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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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0111 · Mar 201219922001200920172026
4 results for “Pearson-divergence”
Causal Discovery-Driven Change Point Detection in Time Seriescs.LG

Detects change points in time series focusing on specific components.

problem Identifying moments when specific components of multivariate time series change distributions.
method Two-stage non-parametric algorithm: causal structure learning followed by change point detection.
result Validated the approach on synthetic and real-world datasets.
change point detectiontime seriescausal discoveryconditional relative Pearson divergencestructural causal model
2024-07-10abs ↗pdf ↗
PED-ANOVA: Efficiently Quantifying Hyperparameter Importance in Arbitrary Subspacescs.LG

PED-ANOVA efficiently calculates HP importance in arbitrary subspaces.

problem Understanding the role of different hyperparameters in arbitrary subspaces.
method Derive a novel f-ANOVA formulation for arbitrary subspaces and use Pearson divergence (PED) for a closed-form calculation of HP importance.
result Demonstrates successful identification of important HPs in different subspaces.
Hyperparameter OptimizationHyperparameter ImportanceANOVAPearson divergenceSubspaces
2023-04-20abs ↗pdf ↗
Online non-parametric likelihood-ratio estimation by Pearson-divergence functional minimizationstat.ML

Paper introduces an online method for estimating the difference between two probability distributions.

problem Estimating the difference between two probability density functions using available data.
method Non-parametric online likelihood-ratio estimation using Pearson-divergence functional minimization.
result The proposed method provides efficient online updates and theoretical guarantees for performance.
online estimationnon-parametriclikelihood-ratioPearson-divergencefunctional minimization
2023-11-03abs ↗pdf ↗