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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.

169,341 papers · 148 categories

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48 results for Matching rate

This paper reviews methods for constructing confidence intervals for error rates in 1:1 matching tasks.

problem Challenges in assessing uncertainty of error rates in matching algorithms, especially when data are dependent and error rates are low.
method Derives and examines statistical properties of methods for constructing confidence intervals for error rates in 1:1 matching tasks.
result Coverage and interval width vary with sample size, error rates, and data dependence.

This paper closes the gap on matching pursuit's convergence rate.

problem Improving the understanding of matching pursuit's convergence rate.
method Constructing a worst case dictionary to analyze matching pursuit's performance.
result Sharp characterization of matching pursuit's convergence rate as nαn^{-α}, with α0.182α \approx 0.182.

Unified view on matching pursuit and Frank-Wolfe algorithms with improved convergence rates.

problem Improving convergence rates for matching pursuit and Frank-Wolfe algorithms.
method Unified optimization perspective leading to explicit convergence rates.
result Sublinear (1/t1/t) convergence for general smooth objectives and linear convergence for strongly convex objectives.

Improved score matching methods for estimating score functions and Hessians without high dimensionality.

problem Estimating score functions and Hessians efficiently in high-dimensional data.
method Implicit score matching and denoising score matching, leveraging Gagliardo-Nirenberg inequalities.
result Achieves convergence rates similar to denoising score matching and estimates Hessians without dimensionality issues.

Study efficient iterative method for distribution matching using sliced optimal transport.

problem Efficiently match distributions using sliced optimal transport.
method Slice-matching scheme based on sliced optimal transport, with quantitative non-asymptotic rates derived.
result Derive quantitative non-asymptotic rates for convergence to target distribution.

Unified analysis of matching pursuit and coordinate descent methods.

problem Optimization of linear spaces using first-order methods.
method Unified analysis of matching pursuit and coordinate descent, providing rates for smooth and strongly convex objectives.
result Unified analysis leading to tightest known rates for steepest coordinate descent and accelerated convergence for matching pursuit.

Flow Matching improves statistical guarantees through kernel density estimation.

problem Improving statistical guarantees for generative models.
method Connecting Flow Matching to kernel density estimation and verifying optimal rates of convergence.
result Flow Matching achieves optimal rates up to logarithmic factors for large networks and on lower-dimensional manifolds.

Large learning rates prevent memorization in denoising score matching.

problem Memorization of training data in diffusion-based generative models.
method Investigating the role of large learning rates in the small-noise regime, proving that they prevent convergence to the empirical optimal score.
result Large learning rates prevent memorization by making it impossible for the learned score to be arbitrarily close to the empirical optimal score.

New algorithm trains deep neural networks with adaptive learning rates.

problem Inconsistent gradient magnitudes across layers in SGD.
method Back-matching propagation with approximations for layer-wise adaptive learning rates.
result Achieves favorable results over standard SGD in training deep neural networks.

Sharp Lipschitz bounds for flow-matching and diffusion models with optimal sampling rates.

problem Establishing optimal Lipschitz regularity for flow-matching and diffusion models.
method Sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores.
result Achieves optimal sampling rate of d/N\sqrt{d}/N for Euler-type samplers in dimension dd.

Bayesian rating system for large competitions improves prediction and efficiency.

problem Rating systems for large, competitive events like online programming contests.
method Developed a Bayesian rating system for many participants, proving robustness and runtime.
result The system outperforms existing systems in accuracy and computation speed.

A new method approximates option pricing in stochastic interest rate markets.

problem Approximating option pricing in markets with stochastic interest rates.
method Gaussian moment matching technique applied to a conditional Black \& Scholes formula.
result The method performs remarkably well, even compared to other techniques.

New method estimates stochastic rate change in insurance portfolios.

problem Determining the stochastic nature of premium changes in dynamic insurance portfolios.
method Definition of rate change as a statistical parameter, various models and techniques for estimation, matched sampling to adjust for policy characteristics.
result Quantification of uncertainty in stochastic rate change estimates, application to motor premium database.

Learning-rate schedules for large models match optimization theory closely, leading to better training.

problem Improving training of large models with optimal learning rates.
method Used a bound from non-smooth convex optimization theory to match learning-rate schedules with practical benefits.
result Extending the learning-rate schedule with optimal learning-rate and transferring it across schedules improves model training.

Flow Matching improves Wasserstein 1 distance convergence in high dimensions.

problem Improving Wasserstein 1 distance estimation for unbounded distributions.
method Flow Matching approach based on ODEs, controlling Lipschitz constant.
result Derives a convergence rate for Wasserstein 1 distance, improving previous results.

This paper establishes lower bounds for SGD's error, matching upper bounds.

problem Proving lower error bounds for SGD optimization algorithm.
method Analysis of mean square error for SGD with specific learning rates.
result Essentially matching lower and upper bounds for SGD's mean square error.

We prove rates of convergence in the statistical sense for kernel-based least squares regression using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is directly related to Kernel Partial Least Squares, a regression method that combines supervised dim…

2010-09-29abs ↗pdf ↗

This paper models how funds choose between competing ESG rating methodologies based on investor preferences.

problem Competing ESG rating methodologies lead to different portfolio rewards and fund fees.
method Modeling funds with heterogeneous ESG priorities and analyzing portfolio changes and investor demand.
result Funds specialize more, but provider scores, investor participation, and equilibrium fees decrease in the benchmark equilibrium.

The paper addresses statistical inference in matching markets with dependent missingness.

problem Statistical inference for two-sided matching markets with matching-induced dependence.
method Non-convex algorithm based on Grassmannian gradient descent, debiasing and projection framework.
result Near-optimal entrywise convergence rates for various matching mechanisms.

SRRM improves recursive transport surrogates in the small-discrepancy regime.

problem Insufficient understanding of recursive partitioning methods' statistical behavior and resolution in the small-discrepancy regime.
method Introduced Selective Recursive Rank Matching (SRRM) to improve the resolution of Recursive Rank Matching (RRM).
result SRRM yields a higher-fidelity practical surrogate for the Wasserstein distance at moderate additional computational cost.

Study improves denoising score matching under relaxed manifold assumptions.

problem Improving denoising score matching under relaxed manifold assumptions.
method Model density with nonparametric Gaussian mixtures, relax manifold assumption, derive non-asymptotic bounds.
result Non-asymptotic bounds on approximation and generalization errors, rates of convergence determined by intrinsic dimension.

The paper establishes bounds for score-matching in causal discovery and generative modeling.

problem Estimating causal relationships from data.
method Training a deep neural network to estimate the score function and applying it to causal discovery.
result Bounds on the error rate of causal discovery methods using score-matching.

New matching estimators correct bias in multivariate settings without smoothing parameters.

problem Bias in nearest-neighbor and matching estimators in multiple dimensions.
method Polynomial least squares fits on Voronoi tessellations.
result Novel estimators converge at n\sqrt{n} rate under mild smoothness assumptions.

New method solves optimization problems on manifolds using symplectic integrators.

problem Optimization tasks on manifolds with nonlinear constraints.
method Dissipative extension of Dirac's theory of constrained Hamiltonian systems and geometric/symplectic numerical integrators.
result Developed algorithms achieve optimal convergence rates locally.

In high dimensions, the mean and geometric median are nearly identical.

problem Understanding the relationship between mean and geometric median in high-dimensional spaces.
method Analytical derivation and simulation of the distance between mean and geometric median.
result The distance between mean and geometric median vanishes with dimensionality in high dimensions.

New method denoises linear models with shuffled data.

problem Denoising linear models with shuffled data and Gaussian noise.
method Characterization of minimax error rate, analysis of computationally efficient estimators, exact algorithm for noiseless problem.
result Consistency of estimators for a wide range of parameters, exact algorithm for noiseless problem.

FlowLLM uses LLMs and flow matching to efficiently generate novel materials.

problem Challenging material discovery due to vast chemical space.
method Combines LLMs and Riemannian flow matching to design novel crystalline materials.
result Significantly increases generation rate of stable materials and unique crystals.

Study improves covariance estimation for SGD under Markovian data, matching best rates.

problem Improving covariance estimation for SGD in Markovian data settings.
method Online overlapping batch-means covariance estimator for SGD under Markovian sampling.
result Established convergence rates for covariance estimation under Markovian sampling.

Paper introduces a synthetic ALM model for life insurance, evaluating SCR with interest rate shocks.

problem Evaluating Solvency Capital Requirement (SCR) in life insurance with interest rate shocks.
method Developed a synthetic ALM model that considers market and book values, crediting rates, and bond investments. Evaluated SCR using the standard formula.
result The choice of interest rate model is crucial for meaningful SCR evaluation after regulatory shocks.

Elo rating outperforms complex models in skill estimation despite model misspecification.

problem Elo rating's reliability in skill estimation is questioned due to model misspecification.
method Interpreted Elo as online gradient descent and conducted synthetic experiments on non-BT models.
result Elo's superior performance in win rate prediction compared to complex models is explained through its sparsity and ranking effectiveness.

PAC-Bayesian bounds show fully connected DNNs with Gaussian priors match minimax rates.

problem Theoretical limits of fully connected deep neural networks with Gaussian priors.
method PAC-Bayesian bounds for fully connected Bayesian DNNs with Gaussian priors.
result PAC-Bayesian bounds match minimax-optimal rates in Besov space for nonparametric regression and binary classification.

Proposes a new model for stock and dividend derivatives pricing.

problem Pricing stock and dividend derivatives with positive stock prices and non-negative dividends.
method Jointly specifies dynamics for stock price and dividend rate, using mean-reverting dividend rate.
result Closed-form expressions for stock and dividend futures prices, accurate option approximations.