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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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180359539718 · Jun 202019922001200920172026
48 results for Random Sampling

New method speeds up sampling of Markov random fields.

problem Efficient sampling of Markov random fields is computationally expensive.
method Introduced a new class of Markov random fields linked to Gaussian Markov Random fields for faster sampling.
result At least 35x faster and 37x less energy consumption compared to Gibbs sampling.

A new approach models exploration in continuous-time RL using random measures.

problem Modeling exploration in continuous-time reinforcement learning.
method Random measure approach to control execution in continuous-time RL.
result Grid-sampling limit SDE can replace existing models for theoretical analysis and learning algorithms.

Random column sampling is not guaranteed to yield data sketches that preserve the underlying structures of the data and may not sample sufficiently from less-populated data clusters. Also, adaptive sampling can often provide accurate low rank approximations, yet may fall short of producing descriptive data sketches, es…

2017-05-09abs ↗pdf ↗

Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input variables of the model. When the statistics of the output event are known, these input …

2012-11-20abs ↗pdf ↗

Optimized sampling scheme for compressed sensing combining randomness and determinism.

problem Improving compressed sensing performance with deterministic sampling.
method Optimized sampling scheme combining random and deterministic selection of rows.
result Measurable improvements in image compressed sensing for generative and sparse priors.

This paper proposes a novel type of random forests called a denoising random forests that are robust against noises contained in test samples. Such noise-corrupted samples cause serious damage to the estimation performances of random forests, since unexpected child nodes are often selected and the leaf nodes that the i…

2017-10-30abs ↗pdf ↗

It has been shown recently that graph signals with small total variation can be accurately recovered from only few samples if the sampling set satisfies a certain condition, referred to as the network nullspace property. Based on this recovery condition, we propose a sampling strategy for smooth graph signals based on …

2017-04-16abs ↗pdf ↗

This study examines a single attention layer's capabilities using random features.

problem Understanding the learning and generalization of a single multi-head attention layer.
method Random feature setting with large number of heads, frozen query and key matrices, and trainable value matrices.
result Random-feature attention layer can express a broad class of permutation-invariant target functions.

A new algorithm approximates logistic regression probabilities efficiently.

problem Efficiently approximating probabilities in logistic regression for large datasets.
method Randomized sampling-based algorithm with leverage scores.
result Accurate approximations to estimated probabilities with smaller sample sizes.

Study improves prediction accuracy and uncertainty for mobile sensor data using randomized neural networks.

problem Improving prediction accuracy and uncertainty for mobile sensor data.
method Cross-validation and uncertainty determination for randomized neural networks.
result Improved out-of-sample performance and confidence intervals for prediction error.

LMC improves sampling from complex distributions using quasi-random sequences.

problem Sampling from complex high-dimensional distributions with high accuracy.
method Using completely uniformly distributed (CUD) sequences in Langevin Monte Carlo (LMC) to generate Gaussian perturbations.
result LMC with low-discrepancy CUD sequences achieves smaller estimation error than standard LMC.

Matrix multiplication is a fundamental building block for large scale computations arising in various applications, including machine learning. There has been significant recent interest in using coding to speed up distributed matrix multiplication, that are robust to stragglers (i.e., machines that may perform slower …

2019-05-16abs ↗pdf ↗

UniNet efficiently learns network representations from large graphs.

problem Efficiently learning network representations from large graphs.
method Metropolis-Hastings sampling for efficient edge sampling and random walk model abstraction.
result UniNet outperforms existing NRL models on billion-edge networks.

A new ensemble method using random projections for kNN classification.

problem Improving kNN classification accuracy through ensemble methods.
method Random projection of bootstrap samples into lower dimensions, using extended neighbourhood rule for base learners.
result Enhanced classification accuracy compared to traditional kNN and other ensembles.

LoCoV reduces portfolio optimization errors from sample covariance matrices.

problem Large errors in sample covariance matrix for optimal portfolio weights.
method LoCoV (low dimension covariance voting) algorithm to reduce these errors.
result LoCoV outperforms classical methods in portfolio optimization experiments.

This paper proposes asal, a new GAN based active learning method that generates high entropy samples. Instead of directly annotating the synthetic samples, ASAL searches similar samples from the pool and includes them for training. Hence, the quality of new samples is high and annotations are reliable. To the best of o…

2018-08-20abs ↗pdf ↗

Unified framework for solving linear systems with improved convergence rates.

problem Efficiently solving linear systems with randomized batch-sampling methods.
method Developed a unified randomized batch-sampling Kaczmarz framework with concentration inequalities for analysis.
result Derived new expected linear convergence rate bounds that are tighter and more reflective of empirical behavior.

Unified theory and debiasing framework for random oblique projections in high dimensions.

problem Systematic statistical bias in random oblique projections induced by sampling.
method Unified non-asymptotic theory and debiasing framework.
result Sharp bias--variance characterizations and improved approximation accuracy.

Combines observational and randomized data to estimate treatment effects.

problem Estimating heterogeneous treatment effects using only observational data is biased.
method Two-step framework: learn shared structure from observational data, then data-specific structures from randomized data.
result Combining observational and randomized data improves treatment effect estimation.

Subsampled Randomized Hadamard Transform (SRHT), a popular random projection method that can efficiently project a dd-dimensional data into rr-dimensional space (rdr \ll d) in O(dlog(d))O(dlog(d)) time, has been widely used to address the challenge of high-dimensionality in machine learning. SRHT works by rotating the input …

2020-02-05abs ↗pdf ↗

New method shows Hessian estimator from random samples converges to true Hessian on complex manifolds.

problem Uncertainty in Hessian estimator accuracy on complex manifolds with boundaries and nonuniform sampling.
method Locally fitting quadratic polynomials, rigorous theoretical analysis under mild conditions.
result The Hessian estimator asymptotically converges to the true Hessian, even near boundaries.

This paper explores and analyzes two randomized designs for robust Principal Component Analysis (PCA) employing low-dimensional data sketching. In one design, a data sketch is constructed using random column sampling followed by low dimensional embedding, while in the other, sketching is based on random column and row …

2015-05-21abs ↗pdf ↗

Projected random forests improve circular data prediction with adaptive arc length and finite-sample coverage.

problem Regression with circular responses.
method Adapting linear-response models to circular data using projection and random forest out-of-bag mechanism.
result Projected random forest out-of-bag conformal prediction sets are more efficient and shorter than alternative methods.

Study shows a tradeoff between sample complexity and computational efficiency for learning halfspaces with random noise.

problem PAC learning γ-margin halfspaces with Random Classification Noise.
method Established an information-computation tradeoff and provided a simple efficient algorithm with sample complexity O(1/(γ^2 ε^2)). Also, proved lower bounds for SQ algorithms and low-degree polynomial tests.
result Inherent gap between sample complexity and computational efficiency for learning halfspaces with random noise.

Random forests perform bootstrap-aggregation by sampling the training samples with replacement. This enables the evaluation of out-of-bag error which serves as a internal cross-validation mechanism. Our motivation lies in using the unsampled training samples to improve each decision tree in the ensemble. We study the e…

2017-03-15abs ↗pdf ↗

WildWood improves Random Forest predictions using bootstrap out-of-bag samples.

problem Improving Random Forest predictions for supervised learning.
method Uses bootstrap out-of-bag samples to compute improved predictions by aggregating all possible subtrees with exponential weights.
result WildWood produces faster and more competitive predictions compared to other ensemble methods.

Estimates sample size for subgroup analysis in randomized experiments.

problem Determining sample size for accurate subgroup analysis.
method Turns inference problem into simultaneous inference, calculates sample size based on confidence level and margin of error.
result Allows inversion of sample size to feasible number of treatment arms or partition complexity.

New method optimizes hyperparameters for randomized algorithms like random feature regression.

problem Optimizing hyperparameters in randomized algorithms is challenging due to their stochastic nature.
method Introduced a random objective function and used ensemble Kalman inversion (EKI) for gradient-free optimization.
result Demonstrated successful optimization of hyperparameters in various randomized algorithms.

Quantum algorithm speeds up learning from big data exponentially.

problem Scalable learning from big data with optimized random features.
method Quantum algorithm for sampling optimized random features.
result Exponential speedup in runtime compared to classical algorithms.

Enhances supervised visualization for unseen data using autoencoders and random forest.

problem Lack of generalization to unseen test sets in supervised dimensionality reduction.
method Combines autoencoder and random forest proximities for out-of-sample extension.
result 40% reduction in training time with 10% of training data, achieving consistent quality.

New method combines randomization tests and flexible models for valid inference without splitting data.

problem Valid inference in randomized panel experiments with complex effect heterogeneity.
method Model-assisted randomization tests that estimate unsigned CATE from residualized outcomes.
result CATE-assisted tests control Type I error and achieve higher power than alternatives.

This paper optimizes sampling for least-squares approximation.

problem Optimizing sampling for least-squares approximation in arbitrary linear spaces.
method Introducing the Christoffel function to construct near-optimal random sampling strategies.
result The number of samples scales log-linearly in the dimension of the approximation space.