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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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16324864 · May 202619922001200920172026
48 results for Total-Variation Penalty

Unified framework for fair regression in aware and unaware settings.

problem Lack of principled methods for fair regression in unawareness settings.
method Formulated as an optimal transport problem, unifying aware and unaware settings.
result Characterizes optimal prediction functions via optimal transport maps under different penalties.

We establish adaptive results for trend filtering: least squares estimation with a penalty on the total variation of (k1)th(k-1)^{\rm th} order differences. Our approach is based on combining a general oracle inequality for the 1\ell_1-penalized least squares estimator with "interpolating vectors" to upper-bound the "effe…

2019-04-24abs ↗pdf ↗

We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the distribution over the observations at each time point, but with an additional pena…

2015-11-16abs ↗pdf ↗

New method detects changepoints in PDEs using optimized neural networks.

problem Detecting changepoints in PDEs with unknown locations and times.
method Online optimized Physics-Informed Neural Networks (PINNs) with Total-Variation penalty.
result Improved parameter estimation and model fitting with changepoints.

Identification of regions of interest (ROI) associated with certain disease has a great impact on public health. Imposing sparsity of pixel values and extracting active regions simultaneously greatly complicate the image analysis. We address these challenges by introducing a novel region-selection penalty in the framew…

2016-05-27abs ↗pdf ↗

In this paper, we provide a Banach-space formulation of supervised learning with generalized total-variation (gTV) regularization. We identify the class of kernel functions that are admissible in this framework. Then, we propose a variation of supervised learning in a continuous-domain hybrid search space with gTV regu…

2018-11-02abs ↗pdf ↗

New scalable algorithm for non-negative linear regression with entropy-regularized OT loss.

problem Generalizing task-specific linear models to broader applications.
method Sinkhorn-like scaling iterations for convex penalty and datafit terms.
result Simple multiplicative updates for various penalty and datafit terms.

Although the Lasso has been extensively studied, the relationship between its prediction performance and the correlations of the covariates is not fully understood. In this paper, we give new insights into this relationship in the context of multiple linear regression. We show, in particular, that the incorporation of …

2014-02-07abs ↗pdf ↗

New privacy mechanism for user-level discrete distributions with reduced penalty.

problem Achieving privacy for all items of a single user in practical applications.
method Study of learning discrete distributions with user-level differential privacy, proposing a new mechanism with reduced privacy penalty.
result Proposed mechanism reduces privacy penalty to ildeO(k/(mα2)+k/mεα) ilde{\mathcal{O}}(k/(mα^2) + k/\sqrt{m}εα), significantly smaller than standard mechanisms.

Paper addresses Byzantine attacks in decentralized optimization over networks.

problem Byzantine attacks in decentralized stochastic optimization over static and time-varying networks.
method Formulate a TV norm-penalized approximation of the problem, solve using stochastic subgradient method.
result Proposed method reaches a neighborhood of the Byzantine-free optimal solution.

Ideas from the image processing literature have recently motivated a new set of clustering algorithms that rely on the concept of total variation. While these algorithms perform well for bi-partitioning tasks, their recursive extensions yield unimpressive results for multiclass clustering tasks. This paper presents a g…

2013-06-05abs ↗pdf ↗

Optimal pre-processing reduces disparate impact by minimizing total variation distance.

problem Achieving fairness in data outputs based on protected attributes.
method Using pre-processing to enforce fairness, minimizing total variation distance between pre-processed and original data distributions.
result The problem of fairness can be formulated as a linear program, efficiently solvable.

Study extends DRO with IPMs, linking robustness to regularization and GANs.

problem Addressing robustness of deep neural networks to adversarial attacks.
method Distributionally Robust Optimization (DRO) with Integral Probability Metrics (IPMs).
result DRO under any IPM corresponds to a family of regularization penalties.

The paper studies curves in Riemannian manifolds using total variation flow.

problem Analyzing the evolution of curves in Riemannian manifolds using total variation.
method Defining and proving the existence of strong solutions to the flow equations, showing variational equality, and proving convergence.
result Strong solutions converge to a constant map in finite time for non-positive sectional curvature.

SaR-SVM-STV improves hyperspectral image classification with shape-adaptive reconstruction and denoising.

problem Classifying hyperspectral images with limited labeled data.
method Shape-adaptive Reconstruction (SaR) for pixel preprocessing, SVM for probability estimation, and Smoothed Total Variation (STV) for denoising.
result SaR-SVM-STV outperforms SVM-STV with fewer labeled data.

Motivated by distributed machine learning settings such as Federated Learning, we consider the problem of fitting a statistical model across a distributed collection of heterogeneous data sets whose similarity structure is encoded by a graph topology. Precisely, we analyse the case where each node is associated with fi…

2019-12-03abs ↗pdf ↗

Estimates parameters of interconnected linear systems using total variation penalization.

problem Joint estimation of parameters in interconnected linear dynamical systems.
method Total variation penalized least-squares estimator.
result The MSE goes to zero as the number of systems increases, even with constant trajectory length.

Sharp inequality between TV and Hellinger distances for Gaussian mixtures.

problem Understanding the relationship between total variation and Hellinger distances for Gaussian mixtures.
method Established a general upper bound on Hellinger distance in terms of TV distance raised to a power, demonstrating sharpness with specific examples.
result The Hellinger distance between two Gaussian mixtures is bounded by the TV distance raised to a power 1o(1)1-o(1), where o(1)o(1) is of order 1/loglog(1/TV)1/\log\log(1/\mathrm{TV}).

Paper proposes a method to estimate total variation distance for synthetic data fidelity.

problem Assessing the fidelity of synthetic data generated by AI.
method Discriminative approach to estimate total variation distance between two distributions.
result Estimation of total variation distance reduces to quantifying Bayes risk in classification.

Example shows learnable distributions not privately learnable.

problem Learnable distributions under non-private conditions not transferable to differential privacy.
method Example of a distribution class learnable up to constant error in total variation distance but not under differential privacy.
result Contradicts conjecture of Ashtiani on learnability under differential privacy.

Graphs with non-negative Ollivier-Ricci curvature cannot be expanders.

problem Understanding the relationship between graph curvature and expansion properties.
method Proving an inequality linking isoperimetric profiles to total variation decay of random walks.
result Graphs with non-negative Ollivier-Ricci curvature cannot be expanders.

We study the theoretical properties of image denoising via total variation penalized least-squares. We define the total vatiation in terms of the two-dimensional total discrete derivative of the image and show that it gives rise to denoised images that are piecewise constant on rectangular sets. We prove that, if the t…

2019-11-17abs ↗pdf ↗

The paper shows diffusion models can converge faster to a target distribution with low-dimensional structure.

problem Improving the convergence rate of diffusion models to target distributions.
method Analyzing DDIM and DDPM samplers under low-dimensional structure assumptions.
result The iteration complexities of DDIM and DDPM are no greater than k/εk/\varepsilon in total variation distance.

Regularization methods are often employed in deep learning neural networks (DNNs) to prevent overfitting. For penalty based DNN regularization methods, convex penalties are typically considered because of their optimization guarantees. Recent theoretical work have shown that nonconvex penalties that satisfy certain reg…

2019-09-11abs ↗pdf ↗

Error estimates found between SGD with momentum and Langevin diffusion.

problem Quantifying the difference between SGD with momentum and Langevin diffusion.
method Established error estimates using 1-Wasserstein and total variation distances.
result Quantitative error estimates between SGD with momentum and underdamped Langevin diffusion.

New method relaxes TV distance for two-sample testing without distributional assumptions.

problem Challenges in certifying equality or providing tight bounds on TV distance for two distributions.
method Examined blurred total variation distance, a relaxation of TV distance.
result Provided theoretical guarantees for upper and lower bounds on blurred TV distance.

Paper tackles Byzantine attacks in distributed learning with a new ADMM method.

problem Byzantine workers sending arbitrary messages bias distributed learning.
method Byzantine-robust stochastic ADMM exploiting separable problem structure.
result Proposed method converges to optimal solution at O(1/k) rate.

Hypergraphs allow one to encode higher-order relationships in data and are thus a very flexible modeling tool. Current learning methods are either based on approximations of the hypergraphs via graphs or on tensor methods which are only applicable under special conditions. In this paper, we present a new learning frame…

2013-12-18abs ↗pdf ↗

Algorithm learns affine transformations robustly from corrupted samples.

problem Learning affine transformations from corrupted samples.
method New geometric certificate and iterative improvement method.
result Total variation distance of O(ε)O(ε) between learned and original distributions.