Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

7142128 · Jun 202019922001200920172026
48 results for Sum-of-Squares hierarchy

This work improves graph inference using the degree-4 sum-of-squares hierarchy.

problem Recovering ground-truth binary labelings from corrupted edge observations.
method Apply the degree-4 sum-of-squares hierarchy to a quadratic combinatorial optimization problem.
result The solution of the dual problem is related to edge weights of Johnson and Kneser graphs.

Explicitly constructed 3XOR instances hard for Sum-of-Squares hierarchy.

problem Hard instances for Sum-of-Squares hierarchy.
method Based on high-dimensional expanders (LSV complexes), using cosystolic expansion and local isoperimetric inequality.
result Constructs explicit 3XOR instances hard for O(logn)O(\sqrt{\log n}) levels of Sum-of-Squares hierarchy.

New tools in nonlinear random matrices improve understanding of the Sum of Squares hierarchy.

problem Improving the Sum of Squares (SoS) hierarchy's performance on average-case problems.
method Developed new tools in nonlinear random matrices and applied them to analyze the SoS hierarchy.
result Subexponential-time SoS lower bounds for various problems, offering evidence for the low-degree likelihood ratio hypothesis.

In the noisy tensor completion problem we observe mm entries (whose location is chosen uniformly at random) from an unknown n1×n2×n3n_1 \times n_2 \times n_3 tensor TT. We assume that TT is entry-wise close to being rank rr. Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n…

2015-01-26abs ↗pdf ↗

For the tensor PCA (principal component analysis) problem, we propose a new hierarchy of increasingly powerful algorithms with increasing runtime. Our hierarchy is analogous to the sum-of-squares (SOS) hierarchy but is instead inspired by statistical physics and related algorithms such as belief propagation and AMP (ap…

2019-04-08abs ↗pdf ↗

Paper improves variational inference on Boolean hypercube using quantum methods.

problem Improving variational inference for pairwise Markov random fields on the Boolean hypercube.
method Quantum relaxations of the Kullback-Leibler divergence for upper-bounds, primal-dual optimization, and greedy selection of hierarchies.
result Efficient algorithm and improved bounds for variational inference.

New method finds global minima using function evaluations and kernel approximations.

problem Finding global minima of smooth functions with limited evaluations.
method Approximates the function using infinite sums of square smooth functions and solves the optimization problem with polynomial time complexity.
result Achieves optimal number of function evaluations with theoretical guarantees and nearly optimal convergence rate.

Tensor rank and low-rank tensor decompositions have many applications in learning and complexity theory. Most known algorithms use unfoldings of tensors and can only handle rank up to np/2n^{\lfloor p/2 \rfloor} for a pp-th order tensor in Rnp\mathbb{R}^{n^p}. Previously no efficient algorithm can decompose 3rd order ten…

2015-04-21abs ↗pdf ↗

New algorithm estimates edge density of random graphs robustly, achieving optimal breakdown point.

problem Estimating edge density of Erdős-Rényi graphs under adversarial edge manipulation.
method Sum-of-Squares (SoS) hierarchy, constructing constant-degree certificates for concentration.
result First polynomial-time algorithm with optimal breakdown point and matching error guarantees.

Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation (GBP) are intimately related to linear programming (LP) relaxation within the She…

2017-09-19abs ↗pdf ↗

New algorithms learn from untrusted batches with improved efficiency.

problem Learning from untrusted batches with adversarial responses.
method Sum-of-Squares hierarchy applied to robust mean estimation.
result Reduces sample complexity to polylogarithmic in nn for most natural distributions.

We propose an estimator for the mean of a random vector in Rd\mathbb{R}^d that can be computed in time O(n4+n2d)O(n^4+n^2d) for nn i.i.d.~samples and that has error bounds matching the sub-Gaussian case. The only assumptions we make about the data distribution are that it has finite mean and covariance; in particular, we mak…

2019-02-06abs ↗pdf ↗

Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this paper, we study the statistical limits of convex relaxations. Particularly, we con…

2015-03-04abs ↗pdf ↗

Estimation is the computational task of recovering a hidden parameter xx associated with a distribution DxD_x, given a measurement yy sampled from the distribution. High dimensional estimation problems arise naturally in statistics, machine learning, and complexity theory. Many high dimensional estimation problems ca…

2018-07-30abs ↗pdf ↗

Given a large data matrix ARn×nA\in\mathbb{R}^{n\times n}, we consider the problem of determining whether its entries are i.i.d. with some known marginal distribution AijP0A_{ij}\sim P_0, or instead AA contains a principal submatrix AQ,QA_{{\sf Q},{\sf Q}} whose entries have marginal distribution AijP1P0A_{ij}\sim P_1\neq P_0. As …

2015-02-23abs ↗pdf ↗

Hilbert's 17th problem asks that whether every nonnegative polynomial can be a sum of squares of rational functions. It has been answered affirmatively by Artin. However, the question as to whether a given nonnegative polynomial is a sum of squares of polynomials is still a central question in real algebraic geometry. …

2018-11-14abs ↗pdf ↗

We give a new approach to the dictionary learning (also known as "sparse coding") problem of recovering an unknown n×mn\times m matrix AA (for mnm \geq n) from examples of the form \[ y = Ax + e, \] where xx is a random vector in Rm\mathbb R^m with at most τmτm nonzero coordinates, and ee is a random noise vector in …

2014-07-06abs ↗pdf ↗

New framework reduces sum-of-squares proof degree, speeding up clustering and robust moment estimation.

problem Sum-of-squares proof optimization and faster algorithms for clustering and robust moment estimation.
method Introducing new variables to reduce the degree of sum-of-squares proofs.
result Significantly faster algorithms for clustering and robust moment estimation with the same statistical guarantees.

Polynomial-time algorithm estimates edge density of random graphs with privacy and robustness.

problem Estimating edge density of random graphs while maintaining privacy and robustness.
method Sum-of-squares algorithm for robust edge density estimation and reduction from privacy to robustness.
result Optimal error rate up to logarithmic factors, matching theoretical lower bounds.

Paper introduces a new kernel model for PSD-valued functions with theoretical guarantees and applications.

problem Enforcing positive semi-definiteness (PSD) in function models with good performance and theoretical guarantees.
method Kernel sum-of-squares model for PSD-valued functions, extending previous models for non-negative scalar functions.
result The model constitutes a universal approximator of PSD functions and can represent any smooth and strongly convex function.

Survey on using low-degree polynomials to assess statistical tasks complexity.

problem Understanding the complexity of statistical tasks using polynomial functions.
method Applying low-degree polynomials to measure the complexity of statistical tasks, including detection, recovery, and estimation.
result Low-degree polynomials provide a framework to predict and explain statistical-computational tradeoffs.

In order to model entanglements of polymers in a confined region, we consider the linking numbers and writhes of cycles in random linear embeddings of complete graphs in a cube. Our main results are that for a random linear embedding of KnK_n in a cube, the mean sum of squared linking numbers and the mean sum of square…

2015-08-05abs ↗pdf ↗

We obtain the first polynomial-time algorithm for exact tensor completion that improves over the bound implied by reduction to matrix completion. The algorithm recovers an unknown 3-tensor with rr incoherent, orthogonal components in Rn\mathbb R^n from rO~(n1.5)r\cdot \tilde O(n^{1.5}) randomly observed entries of the tensor…

2017-02-21abs ↗pdf ↗

We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-33 tensor TT of the form T=τv03+AT = τ\cdot v_0^{\otimes 3} + A, where τ0τ\geq 0 is a signal-to-noise ratio, v0v_0 is a unit vector, and AA is a random noise tensor, the goal is to recover th…

2015-07-12abs ↗pdf ↗

Constructs integrable hierarchies for generalized Frobenius manifolds with non-flat unity.

problem Integrable hierarchies for generalized Frobenius manifolds with non-flat unity.
method Constructs a bihamiltonian integrable hierarchy of hydrodynamic type.
result Integrable hierarchy possesses Virasoro symmetries and a tau structure.

Efficiently estimates prediction error in regression with Gaussian covariates under privacy constraints.

problem Private regression with Gaussian covariates under differential privacy constraints.
method Sum-of-Squares framework combined with robust estimators.
result Sample-optimal private regression algorithm with optimal error rates.

Study identifies pitfalls in assessing hierarchies for multi-class classification.

problem Lack of understanding in selecting hierarchies for multi-class classification.
method Analyzed and compared popular approaches to extracting hierarchies.
result Hierarchy quality becomes irrelevant when using powerful classifiers.

Nearly all Gaussian points in high dimensions lie on a common ellipsoid.

problem Finding an ellipsoid that fits a large set of Gaussian points in high dimensions.
method Analyzing a random set of Gaussian points and proving a bound on their concentration.
result The bound nearly confirms a conjecture about fitting Gaussian points to ellipsoids.

KSOS improves kernel learning for dynamical systems via global optimization.

problem Challenges in selecting optimal kernels and tuning parameters in traditional kernel-based methods.
method Global optimization framework with kernel-based surrogate functions.
result KSOS consistently outperforms gradient descent in predicting dynamical systems.

This note optimizes distributions using kernel mean embeddings with a new parameterization.

problem Optimizing distributions using kernel mean embeddings is challenging due to the difficulty of characterizing probability distribution vectors.
method Proposes a new parameterization of positive functions using kernel sums-of-squares to fit distributions in the MMD geometry.
result Distributions with kernel sum-of-squares densities are dense in the MMD geometry, allowing optimization in the finite-sample setting.

Legendre transformations link related integrable hierarchies.

problem Understanding relationships between integrable hierarchies.
method Legendre-type transformations of generalized Frobenius manifolds.
result Linear reciprocal transformations link related hierarchies.

Twisted UU- and twisted U/KU/K-hierarchies are soliton hierarchies introduced by Terng to find higher flows of the generalized sine-Gordon equation. Twisted O(J,J)O(J)×O(J)\frac {O(J,J)}{O(J)\times O(J)}-hierarchies are among the most important classes of twisted hierarchies. In this paper, interesting first and higher flows of twi…

2011-03-31abs ↗pdf ↗