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.
This paper presents a new approach, called perturb-max, for high-dimensional statistical inference that is based on applying random perturbations followed by optimization. This framework injects randomness to maximum a-posteriori (MAP) predictors by randomly perturbing the potential function for the input. A classic re…
MAP perturbation models have emerged as a powerful framework for inference in structured prediction. Such models provide a way to efficiently sample from the Gibbs distribution and facilitate predictions that are robust to random noise. In this paper, we propose a provably polynomial time randomized algorithm for learn…
We introduce an efficient message passing scheme for solving Constraint Satisfaction Problems (CSPs), which uses stochastic perturbation of Belief Propagation (BP) and Survey Propagation (SP) messages to bypass decimation and directly produce a single satisfying assignment. Our first CSP solver, called Perturbed Blief …
The paper introduces a method to improve adversarial robustness in neural networks using randomized perturbations.
problem Deep neural networks are sensitive to small perturbations on correctly classified examples, leading to erroneous predictions.
method The approach uses randomized perturbations to optimize the worst case loss function over all possible substitutions of training examples, ensuring that substitution likelihood is weighted by the proximity to the original word.
result The method achieves performance gains and differentially-private model training, improving robustness against adversarial attacks.
A perturbative approach is used to derive approximations of arbitrary order to estimate high percentiles of sums of positive independent random variables that exhibit heavy tails. Closed-form expressions for the successive approximations are obtained both when the number of terms in the sum is deterministic and when it…
We propose a novel framework for the differentially private ERM, input perturbation. Existing differentially private ERM implicitly assumed that the data contributors submit their private data to a database expecting that the database invokes a differentially private mechanism for publication of the learned model. In i…
Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian copula approach allows introducing the skew information of both random variables into the co-dependence structure. The analytical expression of…
In this paper we relate the partition function to the max-statistics of random variables. In particular, we provide a novel framework for approximating and bounding the partition function using MAP inference on randomly perturbed models. As a result, we can use efficient MAP solvers such as graph-cuts to evaluate the c…
The universal perturbative invariants of rational homology spheres can be extracted from the Chern-Simons partition function by combining perturbative and nonperturbative results. We spell out the general procedure to compute these invariants, and we work out in detail the case of Seifert spaces. By extending some prev…
The Davis-Kahan-Wedin sinΘ theorem describes how the singular subspaces of a matrix change when subjected to a small perturbation. This classic result is sharp in the worst case scenario. In this paper, we prove a stochastic version of the Davis-Kahan-Wedin sinΘ theorem when the perturbation is a Gaussian rando…
We first analyze the integrated density of states (IDS) of periodic Schrödinger operators on an amenable covering manifold. A criterion for the continuity of the IDS at a prescribed energy is given along with examples of operators with both continuous and discontinuous IDS'. Subsequently, alloy-type perturbations of th…
We consider a neural network architecture with randomized features, a sign-splitter, followed by rectified linear units (ReLU). We prove that our architecture exhibits robustness to the input perturbation: the output feature of the neural network exhibits a Lipschitz continuity in terms of the input perturbation. We fu…
Classical matrix perturbation results, such as Weyl's theorem for eigenvalues and the Davis-Kahan theorem for eigenvectors, are general purpose. These classical bounds are tight in the worst case, but in many settings sub-optimal in the typical case. In this paper, we present perturbation bounds which consider the natu…