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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.

169,291 papers · 148 categories

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48 results for Statistical Functionals

Promotes spectral functionals to noncommutative fields and proves a theorem.

problem Spectral functionals on noncommutative fields and manifolds with boundary.
method Carries out promotion to spectral functionals, associates with noncommutative residue, and proves theorem.
result Proves Dabrowski-Sitarz-Zalecki type theorem for statistical de Rham Hodge operators on manifolds with boundary.

The paper classifies statistical Einstein manifolds in exponential families.

problem Classifying statistical Einstein manifolds in exponential families.
method Deriving partial differential equations for potential functions, obtaining special and group-invariant solutions.
result Special and group-invariant solutions of the equations for potential functions of exponential families.

Geometric structures are lifted to higher tangent bundles preserving statistical properties.

problem Lifting statistical structures to higher tangent bundles while maintaining their properties.
method Natural lifts of geometric objects and potentials to higher tangent bundles, preserving statistical manifold structures.
result Lifted statistical structures on higher tangent bundles maintain pseudo-Riemannian metrics and are again statistical manifolds.

Develops a new method for statistical optimal allocation problems.

problem Statistical optimal allocation problems with constraints.
method Functional differentiability approach and Hadamard differentiability of value functions.
result Validates margin assumption for fast convergence rate of plug-in methods.

Author presents the second variational formula for statistical biharmonic maps.

problem Developing a formula for statistical biharmonic maps.
method Introduced the second variational formula for the statistical bi-energy functional.
result The second variational formula can be represented using Hessian curvature in Hessian manifolds.

seMCD computes depth functions with statistical guarantees using sequential Monte Carlo.

problem Computing depth functions is computationally challenging, especially in high dimensions.
method Sequential Monte Carlo methodology with theoretical and empirical guarantees.
result The seMCD method provides accurate depth approximations with fewer samples than traditional methods.

A method uses neural networks to approximate sampling distributions of test statistics.

problem Accurate modeling of p-value functions or cdfs for correct confidence set coverage.
method Uses neural networks to model the cdf of test statistics, approximating sampling distributions.
result Neural network approximations of sampling distributions are effective and simple.

Paper analyzes statistical properties of log-cosh loss function.

problem No statistical analysis of log-cosh loss function in literature.
method Presented statistical properties of log-cosh loss function, compared to Cauchy distribution, and examined various statistical procedures.
result Characterized statistical properties of log-cosh loss function, including distribution, likelihood function, and Fisher information.

Proposes an exponentially increasing step-size for faster parameter estimation in statistical models.

problem Slow convergence of gradient descent in locally convex loss functions.
method Exponentially increasing step-size in gradient descent algorithm.
result Converges linearly to optimal solution under homogeneous assumptions.

Polyak step size GD reaches final radius of convergence after log iterations.

problem Statistical and computational complexities of Polyak step size GD.
method Generalized smoothness and Lojasiewicz conditions, stability of gradients.
result Polyak step size GD reaches final statistical radius of convergence after logarithmic number of iterations.

Study on statistical inference for nonlinear stochastic approximation with Markovian data.

problem Statistical inference for nonlinear stochastic approximation algorithms with Markovian data.
method Established a functional central limit theorem for the partial-sum process of the target parameter estimate, providing asymptotic pivotal statistics for constructing confidence intervals.
result Valid and efficient asymptotic inference method for nonlinear stochastic approximation algorithms with Markovian data.

Establishes statistical and computational bounds for influence diagnostics.

problem Identifying influential datapoints or subsets in machine learning models.
method Finite-sample statistical bounds and computational complexity for influence functions and approximate maximum influence perturbations.
result Established statistical and computational guarantees for influence diagnostics.

Flexible approach for normal approximations in geometric and topological statistics.

problem Normal approximation for complex statistics not expressible as sums of score functions.
method Flexible add-one cost operator combined with strong stabilization theory.
result Established normal approximation results for geometric and topological statistics.

New algorithm converges to optimal phase retrieval estimator with misspecified link functions.

problem High-dimensional sparse phase retrieval with incorrect model specification.
method Simple variant of thresholded Wirtinger flow algorithm, linear convergence for optimal accuracy.
result Linear convergence to optimal estimator for a broad family of unknown link functions.

Efficiently estimates sparse functionals robustly in high dimensions.

problem Statistical procedures are sensitive to minor deviations in high-dimensional settings.
method Proposes a computationally and statistically efficient algorithm for robust estimation of sparse functionals.
result Guarantees accurate recovery of sparse functionals under certain deterministic conditions.

This paper introduces depth functions for ranking data, improving statistical summaries.

problem Lack of comprehensive statistical summaries for ranking data.
method Metric-based depth functions on symmetric group to define rankings, depths, and procedures.
result Novel depth functions provide a more informative summary of ranking data.

Statistical mechanics models node-perturbation learning with noisy baselines.

problem Understanding learning dynamics in node-perturbation algorithms with noisy baselines.
method Developed statistical mechanics to model node-perturbation learning with noisy baselines and derived coupled differential equations.
result Derived coupled differential equations of order parameters to depict learning dynamics and calculated generalization error.

The paper extends sequences while preserving statistical properties using a mixture model.

problem Extending sequences while retaining their statistical properties.
method Auto-regressive Sequence Extension Mixture Model (SEMM) using deep learning.
result The mixture model outperforms traditional neural networks in sequence extension with statistical property retention.

In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form solutions of proximal operators and envelope representations based on the Moreau, Fo…

2015-02-11abs ↗pdf ↗

New method for constructing confidence intervals for time series data.

problem Constructing confidence intervals for statistical functionals from time series data.
method Proposes a general purpose confidence interval procedure based on overlapping batches of time series data.
result Large overlapping batches yield confidence intervals of higher quality than generic methods.

Value functions struggle to represent transition dynamics, impacting statistical efficiency.

problem Limited representational power of value functions in capturing transition dynamics.
method Case studies of various reinforcement learning problems to explore the limitations of value-based methods.
result Value-based methods can be as efficient as model-based ones in some cases but severely underperform in others due to information loss.

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.

NN-Turb generates turbulent velocity statistics using neural networks.

problem Creating a 1D field with turbulent velocity statistics.
method Fully-convolutional neural network (NN-Turb) to generate the field.
result NN-Turb generates a 1D field that satisfies Kolmogorov's 2/3 and 4/5 laws, exhibiting intermittency.

The paper examines statistical properties of IL and LVR in automated market makers.

problem Assessing the performance of automated market makers and their profitability.
method Analysis of random walk properties and statistical integral combined with CFMM mechanics.
result IL and LVR have identical expectation values but different distribution functions for Brownian motion.

New algorithms improve distributional TD learning with linear approximations.

problem Estimating return distributions in reinforcement learning.
method Fine-grained analysis of linear-categorical Bellman equation, variance reduction techniques.
result Tight sample complexity bounds for distributional TD learning with linear approximations.

Paper develops online statistical inference methods for stochastic optimization using Kiefer-Wolfowitz algorithms.

problem Online statistical inference of model parameters in stochastic optimization problems.
method Kiefer-Wolfowitz algorithm with random search directions, asymptotic distribution analysis.
result Developed valid confidence intervals for online statistical inference.

AI systems need reliable testing to ensure safety and trustworthiness.

problem Current AI Act lacks functional trustworthiness for AI systems.
method Define technical application distribution, set risk-based performance, and conduct statistically valid testing.
result Reliable functional trustworthiness is essential for AI systems.

Develops methods for estimating constrained function-valued parameters in infinite-dimensional models.

problem Estimating function-valued parameters with structural constraints in complex models.
method Characterizes constrained solutions as minimizers of penalized population risk, using a Lagrange-type formulation and path through unconstrained space.
result Proposes estimators that achieve optimal risk and constraint satisfaction, applicable across various statistical learning approaches.

Paper connects GANs to robust estimation, leading to efficient computation of optimal estimators.

problem Statistical robust estimation under contaminated data models.
method Establishes connection between ff-GANs and depth functions through ff-Learning.
result Appropriate discriminator network structures in GANs lead to optimal robust estimators.

Statistical physics tools are applied to reinforcement learning for new dynamic programming approaches.

problem Exploring connections between reinforcement learning and statistical physics.
method Constructing a partition function from trajectories in a Markov decision process and using it to derive a new Bellman equation.
result Policies derived from the partition function are entropy-aware and favor states with multiple outcomes.

New principle in online learning: Regret can be expressed using sufficient statistics and a Burkholder function.

problem Achieving optimal online learning performance with limited memory.
method Introducing a Burkholder function that depends only on sufficient statistics, not the entire data sequence.
result Developed novel online strategies for matrix prediction and parameter-free supervised learning.