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.

168,695 papers · 148 categories

Trend · papers per month

75151226301 · Jun 202019922001200920172026
48 results for Parametric assumptions

The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of consistency, and show that simple consistent algorithms exist, under most general non-parametric assumptions. The notion of consistency is as f…

2010-05-05abs ↗pdf ↗

The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of consistency, and show that simple consistent algorithms exist, under most general non-parametric assumptions. The notion of consistency is as f…

2010-04-29abs ↗pdf ↗

Study provides guarantees for kernel clustering under non-parametric mixtures.

problem Statistical guarantees for kernel-based clustering without strong assumptions.
method Non-parametric mixture models, kernel-based clustering, consistency guarantees.
result Necessary and sufficient separability conditions for consistent clustering recovery.

Paper shows faster convergence to local-minimizers in over-parametrized models under interpolation-like conditions.

problem Escaping saddle-points in over-parametrized models.
method Stochastic and deterministic optimization algorithms under interpolation-like conditions.
result Oracle complexity of PSGD and SCRN algorithms to reach εε-local-minimizer matches or improves upon deterministic rates.

New method estimates survival risks without strong proportional hazard assumptions.

problem Time-to-event prediction with censored data and competing risks.
method Jointly learns deep nonlinear representations for fully parametric survival regression.
result Demonstrates benefits in real-world datasets with different censoring levels.

Paper proposes a new time series prediction method using weighted past data and optimization.

problem Predicting time series data with improved accuracy considering both deterministic and stochastic assumptions.
method The approach uses a weighted sum of past data, solving a constrained linear optimization problem to minimize an outer bound of prediction error.
result The method can outperform existing non-parametric methods in short-term forecasts.

This paper explores how to choose scoring rules for estimating properties with parametric assumptions.

problem Indirect elicitation of properties with parametric assumptions.
method Developed a framework for choosing proper scoring rules for indirect elicitation, considering constraints and optimal solutions.
result The optimal estimation of the target property changes monotonically with the increase of each weight, and often setting some weights as zero yields the best configuration.

Bayesian model selection improves causal discovery in complex datasets.

problem Identifying causal direction in Markov equivalence classes with realistic assumptions.
method Incorporating causal assumptions within Bayesian framework for model selection.
result Bayesian model selection outperforms previous methods on various datasets.

Paper relaxes assumptions for non-parametric estimation in pairwise learning.

problem Generalization performance of non-parametric estimation for pairwise learning.
method Significantly relaxes restrictive assumptions, constructs structured deep ReLU neural network, and designs targeted hypothesis space.
result Establishes a sharp oracle inequality for empirical minimizer with general hypothesis space for Lipschitz continuous pairwise losses.

In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider the response to be a summation of unknown transformations applied on the predict…

2017-10-16abs ↗pdf ↗

iCOS method estimates risk-neutral densities and option prices without model assumptions.

problem Estimating risk-neutral densities and option prices without model assumptions.
method Leverages Fourier-cosine technique using option-implied cosine series coefficients, without model assumptions.
result Effective in extracting information from option prices under various market conditions.

Study examines surfaces with bounded fractional mean curvature, proving control over local parametrization.

problem Understanding surfaces with bounded fractional mean curvature.
method Investigates bounded L^p-norm of fractional mean curvature, proving control over local parametrization.
result Proves control over local parametrization, leading to lower Ahlfors-regularity, weak Michael-Simon type inequality, and stability application.

This work develops a non-parametric test for relational independence in non-i.i.d. data.

problem Testing independence in relational systems where data samples are not i.i.d.
method Kernel mean embedding for relational variables, consistent non-parametric scalable kernel test.
result Empirically validated effectiveness compared to state-of-the-art tests.

New function class characterizes loss landscape of deep neural networks without over-parametrization.

problem Complex loss landscape of deep neural networks without over-parametrization.
method Proposed a novel class of functions to characterize loss landscape without over-parametrization.
result Gradient-based optimizers possess theoretical guarantees of convergence under the new function class assumption.

Parametric insurance offers better risk-sharing in high-risk settings than traditional indemnity insurance.

problem High-risk environments where traditional indemnity insurance is unaffordable or ineffective.
method Comparison of excess-of-loss indemnity insurance and parametric insurance within a mean-variance framework, considering fixed costs and binding budget constraints.
result Parametric insurance yields higher welfare for risk-averse individuals, especially when indemnity insurance is impractical.

We propose a method for learning Markov network structures for continuous data without invoking any assumptions about the distribution of the variables. The method makes use of previous work on a non-parametric estimator for mutual information which is used to create a non-parametric test for multivariate conditional i…

2017-08-08abs ↗pdf ↗

We address challenges in estimating parameters from adaptively collected data.

problem Estimating parameters from data collected adaptively leads to non-normal asymptotic distributions.
method We develop semi-parametric estimators that account for adaptivity in data collection.
result Our estimators are asymptotically normal under certain conditions.

Develops a calibration prediction interval for non-parametric regression and neural networks.

problem Lack of accurate conditional prediction in regression settings.
method Calibration Prediction Interval (cPI) using Deep Neural Networks (DNN) or kernel methods.
result Asymptotically valid coverage rate and high probability of coverage rate with large sample sizes.

Proposes methods to estimate posterior probability and propensity score functions without assuming constant propensity score.

problem Learning from biased positive-unlabeled data.
method Parametric approach to joint estimation of posterior probability and propensity score functions using maximum likelihood and alternating maximization.
result Proposed methods are comparable or better than existing methods based on Expectation-Maximisation scheme.

ParPIC clusters directed graphs using random walks and diffusion operators.

problem Challenges in vertex-level clustering for directed graphs due to edge directionality.
method Parametrized Power-Iteration Clustering (ParPIC) based on reversible random walks and diffusion operators.
result ParPIC achieves competitive clustering accuracy with improved scalability compared to spectral and teleportation-based methods.

The Neyman-Pearson (NP) paradigm in binary classification seeks classifiers that achieve a minimal type II error while enforcing the prioritized type I error controlled under some user-specified level αα. This paradigm serves naturally in applications such as severe disease diagnosis and spam detection, where people h…

2018-02-07abs ↗pdf ↗

Generative source separation methods such as non-negative matrix factorization (NMF) or auto-encoders, rely on the assumption of an output probability density. Generative Adversarial Networks (GANs) can learn data distributions without needing a parametric assumption on the output density. We show on a speech source se…

2017-10-30abs ↗pdf ↗

Non-negative matrix factorization (NMF) is a technique for finding latent representations of data. The method has been applied to corpora to construct topic models. However, NMF has likelihood assumptions which are often violated by real document corpora. We present a double parametric bootstrap test for evaluating the…

2017-11-19abs ↗pdf ↗

We present the FuSSO, a functional analogue to the LASSO, that efficiently finds a sparse set of functional input covariates to regress a real-valued response against. The FuSSO does so in a semi-parametric fashion, making no parametric assumptions about the nature of input functional covariates and assuming a linear f…

2013-11-10abs ↗pdf ↗

We consider the problems of clustering, classification, and visualization of high-dimensional data when no straightforward Euclidean representation exists. Typically, these tasks are performed by first reducing the high-dimensional data to some lower dimensional Euclidean space, as many manifold learning methods have b…

2008-02-14abs ↗pdf ↗

ARISE models efficient markets without periodogram or Gaussianity assumptions.

problem Mimicking and learning long-term memory in efficient markets.
method ARISE process using aperiodic spectrum estimation and infinite-sum function of known processes.
result ARISE process has mean-square convergence, consistency, and asymptotic normality without periodogram and Gaussianity assumptions.

Temporal data are increasingly prevalent in modern data science. A fundamental question is whether two time series are related or not. Existing approaches often have limitations, such as relying on parametric assumptions, detecting only linear associations, and requiring multiple tests and corrections. While many non-p…

2019-08-18abs ↗pdf ↗

DiD-BCF model improves causal inference in panel data with robust non-parametric methods.

problem Challenges in Difference-in-Differences (DiD) estimation, especially heterogeneous treatment effects and non-linearities.
method Difference-in-Differences Bayesian Causal Forest (DiD-BCF) with PTA-based reparameterization.
result DiD-BCF provides superior performance and uncovers significant heterogeneity in treatment effects.

Conditional density estimation is a general framework for solving various problems in machine learning. Among existing methods, non-parametric and/or kernel-based methods are often difficult to use on large datasets, while methods based on neural networks usually make restrictive parametric assumptions on the probabili…

2018-06-05abs ↗pdf ↗

Process capability index (PCI) is a commonly used statistic to measure ability of a process to operate within the given specifications or to produce products which meet the required quality specifications. PCI can be univariate or multivariate depending upon the number of process specifications or quality characteristi…

2018-11-13abs ↗pdf ↗

GPDFlow models extreme threshold exceedance with flexible dependence using normalizing flows.

problem Challenges in modeling multivariate threshold exceedance probabilities due to infinite parametrizations.
method GPDFlow uses normalizing flows to flexibly represent dependence without explicit parametric assumptions.
result GPDFlow significantly improves modeling accuracy and flexibility compared to traditional parametric methods.

We propose a flexible method for estimating value functions in reinforcement learning without parametric assumptions.

problem Lack of interpretability in reinforcement learning models, especially in healthcare applications.
method Nonparametric additive model using local kernel regression and basis expansion.
result Personalized, adaptive recommendations for postoperative recovery.

Score-based diffusion models achieve optimal error bounds under non-parametric assumptions.

problem Improving the minimax optimality of score-based diffusion models.
method Kernel-based score estimation and early stopping strategy.
result Achieves minimax optimal error bounds under sub-Gaussian and Sobolev space assumptions.

The paper develops a theory for identifying the best arm in non-parametric multi-armed bandits with a fixed budget.

problem Identifying the best arm in non-parametric multi-armed bandits with a limited number of trials.
method The paper proposes upper and lower bounds on the average log-probability of misidentification using information-theoretic quantities and a refined analysis of the successive-rejects strategy.
result The paper provides new upper and lower bounds on the average log-probability of misidentification, which generalize existing bounds.

New method models covariates and responses without parametric assumptions using manifold learning.

problem Losing explanatory power for responses in standard factor models applied to covariates alone.
method Anisotropic diffusion maps for learning low-dimensional embeddings.
result Kalman filtering in diffusion-map coordinates improves joint covariate-response prediction.