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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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198395593790 · Jun 202019922001200920172026
48 results for Sampling properties

We consider the fundamental learning problem of estimating properties of distributions over large domains. Using a novel piecewise-polynomial approximation technique, we derive the first unified methodology for constructing sample- and time-efficient estimators for all sufficiently smooth, symmetric and non-symmetric, …

2019-11-08abs ↗pdf ↗

The study examines property testing and estimation under non-identically distributed samples, finding necessary and sufficient sample complexities.

problem Property testing and estimation under non-identically distributed samples.
method Analysis of distributional property testing and estimation in settings with heterogeneous entities.
result Necessary and sufficient sample complexities for property testing and estimation under non-identically distributed samples.

This paper studies how key tensor properties are inherited in subtensors of tensor train decompositions.

problem Theoretical development of property inheritance for subtensors in tensor train decompositions.
method Theoretical analysis of incoherence and condition number preservation, and tensor train rank preservation through fiber-wise sampling.
result Key tensor properties (incoherence and condition number) can be well preserved to subtensors formed via fiber-wise sampling.

The best-known and most commonly used distribution-property estimation technique uses a plug-in estimator, with empirical frequency replacing the underlying distribution. We present novel linear-time-computable estimators that significantly "amplify" the effective amount of data available. For a large variety of distri…

2019-03-04abs ↗pdf ↗

Develops Active Fourier Auditor to estimate ML model properties without reconstructing them.

problem Verifying and auditing properties of Machine Learning models in real-world applications.
method A new framework that quantifies ML model properties using Fourier coefficients, without reconstructing the model.
result Active Fourier Auditor (AFA) is more accurate and sample-efficient than baselines for estimating robustness, individual fairness, and group fairness.

Unified plug-in approach for estimating symmetric properties of distributions efficiently.

problem Estimating symmetric properties of distributions with high accuracy and efficiency.
method Profile-maximum-likelihood (PML) based estimator.
result Achieves theoretical limit for universal symmetric property estimation.

The paper establishes conditions for optimal sampling configurations on complex manifolds.

problem Finding optimal sampling configurations on complex manifolds.
method Analyzes point configurations on compact complex manifolds using tensor powers of Hermitian ample line bundles.
result Necessary and sufficient conditions for the existence of asymptotically Fekete sequences.

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can be beneficial in such settings and can reduce the number of true labels require…

2019-06-26abs ↗pdf ↗

We give a proof of the sublinear tracking property for sample paths of random walks on various groups acting on spaces with hyperbolic-like properties. As an application, we prove sublinear tracking in Teichmueller distance for random walks on mapping class groups, and on Cayley graphs of a large class of finitely gene…

2012-10-27abs ↗pdf ↗

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.

We study three fundamental statistical-learning problems: distribution estimation, property estimation, and property testing. We establish the profile maximum likelihood (PML) estimator as the first unified sample-optimal approach to a wide range of learning tasks. In particular, for every alphabet size kk and desired…

2019-06-10abs ↗pdf ↗

Validates conformal prediction for network data under non-uniform sampling.

problem Validity of conformal prediction for network data under non-representative sampling.
method Interprets sampling mechanisms as selection rules, studies validity conditional on selection events, uses permutation invariance and joint exchangeability.
result Finite-sample validity of conformal prediction for certain selection events and asymptotic validity for random walk sampling.

WeSpeR speeds up non-linear shrinkage for high-dimensional weighted covariance.

problem Computing non-linear shrinkage formulas for high-dimensional weighted sample covariance.
method Derive extit{WeSpeR} algorithm using asymptotic sample spectrum properties.
result Significantly speeds up non-linear shrinkage in dimensions higher than 1000.

The study addresses biases in evaluating molecular optimization methods and proposes methods to reduce these biases.

problem Biases in in silico evaluation of molecular optimization methods.
method Discussion and empirical investigation of bias reduction methods for predictor misspecification and sample reuse.
result Empirical investigation of bias reduction methods for predictor misspecification and sample reuse.

Proposes a new method for joint sample and feature selection in multi-view data.

problem Cannot detect latent subsets of samples and remove outliers.
method Weighted Sparse Partial Least Squares (/0\ell_\infty/\ell_0-wsPLS) method for joint sample and feature selection.
result Developed globally convergent algorithm and iterative algorithms for multi-view data fusion.

Generative neural network designs novel 3D molecules with specified properties.

problem Designing molecules with desired properties in chemistry.
method Conditional generative neural network for 3D molecular structures.
result Demonstrated utility in generating novel molecules with specified motifs or composition.

We propose a new setting for testing properties of distributions while receiving samples from several distributions, but few samples per distribution. Given samples from ss distributions, p1,p2,,psp_1, p_2, \ldots, p_s, we design testers for the following problems: (1) Uniformity Testing: Testing whether all the pip_i's are …

2019-11-17abs ↗pdf ↗

Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in recent years. There is, however, limited theoretical understanding of the relationships between these two kinds of methodology, and limited unde…

2018-11-20abs ↗pdf ↗

This work investigates the properties of Gaussian-smoothed sliced divergences for comparing distributions.

problem Comparing probability distributions while preserving privacy.
method Investigates the theoretical properties of Gaussian-smoothed sliced Wasserstein distance and generalized versions.
result Gaussian smoothed sliced Wasserstein distance converges with a rate of \(O(n^{-1/2})\).

We study regularization in the context of small sample-size learning with over-parameterized neural networks. Specifically, we shift focus from architectural properties, such as norms on the network weights, to properties of the internal representations before a linear classifier. Specifically, we impose a topological …

2020-02-12abs ↗pdf ↗

Develops a two-sample test using projected Wasserstein distance to handle high-dimensional data.

problem Testing whether two high-dimensional samples come from the same distribution.
method Optimal projection to find a low-dimensional linear mapping that maximizes the Wasserstein distance between projected probability distributions.
result Characterizes the convergence rate of the projected Wasserstein distance and presents practical algorithms.

Diffusion models generate new samples with active guidance, but theory is limited.

problem Insufficient theoretical understanding of diffusion models.
method Review and progressive routine of diffusion models, including conditional sampling.
result Diffusion models can be used for high-dimensional optimization problems.

Optimal testing of discrete distributions with high probability, achieving sample complexity bounds.

problem Testing discrete distributions with high probability accuracy.
method Characterizing sample complexity as a function of parameters like δ, providing sample-optimal testers.
result Optimal algorithms for closeness and independence testing, achieving within constant factors of information-theoretic lower bounds.

New method relaxes TV distance for two-sample testing without distributional assumptions.

problem Challenges in certifying equality or providing tight bounds on TV distance for two distributions.
method Examined blurred total variation distance, a relaxation of TV distance.
result Provided theoretical guarantees for upper and lower bounds on blurred TV distance.

We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrending moving-average cross-correlation analysis (DMCA) -- with a special focus on short-term memory bias as well as power-law coherency. Presen…

2014-09-24abs ↗pdf ↗

When faced with a data set too large to be processed all at once, an obvious solution is to retain only part of it. In practice this takes a wide variety of different forms, and among them "coresets" are especially appealing. A coreset is a (small) weighted sample of the original data that comes with the following guar…

2018-03-23abs ↗pdf ↗

Flexible framework integrates machine learning and DRO for uncertain parameter prediction.

problem Limited joint observations of uncertain parameters and covariates.
method Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets.
result Validation of theoretical and practical benefits in limited data scenarios.

Deep Neural Networks for image classification have been found to be vulnerable to adversarial samples, which consist of sub-perceptual noise added to a benign image that can easily fool trained neural networks, posing a significant risk to their commercial deployment. In this work, we analyze adversarial samples throug…

2019-12-07abs ↗pdf ↗

Algorithm infers sampling distribution from i.i.d. samples without supervision.

problem Learning probability distributions from unlabeled data.
method Unsupervised tree boosting using additive tree ensembles and new distributional operations.
result Algorithm outperforms deep learning in multivariate density estimation.

This paper analyzes statistical properties of the Robust Satisficing model.

problem Lack of statistical theory for the Robust Satisficing model.
method Comprehensive analysis of statistical properties, including confidence intervals and generalization error bounds.
result Established two-sided confidence intervals and finite-sample generalization error bounds for the RS optimizer.

New algorithm learns LQR with O(T)O(\sqrt{T}) regret using Langevin dynamics and excitation.

problem Learning LQR with a O(T)O(\sqrt{T}) regret bound.
method Thompson sampling with Langevin dynamics and excitation mechanism.
result Achieved O(T)O(\sqrt{T}) regret bound for LQR learning.

Network sampling is integral to the analysis of social, information, and biological networks. Since many real-world networks are massive in size, continuously evolving, and/or distributed in nature, the network structure is often sampled in order to facilitate study. For these reasons, a more thorough and complete unde…

2012-11-14abs ↗pdf ↗