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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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156312468624 · Jun 202019922001200920172026
48 results for arbitrary distributions

Simplified identification methods for causal inference with arbitrary interventional distributions.

problem Estimating cause-effect relationships from data with experimental interventions.
method Using Single World Intervention Graphs and nested model factorization, we provide algorithms for identifying causal parameters from mixed observational and interventional distributions.
result Our algorithms are complete for certain types of interventional marginal distributions.

In the regression problem, L1 and L2 are the most commonly used loss functions, which produce mean predictions with different biases. However, the predictions are neither robust nor adequate enough since they only capture a few conditional distributions instead of the whole distribution, especially for small datasets. …

2019-11-13abs ↗pdf ↗

In this article, using the generalized Newton transformation, we define higher order mean curvatures of distributions of arbitrary codimension and we show that they agree with the ones from Brito and Naveira (Ann. Global Anal. Geom. 18, 371-383 (2000)). We also introduce higher order mean curvature vector fields and we…

2009-08-12abs ↗pdf ↗

New algorithm estimates eigenspace with faulty nodes, matching performance of existing methods.

problem Estimating eigenspace in distributed systems with node failures.
method Develops an eigenspace estimation algorithm for distributed environments with arbitrary node failures.
result Matches performance of existing non-robust estimator up to an additive error.

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 ↗

Algorithm finds small confidence sets for arbitrary distributions.

problem Learning high-density regions in arbitrary distributions.
method Competitive with sets from a concept class with bounded VC-dimension.
result Algorithm finds a confidence set with volume exp(ildeO(d1/2))\exp( ilde{O}(d^{1/2})) competitive with optimal ball.

We consider the problem of learning from distributed data in the agnostic setting, i.e., in the presence of arbitrary forms of noise. Our main contribution is a general distributed boosting-based procedure for learning an arbitrary concept space, that is simultaneously noise tolerant, communication efficient, and compu…

2015-06-21abs ↗pdf ↗

Understanding the dependencies among features of a dataset is at the core of most unsupervised learning tasks. However, a majority of generative modeling approaches are focused solely on the joint distribution p(x)p(x) and utilize models where it is intractable to obtain the conditional distribution of some arbitrary sub…

2019-09-13abs ↗pdf ↗

Algorithm learns from both labeled and arbitrary test examples, giving guarantees for bounded VC dimension classes.

problem Learning from arbitrary test examples, not just perturbations.
method Selective transductive learning algorithm that outputs abstaining predictions.
result Nontrivial guarantees for bounded VC dimension classes with arbitrary train and test distributions.

In this letter, we introduce a distributed Nesterov method, termed as ABN\mathcal{ABN}, that does not require doubly-stochastic weight matrices. Instead, the implementation is based on a simultaneous application of both row- and column-stochastic weights that makes this method applicable to arbitrary (strongly-connected…

2019-01-21abs ↗pdf ↗

We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic variables and their determination is reduced to the computation of the partition…

2009-03-25abs ↗pdf ↗

CRIMED optimizes regret in bandits with unbounded stochastic corruption.

problem Minimizing regret in bandits with arbitrary unbounded corruptions.
method Introduces CRIMED, an asymptotically-optimal algorithm for Gaussian distributions with known variance.
result Achieves exact lower bound on regret for Gaussian distributions with high corruption probability.

New bounds on NTK's smallest eigenvalue for arbitrary data without distributional assumptions.

problem Existing bounds on NTK's smallest eigenvalue require distributional assumptions and high-dimensional data.
method Novel application of the hemisphere transform.
result Bounds on NTK's smallest eigenvalue hold with high probability even for constant input dimension.

A new robust and flexible classification method for non-Gaussian data.

problem Robustness to scale changes and non-Gaussian distributions in classical discriminant analysis.
method FEMDA uses arbitrary Elliptically Symmetrical distributions and scale parameters for each data point.
result FEMDA is robust to scale changes and outperforms other methods.

Paper proposes MMC to avoid high-density bias in clustering.

problem High-density bias in density-based clustering.
method Introduces mass distribution as a better foundation for clustering, proposing mass-maximization clustering (MMC).
result MMC avoids high-density bias and discovers clusters of arbitrary shapes, sizes, and densities.

SGD-trained neural networks generalize well even with adversarial label noise.

problem Generalization of neural networks trained on adversarial label noise.
method Training a one-hidden-layer neural network with SGD on arbitrary width networks.
result SGD-trained networks achieve classification accuracy competitive with the best halfspace over adversarial label noise.

New robust discriminant analysis for non-Gaussian data.

problem Classical discriminant analysis struggles with non-Gaussian distributions and contaminated datasets.
method Each data point follows its own ES distribution with arbitrary scale, leading to robust classification.
result Maximum-likelihood estimation and classification are simple, fast, and robust.

New algorithm identifies near-optimal policies in adversarial distributed RL settings.

problem Adversarial agents in distributed RL settings that can collude and report arbitrary data.
method Weighted-Clique algorithm for robust mean estimation from batches, combined with novel distributed algorithms.
result Achieves superior robustness guarantees and near-optimal sample complexities in both offline and online settings.

LOT embeds distributions for linear separability and classification.

problem Distribution discrimination in various scientific fields.
method Linear Optimal Transport (LOT) embedding into L2L^2 space.
result LOT embeds distributions into linearly separable spaces for certain transformations and perturbations.

We will study metric measure spaces (X,d,m)(X,d,m) beyond the scope of spaces with synthetic lower Ricci bounds. In particular, we introduce distribution-valued lower Ricci bounds BE1(κ,)_1(κ,\infty) \bullet for which we prove the equivalence with sharp gradient estimates, \bullet the class of which will be preserved under…

2019-10-30abs ↗pdf ↗

Unified framework for robust discriminant analysis overcomes Gaussian assumptions.

problem Challenges in linear and quadratic discriminant analysis with non-Gaussian or contaminated data.
method FEMDA framework considers arbitrary Elliptically Symmetrical (ES) distributions with flexible scale parameters.
result Maximum-likelihood parameter estimation and classification are robust and efficient.

A new distributed clustering framework using distributional kernel.

problem Clustering in distributed networks with arbitrary shapes, sizes, and densities.
method Distributed Clustering based on Distributional Kernel (KDC) using similarity of distributions.
result KDC guarantees equivalent clustering outcomes to centralized methods, reduces runtime, and discovers arbitrary clusters.

In this paper we continue the study of spectral properties of Laplacians associated with an arbitrary smooth distribution on a compact manifold, initiated in a previous paper. Under assumption that the singular foliation generated by the distribution is smooth, we prove that the Laplacian associated with the distributi…

2017-10-27abs ↗pdf ↗

Paper tackles matrix estimation under arbitrary noise, achieving minimax optimality.

problem Noisy low-rank-plus-sparse matrix recovery under arbitrary dependence.
method Incoherent-constrained least-square estimator, novel energy spreading result.
result Achieves minimax optimality in estimating structured Markov transition kernels.

Paper presents robust confidence sequences for means with known moment bounds and arbitrary corruption.

problem Tackles robustness to outliers and adversarial corruptions in mean estimation.
method Designs new robust exponential supermartingales to create confidence sequences.
result Achieves optimal width and shows smaller margin of error compared to fixed-time robust methods.

We provide explicit conditions on the distribution of risk-neutral log-returns which yield sharp asymptotic estimates on the implied volatility smile. We allow for a variety of asymptotic regimes, including both small maturity (with arbitrary strike) and extreme strike (with arbitrary bounded maturity), extending previ…

2014-11-06abs ↗pdf ↗

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 ↗

Generative ParVI learns flexible sampling from posterior distributions.

problem Avoiding arbitrary parametric assumptions in variational inference.
method Neural sampler trained with functional gradient of KL-divergence.
result GPVI outperforms previous generative ParVI methods and is competitive with other approaches.

Dictionary learning is a popular approach for inferring a hidden basis or dictionary in which data has a sparse representation. Data generated from the dictionary A (an n by m matrix, with m > n in the over-complete setting) is given by Y = AX where X is a matrix whose columns have supports chosen from a distribution o…

2018-04-23abs ↗pdf ↗