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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.

168,657 papers · 148 categories

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3467101134 · May 202619922001200920172026
48 results for aggregation coefficients

This work proves MultiKrum is robust in mean estimation with adversaries.

problem Mean estimation in the presence of Byzantine adversaries.
method Introducing κ* and constructing upper and lower bounds on MultiKrum's robustness coefficient.
result MultiKrum is the first provably robust aggregation rule, with robustness coefficient bounds.

New insights on offline RL with state aggregation and trajectory data.

problem Understanding sample complexity in offline policy evaluation.
method Analyzing concentrability coefficient in aggregated Markov Transition Model.
result Sample complexity depends on concentrability coefficient in aggregated model.

In this paper, we consider the problem of "hyper-sparse aggregation". Namely, given a dictionary F={f1,...,fM}F = \{f_1, ..., f_M \} of functions, we look for an optimal aggregation algorithm that writes f~=j=1Mθjfj\tilde f = \sum_{j=1}^M θ_j f_j with as many zero coefficients θjθ_j as possible. This problem is of particular interest when…

2009-12-08abs ↗pdf ↗

Federated edge learning improves with CSIT-free model aggregation using RIS.

problem Lack of CSIT in federated edge learning systems.
method Use RIS to align channel coefficients for model aggregation without CSIT, optimize RIS and receiver jointly.
result Achieves similar learning accuracy as CSIT-based methods without CSIT.

A model for collaborative learning with principal-agent interaction.

problem Optimizing parameter estimates in a collaborative learning setting.
method Decision-theoretic model with aggregation coefficients and Langevin dynamics.
result Advantages in stability and generalization due to cooperative behavior.

The paper introduces a method to control false splits in tree-based data aggregation.

problem Identifying the correct subgroups to treat as a single entity in tree-based data.
method Introduces the 'false split rate' and proposes a multiple hypothesis testing algorithm for tree-based aggregation.
result The proposed algorithm controls the false split rate, demonstrating its effectiveness on stock volatility and taxi fare data.

For massive data sets, efficient computation commonly relies on distributed algorithms that store and process subsets of the data on different machines, minimizing communication costs. Our focus is on regression and classification problems involving many features. A variety of distributed algorithms have been proposed …

2014-10-24abs ↗pdf ↗

Graph Neural Networks (GNNs) have proved to be an effective representation learning framework for graph-structured data, and have achieved state-of-the-art performance on many practical predictive tasks, such as node classification, link prediction and graph classification. Among the variants of GNNs, Graph Attention N…

2019-12-02abs ↗pdf ↗

Direct measurements of Gini coefficients by conventional arithmetic calculations are a poor estimator, even if paradoxically, they include the entire population, as because of super-additivity they cannot lend themselves to comparisons between units of different size, and intertemporal analyses are vitiated by the popu…

2015-10-16abs ↗pdf ↗

We propose a data aggregation-based algorithm with monotonic convergence to a global optimum for a generalized version of the L1-norm error fitting model with an assumption of the fitting function. The proposed algorithm generalizes the recent algorithm in the literature, aggregate and iterative disaggregate (AID), whi…

2017-03-15abs ↗pdf ↗

A method for dynamic portfolio choice with uncertain parameters using Pontryagin projection.

problem Continuous-time CRRA portfolio choice in markets with estimated and uncertain coefficients.
method Simulation-based two-stage solver (DPO + Pontryagin projection) to maximize ex-ante objective.
result Projection stabilizes learning and accurately recovers analytic decisions, improving over model-free PPO.

This paper adapts PATE for semantic segmentation while maintaining privacy.

problem Preserving privacy in medical machine learning, especially for sensitive information.
method Adapting PATE for semantic segmentation using low-dimensional representations and low-sensitivity queries.
result An Autoencoder-based PATE variant achieves a higher Dice coefficient for the same privacy guarantee.

Momentum is a simple and widely used trick which allows gradient-based optimizers to pick up speed along low curvature directions. Its performance depends crucially on a damping coefficient ββ. Large ββ values can potentially deliver much larger speedups, but are prone to oscillations and instability; hence one typic…

2018-04-01abs ↗pdf ↗

FABLE incorporates instance features into PWS label models for improved performance.

problem Lack of instance features in existing label models limits their performance.
method FABLE uses a mixture of Bayesian label models and a Gaussian Process classifier to incorporate instance features.
result FABLE achieves the highest averaged performance across nine baselines on benchmark datasets.

tempdisagg transforms low-frequency data into high-frequency estimates.

problem Transforming low-frequency data into high-frequency estimates.
method Uses econometric techniques including Chow-Lin, Denton, Litterman, Fernandez, and uniform interpolation.
result Transforms low-frequency aggregates into consistent, high-frequency estimates.

Wealth redistribution through Fokker-Planck equation controls preserves Gini coefficient.

problem Preserving Gini coefficient through proportional wealth tax.
method Formulating optimal redistribution as a control problem for Fokker-Planck equation.
result Progressive taxes redistribute within policy-relevant timescales.

A new nonparametric test measures dependence between variables using decision trees.

problem Measuring statistical dependence between two variables robustly and efficiently.
method An ensemble of decision trees discriminates between observed and permuted samples without generating the latter.
result The method effectively detects complex relationships from noisy data.

This work enables privacy-preserving model learning from single samples per client.

problem Learning from devices with only one sample each, especially in early rounds.
method Injects a single, calibrated noisy perturbation to transform data, then aggregates and processes for unbiased gradient update.
result Enables accurate, privacy-preserving model learning from devices with limited data.

Continuous-time Kyle model shows privacy subsidy from noise-perturbed order flow.

problem Quantifying break-even fees for committed-AMM exchanges under privacy-aggregated information.
method Extended Nakamura's (2026) single-period result to continuous-time, observing order flow perturbed by Brownian noise.
result Cumulative privacy subsidy is identified as equivalent to Loss-Versus-Rebalancing in price observation gap.

Study aggregation of statistical evidence under unknown dependence using group-invariance.

problem Aggregating statistical evidence under unknown and complex dependence structures.
method Develops a framework using group-invariance and permutation-based constructions to aggregate evidence across transformed datasets.
result Shows uniform improvement in critical values for single-batch aggregation over deterministic calibrations, adapting to unknown dependence structures.

Federated learning calibrates insurance indices from renewable energy producers' data.

problem Calibrating parametric insurance indices under heterogeneous renewable energy production losses.
method Federated learning framework using Tweedie GLMs and distributed optimization.
result Federated learning recovers comparable index coefficients under moderate heterogeneity.

Enhances privacy in federated learning with Laplacian smoothing.

problem Protecting data privacy in federated learning while maintaining model accuracy.
method Laplacian smoothing for differentially private federated learning (DP-Fed-LS).
result Improves model accuracy with differential privacy guarantee and membership privacy.

Aggregation challenges causal interpretation of IV estimators.

problem Aggregation of fine-grained components into an aggregate treatment variable.
method Characterization of conditions for identifying aggregate causal effects.
result Standard IV estimators cannot identify aggregate causal effects due to ambiguous dependencies.

Proposes a model to estimate effects of multiple related treatments.

problem Estimating effects of many related treatments in observational data.
method Customized ridge regression to reduce noise and MSE.
result Significantly reduces MSE for individual sub-treatments while allowing reconstruction of aggregated treatment effects.

SACP aggregates nonconformity scores from multiple predictors to create more efficient uncertainty sets.

problem Combining predictive uncertainties from multiple models for efficient and reliable uncertainty quantification.
method SACP (Symmetric Aggregated Conformal Prediction) aggregates nonconformity scores using a flexible symmetric aggregation function.
result SACP consistently improves efficiency and often outperforms state-of-the-art model aggregation baselines.

This paper reformulates systemic risk measures and finds new properties and estimators.

problem Understanding and measuring systemic risk in financial networks.
method Representation of systemic risk measures in terms of univariate risk measures and quantiles determined by copulas. Empirical properties and estimators derived.
result MES is not suitable for measuring extreme risks. ES-based measures are more sensitive to power-law tails and large losses.

We introduce a novel aggregation method to efficiently perform image denoising. Preliminary filters are aggregated in a non-linear fashion, using a new metric of pixel proximity based on how the pool of filters reaches a consensus. We provide a theoretical bound to support our aggregation scheme, its numerical performa…

2019-04-01abs ↗pdf ↗

Paper analyzes sparse aggregation in GLMs with Kullback-Leibler risk bounds.

problem Sparse aggregation in GLMs for parameter approximation.
method Exponential weighted aggregation scheme with Kullback-Leibler risk bounds.
result Sharp oracle inequality for Kullback-Leibler risk with leading constant 1 and minimax-optimal rate of aggregation.

Aggregates predictions from multiple regression models using random projections and kernel methods.

problem Combining predictions from multiple regression models to improve accuracy.
method Random projection of high-dimensional feature space, followed by kernel-based consensual aggregation.
result The aggregation scheme performs similarly to using the original high-dimensional features, with high probability.

Estimates variance function using aggregation methods in regression models.

problem Estimating variance function in regression models.
method Two-step procedure involving model selection or convex aggregation, using two independent samples.
result Consistency of the proposed method in L2 error for MS and C aggregations.

Paper presents a novel approach for global feature aggregation in Graph Neural Networks.

problem Graphs lack a straightforward way to perform non-local feature aggregation like images and texts.
method Utilizes Latent Fixed Data Structure (LFDS) to aggregate feature vectors from local extraction.
result Proposed methods achieve competitive or better results with linear computational complexity.

New algorithm for aggregate inference in HMMs with continuous observations.

problem Inference in large populations with indistinguishable individuals and continuous measurements.
method Continuous observation collective forward-backward algorithm extending existing discrete case algorithm.
result Efficacy demonstrated through numerical experiments.