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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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77155232309 · Jun 202019922001200920172026
48 results for Neighborhood Discrepancy Rate

We propose a spectral clustering method based on local principal components analysis (PCA). After performing local PCA in selected neighborhoods, the algorithm builds a nearest neighbor graph weighted according to a discrepancy between the principal subspaces in the neighborhoods, and then applies spectral clustering. …

2013-01-09abs ↗pdf ↗

Study finds polynomial convergence rate for Farey sequences linked to Riemann hypothesis.

problem Understanding convergence rates of maximum mean discrepancies for Farey sequences.
method Identifying positive-semidefinite kernels and their polynomial convergence rates.
result Polynomial convergence rate of maximum mean discrepancies of Farey sequences is equivalent to the Riemann hypothesis.

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 on discrepancy principle for learning algorithms in nonparametric regression.

problem Determining optimal iteration number in nonparametric regression with unknown optimal iteration.
method Investigates discrepancy principle and modified principles for kernelized spectral filters, using deviation inequalities and change-of-norm arguments.
result Classical discrepancy principle is adaptive for slow rates, while modified principles are adaptive for faster rates.

This paper introduces localized discrepancy theories for unsupervised domain adaptation.

problem Improving generalization bounds for unsupervised domain adaptation.
method Localized discrepancies defined on the hypothesis space after localization, leading to smaller and asymmetric values.
result Improved generalization bounds and sample complexity reduction.

Gradient descent recovers low-rank matrices from corrupted measurements with double over-parameterization.

problem Robust recovery of low-rank matrices from grossly corrupted measurements.
method Gradient descent with discrepant learning rates for double over-parameterized models.
result Gradient descent with discrepant learning rates provably recovers the underlying matrix without prior knowledge on rank or sparsity.

SVGD algorithm converges at rate 1/sqrt(log log n) for sub-Gaussian distributions.

problem Approximating a probability distribution with particles.
method Stein variational gradient descent (SVGD) with finite particles and sub-Gaussian target distribution.
result SVGD achieves a convergence rate of 1/sqrt(log log n) for sub-Gaussian distributions.

Stein discrepancy improves UDA performance in low-data scenarios.

problem Improving model performance on unlabeled target domains with limited data.
method Proposes a novel UDA framework using Stein discrepancy, an asymmetric measure that depends on the target distribution through its score function.
result Consistently outperforms prior UDA approaches under limited target data across multiple benchmarks.

Urban2Vec combines street view imagery and POIs for better urban neighborhood embeddings.

problem Lack of comprehensive representation of urban neighborhoods using heterogeneous data.
method Unsupervised multi-modal framework using CNN for visual features and bag-of-words for POI data.
result Urban2Vec achieves better performance than baseline models and comparable to fully-supervised methods.

Building accurate language models that capture meaningful long-term dependencies is a core challenge in natural language processing. Towards this end, we present a calibration-based approach to measure long-term discrepancies between a generative sequence model and the true distribution, and use these discrepancies to …

2019-06-11abs ↗pdf ↗

This study compares MC and QMC methods for derivative pricing, showing QMC's superior convergence rates.

problem Improving derivative pricing accuracy and efficiency in high-dimensional settings.
method Compared Monte Carlo and quasi-Monte Carlo techniques, focusing on convergence rates and low-discrepancy sequences.
result Quasi-Monte Carlo methods achieve superior convergence rates and reduce root mean square error in derivative pricing.

Neural networks with ReLU^k approximate Sobolev functions efficiently via Radon transform.

problem Approximating functions from Sobolev spaces using shallow ReLU^k neural networks.
method Utilizing the Radon transform and discrepancy theory, we provide nearly optimal approximation rates.
result Optimal approximation rates for smoothness up to order s = k + (d+1)/2.

Efficient tests for various statistical problems using incomplete U-statistics.

problem Nonparametric tests for two-sample, independence, and goodness-of-fit problems.
method Proposes MMDAggInc, HSICAggInc, and KSDAggInc tests aggregating over multiple kernel bandwidths.
result Aggregated tests provide a solution to the kernel selection problem and achieve optimal rates.

Kernel tests assess equivalence between distributions without assuming specific moments.

problem Traditional goodness-of-fit tests fail to detect meaningful distributional differences.
method Proposes kernel-based tests using kernel Stein discrepancy and Maximum Mean Discrepancy.
result Tests assess the absence of meaningful distributional differences under controlled error rates.

The estimation of probabilities of network edges from the observed adjacency matrix has important applications to predicting missing links and network denoising. It has usually been addressed by estimating the graphon, a function that determines the matrix of edge probabilities, but this is ill-defined without strong a…

2015-09-29abs ↗pdf ↗

New method for adaptive estimation and inference in econometric models without knowing smoothness.

problem Adaptive estimation and inference in ill-posed linear inverse problems with unknown smoothness.
method Discrepancy principle-based framework for adaptive hyperparameter selection.
result Achieves optimal rates in weak and strong metrics for linear functionals.

This work proposes a new method to match distributions across different spaces using cycle-consistent maps.

problem Matching distributions across different spaces with consistent bidirectional maps.
method A novel unbalanced Monge optimal transport formulation for matching distributions on different spaces, employing cycle-consistent maps.
result The proposed discrepancy captures the cycle-consistent GAN framework and provides theoretical support.

Improved convergence rates for Stein Variational Gradient Descent in finite-particle settings.

problem Improving convergence rates for Stein Variational Gradient Descent in finite-particle settings.
method Analyzing the time derivative of relative entropy and splitting it into dominant and smaller parts.
result Finite-particle convergence rates of order 1/\sqrt{N} for Kernelized Stein Discrepancy and Wasserstein-2 metrics.

We employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we introduce a dissimilarity matrix and a map based on the Sorting Points Into Neighborhoods (SPIN) technique, which has been previously used to ana…

2007-01-05abs ↗pdf ↗

New study shows mean estimation algorithms can't beat sub-Gaussian rate in general.

problem Improving mean estimation beyond worst-case scenarios.
method Constructing counterexamples and introducing neighborhood optimality.
result No reasonable estimator can achieve better than sub-Gaussian error rate for any distribution.

Paper analyzes SVGD algorithm for non-asymptotic convergence.

problem Optimizing a set of particles to approximate a target probability distribution.
method Finite time analysis of SVGD algorithm, providing descent lemma and convergence rates.
result SVGD algorithm decreases the objective at each iteration and converges to the target distribution.

New research sets the minimax lower bound for KSD estimation at sqrt(n).

problem Estimating goodness-of-fit using Kernel Stein Discrepancy (KSD) on high-dimensional spaces.
method Two complementary results proving the minimax lower bound of KSD estimation.
result The minimax lower bound of KSD estimation is n^(-1/2), indicating exponential difficulty with dimensionality.

CSD improves goodness-of-fit testing for higher-order dependence.

problem Insensitivity of standard KSDs to higher-order dependence features like tail dependence.
method Introduces Copula-Stein Discrepancy (CSD) that targets dependence geometry directly on copula density.
result CSD is sensitive to differences in tail dependence coefficients and metrizes weak convergence of copula distributions.

Given iidiid observations from an unknown absolute continuous distribution defined on some domain ΩΩ, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function. Our density estimate is a piecewise constant function defined on a binary partition o…

2014-04-05abs ↗pdf ↗

We propose a new model for pricing Quanto CDS and risky bonds. The model operates with four stochastic factors, namely: hazard rate, foreign exchange rate, domestic interest rate, and foreign interest rate, and also allows for jumps-at-default in the FX and foreign interest rates. Corresponding systems of PDEs are deri…

2017-11-20abs ↗pdf ↗

Improved MMD estimator for likelihood-free inference.

problem Computational challenges in estimating MMD for likelihood-free inference.
method Optimally-weighted MMD estimator with improved sample complexity.
result Significantly improved sample complexity for accurate MMD estimation.

Paper uses optimal transport-based statistics for change point detection.

problem Change point detection in multivariate data.
method Soft rank energy and entropically regularized optimal transport.
result Soft rank energy performs better in real datasets with strong continuity and convergence properties.

Understanding the community conditions that best support universal access and improved childhood outcomes allows ultimately to improve decision-making in the areas of planning and investment across the early stages of childhood development. Here we describe two different data-driven approaches to visualizing the lived …

2019-03-25abs ↗pdf ↗

PCR-LE achieves optimal rates for nonparametric regression over Sobolev spaces.

problem Nonparametric regression over Sobolev spaces with random design.
method PCR-LE using Laplacian Eigenmaps on neighborhood graphs.
result PCR-LE achieves minimax rates of convergence for both estimation and goodness-of-fit testing.

New algorithm tunes SGMCMC hyperparameters for scalable Bayesian inference.

problem Tuning hyperparameters for SGMCMC is challenging due to lack of principled methods.
method Proposes a bandit-based algorithm using Stein discrepancies to tune hyperparameters.
result The method effectively tunes SGMCMC hyperparameters for various applications.

GCNs improve regression tasks by aggregating neighbor signals.

problem GCNs' statistical properties in regression tasks are poorly understood.
method Examined two GCN convolutions and their impact on learning error.
result GCNs have a bias-variance trade-off that depends on neighborhood size and topology.

Efficiently tests two distributions using Nyström approximation of MMD.

problem Testing whether two sets of data are from the same distribution in large-scale scenarios.
method Nyström approximation of maximum mean discrepancy (MMD) for scalable testing.
result Finite-sample bound on power of the test for sufficiently separated distributions.

Paper analyzes convergence of Laplacian eigenmaps on submanifolds with singularities.

problem Analyzing convergence of Laplacian eigenmaps on submanifolds with singularities.
method Using ε-neighborhood graphs constructed from random points on the submanifold, the paper provides a spectral approximation result for the Laplacian.
result The convergence rate for the eigenvalue of the Laplacian is \( O\left(\left(\log n/n ight)^{1/(m+2)} ight) \), where \( m \) and \( n \) are the dimension of the manifold and the sample size, respectively.

Paper develops a minimax optimal test for goodness-of-fit using kernel Stein discrepancy.

problem Developing a robust goodness-of-fit test for general domains.
method Kernel Stein Discrepancy (KSD) with spectral regularization and adaptive testing.
result Proposed regularized test achieves minimax optimality up to a logarithmic factor.

The rate of convergence of weighted kernel herding (WKH) and sequential Bayesian quadrature (SBQ), two kernel-based sampling algorithms for estimating integrals with respect to some target probability measure, is investigated. Under verifiable conditions on the chosen kernel and target measure, we establish a near-geom…

2019-07-19abs ↗pdf ↗

New algorithm improves knowledge transfer in dynamic decision-making.

problem Utilizing data from existing ventures to improve decision-making in new ventures.
method Proposes Transferred Fitted QQ-Iteration algorithm for estimating optimal action-state function QQ^*.
result Significantly improved final learning error of QQ^* function.

Proposes a semi-Bayesian nonparametric estimator for MMD in GOF tests and GANs.

problem Challenges in goodness-of-fit testing for intractable models.
method Semi-Bayesian nonparametric estimator of MMD.
result Outperforms frequentist MMD-based methods in false rejection and acceptance rates.