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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.

168,695 papers · 148 categories

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6481,2961,9442,592 · Jun 202019922001200920172026
48 results for Medians of Means

Median-of-means sampling outperforms mean-of-means for large sample sizes in numerical integration.

problem Improving numerical integration accuracy in high dimensions.
method Median-of-means sampling compared to mean-of-means using RQMC methods.
result Median-of-means sampling is superior for large sample sizes, while mean-of-means is better for smaller sample sizes.

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.

Marine buoys aid in the battle against Illegal, Unreported and Unregulated (IUU) fishing by detecting fishing vessels in their vicinity. Marine buoys, however, may be disrupted by natural causes and buoy vandalism. In this paper, we formulate marine buoy placement as a clustering problem, and propose dropout k-means an…

2020-01-02abs ↗pdf ↗

New method for estimating median and mean with high probability privacy.

problem Estimating median and mean with differential privacy.
method Propose, Test, Release (PTR) mechanism with concentration inequalities.
result First sub-Gaussian high probability bounds for differentially private median and mean estimation.

Paper improves statistical efficiency of median-of-means estimator for Byzantine robust distributed inference.

problem Byzantine robustness in distributed learning systems.
method Variance reduced median-of-means (VRMOM) estimator for Byzantine robust distributed inference.
result Achieves a fast convergence rate with only a constant number of rounds of communications.

We investigate existence and uniqueness of p-means and the median of a probability measure on a Finsler manifold, in relation with the convexity of the support of the measure. We prove that the p-mean is the limit point of a continuous time gradient flow. Under some additional condition which is always satisfied for la…

2010-11-28abs ↗pdf ↗

Replicable clustering algorithms for k-medians, k-means, and k-centers are proposed.

problem Designing clustering algorithms that produce the same partition on repeated runs under the same distribution.
method Utilizing approximation routines for combinatorial clustering problems in a black-box manner.
result Replicable algorithms for statistical kk-medians, kk-means, and kk-centers with specified approximation and sample complexities.

This paper introduces online algorithms to estimate robust geometric median in large data streams.

problem Detecting outliers in large data sets using robust statistical measures.
method Online stochastic Newton methods for estimating the geometric median.
result Rates of convergence for online estimation of the geometric median.

We describe in this paper the theory and practice behind a new modal clustering method for binary data. Our approach (BinNNMS) is based on the nearest neighbor median shift. The median shift is an extension of the well-known mean shift, which was designed for continuous data, to handle binary data. We demonstrate that …

2019-02-11abs ↗pdf ↗

A regularized risk minimization procedure for regression function estimation is introduced that achieves near optimal accuracy and confidence under general conditions, including heavy-tailed predictor and response variables. The procedure is based on median-of-means tournaments, introduced by the authors in [8]. It is …

2017-01-15abs ↗pdf ↗

A method for estimating the median of gradients in stochastic optimization.

problem Robust gradient estimation in stochastic optimization for various applications.
method Stochastic Proximal Point Method for median gradient estimation.
result The proposed method can converge even under heavy-tailed, state-dependent noise.

Proposes a robust clustering method using the Median-of-Means estimator.

problem Noise and outliers in data affect clustering quality and require specifying the number of clusters.
method Integrates model-based and centroid-based clustering methods using the Median-of-Means estimator.
result Mitigates noise effects and estimates the number of clusters automatically.

Introduces robust convex clustering with Median of Means for better data clustering.

problem Challenges in convex clustering with high-dimensional data and noise/outliers.
method Integrates convex clustering with Median of Means estimator for robustness and efficiency.
result Enhanced clustering performance on large-scale datasets compared to existing methods.

We introduce and begin to explore the mean and median of finite sets of shapes represented as integral currents. The median can be computed efficiently in practice, and we focus most of our theoretical and computational attention on medians. We consider questions on the existence and regularity of medians. While the me…

2018-02-14abs ↗pdf ↗

New method explains survival analysis models using median-SHAP.

problem Need for explainable AI in medical applications, especially for survival analysis.
method Introduces median-SHAP for explaining survival analysis models.
result Conventionally used mean anchor point can lead to misleading interpretations; median-SHAP provides a better approach.

Anchor-TS uses median anchoring to improve online decision-making from offline data with distribution shift.

problem Improving online decision-making from offline data with distribution shift.
method Sample-Mean Anchored Thompson Sampling (Anchor-TS) with median anchoring.
result Anchor-TS safely leverages offline data to accelerate online learning and reduces regret.

This paper extends Median-of-Means to new learning problems involving pairwise comparisons.

problem Learning from pairwise comparisons in machine learning.
method Segmenting data into blocks, comparing pairs of decision rules, and declaring the winner based on majority performance.
result The Median-of-Means approach maintains robustness and performance under various sampling schemes.

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mean discrepancy; also called N-distance or energy distance), with numerous successful applications. The representation is constructed as the e…

2018-02-13abs ↗pdf ↗

Improved private geometric median estimation with nearly-linear time complexity.

problem Estimating the geometric median of a dataset while maintaining privacy.
method Improved algorithm using subsampling and geometric aggregation, achieving nearly-linear runtime.
result Achieves the same approximation quality as previous methods but with nearly-linear runtime.

Study improves generalization bounds for machine learning models in the presence of outliers.

problem Improving model robustness against outliers in machine learning.
method Median-of-Means (MoM) estimator and concentration properties analysis under contamination.
result Derives generalization guarantees for pairwise learning in contaminated data.

New method for better initial centers in clustering with improved accuracy and privacy.

problem Improving the quality of clustering centers in metric spaces.
method HST initialization based on metric embedding tree structure, combined with efficient search algorithm and DP extension.
result HST initialization produces better initial centers than kk-median++ with comparable efficiency and improved privacy.

Develops privacy-preserving multivariate median estimation methods.

problem Lack of rigorous privacy guarantees for robust multivariate location estimation.
method Novel finite-sample performance guarantees for differentially private multivariate depth-based medians.
result Sharp performance guarantees for multivariate depth-based medians under differential privacy.

Paper shows MoM is optimal under adversarial contamination for certain distributions.

problem Optimality of MoM under adversarial contamination.
method Upper and lower bounds for MoM's error under adversarial contamination.
result MoM is (minimax) optimal for distributions with finite variance and infinite variance with finite absolute moments.

This paper provides new algorithms for distributed clustering for two popular center-based objectives, k-median and k-means. These algorithms have provable guarantees and improve communication complexity over existing approaches. Following a classic approach in clustering by \cite{har2004coresets}, we reduce the proble…

2013-06-03abs ↗pdf ↗

Clustering is a fundamental problem in unsupervised learning, and has been studied widely both as a problem of learning mixture models and as an optimization problem. In this paper, we study clustering with respect the emph{k-median} objective function, a natural formulation of clustering in which we attempt to minimiz…

2012-12-12abs ↗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.

This paper attempts to provide a decision-theoretic foundation for the measurement of economic tail risk, which is not only closely related to utility theory but also relevant to statistical model uncertainty. The main result is that the only risk measures that satisfy a set of economic axioms for the Choquet expected …

2014-01-20abs ↗pdf ↗