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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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98195293390 · Jun 202019922001200920172026
48 results for additive mechanisms

Optimal DP mechanisms for vector queries are found to be staircase distributions.

problem Designing optimal additive mechanisms for vector-valued queries under differential privacy.
method Reduction to radially symmetric distributions and convex rearrangement theory.
result Staircase mechanisms are optimal for any norm and cost function.

SAMS-VAE models cellular perturbations using sparse additive mechanisms.

problem Modeling effects of diverse interventions on cells.
method Sparse Additive Mechanism Shift Variational Autoencoder (SAMS-VAE).
result SAMS-VAE identifies disentangled, perturbation-specific latent subspaces.

Privacy preserving mechanisms such as differential privacy inject additional randomness in the form of noise in the data, beyond the sampling mechanism. Ignoring this additional noise can lead to inaccurate and invalid inferences. In this paper, we incorporate the privacy mechanism explicitly into the likelihood functi…

2015-11-24abs ↗pdf ↗

Expands differential privacy mechanisms to include the Generalized Gaussian mechanism for improved private machine learning.

problem Improving privacy in machine learning algorithms while maintaining utility.
method Introduces and analyzes the Generalized Gaussian (GG) mechanism for differential privacy.
result The GG mechanism provides better performance than the Laplace and Gaussian mechanisms across various values of β.

This paper presents a new mechanism for producing sanitized statistical summaries that achieve \emph{differential privacy}, called the \emph{K-Norm Gradient} Mechanism, or KNG. This new approach maintains the strong flexibility of the exponential mechanism, while achieving the powerful utility performance of objective …

2019-05-23abs ↗pdf ↗

New mechanism protects neural network weights from privacy attacks during self-supervised learning.

problem Privacy risks during fine-tuning stage of self-supervised learning.
method Proposes a novel differential privacy mechanism using additive logistic noise.
result Reduces membership inference attack accuracy to 50% while maintaining below 5% performance loss.

This paper assesses Gaussian and Exponential mechanisms for certifying adversarial robustness.

problem Certifying adversarial robustness using randomized smoothing mechanisms.
method Proposes a generic framework to assess the appropriateness of randomized smoothing mechanisms.
result Gaussian mechanism is an appropriate option for certifying both 2\ell_2-norm and \ell_\infty-norm robustness.

Identifies shifts in causal mechanisms between related datasets using ANMs.

problem Estimating the full causal structure from data is challenging; focus on identifying shifts in causal mechanisms.
method Assumes nonlinear additive noise models, uses Jacobian of score function for mixture distribution to identify shifts.
result Shows applicability of the approach on synthetic and real-world data.

Study shows how transformers learn to combine simple tasks into complex ones.

problem Understanding how transformers learn to perform complex tasks not seen during training.
method Controlled setting involving variable assignment and modular addition; partitioned training data analysis.
result Small transformers can generalize to unseen combinations of variables and numbers.

TS-K-means improves financial data clustering with dynamic time warping.

problem Inadequate handling of temporal dependencies in financial time series data.
method Integrates Dynamic Time Warping into Time Series K-means for financial data.
result TS-K-means outperforms traditional K-means in financial data analysis.

Many modern databases include personal and sensitive correlated data, such as private information on users connected together in a social network, and measurements of physical activity of single subjects across time. However, differential privacy, the current gold standard in data privacy, does not adequately address p…

2016-03-13abs ↗pdf ↗

Unified framework for subsampling mechanisms with tighter privacy guarantees.

problem Improving privacy in machine learning models through subsampling.
method Conditional optimal transport for deriving mechanism-specific subsampling guarantees.
result Tighter privacy bounds for subsampled mechanisms compared to traditional methods.

Ranked data appear in many different applications, including voting and consumer surveys. There often exhibits a situation in which data are partially ranked. Partially ranked data is thought of as missing data. This paper addresses parameter estimation for partially ranked data under a (possibly) non-ignorable missing…

2019-02-28abs ↗pdf ↗

The Dirichlet mechanism protects privacy while minimizing KL divergence.

problem Minimizing KL divergence while protecting sensitive data privacy.
method Using the exponential mechanism with the KL divergence loss function, resulting in the Dirichlet mechanism.
result Proved a probability tail bound on KL divergence and derived a lower bound for sample complexity.

Model distinguishes homophily and triadic closure in network analysis.

problem Conflated properties of homophily and transitivity in network analysis.
method Generative model with triadic closure edges and inference procedure.
result Can identify mechanisms responsible for network edges and community structure.

The Sampled Gaussian Mechanism's noise level decreases with larger subsampling rates, improving privacy-utility trade-offs.

problem Improving privacy-utility trade-offs in differentially private stochastic optimization.
method Proof of a conjecture about the Sampled Gaussian Mechanism's noise level and subsampling rate relationship.
result A rigorous proof of the conjecture, completing the proof of Theorem 6.2 in the original paper.

Gauge symmetries explain the emergence of Merton-Garman equation from Black-Scholes in finance.

problem Understanding the emergence of Merton-Garman equation from Black-Scholes in financial markets.
method Using Hamiltonian formulation and gauge symmetry to derive the Merton-Garman equation from Black-Scholes, analyzing the role of stochastic volatility.
result Gauge symmetry explains the appearance of stochastic volatility and its massivation via the Higgs mechanism.

The Sampled Gaussian Mechanism (SGM)---a composition of subsampling and the additive Gaussian noise---has been successfully used in a number of machine learning applications. The mechanism's unexpected power is derived from privacy amplification by sampling where the privacy cost of a single evaluation diminishes quadr…

2019-08-28abs ↗pdf ↗

We propose an optimum mechanism for providing monetary incentives to the data sources of a statistical estimator such as linear regression, so that high quality data is provided at low cost, in the sense that the sum of payments and estimation error is minimized. The mechanism applies to a broad range of estimators, in…

2014-08-11abs ↗pdf ↗

Permutation-equivariant neural networks improve auction mechanisms by reducing regret and sample complexity.

problem Designing optimal auction mechanisms that balance revenue and bidders' regret.
method Introduced permutation-equivariant neural networks to auction mechanisms.
result Permutation-equivariant neural networks decrease expected ex-post regret and improve model generalizability.

This work extends reduction processes for nonholonomic discrete mechanical systems.

problem Nonholonomic discrete mechanical systems and their reductions.
method Introduces a category LDPdLDP_d of discrete-time dynamical systems and a two-stage reduction process.
result Two-stage reduction process produces systems isomorphic to one-stage reduction.

Bayesian principles improve neural additive models for better feature selection and uncertainty.

problem Lack of calibrated uncertainties and feature selection in neural additive models.
method Augmenting NAMs with Bayesian principles to provide credible intervals, feature selection, and interaction ranking.
result Improved performance on tabular datasets and real-world medical tasks.

Study reveals attention mechanism's similarity computation parallels traditional machine learning.

problem Understanding the essence and principles of attention mechanism in deep learning.
method Examined classic metrics and vector space properties in manifold learning, clustering, and supervised learning to identify key characteristics of similarity computation and information propagation.
result Self-attention mechanism in deep learning adheres to the same principles but operates more flexibly and adaptively.

Enhances privacy in machine learning through Rényi Pufferfish mechanisms.

problem Designing general and efficient Pufferfish mechanisms that maintain privacy and utility.
method Introduces a Rényi divergence-based variant of Pufferfish, generalizes the Wasserstein mechanism, and proves privacy amplification results.
result Extends the applicability of Pufferfish framework and provides stronger privacy guarantees.

Econophysics has developed as a research field that applies the formalism of Statistical Mechanics and Quantum Mechanics to address Economics and Finance problems. The branch of Econophysics that applies of Quantum Theory to Economics and Finance is called Quantum Econophysics. In Finance, Quantum Econophysics' contrib…

2015-08-26abs ↗pdf ↗

In this work, we explore the impact of visual modality in addition to speech and text for improving the accuracy of the emotion detection system. The traditional approaches tackle this task by fusing the knowledge from the various modalities independently for performing emotion classification. In contrast to these appr…

2019-11-29abs ↗pdf ↗

A new constructivist approach to modeling in economics and theory of consciousness is proposed. The state of elementary object is defined as a set of its measurable consumer properties. A proprietor's refusal or consent for the offered transaction is considered as a result of elementary economic measurement. We were al…

2011-10-24abs ↗pdf ↗

Conformal-DP improves differential privacy on manifold data by calibrating perturbations based on local densities.

problem Lack of density-awareness in existing differential privacy mechanisms for manifold data leads to biased and suboptimal privacy-utility trade-offs.
method Proposes Conformal-DP, a density-aware differential privacy mechanism using conformal transformations to calibrate perturbations based on local densities.
result Demonstrates improved privacy-utility trade-off in heterogeneous data distribution settings compared to state-of-the-art mechanisms.

We explain how neural networks learn to solve modular addition tasks.

problem How two-layer neural networks learn to solve modular addition tasks.
method Formalized a diversification condition during training, proving it allows the network to approximate the correct logic for modular addition.
result Neural networks can robustly identify the correct sum through phase symmetry and frequency diversification.

Authentication is a task aiming to confirm the truth between data instances and personal identities. Typical authentication applications include face recognition, person re-identification, authentication based on mobile devices and so on. The recently-emerging data-driven authentication process may encounter undesired …

2019-05-16abs ↗pdf ↗

Study active nematic forces on curved surfaces, revealing new coupling mechanisms.

problem Understanding active nematic forces on curved surfaces.
method Developed a thermodynamically consistent surface model with nematic activity, analyzed topological defects.
result Active defects contribute both tangential and normal forces on curved surfaces.