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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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25.0%50.0%75.0%100.0% · Jun 199319922001200920172026
48 results for arbitrary sampling

We study the problem of minimizing the average of a very large number of smooth functions, which is of key importance in training supervised learning models. One of the most celebrated methods in this context is the SAGA algorithm. Despite years of research on the topic, a general-purpose version of SAGA---one that wou…

2019-01-24abs ↗pdf ↗

In this paper we propose new techniques to sample arbitrary third-order tensors, with an objective of speeding up tensor algorithms that have recently gained popularity in machine learning. Our main contribution is a new way to select, in a biased random way, only O(n1.5/ε2)O(n^{1.5}/ε^2) of the possible n3n^3 elements while s…

2015-02-17abs ↗pdf ↗

We propose a single neural probabilistic model based on variational autoencoder that can be conditioned on an arbitrary subset of observed features and then sample the remaining features in "one shot". The features may be both real-valued and categorical. Training of the model is performed by stochastic variational Bay…

2018-06-06abs ↗pdf ↗

We provide an efficient algorithm for the classical problem, going back to Galton, Pearson, and Fisher, of estimating, with arbitrary accuracy the parameters of a multivariate normal distribution from truncated samples. Truncated samples from a dd-variate normal N(μ,Σ){\cal N}(\mathbfμ,\mathbfΣ) means a samples is only re…

2018-09-11abs ↗pdf ↗

New method converts and optimizes sampling schedules for generative models.

problem Optimizing sampling schedules for generative models like flows and diffusions.
method Unified framework for stochastic interpolants, including point mass schedules.
result Demonstrated efficient generation of images with fewer steps.

This paper develops a slice sampler for Bayesian linear regression models with arbitrary priors. The new sampler has two advantages over current approaches. One, it is faster than many custom implementations that rely on auxiliary latent variables, if the number of regressors is large. Two, it can be used with any prio…

2018-06-14abs ↗pdf ↗

Paper analyzes TD(λλ) convergence rates for arbitrary features.

problem Convergence rates for linear TD(λλ) under arbitrary features.
method Developed a novel stochastic approximation result for arbitrary features.
result Established L2L^2 convergence rates for linear TD(λλ) without linearly independent features assumption.

The study examines MCMC methods for arbitrary objectives and finds likelihood sharpness impacts performance and regularization.

problem Limitations of MCMC methods for arbitrary objective functions.
method Two-block MCMC framework with Metropolis-Hastings and Gibbs sampling, exploring likelihood curvature and sharpness.
result Likelihood sharpness governs in-sample performance and regularization inferred by training data.

New method clusters non-spherical Gaussian mixtures with fewer samples and time.

problem Clustering non-spherical Gaussian mixtures with arbitrary component covariances.
method Sum-of-Squares method for finding low-dimensional projections.
result Improved clustering algorithms with fewer samples and time complexity.

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.

New algorithm estimates Gaussian means and covariances efficiently and privately.

problem Estimating Gaussian parameters privately and efficiently.
method Differentially private preconditioner to transform arbitrary Gaussian samples.
result First polynomial-time, sample-efficient estimator for arbitrary Gaussian distributions.

We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the system is available. We consider the Nearest Neighbor Q-Learning (NNQL) algorithm to…

2018-02-12abs ↗pdf ↗

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 ↗

Stochastic video prediction models take in a sequence of image frames, and generate a sequence of consecutive future image frames. These models typically generate future frames in an autoregressive fashion, which is slow and requires the input and output frames to be consecutive. We introduce a model that overcomes the…

2018-07-05abs ↗pdf ↗

Exploratory analysis over network data is often limited by the ability to efficiently calculate graph statistics, which can provide a model-free understanding of the macroscopic properties of a network. We introduce a framework for estimating the graphlet count---the number of occurrences of a small subgraph motif (e.g…

2018-02-23abs ↗pdf ↗

New methods improve convergence in non-convex non-smooth learning problems.

problem Sparse learning from high-dimensional data with non-convex, non-smooth regularizers.
method Stochastic proximal gradient methods with arbitrary sampling.
result Independent sampling improves performance over uniform sampling.

LLM-as-a-service prices vary arbitrarily due to tokenization multiplicity.

problem Arbitrary price variation in LLM-as-a-service due to multiple tokenizations of the same output.
method Introduce canonical generation to restrict LLMs to unique tokenizations and develop an efficient sampling algorithm.
result Our sampling algorithm for canonical generation solves tokenization multiplicity and maintains comparable performance and runtime to standard sampling.

We present a framework to understand GAN training as alternating density ratio estimation and approximate divergence minimization. This provides an interpretation for the mismatched GAN generator and discriminator objectives often used in practice, and explains the problem of poor sample diversity. We also derive a fam…

2016-12-08abs ↗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 identifying the parameters of an unknown mixture of two arbitrary dd-dimensional gaussians from a sequence of independent random samples. Our main results are upper and lower bounds giving a computationally efficient moment-based estimator with an optimal convergence rate, thus resolving a p…

2014-04-19abs ↗pdf ↗

We study the problem of estimating the parameters of a Gaussian distribution when samples are only shown if they fall in some (unknown) subset SRdS \subseteq \R^d. This core problem in truncated statistics has long history going back to Galton, Lee, Pearson and Fisher. Recent work by Daskalakis et al. (FOCS'18), provide…

2019-08-02abs ↗pdf ↗

Extends normalizing flows to arbitrary smooth manifolds.

problem Current normalizing flows are limited to basic geometries and cannot handle complex real-world data.
method Uses Neural ODEs and geometric control theory to extend flows to arbitrary smooth manifolds.
result Demonstrates scalable unbiased estimator for divergence in generalized setting.

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.

We deconstruct the performance of GANs into three components: 1. Formulation: we propose a perturbation view of the population target of GANs. Building on this interpretation, we show that GANs can be viewed as a generalization of the robust statistics framework, and propose a novel GAN architecture, termed as Cascade …

2019-01-27abs ↗pdf ↗

Let us assume that ff is a continuous function defined on the unit ball of Rd\mathbb R^d, of the form f(x)=g(Ax)f(x) = g (A x), where AA is a k×dk \times d matrix and gg is a function of kk variables for kdk \ll d. We are given a budget mNm \in \mathbb N of possible point evaluations f(xi)f(x_i), i=1,...,mi=1,...,m, of ff, which we …

2010-08-18abs ↗pdf ↗

We present a simple algorithm for finding eigenmodes of the Laplacian for arbitrary compact hyperbolic 3-manifolds. We apply our algorithm to a sample of twelve manifolds and generate a list of the lowest eigenvalues. We also display a selection of eigenmodes taken from the Weeks space.

1999-06-02abs ↗pdf ↗

We study the problem of learning graphical models with latent variables. We give the first algorithm for learning locally consistent (ferromagnetic or antiferromagnetic) Restricted Boltzmann Machines (or RBMs) with {\em arbitrary} external fields. Our algorithm has optimal dependence on dimension in the sample complexi…

2019-06-15abs ↗pdf ↗