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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.

168,742 papers · 148 categories

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135269404538 · Jun 202019922001200920172026
48 results for Polynomial Estimators

New evidence shows computational barriers in graphon estimation using low-degree polynomials.

problem Estimating graphons efficiently and accurately.
method Low-degree polynomials to analyze computational limits.
result Low-degree polynomial estimators cannot significantly outperform USVT in graphon estimation.

Study on polynomial growth functions and forms on gradient Ricci solitons.

problem Estimating dimensions of polynomial growth holomorphic functions and forms.
method Relating to spectral data of the ff-Laplacian, proving estimates under curvature assumptions.
result Sharp dimension estimates and almost sharp frequency estimates for polynomial growth holomorphic functions.

SURF simplifies distribution estimation with simple, robust, and fast algorithms.

problem Efficient and accurate distribution estimation in statistics and machine learning.
method Piecewise polynomial approximation using empirical probability interpolation and divide-and-conquer merging.
result Surpassing state-of-the-art algorithms in efficiency and accuracy, SURF estimates distributions robustly and quickly.

PDSim simulates and estimates commodity futures prices using polynomial diffusion models.

problem Simulating and estimating commodity futures prices using polynomial diffusion models.
method Developed an R package with a Shiny app for simulation and estimation of commodity futures prices using polynomial diffusion models.
result PDSim is the only package specifically designed for the simulation and estimation of the polynomial diffusion model.

Develops polynomial diffusion models for multi-factor commodity futures dynamics.

problem Modeling futures prices using latent state variables for short and long-term stochastic factors.
method Polynomial diffusion models to incorporate non-linear effects, two filtering methods for estimation.
result Accurate estimation of futures prices despite parameter identification issues in polynomial diffusion models.

We construct new invariant polynomial for long virtual knots. It is a generalization of Alexander polynomial. We designate it by ζζ meaning an analogy with ζζ-polynomial for virtual links. A degree of ζζ-polynomial estimates a virtual crossing number. We describe some application of ζζ-polynomial for the study of m…

2009-06-23abs ↗pdf ↗

In this paper I give estimates for the minimal crossing number, leading to a short proof that the crossing number is additive for torus links. These estimates are applied to several classes of links. Finally, I prove a part of a conjecture relating the HOMFLY polynomial and the Kauffman polynomial.

2003-03-21abs ↗pdf ↗

New work shows FP potential monotonicity equals low-degree polynomial estimators limits.

problem Establishing a precise mathematical relationship between statistical physics and polynomial estimators limits.
method Analyzing Gaussian additive models (GAMs) to show FP potential monotonicity equals low-degree polynomial estimators limits.
result For a broad family of Gaussian additive models, the power of low-degree polynomials is equivalent to the monotonicity of the annealed FP potential.

Let ββ be a braid on nn strands, with exponent sum ww. Let ΔΔ be the Garside half-twist braid. We prove that the coefficient of vwn+1v^{w-n+1} in the Homfly polynomial of the closure of ββ agrees with (1)n1(-1)^{n-1} times the coefficient of vw+n21v^{w+n^2-1} in the Homfly polynomial of the closure of βΔ2βΔ^2. This coinciden…

2008-03-02abs ↗pdf ↗

Estimates hybrid dynamical systems with polynomial expansions and Markovian switching.

problem Identifying hybrid dynamical systems with nonlinear autoregressive exogenous (NARX) components and Markovian switching.
method Probabilistic framework using Expectation Maximization for parameter estimation, including submodel coefficients, hidden state values, and transition probabilities. Disentangles mode classification and NARX regression tasks. Uses soft-labels and coordinate descent approach for parameter fitting.
result Demonstrated on a SMNARX problem with three nonlinear sub-models, achieving parsimonious models through l1-norm bridge estimation and hard-thresholding.

Using a simple recurrence relation we give a new method to compute Jones polynomials of closed braids: we find a general expansion formula and a rational generating function for Jones polynomials. The method is used to estimate degree of Jones polynomials for some families of braids and to obtain general qualitative re…

2010-02-19abs ↗pdf ↗

Proposes a new regression method using LpL_p-norms for non-Gaussian noise.

problem Non-Gaussian noise in residuals affects the performance of local least squares regression.
method Introduces local polynomial LpL_p-norm regression, replacing weighted least squares with weighted LpL_p-norm estimation.
result Demonstrates superior performance over local least squares in one-dimensional data and higher dimensions.

Estimation is the computational task of recovering a hidden parameter xx associated with a distribution DxD_x, given a measurement yy sampled from the distribution. High dimensional estimation problems arise naturally in statistics, machine learning, and complexity theory. Many high dimensional estimation problems ca…

2018-07-30abs ↗pdf ↗

LiPopt uses polynomial optimization to estimate neural network Lipschitz constants efficiently.

problem Estimating the Lipschitz constant of neural networks efficiently.
method Sparse polynomial optimization, leveraging network connectivity to reduce complexity.
result Superior estimates of the \ell_\infty-Lipschitz constant compared to existing methods.

We tackle tensor denoising with unknown permutations, achieving optimal recovery with polynomial estimators.

problem Structured tensor denoising with unknown permutations in recommendation systems, neuroimaging, etc.
method Developed a constrained least-squares estimator in a block-wise polynomial family.
result Achieved the minimax error bound with polynomial estimators of degree up to (m2)(m+1)/2(m-2)(m+1)/2.

Study polynomial growth harmonic functions on infinite penny graphs.

problem Finite-dimensional property of polynomial growth harmonic functions on infinite penny graphs.
method Asymptotically sharp dimensional estimate for ancient solutions of the heat equation.
result Proved the asymptotically sharp dimensional estimate.

Two categorifications are given for the arrow polynomial, an extension of the Kauffman bracket polynomial for virtual knots. The arrow polynomial extends the bracket polynomial to infinitely many variables, each variable corresponding to an integer {\it arrow number} calculated from each loop in an oriented state summa…

2009-06-18abs ↗pdf ↗

Study proposes a method to construct copulas using corrected Hermite polynomial expansion for estimating foreign exchange volatility.

problem Estimating cross foreign exchange volatility with complex correlation structures.
method Applying corrections to the finite sum of multivariate Hermite polynomial expansions to construct copulas.
result The proposed copula method accurately reproduces the volatility smile of cross currency pairs.

Abstract reviews algorithms for multi-index models, focusing on polynomial-time methods and their limitations.

problem Estimating the index space in multi-index models efficiently and accurately.
method Polynomial-time algorithms in Gaussian space, nonparametric gradient estimation, and neural network fitting.
result A gap exists between computationally efficient methods and information-theoretical minimum.

Survey on using low-degree polynomials to assess statistical tasks complexity.

problem Understanding the complexity of statistical tasks using polynomial functions.
method Applying low-degree polynomials to measure the complexity of statistical tasks, including detection, recovery, and estimation.
result Low-degree polynomials provide a framework to predict and explain statistical-computational tradeoffs.

Tensor PCA problem analyzed with statistical query lower bounds.

problem Estimating the expected value of a rank-1 tensor from Gaussian samples.
method Sharp analysis of optimal sample complexity in the Statistical Query model.
result SQ algorithms with polynomial query complexity fail in the conjectured hard phase and have sub-optimal sample complexity.

Polynomial-time private algorithm for robust estimation of mean and covariance in the presence of outliers.

problem Estimating mean and covariance in the presence of adversarial outliers.
method Stabilizing convex relaxations using a new estimate-dependent noise injection mechanism.
result First efficient private robust estimation algorithm for covariance without condition-number assumptions.

Polynomial-time algorithm estimates mean with bounded covariance using differential privacy.

problem Estimating mean of a d-variate distribution with differential privacy constraints.
method Sum of Squares (SoS) exponential mechanism for polynomial-time differentially private estimation.
result First polynomial-time algorithm with O(d)O(d) samples for mean estimation under pure differential privacy.

OPAA estimates probability densities using functional analysis.

problem Estimating probability density functions efficiently and accurately.
method OPAA uses a parallelizable algorithm based on functional analysis to estimate probability distributions.
result OPAA provides an efficient method to estimate probability density functions and normalizing weights.

Polynomial convergence proved for SGM, improving over previous methods.

problem Learning probability distributions from data and generating samples efficiently.
method Proved polynomial convergence for SGM using accurate score estimates.
result First polynomial convergence guarantees for SGM, independent of dimensionality.

We propose a method called ideal regression for approximating an arbitrary system of polynomial equations by a system of a particular type. Using techniques from approximate computational algebraic geometry, we show how we can solve ideal regression directly without resorting to numerical optimization. Ideal regression…

2011-10-20abs ↗pdf ↗

New algorithm estimates Gaussian means and covariances efficiently and privately.

problem Estimating Gaussian parameters privately and efficiently.
method Differentially private preconditioner to transform arbitrary Gaussian samples.
result First polynomial-time, sample-efficient estimator for arbitrary Gaussian distributions.

Develops fast approximations for conditional Shapley values in linear and polynomial models.

problem Estimating conditional Shapley values using regression models is computationally expensive.
method A new approximative estimation method for conditional Shapley values using linear and polynomial regression models.
result Our method significantly reduces computation time compared to existing methods.

We accelerate CNF by reducing ODE truncation errors with polynomial regularization.

problem High computation cost of CNF due to large truncation errors in solving ODEs.
method Add polynomial regularization to approximate ODE trajectories with polynomial functions.
result 42.3% to 71.3% reduction of NFE on density estimation, 19.3% to 32.1% on variational auto-encoder.

Bayesian method improves online NARMAX model identification.

problem Online identification of nonlinear systems with small sample sizes and low noise.
method Variational Bayesian inference using message passing algorithm for polynomial NARMAX models.
result Variational Bayesian estimator outperforms recursive and offline least-squares methods.

Polynomial-time algorithm for estimating covariance in corrupted Gaussian data.

problem Estimating covariance in data with up to 1-α fraction of adversarial corruptions.
method Uses low-degree sum-of-squares certificates for anti-concentration and hypercontractivity.
result Outputs a list of candidate parameters with high probability containing a nearly correct covariance.

We study computational and sample complexity of parameter and structure learning in graphical models. Our main result shows that the class of factor graphs with bounded factor size and bounded connectivity can be learned in polynomial time and polynomial number of samples, assuming that the data is generated by a netwo…

2012-07-04abs ↗pdf ↗

The study sharpens local Bernstein estimates for Laplace eigenfunctions on compact manifolds.

problem Understanding local growth properties of Laplace eigenfunctions on compact Riemannian manifolds.
method Refined Donnelly-Fefferman method based on L2L^{2}--Carleman estimates, combined with elliptic regularity and patching of local Carleman estimates.
result Almost sharp local LpL^{p}--Bernstein inequalities for p[1,]p\in[1,\infty].

Estimates for polynomial operators using determinant majorization and subharmonics.

problem Bounding solutions of polynomial operators on Euclidean domains.
method Combines Alexandrov estimate and determinant majorization, using subharmonics and semiconvex approximation.
result Includes classical Alexandrov-Bakelman-Pucci estimate for linear operators.