samples from an unknown density ff. We characterize the regularity of the level set boundaries using parameter β>0β> 0 and analyze the estimation error under the Hausdorff metric. When the data …

2017-03-10abs ↗pdf ↗

New scoring rules for multivariate distributions and level sets.

problem Evaluating forecast accuracy for multivariate distributions and level sets.
method Theoretical framework for scoring rules, decomposition of multivariate scoring functions, numerical algorithm for computation.
result New scoring functions for multivariate distributions and level sets, including density and cumulative distribution level sets.

Study functional confounders in causal inference, enabling estimable effects.

problem Causal inference challenges with functional confounders violating positivity.
method Functional interventions, functional positivity, gradient fields, Level-set Orthogonal Descent Estimation (LODE).
result Valid causal effect estimation under certain conditions.

New acquisition functions improve Bernoulli LSE.

problem Efficiently estimating regions where a Bernoulli function is above or below a threshold.
method Developed new look-ahead acquisition functions for Gaussian process classification models.
result Demonstrated clear benefits of new acquisition functions on benchmark and real-world tasks.

SLS optimizes minimum-volume regions for conditional quantiles, bypassing density estimation.

problem Constructing minimum-volume prediction regions that satisfy conditional coverage.
method Super-level-set regression (SLS) directly optimizes geometric boundaries of conditional level sets.
result SLS optimizes regions directly, capturing complex conditional structures end-to-end.

New algorithms solve complex multi-level optimization problems with improved efficiency.

problem Smooth stochastic multi-level composition optimization problems.
method Two algorithms using moving-average and linearized stochastic estimates.
result Achieved sample complexities of O(1/ε^4) and O(1/ε^6).

In most classification tasks there are observations that are ambiguous and therefore difficult to correctly label. Set-valued classifiers output sets of plausible labels rather than a single label, thereby giving a more appropriate and informative treatment to the labeling of ambiguous instances. We introduce a framewo…

2016-09-02abs ↗pdf ↗

New method uses Winsorized mean estimators for privacy-preserving statistics on dependent data.

problem Privacy-preserving statistics on dependent data with sensitive information.
method Adapting noisy Winsorized mean estimators to handle dependence via log-Sobolev inequalities.
result Asymptotic and finite sample guarantees for item-level and user-level mean estimation similar to \iid{} settings.

New method improves level set estimation with theoretical guarantees.

problem Efficiently estimating level sets of expensive-to-evaluate functions.
method Randomized straddle algorithm for level set estimation.
result The method provides theoretical guarantees and better practical performance.

New method uses neural networks to estimate parameters without needing detector simulations.

problem Estimating parameters in high-energy physics with detector effects.
method Two-level fitting approach: SRGN (Simulation-level fit based on Reweighting Generator-level events with Neural networks).
result Demonstrated using simulated datasets, SRGN can estimate parameters without detector effects.

Proposes a method to improve hierarchical clustering using set-level structural priors.

problem Lack of supervision for non-leaf structure in hierarchical clustering.
method Introduces set-level structural priors for semi-supervised hyperbolic hierarchical clustering.
result Improves label consistency and similarity-based tree quality over baselines.

Sharp estimate for 2-systole on Kähler surfaces with positive scalar curvature.

problem Estimating the 2-systole on compact Kähler surfaces with positive scalar curvature.
method Combining classification of positive scalar curvature Kähler surfaces with Stern's level set method adapted to Kähler setting.
result Proved the sharp estimate minXS(ω)sys2(ω)12π\min_X S(ω)\cdot\operatorname{sys}_2(ω)\le 12π.

New bounds for LDP with heterogeneous privacy levels guaranteeing high probability of accuracy.

problem Statistical estimation under LDP with users having varying privacy levels.
method Developed finite sample upper bounds in ℓ_2-norm with high probability, complemented by lower bounds.
result Optimal guarantees for heterogeneous LDP in terms of probability and constants.

The paper tackles optimal level set estimation in crowdsourcing and tournaments.

problem Deciphering small entries in a partially observed matrix of expert correctness.
method Constructs an efficient polynomial-time algorithm for recovering level sets up to a precision.
result The algorithm is minimax optimal for the classification problem, contrasting with existing literature.

The paper studies volume and area comparisons in non-compact 3-manifolds with non-negative scalar curvature.

problem Volume and area comparisons in non-compact 3-manifolds with non-negative scalar curvature.
method Gradient integral estimates and level set analysis.
result Sharp volume and area comparisons derived from a gradient integral estimate.

Following Hartigan, a cluster is defined as a connected component of the t-level set of the underlying density, i.e., the set of points for which the density is greater than t. A clustering algorithm which combines a density estimate with spectral clustering techniques is proposed. Our algorithm is composed of two step…

2010-02-11abs ↗pdf ↗

VarFA efficiently estimates student skill levels with uncertainty for adaptive testing.

problem Efficiently estimating student skill levels with uncertainty for adaptive testing.
method VarFA uses variational inference to extend factor analysis models for educational data.
result VarFA efficiently handles large datasets and produces uncertainty estimates.