Research
On-device research index

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.

168,694 papers · 148 categories

Trend · papers per month

1234 · May 201519922001200920172026
27 results for PML

We study three fundamental statistical-learning problems: distribution estimation, property estimation, and property testing. We establish the profile maximum likelihood (PML) estimator as the first unified sample-optimal approach to a wide range of learning tasks. In particular, for every alphabet size kk and desired…

2019-06-10abs ↗pdf ↗

PML-LFC improves PML by estimating label confidence from both feature and label spaces.

problem PML challenges in real-world scenarios where only some labels are relevant.
method PML-LFC estimates label confidence using feature and label space similarities, training a predictor with these values.
result PML-LFC achieves superior performance on synthetic and real-world datasets.

By decomposing asset returns into potential maximum gain (PMG) and potential maximum loss (PML) with price extremes, this study empirically investigated the relationships between PMG and PML. We found significant asymmetry between PMG and PML. PML significantly contributed to forecasting PMG but not vice versa. We furt…

2019-01-07abs ↗pdf ↗

We prove two rigidity results for automorphism groups of the spaces ML(S) of measured laminations on a closed hyperbolic surface S and PML(S) of projective measured laminations on this surface. The results concern the homeomorphisms of ML(S) that preserve the geometric intersection between laminations and the homeomorp…

2018-04-27abs ↗pdf ↗

We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML has appealing theoretical properties, but is difficult to compute exactly. Inspi…

2017-12-19abs ↗pdf ↗

We consider the action of a pseudo-Anosov mapping class on PML(S)\mathcal{PML}(S). This action has north-south dynamics and so, under iteration, laminations converge exponentially to the stable lamination. We study the rate of this convergence and give examples of families of pseudo-Anosov mapping classes where the rate go…

2015-12-02abs ↗pdf ↗

Partial multi-label learning (PML), which tackles the problem of learning multi-label prediction models from instances with overcomplete noisy annotations, has recently started gaining attention from the research community. In this paper, we propose a novel adversarial learning model, PML-GAN, under a generalized encod…

2019-09-15abs ↗pdf ↗

Paper proposes a method to recover accurate labels from partially valid data in multi-label learning.

problem Tackles noisy supervision in multi-label learning with partially valid labels.
method Develops a two-stage method that estimates label enrichment and ground-truth confidences.
result Demonstrates improved performance over state-of-the-art PML methods.

Let X0X_0 be a complete borderless infinite area hyperbolic surface. We introduce Thurston's boundary to the Teichmüller space T(X0)T(X_0) of the surface X0X_0 using Liouville (geodesic) currents. Thurston's boundary to T(X0)T(X_0) is identified with the space PMLbdd(X0)PML_{bdd}(X_0) of projective bounded measured laminations on $X…

2015-05-05abs ↗pdf ↗

Thurston's boundary to the universal Teichmüller space T(D)T(\mathbb{D}) is the space PMLbdd(D)PML_{bdd}(\mathbb{D}) of projective bounded measured laminations of D\mathbb{D}. A geodesic ray in T(D)T(\mathbb{D}) is of Teichmüller type if it shrinks vertical foliation of an integrable holomorphic quadratic differential. In a prio…

2015-05-28abs ↗pdf ↗

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables coupled with the degeneracy of the likelihood. We propose as a solution a penal…

2013-08-15abs ↗pdf ↗

Unified plug-in approach for estimating symmetric properties of distributions efficiently.

problem Estimating symmetric properties of distributions with high accuracy and efficiency.
method Profile-maximum-likelihood (PML) based estimator.
result Achieves theoretical limit for universal symmetric property estimation.

Grafting a measured lamination on a hyperbolic surface defines a self-map of Teichmuller space, which is a homeomorphism by a result of Scannell and Wolf. In this paper we study the large-scale behavior of pruning, which is the inverse of grafting. Specifically, for each conformal structure $X \in \T(S)$, pruning XX g…

2005-01-13abs ↗pdf ↗

Paper improves likelihood estimation for discrete distributions.

problem Computing profile maximum likelihood for discrete distributions.
method New bounds on Bethe and Sinkhorn permanents for low rank matrices.
result Achieves an approximation factor of exp(-O(sqrt(n) log n)) in polynomial time.

We show that if S is a finite type orientable surface of genus g and p punctures where 3g+p > 4, then EL(S) is (n-1)-connected and (n-1)-locally connected where dim(PML(S))=2n+1=6g+2p-7. Furthermore, if g=0, then EL(S) is homeomorphic to the p-4 dimensional Nobeling space.

2011-05-18abs ↗pdf ↗

Thurston's boundary to the universal Teichmüller space T(H)T(\mathbb{H}) is the set of asymptotic rays to the embedding of T(H)T(\mathbb{H}) in the space of geodesic currents; the boundary is identified with the projective bounded measured laminations PMLbdd(H)PML_{bdd}(\mathbb{H}) of H\mathbb{H}. We prove that each Teichmüller …

2015-05-25abs ↗pdf ↗

For a compact surface X0X_0, Thurston introduced a compactification of its Teichmüller space T(X0)\mathcal T(X_0) by completing it with a boundary PML(X0)\mathcal{PML}(X_0) consisting of projective measured geodesic laminations. We introduce a similar bordification for the Teichmüller space T(X0)\mathcal T(X_0) of a noncompact Ri…

2018-05-15abs ↗pdf ↗

J Hempel [Topology, 2001] showed that the set of distances of the Heegaard splittings (S,V, h^n(V)) is unbounded, as long as the stable and unstable laminations of h avoid the closure of V in PML(S). Here h is a pseudo-Anosov homeomorphism of a surface S while V is the set of isotopy classes of simple closed curves in …

2003-06-03abs ↗pdf ↗

Let φ:DC\varphi :\mathbb{D}\to\mathbb{C} be an integrable holomorphic function on the unit disk D\mathbb{D} and Dφ:DT(D)D_{\varphi}:\mathbb{D}\to T(\mathbb{D}) the Teichmüller disk in the universal Teichmüller space T(D)T(\mathbb{D}). For a positive tt it is known that Dφ(t)[μφ]PMLb(D)D_{\varphi}(t)\to [μ_{\varphi}]\in PML_b(\mathbb{D}) as …

2018-10-04abs ↗pdf ↗