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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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112224336448 · Jun 202019922001200920172026
48 results for adaptive bandwidth selection

New approach to adaptively select bandwidths in nonparametric regression.

problem Adaptive bandwidth selection in nonparametric regression.
method Inspired by 2\ell_2-norms of interval projections, introduces a new bandwidth selection procedure.
result Obtains non-asymptotic risk bounds for local polynomial regression methods that adapt to local Hölder exponent.

Proposes GRAB-MDM for robust multiview data fusion.

problem Limited theoretical guarantees for multiview fusion methods in noisy high-dimensional data.
method Generalized Robust Adaptive-Bandwidth Multiview Diffusion Maps (GRAB-MDM) with adaptive bandwidth selection.
result Adaptive bandwidths lead to robust recovery of shared intrinsic structure in noisy multiview data.

The problem of adaptive noisy clustering is investigated. Given a set of noisy observations Zi=Xi+εiZ_i=X_i+ε_i, i=1,...,ni=1,...,n, the goal is to design clusters associated with the law of XiX_i's, with unknown density ff with respect to the Lebesgue measure. Since we observe a corrupted sample, a direct approach as the popular …

2013-06-10abs ↗pdf ↗

New algorithm reduces communication traffic in decentralized learning.

problem Communication bottleneck in decentralized learning for low-bandwidth workers.
method Sparsification and adaptive peer selection to reduce communication traffic.
result Significant reduction in communication traffic compared to existing methods.

Two adaptive kernel selection methods improve the accuracy of Kernelized Diffusion Maps.

problem Selecting an appropriate kernel for Kernelized Diffusion Maps.
method Two complementary approaches: variational outer loop and unsupervised cross-validation.
result Both methods improve the quality and stability of the recovered eigenfunctions.

A new method for faster bandwidth selection in Gaussian kernel ridge regression.

problem Efficiently selecting the bandwidth in Gaussian kernel ridge regression.
method Formulated an approximate Jacobian expression for bandwidth selection, proposing a closed-form heuristic.
result Our method is as accurate as cross-validation and marginal likelihood maximization but up to six orders of magnitude faster.

New method selects optimal bandwidth for price return density estimation, impacting efficient market hypothesis evaluation.

problem Estimating the complexity of price return distributions using kernel density estimation.
method Proposes a new complexity measure to select optimal bandwidth, avoiding overfitting and underfitting.
result Optimal bandwidth selection leads to clearer evaluation of the efficient market hypothesis.

Algorithm selects variables and bandwidths for geographically weighted regression.

problem Estimating variable subsets and bandwidths for geographically weighted regression.
method Mathematical programming-based approach integrating variable selection and bandwidth estimation.
result Proposed algorithm provides stable spatially varying patterns with competitive explanatory power.

Changing kernel bandwidth during training improves kernel regression performance.

problem Improving kernel regression performance with varying model complexity.
method Investigated changing the bandwidth of a translational-invariant kernel during training for kernel regression using gradient descent.
result Kernel regression exhibits double descent behavior with decreasing model complexity (bandwidth).

The article introduces practical estimators for kernel discrepancies.

problem Estimating kernel discrepancies accurately and efficiently.
method Presented various estimators for MMD, HSIC, and KSD, including V-statistics, U-statistics, and incomplete U-statistics. Stressed the importance of kernel bandwidth and introduced adaptive estimators.
result Adaptive estimators combining multiple estimators with various kernels address the problem of kernel selection.

EVI-MMD approximates target distributions via MMD minimization with adaptive kernel.

problem Approximating target distributions using kernel discrepancy methods.
method EVI-MMD uses Maximum Mean Discrepancy (MMD) to minimize kernel discrepancy, solving ODEs with implicit Euler scheme and L-BFGS optimization.
result EVI-MMD with adaptive bandwidth selection significantly improves performance in sampling problems.

Local Gaussian correlation struggles in tails but a new method improves it.

problem Local Gaussian correlation's limitations in tail dependence.
method A new adaptive bandwidth method for LGC, optimizing for local effective sample size.
result Adaptive bandwidths outperform global ones in moderate dependence, but not in strong or weak dependence.

This paper proposes a new method for automatically selecting the optimal kernel bandwidth in density estimation.

problem The challenge of selecting the optimal kernel bandwidth in unsupervised density estimation.
method The approach uses a topology-based loss function for automated bandwidth selection.
result Demonstrates the potential of the topology-based approach across different dimensions.

We propose a flexible nonparametric regression method for ultrahigh-dimensional data. As a first step, we propose a fast screening method based on the favored smoothing bandwidth of the marginal local constant regression. Then, an iterative procedure is developed to recover both the important covariates and the regress…

2017-11-28abs ↗pdf ↗

Extends FC-RAG to anytime-valid sequential coverage for language model swarms.

problem Maintain distribution-free coverage for a swarm of weak language models over time.
method Introduces Anytime-FC-RAG, a sequential extension with a summable calibration-deviation budget.
result Achieves time-uniform alarm validity and safety under predictable adaptive control.

AGMMNs improve learning of copula models by adaptively selecting kernels.

problem Learning dependence structures in copula models.
method Adaptive bandwidth selection for MMD in GMMNs, increasing kernels based on validation loss.
result AGMMNs significantly improve training performance over GMMNs and parametric models.

This paper improves bandwidth selectors for SPBNs to enhance their performance.

problem Suboptimal density estimation and reduced predictive performance in SPBNs due to normal rule bandwidth selection.
method Theoretical framework for state-of-the-art bandwidth selectors (cross-validation and plug-in methods) are established and evaluated.
result Cross-validation selectors outperform the normal rule, especially in high sample size scenarios.

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error control scheme integrating any arbitrary approximation method - within the best …

2012-06-27abs ↗pdf ↗

Particle-based variational inference methods (ParVIs) have gained attention in the Bayesian inference literature, for their capacity to yield flexible and accurate approximations. We explore ParVIs from the perspective of Wasserstein gradient flows, and make both theoretical and practical contributions. We unify variou…

2018-07-04abs ↗pdf ↗

Proposes a new method for kernel density estimation using stagewise minimization and a simple dictionary.

problem Kernel density estimation with data-adaptive weighting parameters and sparse representation.
method Stagewise minimization algorithm based on UU-divergence and a simple dictionary.
result Develops non-asymptotic error bound for the proposed estimator.

Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals. Though fundamental and widely applicable, nonparametric conditional density estimat…

2012-06-20abs ↗pdf ↗

The study optimizes Gaussian process approximations for finite-rank models.

problem Posterior behavior of finite-rank approximations differs from parent GP priors.
method Locally supported basis expansions with dependent Gaussian coefficients.
result Finite-rank expansions inherit the same posterior contraction rate as parent GP priors.

Optimal kernel improves estimation accuracy in modal statistical methods.

problem Estimation accuracy of kernel-based modal statistical methods depends on the kernel used.
method The study theoretically shows an optimal kernel that minimizes asymptotic error criterion.
result An optimal kernel minimizes the error criterion when using an optimal bandwidth.

New method tightens federated probe-logit distillation rates under varying bandwidths.

problem Estimating conditional distributions in federated learning with heterogeneous bandwidth constraints.
method Developed a new federated probe-logit distillation (FPLD) method with optimal allocation for varying bandwidths.
result Achieved matching lower and upper bounds for the minimax rate under heterogeneous bandwidths.

Advances in deep neural networks (DNN) greatly bolster real-time detection of anomalous IoT data. However, IoT devices can barely afford complex DNN models due to limited computational power and energy supply. While one can offload anomaly detection tasks to the cloud, it incurs long delay and requires large bandwidth …

2020-01-10abs ↗pdf ↗

Kernel adaptive filters (KAF) are a class of powerful nonlinear filters developed in Reproducing Kernel Hilbert Space (RKHS). The Gaussian kernel is usually the default kernel in KAF algorithms, but selecting the proper kernel size (bandwidth) is still an open important issue especially for learning with small sample s…

2014-01-23abs ↗pdf ↗

Density-based clustering relies on the idea of linking groups to some specific features of the probability distribution underlying the data. The reference to a true, yet unknown, population structure allows to frame the clustering problem in a standard inferential setting, where the concept of ideal population clusteri…

2019-01-22abs ↗pdf ↗

Data are often accommodated on centralized storage servers. This is the case, for instance, in remote sensing and astronomy, where projects produce several petabytes of data every year. While machine learning models are often trained on relatively small subsets of the data, the inference phase typically requires transf…

2019-06-11abs ↗pdf ↗

A new method optimizes MMD test power by dynamically selecting kernels, overcoming traditional trade-offs.

problem Fixed kernels fail to distinguish certain distributions, leading to overfitting and variance collapse.
method Complexity-Penalized MMD (CP-MMD) criterion, derived from concentration inequality, optimizes kernel selection.
result CP-MMD maximizes true test power while ensuring unconditional Type-I validity, matching or exceeding state-of-the-art performance.

Improved convergence rate for kNN graph Laplacians with adaptive bandwidth.

problem Enhancing the efficiency of graph-based data analysis methods.
method Introducing a new class of kNN graph with adaptive bandwidth and proving operator convergence rate.
result Operator convergence rate of O(N2/(d+6))O(N^{-2/(d+6)}) for the kNN graph Laplacian, up to a log factor.

A new method selects a representative subsample for efficient kernel density estimation.

problem Selecting a representative subsample without model assumptions.
method Optimal transport techniques for model-free subsampling with an efficient algorithm.
result The selected subsample can be used for efficient density estimation with derived convergence rates and optimal bandwidth.

We frame the problem of selecting an optimal audio encoding scheme as a supervised learning task. Through uniform convergence theory, we guarantee approximately optimal codec selection while controlling for selection bias. We present rigorous statistical guarantees for the codec selection problem that hold for arbitrar…

2018-12-18abs ↗pdf ↗

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.

We propose a procedure for supervised classification that is based on potential functions. The potential of a class is defined as a kernel density estimate multiplied by the class's prior probability. The method transforms the data to a potential-potential (pot-pot) plot, where each data point is mapped to a vector of …

2016-08-09abs ↗pdf ↗

CKA with Gaussian RBF kernels converges linearly as bandwidth increases.

problem Understanding the behavior of CKA with large bandwidth Gaussian kernels.
method Analyzing the convergence of CKA based on Gaussian RBF kernels in the large-bandwidth limit.
result CKA based on Gaussian RBF kernels converges linearly as bandwidth increases.

We derive and analyze a generic, recursive algorithm for estimating all splits in a finite cluster tree as well as the corresponding clusters. We further investigate statistical properties of this generic clustering algorithm when it receives level set estimates from a kernel density estimator. In particular, we derive…

2017-08-17abs ↗pdf ↗