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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.

168,695 papers · 148 categories

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2595187761,035 · Jun 202019922001200920172026
48 results for Polynomial time sampling

Polynomial-time DP algorithm for learning Gaussians with matching sample complexity.

problem Learning Gaussian distributions while maintaining privacy.
method General framework for reducing DP estimation to non-private, polynomial-time algorithm for Gaussian learning.
result Matching sample complexity to information-theoretic upper bound for Gaussian learning.

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.

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 ↗

We study dual volume sampling, a method for selecting k columns from an n x m short and wide matrix (n <= k <= m) such that the probability of selection is proportional to the volume spanned by the rows of the induced submatrix. This method was proposed by Avron and Boutsidis (2013), who showed it to be a promising met…

2017-03-08abs ↗pdf ↗

We call an Ising model tractable when it is possible to compute its partition function value (statistical inference) in polynomial time. The tractability also implies an ability to sample configurations of this model in polynomial time. The notion of tractability extends the basic case of planar zero-field Ising models…

2018-12-22abs ↗pdf ↗

Polynomial-time algorithm for near-optimal community detection in graphs.

problem Node-private community estimation in stochastic block models.
method Explicit Lipschitz surrogate and accept-reject algorithm for sampling community labels.
result Achieves minimax rates for exact recovery with polynomial-time runtime and logarithmic privacy parameter.

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.

We study the Gibbs sampling algorithm for continuous determinantal point processes. We show that, given a warm start, the Gibbs sampler generates a random sample from a continuous kk-DPP defined on a dd-dimensional domain by only taking poly(k)\text{poly}(k) number of steps. As an application, we design an algorithm to ge…

2018-10-20abs ↗pdf ↗

Thompson Sampling shows polynomial regret for combinatorial semi-bandits with subgaussian rewards.

problem Finding optimal solutions in combinatorial semi-bandits with suboptimal sampling.
method Proposes Thompson Sampling with polynomial regret for linear combinatorial semi-bandits.
result Demonstrates 'mismatched sampling paradox' where knowing distributions can lead to worse performance.

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.

Efficient algorithms improve learning of large-margin halfspaces.

problem Learning large-margin halfspaces efficiently and reproducibly.
method Design of efficient, dimension-independent, polynomial-time algorithms; SGD-based approach; DP-to-Replicability reduction.
result Improved sample complexity compared to previous algorithms, with optimal sample complexity for one algorithm.

New method samples from time-integrated stochastic bridges using neural networks.

problem Sampling from time-integrated stochastic bridges with high accuracy and speed.
method Polynomial chaos expansion and artificial neural networks.
result Robust, data-driven Monte Carlo sampling with thousands of samples in milliseconds.

New method uses higher-order Langevin dynamics for efficient parallel sampling.

problem Efficient parallel sampling from high-dimensional log-concave distributions.
method Combines higher-order Langevin dynamics with blockwise Lagrange polynomial interpolation.
result Reduces the number of parallel points required for a target accuracy.

Algorithm distinguishes Gaussian mixtures from pure Gaussians in quasi-polynomial time.

problem Distinguishing mixtures of Gaussian components from pure Gaussians, especially when components are well-separated.
method Sum-of-Squares method, quasi-polynomial time algorithm, bipartitioning sample to separate components.
result Algorithm can reliably distinguish between mixtures and pure Gaussians in quasi-polynomial time.

We give a simple, fast algorithm for hyperparameter optimization inspired by techniques from the analysis of Boolean functions. We focus on the high-dimensional regime where the canonical example is training a neural network with a large number of hyperparameters. The algorithm --- an iterative application of compresse…

2017-06-02abs ↗pdf ↗

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.

Efficiently learns polytrees with known skeleton in polynomial time and sample complexity.

problem Learning polytrees with known skeleton structure.
method Proposes an efficient algorithm for learning dd-polytrees in polynomial time and sample complexity when the skeleton is known.
result Establishes finite-sample guarantees for efficient learning of dd-polytrees.

New algorithm approximates distributions with near-linear time and optimal sample efficiency.

problem Approximating distributions from samples efficiently and accurately.
method Near-linear-time estimator for distributions using universal polynomial approximation.
result Establishes ct,d=2c_{t,d}=2 for all (t,d)e(1,0)(t,d) e(1,0), achieving optimal approximation.

Paper reduces sample complexity for bilinear systems identification to nearly constant.

problem Identifying discrete-time bilinear systems under bounded disturbances.
method Uses trajectory-dependent regressors and polynomial mean-square state growth analysis.
result Proves sample complexity of O~(1/ε)\widetilde{\mathcal O}(1/ε) for estimation error εε.

Three-layer neural networks learn hierarchical polynomial functions efficiently.

problem Learning hierarchical polynomial functions with three-layer neural networks.
method Layerwise gradient descent on square loss, focusing on feature learning.
result Achieves optimal sample complexity for learning hierarchical polynomials.

Private learning of Gaussian Mixture Models without boundedness assumptions.

problem Private estimation of parameters of Gaussian Mixture Models with unbounded components.
method Reduction to non-private problem, blackbox privatization, Moitra and Valiant's algorithm.
result First sample complexity upper bound and polynomial time algorithm for privately learning GMMs.

Polynomial mixing times for simulated tempering in mixture sampling problems.

problem Sampling from mixtures of log-concave distributions with location shifts.
method Conductance decomposition applied to an auxiliary Markov chain on an augmented space.
result First polynomial-time guarantee for simulated tempering with MALA.

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.

Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient polynomial-time estimator for high-dimensional spherical Gaussian mixtures. For mixtures of a…

2014-02-19abs ↗pdf ↗

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.

Lower bounds on MALA and HMC for well-conditioned distributions.

problem Understanding the performance limits of Metropolized sampling methods.
method Analyzing the Metropolis-adjusted Langevin algorithm (MALA) and multi-step Hamiltonian Monte Carlo (HMC) with a leapfrog integrator.
result Nearly-tight lower bound of Ω~(κd)\widetildeΩ(κd) on the mixing time of MALA from an exponentially warm start.

New polynomial-time solutions found for training ReLU networks, mirroring Max-Cut complexity.

problem Training two-layer ReLU neural networks with weight decay regularization.
method Developed a convex formulation and randomized algorithm to find approximate global optimizers.
result First polynomial-time approximation guarantees and hardness of approximation results for regularized ReLU networks.