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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.

168,657 papers · 148 categories

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3186359531,270 · Jun 202019922001200920172026
48 results for Network Estimation

Method estimates heterogeneous causal effects on networks using orthogonal learning.

problem Challenges in estimating causal effects on networks due to treatment effects on both treated and neighbors, and network homophily.
method Two-stage orthogonal learning framework: first stage uses graph neural networks for nuisance components, second stage residualizes and interpretable attention-based model for causal effects.
result Improves heterogeneous effect estimation and supports interpretable analyses.

Study on network-valued processes with asynchronous updates, proving consistency in community and changepoint estimation.

problem Understanding the behavior of network-valued stochastic processes with asynchronous updates.
method Analysis of concentration properties of aggregated adjacency and Laplacian matrices for lazy network-valued stochastic processes.
result Demonstrates consistency of estimators in community and changepoint estimation problems.

New method uses sparse deep neural networks for high-dimensional regression with improved parameter estimation.

problem Improving parameter estimation in high-dimensional sparse regression models.
method Proposes nonparametric estimation of partial derivatives in sparse deep neural networks.
result Established convergence rate of nonparametric estimation of partial derivatives as O(n1/4)\mathcal{O}(n^{-1/4}).

New method estimates graphons from multiple networks with high accuracy and low complexity.

problem Estimating graphon function from multiple networks with different node sets and sizes.
method Histogram-based estimator that aligns nodes across all networks.
result High accuracy and low computational complexity achieved.

Deep neural networks with adversarial training achieve sup-norm convergence for nonparametric regression.

problem Achieving sup-norm convergence for deep neural network estimators in nonparametric regression.
method Developed an adversarial training scheme to address the sup-norm convergence issue.
result Deep neural network estimators achieve optimal sup-norm convergence with the proposed adversarial training.

Proposes a new method to estimate Bayesian neural network depth.

problem Estimating the depth of Bayesian neural networks.
method Uses a discrete truncated normal distribution to learn depth mean and variance, inferring posterior distributions by minimizing variational free energy.
result Improves test accuracy and reduces posterior depth variance on the spiral dataset.

DeepBayes uses neural networks to efficiently estimate parameters in complex dynamical models.

problem Estimating parameters in stochastic, nonlinear dynamical models is challenging.
method DeepBayes leverages deep recurrent neural networks to learn an estimator that minimizes mean-squared error.
result DeepBayes achieves asymptotically equivalent performance to Bayesian estimation methods.

Robust deep neural networks estimate multi-dimensional functional data robustly.

problem Estimating location function from multi-dimensional functional data robustly.
method Deep neural networks with ReLU activation, robust to outliers and model misspecification.
result Uniform convergence rates for robust deep neural network estimators.

Proposes a transfer learning method for accurate latent variable estimation.

problem Accurate estimation of latent variables in networks with large parameter spaces.
method Leverages information from similar networks to improve estimation accuracy.
result The proposed methods improve estimation accuracy and are validated on real datasets.

Develops a new variational estimator for node popularity in bipartite networks.

problem Estimating node popularity in bipartite networks with varying patterns.
method Variational Expectation-Maximization (VEM) framework for the Two-Way Node Popularity Model (TNPM).
result The proposed method achieves superior estimation accuracy across different types of networks.

New method for estimating gradients in stochastic binary networks.

problem Challenges in training neural networks with binary activations and weights.
method Combines sampling and analytic approximation steps to estimate gradients accurately.
result Significantly reduced variance at the cost of small bias, leading to practical tradeoffs.

Neural networks improve loss reserving with case estimates and transaction data.

problem Improving loss reserving accuracy using neural networks.
method Comparison of feed-forward and recurrent neural networks trained on case estimates and transaction data.
result Case estimates significantly improve predictions, but memory-equipped neural networks offer minimal additional benefit.

Integrates nearest neighbors with neural networks for more accurate treatment effect estimation.

problem Inaccurate causal effect estimations from observational data.
method NNCI methodology integrating nearest neighbors with neural network models.
result Improves treatment effect estimations on various benchmarks.

Paper improves confidence intervals and variance estimation for deep learning models.

problem Improving confidence intervals and variance estimation in deep learning models.
method Residual-based framework for conditional variance estimation; robust bootstrap procedure for confidence intervals.
result First non-asymptotic bounds for variance estimation using ReLU networks.

Method estimates network connectivity and dimensionality from multiple networks.

problem Estimating connectivity and dimensionality in samples of networks.
method Convex optimization with alternating direction method of multipliers.
result Method outperforms conventional methods in estimating connectivity and dimensionality.

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 ↗

Paper proposes a novel method to estimate differential networks using additional knowledge.

problem Estimating differential statistical dependency networks in high-dimensional data with limited samples.
method Integrates various sources of knowledge beyond data samples to improve differential network estimation.
result Achieves sharp asymptotic convergence rate and improved differential network estimation.

The network jackknife provides conservative variance estimates for network statistics.

problem Estimating the variance of network statistics.
method Leave-node-out jackknife procedure for network data under the sparse graphon model.
result The network jackknife leads to conservative estimates of the variance for network functionals invariant to node permutation.

Study uses neural networks for fast Hawkes model parameter estimation in finance.

problem Estimating parameters of Hawkes models from high-frequency financial data.
method Recurrent neural networks for parameter estimation.
result Significantly faster computational performance compared to traditional methods.

Trans-Glasso uses transfer learning to estimate precision matrices from related studies.

problem Challenges in precision matrix estimation with limited target samples.
method Two-step transfer learning: multi-task learning followed by differential network estimation.
result Trans-Glasso achieves minimax optimality under certain conditions and outperforms baseline methods in simulations and real-world applications.

New variational formula for Rényi divergences improves neural network estimation in high dimensions.

problem Estimating Rényi divergences in high-dimensional systems.
method Derive and apply a variational formula for Rényi divergences over various function spaces.
result Neural network estimators of Rényi divergences are consistent under certain conditions.

Two Fisher information matrix estimators are analyzed for neural networks, focusing on their variances and trade-offs.

problem Estimating the Fisher information matrix in neural networks due to its high computational cost.
method Examined two popular diagonal Fisher information matrix estimators and their variances in neural networks for regression and classification.
result The variances of the estimators depend on the non-linearity with respect to different parameter groups and should not be neglected.

Networks are a natural representation of complex systems across the sciences, and higher-order dependencies are central to the understanding and modeling of these systems. However, in many practical applications such as online social networks, networks are massive, dynamic, and naturally streaming, where pairwise inter…

2019-08-02abs ↗pdf ↗

Novel graph theory for neural networks improves understanding of their structure and performance.

problem Understanding the structural benefits and generalization power of neural networks.
method Developed a novel graph theoretical formulation and extended error analysis for neural networks.
result Similar a priori estimates can be obtained for neural networks under certain conditions, independent of input dimension.

Paper tackles hyper-gradient estimation in decentralized FL over time-varying networks.

problem Excessive communication costs and inability to use robust networks.
method Introduces an optimality condition and uses Push-Sum for averaging model parameters and gradients over time-varying directed networks.
result Derives a hyper-gradient estimator that operates over time-varying directed networks and converges to the true hyper-gradient.

Sparse-penalized deep neural networks improve performance in weakly dependent processes.

problem Nonparametric regression and classification under weak dependence.
method Sparse-penalized deep neural networks with oracle inequalities and convergence rates established.
result The proposed estimators outperform non-penalized ones in simulations.

Estimates causal effects in networks with varying interference.

problem Estimating causal effects in settings with network interference.
method Proposes neighborhood adaptive estimators for average direct treatment effect on the treated.
result Establishes rates of convergence and distributional results for proposed estimators.

The paper proposes a method for better uncertainty estimation in neural networks.

problem Estimating predictive uncertainty in neural networks is crucial but challenging.
method The paper proposes a function-space variational inference method to infer a posterior distribution over functions.
result The proposed method leads to state-of-the-art uncertainty estimation and predictive performance.

Link prediction in networks is typically accomplished by estimating or ranking the probabilities of edges for all pairs of nodes. In practice, especially for social networks, the data are often collected by egocentric sampling, which means selecting a subset of nodes and recording all of their edges. This sampling mech…

2018-03-12abs ↗pdf ↗

This research provides theoretical guarantees for hyperparameter estimation in complex network dynamical systems.

problem Theoretical guarantees for hyperparameter estimation in large, inhomogeneous complex network dynamical systems.
method Formulating the system's evolution in a measure transport perspective, proposing a theoretical framework for estimating hyperparameters with mean-type observations.
result A nonasymptotic bound for the deviation of hyperparameter estimates in inhomogeneous complex network dynamical systems with respect to network population size.

Graph neural networks extend neural Bayes estimators to irregular spatial data.

problem Estimating parameters from irregular spatial data with computational efficiency.
method Employing graph neural networks to approximate Bayes estimators for irregular spatial data.
result Extending neural Bayes estimation to irregular spatial data with computational benefits.