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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.

169,291 papers · 148 categories

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65130194259 · Jun 202019922001200920182026
48 results for Nonparametric Statistics

A debiasing method improves nonparametric regression's statistical properties.

problem Lack of theoretical guarantees for modern nonparametric regression methods.
method Model-free debiasing method incorporating a correction term.
result Debiased estimator satisfies pointwise and uniform risk convergence, asymptotic normality.

We extend nonparametric models to handle extrapolation, providing bounds for inference.

problem Challenges in nonparametric statistical inference when evaluating outside the conditioning variable's support.
method Introduced a class of extrapolation assumptions and a consistent estimation procedure to handle extrapolation.
result Validated extrapolation-aware conclusions through various applications and real-world data.

A nonparametric two-sample test using a parametric integral probability metric

problem Detecting distributional differences between two independent samples
method Propose a new two-sample test statistic based on a newly introduced integral probability metric (IPM)
result Establish theoretical guarantees for the associated two-sample testing procedure

Laplace kernel feature selection offers statistical guarantees for nonparametric models with few samples.

problem Statistical guarantees for kernel-based feature selection in nonconvex optimization problems.
method Sharp characterization of the gradient of the objective function for Laplace kernel feature selection.
result Model-selection consistency for Laplace kernel-based feature selection in nonparametric settings with nlogpn \sim \log p samples.

This paper solves nonparametric estimation of continuous DPPs using kernel methods.

problem Estimating continuous Determinantal Point Processes (DPPs) without assuming a parametric form.
method Developed a fixed point algorithm based on a representer theorem for nonnegative functions in RKHS.
result Demonstrated a finite-dimensional problem for nonparametric MLE of continuous DPPs.

Improved GAN estimator learns densities faster with insights from nonparametric statistics.

problem How well GAN learns densities under different smoothness properties.
method Improved GAN estimator that leverages the level of smoothness and evaluation metric.
result Achieves a faster rate of convergence and near optimal minimax lower bound in high dimensions.

The paper analyzes a geometrical algorithm for statistical inference with convergence guarantees.

problem Statistical inference on nonparametric cases.
method Derives a bound for learning rate to ensure local convergence of a geometrical projection algorithm.
result Specific forms of the bound are calculated for m-mixture and e-mixture estimation problems.

The paper tackles nonparametric regression with distributed data under communication constraints.

problem Nonparametric estimation of a smooth function with data distributed across multiple machines and limited communication.
method The approach involves constructing an estimator of the true function at a central machine with limited bits for transmission, considering various settings of machine number, data size, and communication budget.
result The paper identifies three regimes based on the relationship among machines, data size, and communication budget, providing both lower and upper bounds on statistical risk.

Study nonparametric density estimation under Besov IPM losses and GANs.

problem Estimating nonparametric densities under various loss functions.
method Provide lower and upper bounds for convergence rates, formalize GANs as statistical models.
result IPMs can improve GANs' performance over linear estimators.

New methods for private statistical inference under local differential privacy.

problem Private statistical inference for population means with bounded observations.
method Nonparametric, nonasymptotic statistical inference using a generalized randomized response mechanism.
result Private confidence intervals and sequences for population means under LDP constraints.

Novel nonparametric method for GLMs improves prediction and inference performance.

problem Improving prediction and inference in GLMs with minimal assumptions.
method Combines binary regression and latent variable formulations, extends parametric versions, introduces new classification statistic.
result Uniformly better prediction and inference performance over parametric formulation, especially with asymmetric data.

We propose nonparametric methods for individual calibration in regression models.

problem Uncertainty quantification and individual calibration for regression models.
method Nonparametric methods agnostic of the underlying model, combining nonparametric and covering number arguments.
result Established matching upper and lower bounds for calibration error.

This paper reviews nonparametric density estimation methods for high-dimensional data.

problem Challenges in analyzing high-dimensional data with many features.
method Review of nonparametric density estimation algorithms for high-dimensional data.
result Discussion of algorithms and their applications in modal clustering.

DTL uses Delaunay triangulation for nonparametric function approximation.

problem Functional approximation in high-dimensional feature spaces.
method Delaunay triangulation to partition feature space into simplices, fitting linear models within each.
result DTL's geometrically optimal triangulation improves function approximation accuracy.

A new nonparametric test measures dependence between variables using decision trees.

problem Measuring statistical dependence between two variables robustly and efficiently.
method An ensemble of decision trees discriminates between observed and permuted samples without generating the latter.
result The method effectively detects complex relationships from noisy data.

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our formulation considerably improves the convergence rate of estimation while maint…

2015-06-19abs ↗pdf ↗

We propose a nonparametric statistical test for goodness-of-fit: given a set of samples, the test determines how likely it is that these were generated from a target density function. The measure of goodness-of-fit is a divergence constructed via Stein's method using functions from a Reproducing Kernel Hilbert Space. O…

2016-02-09abs ↗pdf ↗

The paper proposes a method to efficiently predict using labeled binary trees and analyzes the number of samples needed.

problem Efficiently predicting using compositional nonparametric models.
method A compositional nonparametric method expressed as a labeled binary tree, with a greedy algorithm for regression validation.
result The sufficient number of samples is O(klog(pq)+log(k!))O(k\log(pq)+\log(k!)), and the necessary number of samples is Ω(klog(pq)log(k!))Ω(k\log (pq)-\log(k!)).

A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity. This problem appears in many settings, most prominently in choosing the number ofclusters in mixture models or the number of factors in factor analysis. In this tutorial we describe Bayesian nonparamet…

2011-06-14abs ↗pdf ↗

A two-step nonparametric method estimates financial systemic risk.

problem Estimating CoVaR due to unobservability of multivariate-quantiles.
method Two-step nonparametric approach using Monte-Carlo simulation and kernel method.
result Consistency and asymptotic normality of the two-step estimator established.

New test detects differences in heterogeneous datasets.

problem Detecting differences between two samples with unknown heterogeneity.
method Developed a nonparametric testing procedure that handles latent heterogeneity through a composite null.
result The test accurately detects differences in the presence of unknown heterogeneity.

The paper confirms two groups of gamma-ray bursts using a new nonparametric metric.

problem Determining the number of inherent groups in gamma-ray bursts.
method A new nonparametric interpoint distance-based measure, combined with clustering methods.
result Confirms two groups of short and long gamma-ray bursts.

We characterize conjugate nonparametric Bayesian models as projective limits of conjugate, finite-dimensional Bayesian models. In particular, we identify a large class of nonparametric models representable as infinite-dimensional analogues of exponential family distributions and their canonical conjugate priors. This c…

2010-12-02abs ↗pdf ↗

Paper optimizes deep neural networks for nonparametric estimation without log-sacrifice.

problem Optimizing deep neural networks for nonparametric estimation without redundant log-factors.
method Explicitly constructed network estimator based on tensor product B-splines, derived upper bounds for minimax risk, and asymptotic distributions.
result Upper bounds for the L2L^2 minimax risk become optimal without log-sacrifice.

Bayesian nonparametric approach for scalable learning without assuming model truth.

problem Bayesian learning's assumption of model truth is problematic in complex data environments.
method Nonparametric Bayesian learning using Monte Carlo sampling.
result Proves better scalability and accuracy compared to parametric models.

Develops a new test for comparing two groups' densities, showing minimax optimality.

problem Comparing probability densities between two groups.
method Probabilistic tensor product smoothing spline framework for joint density modeling; penalized likelihood ratio test for interaction testing.
result Proposed test is minimax optimal and outperforms conventional approaches.

New rates and adaptive algorithm for nonparametric active learning under noise conditions.

problem Establishing new minimax-rates for active learning under noise conditions.
method Generic algorithmic strategy for adaptivity to unknown noise smoothness and margin.
result Achieves optimal rates in many general situations and avoids adaptive confidence sets.