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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.

168,738 papers · 148 categories

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48 results for Source Distribution Estimation

Neural Empirical Bayes estimates source distributions from noisy simulations.

problem Estimating source distributions from noisy, simulated data.
method Uses neural density estimators to estimate a prior or source distribution over uncorrupted samples, then performs posterior inference.
result Recovering ground truth source distributions up to symmetries.

Proposes using Wasserstein barycenters for robust optimization with multiple data sources.

problem Distributionally robust optimization with multiple heterogeneous data sources.
method Construct nominal distribution through Wasserstein barycenter of multiple data samples, reformulates as a finite convex program.
result Proposed scheme outperforms other estimators in sparse inverse covariance matrix estimation.

A novel framework synthesizes treatment data across sites using optimal transport.

problem Estimating treatment effects across different sites with varying conditions.
method Distributional causal inference, Optimal Transport for alignment of control group distributions.
result Synthetic treatment group data aligns with true target distribution under general conditions.

Study optimizes data collection from biased, costly sources to minimize risk.

problem Estimating population means and group-conditional means from multiple sources with varying costs and biases.
method Develops a sampling plan that maximizes effective sample size, paired with a post-stratification estimator.
result Achieves budgeted minimax optimal risk for estimating population means and group-conditional means.

Paper tackles moment estimation under covariate shift with a two-stage algorithm.

problem Estimating moments under covariate shift when source and target distributions differ.
method Proposes a two-stage algorithm: first, an optimal estimator for the source distribution; second, likelihood ratio reweighting for calibration.
result Achieves minimax optimal bound for moment estimation.

Adaptive kernel approach learns causal effects from diverse data sources.

problem Learning causal effects from multiple, decentralized data sources in a federated setting.
method Adaptive transfer algorithm using Random Fourier Features to estimate similarities and disentangle loss function components.
result Empirically outperforms baselines on decentralized data sources with different distributions.

Suppose that we are given a time series where consecutive samples are believed to come from a probabilistic source, that the source changes from time to time and that the total number of sources is fixed. Our objective is to estimate the distributions of the sources. A standard approach to this problem is to model the …

2016-05-09abs ↗pdf ↗

Algorithm finds frequencies, amplitudes, and phases of sinusoids in noisy data.

problem Finding frequencies, amplitudes, and phases of sinusoids in noisy data.
method Maximum likelihood approach to estimate tone parameters from contaminated observations. Successively estimates frequencies and jointly optimizes amplitudes and phases.
result Near-linear computational complexity (O(N)) for estimating MM number of sinusoidal sources.

The paper tackles distribution-free prediction intervals for multi-source data.

problem Challenges in achieving valid inferences due to distribution shifts and privacy concerns.
method Derives efficient influence functions, incorporates machine learning, and proposes data-adaptive strategies.
result Achieves parametric rates of convergence to nominal coverage probabilities for prediction intervals.

New method recovers predictions from unobservable source subpopulation in binary classification.

problem Challenging binary classification with unobservable subpopulation in source domain.
method Distribution matching method to estimate subpopulation proportions, rigorous derivation of prediction models.
result Our method outperforms naive benchmarks in synthetic and real-world datasets.

Proposes robust ITRs integrating multiple datasets to handle posterior shift.

problem Posterior shift in conditional outcome distributions between source and target populations.
method Distributionally robust approach with closed-form solution and adaptive uncertainty tuning.
result Achieves superior performance compared to existing methods in simulations and real-data applications.

Unified framework for distribution shift estimation, explanation, and improvement.

problem Estimating, explaining, and improving model performance on target domains with distribution shift.
method Entropic Projection Alignment (EPA) aligns source and target distributions by matching moments and minimizing KL divergence.
result EPA consistently outperforms state-of-the-art baselines while offering computational efficiency.

A new framework optimizes model transfer across domains with labeled data.

problem Distributional heterogeneity across domains in multi-source learning.
method Conditional Group Distributionally Robust Optimization (CG-DRO) framework with Mirror Prox algorithm and double machine learning.
result Established fast statistical convergence rates and uniformly valid inference for CG-DRO.

We propose a new blind source separation algorithm based on mixtures of alpha-stable distributions. Complex symmetric alpha-stable distributions have been recently showed to better model audio signals in the time-frequency domain than classical Gaussian distributions thanks to their larger dynamic range. However, infer…

2017-11-13abs ↗pdf ↗

This paper proposes a multichannel source separation technique called the multichannel variational autoencoder (MVAE) method, which uses a conditional VAE (CVAE) to model and estimate the power spectrograms of the sources in a mixture. By training the CVAE using the spectrograms of training examples with source-class l…

2018-08-02abs ↗pdf ↗

This paper identifies a problem with the usual procedure for L2-regularization parameter estimation in a domain adaptation setting. In such a setting, there are differences between the distributions generating the training data (source domain) and the test data (target domain). The usual cross-validation procedure requ…

2016-07-31abs ↗pdf ↗

This work studies the statistical performance of Sinkhorn iterations in estimating Schrödinger bridges.

problem Estimating Schrödinger bridges with limited samples.
method Intermediate Sinkhorn iterations applied to the time-dependent drifts of SDEs.
result Established a statistical bound on the squared total variation error of Sinkhorn bridge iterations.

Unified model detects transferable variables and source data in high-dimensional linear regression.

problem Scarcity of target data and heterogeneity of source and target data distributions.
method UTrans model, estimation error bounds, hypothesis testing for source detection.
result UTrans achieves lower estimation and prediction errors than existing methods.

Transfer learning aims to improve learning in target domain by borrowing knowledge from a related but different source domain. To reduce the distribution shift between source and target domains, recent methods have focused on exploring invariant representations that have similar distributions across domains. However, w…

2017-07-31abs ↗pdf ↗

The paper estimates key metrics for linear models with Markov or hidden Markov sources.

problem Estimating free energy, mutual information, and MMSE for linear models with specific signal priors.
method Replica analysis in statistical physics, focusing on Markov and hidden Markov sources.
result The linear model with Markov or hidden Markov sources can be simplified into decoupled AWGN channels.

This paper proposes a TL method for SOH estimation of lithium-ion batteries.

problem Accurately estimating battery SOH to prevent unexpected failures.
method Temporal synchronization and distribution similarity analysis for transfer learning.
result The proposed method achieves a root mean squared error of 0.0034, improving accuracy by 77%.

Novel hyperparameter optimization for target tasks under covariate shift.

problem Hyperparameter optimization under multi-source covariate shift.
method Construct variance reduced estimator to unbiasedly approximate target objective; propose no-regret hyperparameter optimization procedure.
result Proposed framework broadens applications of automated hyperparameter optimization.

Estimates calibration error under label shift without labels.

problem Ensuring model reliability in the face of dataset shift without access to labels.
method Importance re-weighting of the labeled source distribution to estimate calibration error under label shift.
result Effective and reliable CE estimation with respect to the shifted target distribution.

Unified theory for semiparametric data fusion with individual-level data.

problem Handling data fusion problems, especially in settings with diverse data sources and designs.
method Extending a comprehensive theory to handle conditional and marginal distribution alignments, providing universal results for influence functions and efficient influence functions.
result Paves the way for machine-learning debiased, semiparametric efficient estimation.

TopoGeoScore selects robust checkpoints using only source-domain representations.

problem Selecting robust checkpoints without target-domain labels or samples.
method Constructs class-conditional mutual k-nearest-neighbour graphs and extracts three interpretable signals.
result Source representations contain measurable global-local-topological evidence of robustness.

Improves domain adaptation by combining multiple source domains and target domain data.

problem Poor performance of empirical risk minimization in distributionally shifted target domains.
method Distributionally robust model optimizing adversarial reward based on explained variance across multiple source domains.
result The robust model is a weighted average of conditional outcome models from source domains.

Data on human spatial distribution and movement is essential for understanding and analyzing social systems. However existing sources for this data are lacking in various ways; difficult to access, biased, have poor geographical or temporal resolution, or are significantly delayed. In this paper, we describe how geoloc…

2016-06-20abs ↗pdf ↗

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources linearly mixed with an unknown orthogonal mixing matrix. This issue is formulated in a…

2009-08-31abs ↗pdf ↗

Adaptive transfer learning model for varying mechanisms across domains.

problem Improving inference in a target domain by leveraging related source domains with varying mechanisms.
method Semi-parametric domain-varying coefficient model (DVCM) for structured transfer learning.
result Minimax rate-optimal adaptive transfer learning estimator with provable negative transfer safeguards.

Optimal transport aligns source and target distributions for domain adaptation.

problem Unsupervised domain adaptation with joint class-conditional and label shifts.
method Minimizes importance weighted loss and Wasserstein distance for aligned marginals and class-conditional distributions.
result Our method outperforms competitors on various domain adaptation tasks.

Paper tackles high-dimensional quantile regression with distribution shift using transfer learning.

problem Efficiency of knowledge transfer is severely impacted by distribution shift in high-dimensional regression.
method Proposes a novel transferable set and framework for three types of distribution shift: parameter, covariate, and residual.
result Establishes estimation error bounds and source detection consistency for the proposed method.

Separating mixed distributions is a long standing challenge for machine learning and signal processing. Most current methods either rely on making strong assumptions on the source distributions or rely on having training samples of each source in the mixture. In this work, we introduce a new method---Neural Egg Separat…

2018-11-30abs ↗pdf ↗

A new method aligns source and target distributions by tuning their weights.

problem Domain adaptation on unlabeled target datasets using labeled source datasets.
method Weighted Joint Distribution Optimal Transport (WJDOT) method that finds alignment between source and target distributions and re-weighting of source distributions.
result Achieves state-of-the-art performance on simulated and real-life datasets.

Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We introduce a Bayesian nonparametric ensemble (BNE) approach that augments an existing ens…

2019-11-11abs ↗pdf ↗

Paper proposes a new method to aggregate multiple sources with different label distributions.

problem Aggregating from multiple target-shifted sources with different label distributions.
method Unified framework to select relevant sources for domain adaptation with limited label, unsupervised, and label partial unsupervised scenarios.
result Empirical results significantly outperform baselines.

Estimates class prior for unlabeled data using kernel embedding.

problem Estimating class prior in PU learning scenario where only positive and full population samples are available.
method Direct estimator based on distribution matching and kernel embedding in Reproducing Kernel Hilbert Space.
result Asymptotic consistency and explicit deviation bound for the estimator.