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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.

168,694 papers · 148 categories

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123246369492 · Jun 202019922001200920172026
48 results for Statistical Convergence

The objective of this paper is to introduce the notion of generalized almost statistical (briefly, GAS) convergence of bounded real sequences, which generalizes the notion of almost convergence as well as statistical convergence of bounded real sequences. As a special kind of Banach limit functional, we also introduce …

2019-11-15abs ↗pdf ↗

This paper strengthens the central limit theorem for order statistics using relative entropy.

problem Establishing a stronger mode of convergence for central limit behavior of order statistics.
method Using relative entropy to ensure a stronger mode of convergence for central limit behavior of order statistics.
result An order O(1/n)O(1/\sqrt{n}) rate of convergence is established under mild conditions.

Study on length distribution of random multicurves on large genus surfaces converging to Poisson-Dirichlet distribution.

problem Length statistics of random multicurves on large genus hyperbolic surfaces.
method Analytical proof of convergence to Poisson-Dirichlet distribution as genus tends to infinity.
result Mean lengths of the three longest components converge to specific percentages of total length as genus increases.

The paper analyzes convergence in SGD with momentum and proposes a diagnostic test.

problem Detecting convergence in stochastic gradient descent with momentum.
method Analyzes the transient and stationary phases of SGD with momentum, constructs a statistical diagnostic test.
result The proposed diagnostic test effectively detects convergence in the stationary phase of SGD with momentum.

The study provides statistical guarantees for Bayesian variational boosting.

problem Statistical and convergence issues in variational boosting.
method Proposed a novel variational family and a functional Frank-Wolfe optimization algorithm.
result Demonstrated stochastic boundedness and provided convergence rate for boosting iterates.

SETrLUSI combines diverse knowledge from multiple domains for faster convergence.

problem Handling diverse knowledge from multiple domains in transfer learning.
method Stochastic Ensemble Multi-Source Transfer Learning Using Statistical Invariant (SETrLUSI).
result SETrLUSI accelerates convergence and outperforms related methods.

New algorithm for robust high-dimensional linear regression is both fast and statistically optimal.

problem Challenges in high-dimensional linear regression under heavy-tailed noise or outliers.
method Projected sub-gradient descent algorithm for sparse and low-rank regression problems.
result Algorithm achieves linear convergence and statistical optimality under various noise conditions.

Paper introduces a new gradient statistic to improve deep learning convergence.

problem Fluctuation effect of gradient updates between iterations.
method Introduces an unbiased stratified statistic \(\bar{G}_{mst}\) and a new algorithm MSSG.
result MSSG algorithm outperforms other sgd-like algorithms in training deep models.

A new algorithm improves both computational efficiency and statistical optimality for robust low-rank matrix and tensor estimation.

problem Challenges in low-rank matrix estimation under heavy-tailed noise, both computationally and statistically.
method Riemannian sub-gradient (RsGrad) algorithm, which is computationally efficient and statistically optimal.
result RsGrad achieves linear convergence and statistical optimality for robust loss functions under Gaussian and heavy-tailed noise.

Identifying statistical dependence between the features and the label is a fundamental problem in supervised learning. This paper presents a framework for estimating dependence between numerical features and a categorical label using generalized Gini distance, an energy distance in reproducing kernel Hilbert spaces (RK…

2019-06-05abs ↗pdf ↗

We study statistical risk minimization problems under a privacy model in which the data is kept confidential even from the learner. In this local privacy framework, we establish sharp upper and lower bounds on the convergence rates of statistical estimation procedures. As a consequence, we exhibit a precise tradeoff be…

2012-10-07abs ↗pdf ↗

This paper introduces SS-MAMP to address convergence issues in AMP algorithms.

problem Convergence issues in AMP algorithms for signal reconstruction.
method Proposes SS-MAMP algorithm framework for right-unitarily invariant sensing matrices and Lipschitz-continuous local processors.
result Covariance matrices of SS-MAMP are L-banded and convergent, ensuring optimal convergence.

SVRG and its variants are among the state of art optimization algorithms for large scale machine learning problems. It is well known that SVRG converges linearly when the objective function is strongly convex. However this setup can be restrictive, and does not include several important formulations such as Lasso, grou…

2016-11-07abs ↗pdf ↗

Paper uses optimal transport-based statistics for change point detection.

problem Change point detection in multivariate data.
method Soft rank energy and entropically regularized optimal transport.
result Soft rank energy performs better in real datasets with strong continuity and convergence properties.

Differential privacy is a cryptographically-motivated definition of privacy which has gained significant attention over the past few years. Differentially private solutions enforce privacy by adding random noise to a function computed over the data, and the challenge in designing such algorithms is to control the added…

2012-06-27abs ↗pdf ↗

FHDMs achieve optimal convergence in spherically supported data.

problem Statistical convergence properties of FHDMs for spherical data.
method FHDMs leverage random generation time and Doob's h-transform to optimize convergence rate.
result Achieve minimax optimal convergence rate in total variation for spherically supported Sobolev smooth data.

Rank-statistic method approximates ff-divergences without density-ratio estimation.

problem Approximating ff-divergences without explicit density-ratio estimation.
method Mapping distribution rank histograms to discrete ff-divergence and averaging over random projections.
result The rank-statistic estimator is a lower bound of the true ff-divergence and converges under mild conditions.

The rectified flow method is analyzed for its statistical properties.

problem Theoretical support for rectified flow methods is lacking.
method Empirical analysis of rectified flow's statistical properties using regression and density estimation.
result Convergence rates for rectified flow estimators are faster than for nonparametric regression and density estimation.

Triangular flows ensure statistical consistency and fast rates in generative modeling.

problem Ensuring statistical consistency and fast rates in generative models.
method Statistical guarantees and sample complexity bounds for triangular flow models using empirical process theory.
result Established statistical consistency and finite sample convergence rates for Kullback-Leibler estimator of Knöthe-Rosenblatt measure coupling.

In this paper, we consider stochastic dual coordinate (SDCA) {\em without} strongly convex assumption or convex assumption. We show that SDCA converges linearly under mild conditions termed restricted strong convexity. This covers a wide array of popular statistical models including Lasso, group Lasso, and logistic reg…

2017-01-26abs ↗pdf ↗

New theorem for generalized group sparsity improves consistency and convergence rates.

problem Improving statistical inference in high-dimensional data with element-wise and group-wise sparsity.
method Developed a generalized version of Sparse-Group Lasso and proved a universal theorem for consistency and convergence rates.
result Obtained results on consistency and convergence rates for different forms of double sparsity regularization.

We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number kk of components. We show that as long as signal-to-noise ratio (SNR) is Ω~(k)\tildeΩ(k), well-initialized EM converges to the true regression parameters. Previous results for k3k \geq 3 hav…

2019-05-28abs ↗pdf ↗

Study shows MDA's effectiveness even when more components are assumed than in actual data.

problem Classification error in overspecified Mixture Discriminant Analysis.
method Two-component Gaussian mixture model, EM algorithm, theoretical analysis of convergence and error rates.
result EM algorithm converges exponentially fast to Bayes risk with suitable initialization.

New gossip algorithms improve robustness of rank-based statistics in decentralized systems.

problem Ensuring robustness in decentralized AI and edge intelligence systems, especially in the presence of corrupted or adversarial data.
method Developed asynchronous gossip algorithms for computing rank-based statistics.
result First convergence rate bound for asynchronous gossip-based rank estimation.

Gradient descent on MMD GAN parameter space converges globally to target distribution.

problem Convergence of gradient descent in Maximum Mean Discrepancy (MMD) GANs.
method Proposes a parametric kernelized gradient flow that mimics the min-max game in gradient regularized MMD GAN.
result Gradient descent on the generator's parameter space in gradient regularized MMD GAN is globally convergent to the target distribution under certain conditions.

We extend the Fourier cosine method to discrete probability distributions, achieving faster convergence rates.

problem Extending Fourier cosine method to discrete probability distributions.
method Spectral filters and convergence rates analysis.
result Spectral filters achieve one order faster convergence rates than previously recognized.

This work analyzes the statistical properties of neural ODEs for distribution learning.

problem Statistical properties of neural ODEs for distribution learning.
method General nonparametric statistical convergence analysis for distribution learning via neural ODE models.
result Established nearly minimax-optimal convergence rates for neural ODEs.

Paper develops RGN method for estimating low-rank tensors from noisy measurements.

problem Estimating low-rank tensors from noisy linear measurements.
method Riemannian Gauss-Newton (RGN) method for efficient low-rank tensor estimation.
result First local quadratic convergence guarantee of RGN for low-rank tensor estimation in noisy settings.

A new dynamical formulation of log-PCA captures local principal modes of geodesic variations.

problem Learning principal variations of random probability measures under Wasserstein geometry.
method Introducing a new dynamical formulation of log-PCA as a variational approach.
result Deriving a general statistical convergence rate for empirical WT-PCA.

Paper tackles unknown participation in FL, proposing FedAU for better performance.

problem Unknown participation statistics in federated learning impact performance.
method Adapting aggregation weights in FedAvg based on participation history.
result FedAU converges to optimal solution and has desirable properties.

Paper develops algorithms for nonsmooth, nonconvex statistical learning problems.

problem Nonsmooth and nonconvex objectives in statistical learning.
method Bregman-surrogate algorithm framework, including local linear approximation, mirror descent, iterative thresholding, DC programming.
result Global convergence rates for nonconvex and nonsmooth objectives in high dimensions.

New concentration inequality for U-statistics of Markov chains.

problem Proving a concentration inequality for U-statistics of order two in uniformly ergodic Markov chains.
method Inductive analysis using martingale techniques, uniform ergodicity, Nummelin splitting, and Bernstein's inequality.
result Recovery of convergence rate for U-statistics of independent random variables and canonical kernels, with improved results for dependent kernels.

When the data are stored in a distributed manner, direct application of traditional statistical inference procedures is often prohibitive due to communication cost and privacy concerns. This paper develops and investigates two Communication-Efficient Accurate Statistical Estimators (CEASE), implemented through iterativ…

2019-06-12abs ↗pdf ↗

Enhanced ROOT-SGD optimizes stochastic optimization with diminishing stepsizes.

problem Improving statistical efficiency in stochastic optimization.
method Integrates a diminishing stepsize strategy into ROOT-SGD.
result Achieves optimal convergence rates with improved stability and precision.

The study provides statistical theory for WGANs in time series forecasting.

problem Statistical analysis of WGANs for time series forecasting.
method Statistical theory and upper bounds for excess Bayes risk, weak convergence, and confidence intervals.
result Developed confidence intervals for time series forecasting using WGANs.

Bayesian method improves neural net convergence for character recognition.

problem Improving convergence rate of neural network training algorithms.
method Customization of Kalman filter into Bayesian statistics for initialization of weights.
result Improved convergence rate for backpropagation training algorithm.

The paper studies kernel smoothing and mean shift for directional data, deriving convergence rates and mode estimation.

problem Statistical and computational problems of kernel smoothing for directional data.
method Generalization of mean shift to directional data, derivation of convergence rates, and investigation of mode estimation.
result Statistical convergence rates of directional KDE and its derivatives, ascending property of directional mean shift, and mode estimation.

Interneurons improve learning in neural networks by accelerating convergence.

problem Rapid adaptation to changing input statistics in neural networks.
method Two mathematically tractable recurrent linear neural networks were compared: one with direct recurrent connections and the other with interneurons that mediate recurrent communication.
result The network with interneurons converges more quickly than the network with direct recurrent connections, scaling logarithmically with initialization spectrum.