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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.

169,051 papers · 148 categories

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9182736 · May 202619922001200920182026
48 results for Truncation Trick

Paper proposes a new estimator for generic discrete distributions.

problem Estimating gradients for stochastic nodes in deep generative models.
method Generalized Gumbel-Softmax estimator using truncation, Gumbel-Softmax trick, and linear transformation.
result Efficacy and practical value demonstrated in synthetic examples and topic models.

The Gumbel-max trick and its extensions simplify sampling from categorical distributions in machine learning.

problem Sampling from categorical distributions with unnormalized probabilities.
method Extensions of the Gumbel-max trick for various applications.
result Simplified and efficient methods for sampling and gradient estimation.

A new gradient estimator for categorical distributions reduces bias and variance.

problem Intractability of gradients for categorical distributions in discrete latent variable models.
method CatLog-Derivative trick and IndeCateR gradient estimator.
result IndeCateR reduces bias and variance of gradients for categorical distributions.

Expands Bredon's trick for applications in geometry and topology.

problem Local-to-global extension principles in geometric and topological contexts.
method Novel applications and frameworks for stratified pseudomanifolds, Ricci flow, and persistent homology.
result Establishes Bredon's trick as a unifying framework.

The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gauss…

2010-06-12abs ↗pdf ↗

Efficiently estimate Boolean product distribution parameters from truncated samples.

problem Estimating parameters of Boolean product distributions from truncated samples.
method Introducing fatness of truncation set, using membership queries, and adapting Stochastic Gradient Descent.
result Efficiently learn Boolean product distributions from truncated samples with small sample complexity.

Reparameterization trick yields more accurate gradient estimates in variational inference.

problem Improving gradient estimates in variational inference.
method Idealized analysis of mean-field Gaussian approximations and quadratic log densities.
result Marginal variances of reparameterization gradient are smaller than score function gradient.

In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, Wt=Bt+μt,t0,W_t = B_t + μt, t\geq 0, where (Bt)(B_t) is a standard Brownian motion. Truncated variation differs from regular variation by neglect…

2009-12-23abs ↗pdf ↗

We observe that gradients computed via the reparameterization trick are in direct correspondence with solutions of the transport equation in the formalism of optimal transport. We use this perspective to compute (approximate) pathwise gradients for probability distributions not directly amenable to the reparameterizati…

2018-06-05abs ↗pdf ↗

The Gumbel trick is a method to sample from a discrete probability distribution, or to estimate its normalizing partition function. The method relies on repeatedly applying a random perturbation to the distribution in a particular way, each time solving for the most likely configuration. We derive an entire family of r…

2017-06-13abs ↗pdf ↗

Optimal algorithm learns Gaussian under halfspace truncation with minimal samples.

problem Learning a Gaussian distribution truncated to an unknown halfspace.
method Efficient algorithm using n=ildeO(d2/ε2)n = ilde{O}(d^2/\varepsilon^2) samples and runtime dominated by empirical covariance matrix computation.
result Optimal sample and time complexity bounds for learning a Gaussian under halfspace truncation.

An online reinforcement learning algorithm is anytime if it does not need to know in advance the horizon T of the experiment. A well-known technique to obtain an anytime algorithm from any non-anytime algorithm is the "Doubling Trick". In the context of adversarial or stochastic multi-armed bandits, the performance of …

2018-03-19abs ↗pdf ↗

Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick to inference in a parametric Bayesian model. For example, Gaussian process regre…

2011-03-09abs ↗pdf ↗

New methods for estimating gradients of expectations using pairwise interactions.

problem Estimating gradients of expectations for complex models.
method Introducing new pairwise stochastic gradient estimators based on the log-derivative trick and reparameterisation.
result New estimators are unbiased and offer variance reduction compared to the log-derivative estimator.

Paper proposes approximate Stein classes for efficient truncated density estimation.

problem Difficulties in estimating truncated density models due to intractable normalising constants and boundary conditions.
method Adapts score matching to solve the problem, introduces approximate Stein classes and a novel discrepancy measure, TKSD.
result TKSD does not require a fixed weighting function and can be evaluated using only boundary samples, leading to improved accuracy.

Paper proposes a method to estimate truncated density models using Score Matching.

problem Estimating parameters of truncated probability densities.
method Score Matching with a novel weight function derived from Stein discrepancy.
result The proposed method minimizes a weighted Fisher divergence and corrects outlier-trimming bias.

Boltzmann machines (BMs) are appealing candidates for powerful priors in variational autoencoders (VAEs), as they are capable of capturing nontrivial and multi-modal distributions over discrete variables. However, non-differentiability of the discrete units prohibits using the reparameterization trick, essential for lo…

2018-05-18abs ↗pdf ↗

Score matching method improves density estimation for truncated data on manifolds.

problem Density estimation for truncated data on manifolds with intractable normalising constant.
method Truncated score matching extended to Riemannian manifolds with boundary.
result Score matching estimator approximates true parameter values with low error.

The paper provides estimates for flows on Riemannian manifolds using truncated expansions.

problem Quantifying the relationship between flows on Riemannian manifolds and their truncated logarithms.
method Using truncated versions of the Magnus and Baker-Cambel-Hausdorff-Dynkin expansions.
result Quantitative estimates between flows and their truncated logarithms.

Algorithm estimates Gaussian parameters under unknown truncation sets.

problem Estimating Gaussian parameters when samples are truncated to unknown sets.
method Efficient algorithm for arbitrary unknown truncation sets, using Gaussian surface area as complexity measure.
result Algorithm works for large families of sets including intersections of halfspaces and general convex sets.