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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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202403605806 · Jun 202019922001200920172026
48 results for Smoothed score functions

Study finds simple model-agreement scores perform well in various error estimation scenarios.

problem Evaluating model performance on unseen distributions using disparate scoring functions.
method Rigorously studied popular scoring functions (confidence, local manifold smoothness, model agreement) independently of mechanism choice.
result Simple model-agreement scores outperform confidence- and smoothness-based scores in realistic settings with compromised training data.

Diffusion models adapt to data geometry through log-domain smoothing.

problem Understanding why diffusion models generalize well across diverse domains.
method Investigating the role of score matching and log-domain smoothing in diffusion models.
result Log-domain smoothing adapts the diffusion model to the data manifold.

Improved score matching methods for estimating score functions and Hessians without high dimensionality.

problem Estimating score functions and Hessians efficiently in high-dimensional data.
method Implicit score matching and denoising score matching, leveraging Gagliardo-Nirenberg inequalities.
result Achieves convergence rates similar to denoising score matching and estimates Hessians without dimensionality issues.

New polynomial convergence guarantees for SGM on general data distributions.

problem Efficient guarantees for multimodal and non-smooth distributions in SGM.
method Polynomial convergence guarantees for denoising diffusion models on general data distributions, with no assumptions on functional inequalities or smoothness.
result Wasserstein distance guarantees for distributions of bounded support or decaying tails, and TV guarantees for further smoothness assumptions.

Proposes sigmoidF1 loss for multilabel classification, improving performance metrics.

problem Lack of smooth, tractable loss functions for multilabel classification.
method Introduces sigmoidF1, a smooth F1 score surrogate loss function.
result sigmoidF1 outperforms other loss functions on various datasets and metrics.

Study minimax risk of score estimation for log-concave distributions.

problem Minimizing risk in score estimation for log-concave distributions.
method Developed subclasses of log-concave densities and constructed a locally adaptive, multiscale estimator.
result Established minimax rates for score estimation over specific subclasses of log-concave densities.

This work extends score-based methods to binary data on the Boolean hypercube.

problem Learning and sampling binary data on the Boolean hypercube.
method Adopting Bernoulli noise as a smoothing device, deriving a TMF-like expression for the optimal denoiser, and using a Langevin-like sampler.
result The method successfully samples noisy binary data and reduces effective noise through multiple measurements.

As data sets grow in size, the ability of learning methods to find structure in them is increasingly hampered by the time needed to search the large spaces of possibilities and generate a score for each that takes all of the observed data into account. For instance, Bayesian networks, the model chosen in this paper, ha…

2012-06-27abs ↗pdf ↗

Deep networks can approximate score functions in high-dimensional graphical models efficiently.

problem Approximation efficiency of score functions by deep neural networks in high-dimensional graphical models like Markov random fields.
method Variational inference denoising algorithms and efficient neural network representation.
result Efficient sample complexity bound for diffusion-based generative modeling when score functions are learned by deep neural networks.

New neural network with RePU activation approximates smooth functions and their derivatives.

problem Approximating smooth functions and their derivatives with neural networks.
method Differentiable neural networks with RePU activation functions.
result Improved approximation error bounds for RePU-activated neural networks.

A new method for generating samples without training, using smoothed score matching.

problem Generating samples efficiently and without training.
method Moment-matched score-smoothed overdamped Langevin dynamics (MM-SOLD).
result The method enables fast, robust, training-free sampling with competitive sample fidelity and diversity.

Improved sampling from high-dimensional Gaussians using smoothed scores.

problem Sampling from high-dimensional Gaussian distributions with gradient information.
method Using smoothed scores, which are gradients of the logarithms of Gaussian-convolved densities, to overcome approximation barriers.
result Improved sampling efficiency with a complexity of \(O\left(\left(\logκ+\log(e\sqrt d/δ_{ m TV}) ight)\log(e\sqrt d/δ_{ m TV}) ight)\) smoothed-score queries.

This paper proposes a continuous timing strategy for growth vs. defensive style allocation.

problem Dynamic allocation of growth and defensive ETF baskets using macro-market timing signals.
method Continuous smooth score combining multiple factors, mapped to G/D weights, smoothed with EWMA.
result Continuous style timing strategy outperforms static benchmarks in risk-adjusted returns.

New method improves counterfactual distribution learning for high-dimensional outcomes.

problem Counterfactual distribution learning for high-dimensional outcomes with concentrated structure.
method Geometry-adaptive diffusion-guided smoothing estimators combining causal nuisance adjustment and local outcome geometry.
result Geometry-adaptive methods show steeper error decay in semi-synthetic experiments.

We study convergence of a generative modeling method that first estimates the score function of the distribution using Denoising Auto-Encoders (DAE) or Denoising Score Matching (DSM) and then employs Langevin diffusion for sampling. We show that both DAE and DSM provide estimates of the score of the Gaussian smoothed p…

2020-01-31abs ↗pdf ↗

New analysis improves convergence guarantees for diffusion-based samplers in Wasserstein distance.

problem Improving convergence guarantees for diffusion-based generative models.
method Simple framework to analyze discretization, initialization, and score estimation errors.
result First Wasserstein convergence bound for the Heun sampler and improved results for Euler sampler.

Novel method for SDE calibration from sparse data using neural flows.

problem Calibrating SDEs from sparse, noisy observations.
method Characterization of posterior SDE using neural networks trained to solve a PDE with multiplicative updates.
result Significant improvement in scalability and accuracy compared to classical methods.

Smoothed SGD improves quantile estimation without crossing curves.

problem Estimating quantiles without crossing estimated curves.
method Smoothed SGD algorithm with Bahadur representation and Gaussian approximation.
result Smoothed SGD provides non-asymptotic tail probability bounds and a Gaussian approximation for quantile estimates.

High-dimensional models trained on smooth manifolds achieve optimal rates in Wasserstein metrics.

problem Training score-based generative models on complex, low-dimensional manifolds.
method Proves optimal rates for SGMs on smooth manifolds, separating into noise regimes and using ReLU nearest-projection coordinates.
result Optimal intrinsic Wasserstein rates are achieved, with polynomial ambient dependence for families with controlled geometry and density.

Unified framework for testing deep learning models with concept activation vectors.

problem Statistical instability and discontinuity in testing with concept activation vectors.
method Introducing α-TCAV, a generalized framework that replaces the indicator function with a parameterized smooth function.
result Unified probabilistic formulation that subsumes TCAV and Multi-TCAV, providing principled guidance on tuning the parameter.

This paper aims at formulating the issue of ranking multivariate unlabeled observations depending on their degree of abnormality as an unsupervised statistical learning task. In the 1-d situation, this problem is usually tackled by means of tail estimation techniques: univariate observations are viewed as all the more …

2017-05-03abs ↗pdf ↗

Derives bounds for deterministic predictors using smooth loss functions.

problem Generalizing probabilistic predictors to deterministic ones.
method Exploits smoothness properties of loss and predictor classes, controlling the Jensen gap class through Rademacher complexity.
result Derives bounds for deterministic predictors involving flatness quantities from Jacobians and Hessians.

Study prenatal PM2.5 exposure and 4th grade reading scores, identifying critical windows of susceptibility.

problem Understanding the impact of prenatal PM2.5 exposure on educational outcomes.
method Developed a locally adaptive Bayesian regression model with B-spline basis expansion and dynamic shrinkage priors.
result Prenatal PM2.5 exposure during early and late pregnancy is most adverse for 4th grade reading scores.

A new method improves density ratio estimation efficiency and accuracy.

problem Density ratio estimation trade-off between quality and efficiency.
method One-step Score-based Density Ratio Estimation (OS-DRE) combining analytic and solver-free approach.
result OS-DRE offers a favorable balance between estimation quality and inference efficiency.

Improved KL convergence bounds for score diffusion models without restrictive assumptions.

problem Lack of comprehensive quantitative results for diffusion models, especially in non-regular scores and estimators.
method Score diffusion models with fixed step size from Ornstein-Uhlenbeck and kinetic semigroups, providing explicit and sharp KL convergence bounds.
result Explicit and sharp convergence bounds in KL applicable to any data distribution with finite Fisher information.

The paper proposes a new method for clustering survival data using smoothed log-hazard trajectories.

problem Clustering survival data based on instantaneous risk dynamics.
method Functional Principal Component Analysis applied to B-spline smoothed log-hazard trajectories.
result The proposed method provides an interpretable representation of relative temporal risk dynamics.

A novel online framework for analyzing multidimensional functional data.

problem Analysis of multidimensional functional data streams poses significant challenges.
method Online functional principal component analysis using tensor product splines on a Stiefel manifold with Riemannian stochastic gradient descent.
result Efficient and scalable modeling of multidimensional functional data.

The paper develops efficient estimators for semi-parametric binary models in distributed computing.

problem Estimation and inference challenges in large-scale data under non-smooth objective functions.
method Proposes one-shot and multi-round divide-and-conquer estimators with adaptive kernel smoothing to relax constraints and achieve superlinear optimization error.
result Establishes quadratic convergence up to optimal statistical error rate and handles dataset heterogeneity and high-dimensional sparse parameters.

Paper analyzes convergence of DDPM for general distributions.

problem Theoretical understanding of DDPM's convergence properties remains limited.
method Introduced a relaxed smoothness condition and proved near-optimal convergence rates.
result Established a convergence rate of \( \widetilde{O}\left(\frac{d\min\{d,L^2\}}{T^2} ight) \) in Kullback-Leibler divergence.