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.
Improved bounds for discrete probability distribution estimation under the ℓ∞ norm.
problem Estimating discrete probability distributions under the ℓ∞ norm with improved bounds.
method Minimax bounds in expectation and high-probability tail bounds.
result Resolved open questions posed in Kontorovich and Painsky (JMLR, 2025), including a fully empirical tightest risk bound and identifying the worst-case extremal distribution.
In this paper, we improve the PAC-Bayesian error bound for linear regression derived in Germain et al. [10]. The improvements are twofold. First, the proposed error bound is tighter, and converges to the generalization loss with a well-chosen temperature parameter. Second, the error bound also holds for training data t…
This paper analyzes regret bounds for Gaussian process Thompson sampling.
problem Analyzing the performance of Gaussian process Thompson sampling (GP-TS) in Bayesian optimization.
method The paper derives several regret bounds for GP-TS, including a lower bound, upper bounds on the second moment of cumulative regret, expected lenient regret, and improved cumulative regret.
result The paper provides improved regret upper bounds for GP-TS, showing that it suffers from a polynomial dependence on 1/δ with probability δ.
Error bounds based on worst likely assignments use permutation tests to validate classifiers. Worst likely assignments can produce effective bounds even for data sets with 100 or fewer training examples. This paper introduces a statistic for use in the permutation tests of worst likely assignments that improves error b…
Improved upper bound for online calibrated forecasting of binary sequences.
problem Online calibrated forecasting of binary sequences.
method Introducing a variant of Qiao & Valiant's sign preservation game called sign preservation with reuse (SPR) and proving its equivalence to calibrated forecasting.
result Improved upper bound of O(T2/3−ε) for calibrated forecasting, improving the O(T2/3) bound of Foster & Vohra.
If (M,g) is a compact Riemannian manifold of dimension n≥2 we give necessary and sufficient conditions for improved Lp(M)-norms of eigenfunctions for all 2<p=pc=n−12(n+1), the critical exponent. Since improved Lpc(M) bounds imply improvement all other exponents, these conditions are nece…
We prove new Beckner-Sobolev type inequalities on compact Kähler manifolds with positive Ricci curvature. As an application, we obtain a diameter upper bound that improves the Bonnet-Myers bound.
Active learning algorithms propose which unlabeled objects should be queried for their labels to improve a predictive model the most. We study active learners that minimize generalization bounds and uncover relationships between these bounds that lead to an improved approach to active learning. In particular we show th…
We derive upper and lower bounds on the expectation of f(S) under dependence uncertainty, i.e. when the marginal distributions of the random vector S=(S1,…,Sd) are known but their dependence structure is partially unknown. We solve the problem by providing improved \FH bounds on the copula o…
We use the Dong-Sogge-Zelditch formula to obtain a lower bound for the volume of the nodal sets of eigenfunctions. Our result improves the recent results of Sogge-Zelditch and in dimensions n \leq 5 gives a new proof for the lower bounds of Colding-Minicozzi.
This paper provides a theoretical analysis of domain adaptation based on the PAC-Bayesian theory. We propose an improvement of the previous domain adaptation bound obtained by Germain et al. in two ways. We first give another generalization bound tighter and easier to interpret. Moreover, we provide a new analysis of t…
In this paper, we analyze a generic algorithm scheme for sequential global optimization using Gaussian processes. The upper bounds we derive on the cumulative regret for this generic algorithm improve by an exponential factor the previously known bounds for algorithms like GP-UCB. We also introduce the novel Gaussian P…
Improved guarantees for sparse random embeddings with explicit bounds and empirical superiority.
problem Improving the explicitness and sharpness of guarantees for sparse random embeddings.
method Explicit bounds, tighter estimates for quadratic chaos, extreme properties of sparse linear forms, and improved bounds for sums of independent random variables.
result Significantly outperforms prior works on various real-world datasets.