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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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48 results for Statistical error bounds

This paper examines error bounds for deep learning classifiers with noisy labels.

problem Understanding the performance of classifiers trained on noisy data.
method Derives error bounds for excess risk, decomposing it into statistical and approximation errors. Uses independent block construction for statistical dependencies and vector-valued setting for approximation error.
result Established theoretical results for error bounds in deep learning with noisy labels, mitigating the impact of high-dimensional input spaces.

The paper bounds the mean absolute error in DNN vector-to-vector regression.

problem Bounding the mean absolute error in deep neural network based vector-to-vector regression.
method Error decomposition techniques in statistical learning theory and non-convex optimization theory were used to derive upper bounds for approximation, estimation, and optimization errors.
result Theoretical upper bounds for mean absolute error in DNN vector-to-vector regression were derived and validated experimentally.

Error bounds based on worst likely assignments use permutation tests to validate classifiers. Worst likely assignments can produce effective bounds even for data sets with 100 or fewer training examples. This paper introduces a statistic for use in the permutation tests of worst likely assignments that improves error b…

2015-03-31abs ↗pdf ↗

Study identifies and analyzes three types of errors in learning Fourier operators.

problem Statistical, discretization, and truncation errors in learning Fourier operators.
method Analysis of a Discrete Fourier Transform (DFT) based least squares estimator.
result Established upper and lower bounds on statistical, discretization, and truncation errors.

This work presents a technique for statistically modeling errors introduced by reduced-order models. The method employs Gaussian-process regression to construct a mapping from a small number of computationally inexpensive `error indicators' to a distribution over the true error. The variance of this distribution can be…

2014-05-20abs ↗pdf ↗

New methods bound estimation error in high-dimensional statistical problems.

problem Fundamental limits of first order methods in high-dimensional estimation.
method Introduces general first order methods for high-dimensional regression and low-rank matrix estimation.
result Derives optimal lower bounds on estimation error for these methods.

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 ↗

WAEs offer a statistical understanding of density estimation and error bounds.

problem Concurrent density estimation with neural network-induced transformations.
method Statistical analysis of WAEs focusing on upper bounds and error propagation.
result Established deterministic upper bounds on WAE errors and explored their resilience.

Study problem-dependent rates in statistical learning theory, achieving optimal generalization error bounds.

problem Generalization error in statistical learning theory.
method Uniform localized convergence framework.
result Optimal generalization error bounds for various learning problems.

New approach uses interpolation models and error bounds for verifiable scientific machine learning.

problem Challenges in verifying and validating modern scientific machine learning workflows.
method Combines multiple standard interpolation techniques with error bounds for efficient computation and comparative performance analysis.
result Error bounds for interpolation techniques can be computed or estimated efficiently, aiding in validation goals.

This work bounds classification error in machine learning for low Bayes error conditions.

problem Understanding the error mismatch between Bayes error and model-based classification error.
method Applying classification error bounds to study the relationship with Kullback-Leibler divergence and proposing a linear approximation for low Bayes error conditions.
result A linear approximation of the classification error bound for low Bayes error conditions is proposed.

Efficiently estimates private least squares with linear error growth.

problem Private estimation of ordinary least squares with bounded residuals and leverage.
method Scaled noise added to a stable nonprivate estimator of the regression vector.
result Near-optimal accuracy guarantee with linear error growth in dimension.

Neural networks estimate statistical divergences with performance guarantees.

problem Estimating statistical divergences with theoretical performance guarantees.
method Parametrizing empirical variational form by a neural network and optimizing over parameter space.
result Established non-asymptotic absolute error bounds for neural estimators of four f\mathsf{f}-divergences.

New bounds on generalization error for distributed learning using rate-distortion theory.

problem Establishing upper bounds on generalization error for distributed learning algorithms.
method Using rate-distortion theory, the paper introduces new bounds that depend on the compressibility of each client's algorithm.
result The bounds suggest that the generalization error of the distributed setting decays faster than that of the centralized one with a factor of O(log(K)/K)\mathcal{O}(\log(K)/\sqrt{K}).

New method improves solving combinatorial optimization problems with smoothed policies.

problem Solving combinatorial optimization problems repeatedly with varying instances.
method Smoothed policies with controlled random perturbations to linear oracle, leading to differentiable surrogate risk.
result Generalization bound decomposes excess risk into bias, estimation, and optimization components.

RQMC improves kernel-based learning by reducing deterministic error and offering computational advantages.

problem Improving kernel-based learning methods to reduce deterministic error and computational complexity.
method Randomized quasi-Monte Carlo (RQMC) methods applied to random feature approximations.
result RQMC methods improve deterministic approximation error bound from OP(1/M)O_P(1/\sqrt{M}) to O(1/M)O(1/M), matching QMC methods.

Optimum-statistical collaboration improves black-box optimization efficiency.

problem Improving black-box optimization efficiency through better statistical collaboration.
method Introducing optimum-statistical collaboration framework for hierarchical bandits-based optimization.
result Demonstrated improved regret bounds and better performance in experiments.

The paper develops methods for novelty detection on path space using signature-based statistics.

problem Novelty detection on path space as a hypothesis testing problem.
method Signature-based test statistics, transportation-cost inequalities, CVaR, one-class SVM algorithms.
result Established lower bounds on type-II\mathrm{II} error and general power bounds.

We formulate statistical watermarking as hypothesis testing and establish near-optimal bounds.

problem Statistical watermarking in the context of hypothesis testing.
method Formulated as a hypothesis testing problem, using coupling of output tokens and rejection regions.
result Established nearly matching upper and lower bounds on the number of i.i.d. tokens required for small Type I and Type II errors.

Deepfake detection is formulated as a hypothesis testing problem to classify an image as genuine or GAN-generated. A robust statistics view of GANs is considered to bound the error probability for various GAN implementations in terms of their performance. The bounds are further simplified using a Euclidean approximatio…

2019-05-09abs ↗pdf ↗

Unified framework for high-dimensional online learning with non-divergent error bounds and adaptive gains.

problem Divergence of error bounds in high-dimensional online learning as data batches increase.
method Asynchronous decomposition framework with summary statistics and dynamic regularization.
result Non-divergent error bounds and adaptive gains in sparse online optimization.

Efficient tests achieve best error rates in high-dimensional hypothesis testing.

problem Achieving optimal error rates in computationally efficient hypothesis testing.
method Linear spectral statistics and low-degree likelihood ratio analysis.
result An efficient test achieves the best possible error rates among all computationally efficient tests.

This work explains how large neural networks generalize well despite overparameterization.

problem Understanding the generalization behavior of large neural networks.
method Theoretical analysis of approximation and generalization errors in regression and classification tasks.
result Deep overparameterized neural networks are statistically consistent across different tasks when regularization is applied.

The study sets limits on how well halfspaces can be learned when labels are corrupted.

problem Learning halfspaces in the presence of Massart noise.
method Statistical query (SQ) lower bounds.
result No SQ algorithm can achieve misclassification error better than the corruption rate ηη with superpolynomial accuracy or a superpolynomial number of queries.

New inequalities for unbounded functions improve denoising score matching.

problem Statistical error bounds for denoising score matching with unbounded objective functions.
method Derive new concentration inequalities using McDiarmid's inequality and Rademacher complexity bounds.
result Improved statistical error bounds for denoising score matching.

New framework connects online learning to statistical learning for better generalization bounds.

problem Deriving generalization bounds for statistical learning algorithms.
method Constructing an online learning game and showing a connection to statistical learning.
result Established a connection between online and statistical learning, leading to new generalization bounds.

End-to-end algorithm for controlling bilinear systems with probabilistic noise.

problem Controlling bilinear systems with noisy data.
method Proposes an end-to-end algorithm using statistical learning theory and robust controller design.
result Derived finite sample identification error bounds and structurally suitable for control.

New L1L_1 regularization controls neural network generalization error and sparsifies input dimensions.

problem Selecting the optimal number of hidden neurons in neural networks.
method Theoretical analysis of L1L_1 regularization in two-layer neural networks.
result Appropriate L1L_1 regularization leads to near minimax optimal generalization risk bounds.

The study examines how quantum resources enhance the complexity of quantum circuits.

problem Quantum resource enhancement on circuit complexity.
method Utilizing quantum resource theories, the study analyzes statistical complexities of quantum circuits with limited quantum resources.
result Bounds for statistical complexities of quantum circuits are derived and applied to specific cases.

New algorithm learns changing discrete distributions with minimal drift error.

problem Learning discrete distributions that change over time with limited past samples.
method Adaptive algorithm using data-dependent bounds to balance statistical and drift errors.
result Tighter statistical error bounds for drifting distributions with or without finite support.

Derives error bounds for stochastic iterative algorithms using Stein's method.

problem Bounding errors in stochastic iterative algorithms like SGD and SGLD.
method Uses infinite-dimensional Stein's method of exchangeable pairs to derive functional approximation error bounds.
result Establishes non-asymptotic error bounds for algorithm sample paths and variance of iterate averages.

Improved bounds for proximal gradient algorithms with computational errors.

problem Analyzing convergence of proximal gradient algorithms with inaccuracies.
method Deriving new tighter deterministic and probabilistic bounds for convex composite problems.
result Probabilistic bounds are more robust and accurate for algorithm verification and performance guarantees.

Study shows depth improves generalization in deep learning models.

problem Understanding why and when depth improves generalization in deep learning.
method Implementation-agnostic state-transition model to analyze depth and generalization.
result Identifies geometric and semigroup mechanisms that keep entropy contribution saturated or polynomial, clarifying depth's statistical advantage.

Paper analyzes deep neural networks with dependent data, establishing convergence rates and error bounds.

problem Statistical analysis of deep neural networks under dependent data.
method Establishes rates of convergence and L2\mathcal{L}^{2}-error bounds for nonparametric sieve estimators of DNNs.
result Non-asymptotic probability bounds on L2\mathcal{L}^{2}-errors for DNN estimators under stationary β\beta-mixing data.

New method for distributional off-policy evaluation using Bellman residual minimization.

problem Learning return distribution from offline data generated by a different policy.
method Energy Bellman Residual Minimizer (EBRM) method.
result Established finite-sample error bound for EBRM estimator.

Random Hyperboxes is a simple yet effective ensemble classifier.

problem Improving classification accuracy using ensemble methods.
method Random subsets of sample and feature spaces are used to train individual hyperbox-based classifiers, which are then combined into an ensemble.
result The proposed classifier outperforms other fuzzy min-max neural networks and ensemble methods on 20 datasets.