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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.

168,742 papers · 148 categories

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167334501668 · Jun 202019922001200920172026
48 results for Uniform Error Estimates

Improved error estimate for SGLD sampling algorithm.

problem Establishing a precise error bound for SGLD.
method Sharp uniform-in-time error estimate for SGLD under mild assumptions.
result Uniform-in-time O(η2)O(η^2) bound for KL-divergence between SGLD and Langevin diffusion.

ANNs overcome curse of dimensionality for heat equation uniform errors.

problem Approximating high-dimensional heat equations with neural networks.
method Developed techniques to estimate uniform LL^\infty-error.
result ANNs' parameters grow polynomially with dimension and precision.

Study shows gap between uniform convergence and test error in random feature models.

problem Understanding the gap between uniform convergence and test error in random feature models.
method Analytical expressions for uniform convergence over norm balls, interpolators, and minimum norm interpolator risk derived and proved.
result Uniform convergence over interpolators still gives a non-trivial bound of test error even when classical uniform convergence is vacuous.

Paper quantizes heavy-tailed data for near optimal estimation rates.

problem Estimating parameters from heavy-tailed data with quantization.
method Truncate and dither data, then uniformly quantize; achieves near minimax rates.
result Near optimal estimation rates achievable with quantized data.

This study uses neural networks to approximate Bayesian filtering problems.

problem Estimating latent time-series signal statistics from observation sequences.
method Formulated a generic recurrent neural network framework to learn recursive mappings directly.
result Approximation error bounds for filtering in non-compact domains and strong time-uniform bounds.

Study uniform consistency in nonparametric mixture models and mixed regression.

problem Uniform consistency in nonparametric mixture models and mixed regression models.
method Construct uniformly consistent estimators under general conditions, develop novel technical tools.
result Prove uniform consistency results for nonparametric mixtures and mixed regression models.

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.

Improved 2-bit covariance estimator with reduced operator norm error and no tuning needed.

problem Improving 2-bit covariance estimation with reduced operator norm error and no tuning needed.
method Proposed a new 2-bit covariance matrix estimator using triangular dithering scales.
result Improved operator norm error rate that depends on effective rank of covariance matrix, closing theoretical gap.

Paper studies quantized LRMR with random dithering for correlated tasks.

problem Estimating coefficient matrix in quantized multivariate regression.
method Uniform quantization with random dithering, constrained and regularized Lasso estimators.
result Achieves minimax optimal rate with dithering, slightly worsens quantization effect.

Sharp bounds on uniform generalization errors in binary linear classification.

problem Understanding the uniform generalization errors in binary linear classification.
method Isoperimetric arguments, Poincaré and log-Sobolev inequalities for joint distributions.
result Sharp concentration bounds on uniform generalization errors, almost sure convergence in broad settings.

Improved matrix completion for non-uniformly sampled data.

problem Estimating unobserved entries in a matrix with varying sampling probabilities.
method Developed entry-specific bounds for low-rank matrix completion under structured non-uniform sampling.
result Error bounds for each entry match minimax lower bounds under certain conditions.

Algorithm recovers function samples from noisy modulo samples with high probability.

problem Recovering function samples from noisy modulo samples.
method Two-stage algorithm involving k-NN regression and SDP relaxation.
result Uniform error rate of O((lognn)1d+2)O((\frac{\log n}{n})^{\frac{1}{d+2}}) for function samples.

Study recovers Riemannian quantities from noisy data densities.

problem Recovering geometric structure from noisy data on submanifolds.
method Derive uniform small-noise expansions of noisy density and its derivatives; construct estimators for tangent spaces, intrinsic dimension, and second fundamental form.
result Fundamental Riemannian quantities identifiable from density derivatives.

Study analyzes deep learning's performance on variable exponent Besov space, highlighting adaptivity benefits.

problem Estimation error analysis of deep learning in variable exponent Besov space.
method Analysis of general approximation error and estimation errors of deep learning.
result Adaptivity of deep learning leads to significant improvement in estimation error, especially in high-dimensional spaces.

Develops UKP for comparing feature representations in multitask learning.

problem Comparing feature representations learned by different models without access to test data.
method Uniform Kernel Prober (UKP) for comparing representations in kernel ridge regression tasks.
result UKP provides a uniform measure of prediction error on test data without access to test data.

SS-GEN simulates rare events in heavy and light-tailed data.

problem Estimating probabilities of extreme events in multivariate data.
method Self-Similar Generative Estimation (SS-GEN) decomposes tail distribution into radial and angular components.
result SS-GEN generates representative extreme scenarios and estimates rare-event probabilities beyond observed data.

New findings on PAC learning and marginal distribution estimation.

problem Understanding how PAC learning relates to marginal distribution estimation under distributional constraints.
method Revisited the connection between PAC learning, uniform convergence, and density estimation, considering a known family of marginal distributions.
result PAC learning is sandwiched between two refined models of density estimation, differing only in whether the learner knows the set of well-estimated events in H.

New bounds for learning polynomial surrogates with LL_\infty guarantees.

problem Learning polynomial surrogates for bounded binary functions with LL_\infty error guarantees.
method Characterized minimax sample complexity for two classes of polynomials under subgaussian noise.
result Sample complexity rates differ from noiseless case, scaling as nd+1n^{d+1} for degree dd polynomials and ns2ns^2 for sparse polynomials.

Develops a framework for distilling flow models from few steps.

problem Improving few-step sampling in diffusion models for better performance.
method Local approximation errors and dynamical amplification controlled through analytical tractability.
result Deep residual compositions efficiently approximate long-horizon transport with controlled global error.

The paper explores why a specific type of predictor works well in noisy data.

problem Understanding why a specific type of predictor (minimum-norm interpolator) works well in noisy data.
method The paper uses uniform convergence and zero-error predictors in a norm ball to explain the success of the minimum-norm interpolator.
result The minimum-norm interpolator is consistent, and this can be explained by uniform convergence of zero-error predictors in a norm ball.

Estimates time-series drifts from i.i.d. data using a direct Nadaraya-Watson plug-in method.

problem Nonparametric estimation of Schrödinger bridge drifts from single time interval data.
method Direct Nadaraya-Watson plug-in estimator based on kernelized numerator and denominator terms.
result Uniform non-asymptotic bound, CLT under undersmoothing, and adaptive bandwidth selector.

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 ↗

Improved sampling accuracy in SG-MCMC methods via non-uniform gradient subsampling.

problem Computational inefficiency and sampling error in stochastic gradient MCMC methods.
method Proposes a non-uniform subsampling scheme to reduce sampling error in EWSG, a variant of SG-MCMC.
result EWSG reduces sampling error compared to uniform subsampling, improving accuracy without sacrificing convergence speed.

A new method for sampling on manifolds reduces density estimation errors.

problem Sampling on implicitly defined manifolds in various applications.
method Polynomial-Maximization Moment (PMM) estimator replacing local k-nearest-neighbour density estimate.
result Reduces density estimation errors by 22--36% on asymmetric gamma and boundary-spacing regimes.

The paper analyzes the risk of CV-tuned regularized estimators and connects it to SURE.

problem Understanding the risk of CV-tuned regularized estimators.
method Derives asymptotic risk function of CV-tuned estimators and connects it to SURE.
result The risk function provides a more detailed picture of predictive performance than uniform bounds.

A debiasing method improves nonparametric regression's statistical properties.

problem Lack of theoretical guarantees for modern nonparametric regression methods.
method Model-free debiasing method incorporating a correction term.
result Debiased estimator satisfies pointwise and uniform risk convergence, asymptotic normality.

With a growing interest in using non-representative samples to train prediction models for numerous outcomes it is necessary to account for the sampling design that gives rise to the data in order to assess the generalized predictive utility of a proposed prediction rule. After learning a prediction rule based on a non…

2017-11-13abs ↗pdf ↗

The vast majority of network datasets contains errors and omissions, although this is rarely incorporated in traditional network analysis. Recently, an increasing effort has been made to fill this methodological gap by developing network reconstruction approaches based on Bayesian inference. These approaches, however, …

2018-06-09abs ↗pdf ↗

In the product space H^n \times R; we obtain uniform a priori C^0 horizontal length estimates, uniform a priori C^1 boundary gradient estimates, as well as uniform modulus of continuity, for a class of horizontal minimal equations. In two independent variables, we derive a certain uniform global a priori C^1 estimates …

2012-05-20abs ↗pdf ↗

We show that the sets in a family with finite VC dimension can be uniformly approximated within a given error by a finite partition. Immediate corollaries include the fact that VC classes have finite bracketing numbers, satisfy uniform laws of averages under strong dependence, and exhibit uniform mixing. Our results ar…

2010-07-23abs ↗pdf ↗

The paper provides guarantees for feedback control with sensor errors.

problem Certifying performance and safety in feedback control systems with sensor errors.
method Solving a supervised learning problem to characterize sensor errors and providing uniform error bounds.
result Finite-time convergence rate on sub-optimality of using a regressor in closed-loop for waypoint tracking.