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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.

168,657 papers · 148 categories

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126253379505 · Jun 202019922001200920172026
48 results for bounded support

KSG mutual information estimator, which is based on the distances of each sample to its k-th nearest neighbor, is widely used to estimate mutual information between two continuous random variables. Existing work has analyzed the convergence rate of this estimator for random variables whose densities are bounded away fr…

2018-10-27abs ↗pdf ↗

The paper analyzes kNN density estimation's convergence rates under different conditions.

problem Analyzing convergence rates of kNN density estimation under bounded and unbounded support conditions.
method Examined two cases: bounded support with known and unknown support sets, and unbounded support with smooth density function.
result kNN density estimation is minimax optimal under certain conditions and better than kernel density estimation in some cases.

SVM and linear regression models coincide in high dimensions.

problem Understanding the connection between SVM and linear regression in high-dimensional data.
method Analyzing feature models and proving lower bounds on dimensionality.
result A sharp phase transition in Gaussian feature models, with support vector proliferation occurring only in very high dimensions.

In this short note we observe that the sample complexity of PAC machine learning of various concepts, including learning the maximum (EMX), can be exactly determined when the support of the probability measures considered as models satisfies an a-priori bound. This result contrasts with the recently discovered undecida…

2020-02-26abs ↗pdf ↗

Bayesian model averaging under predictor redundancy

problem Reporting Bayesian model averaging posterior without changing the Bayesian target
method Using hard or soft regions of support space
result Region reports often give shorter and clearer summaries while preserving the main posterior information

Theory for deep neural network approximation of score function and its derivatives.

problem Handling data distributions with low-dimensional structure and unbounded support.
method Simultaneous approximation of the score function and its derivatives using deep neural networks.
result Approximation error bounds match literature but relax bounded support requirement.

The paper provides tighter error bounds for GPR under bounded support noise.

problem Rigorous error quantification for safety-critical applications with bounded noise.
method Using concentration inequalities and low complexity assumptions in RKHS, the paper derives probabilistic and deterministic error bounds for GPR.
result The derived error bounds are substantially tighter than existing state-of-the-art bounds and are particularly well-suited for GPR with neural network kernels.

New method calibrates reference distributions for bounded support.

problem Lack of principled method for bounded-support statistical reference distributions.
method Formulated maximum entropy on projective space of nonnegative measures.
result Prescribed acceptance region uniquely determines deformation parameter.

New bounds on continuous random variables' right-tail probabilities.

problem Finding precise upper and lower limits for right-tail probabilities of continuous random variables.
method Developed new bounds based on PDF, first derivative, and two parameters.
result The new bounds are tight for various continuous random variables.

Sharp bounds derived for the first two Steklov eigenvalues of exterior domains.

problem Finding bounds for the first two eigenvalues of Steklov eigenvalue problems on exterior domains.
method Sharp lower and upper bounds derived using the support function and distance function to the origin of the boundary.
result Sharp bounds for the first two eigenvalues of Steklov eigenvalue problems on exterior domains.

Study improves density estimation for compact domains using hh-lifted KL divergence.

problem Estimating probability density functions on compact domains.
method Introduced hh-lifted Kullback--Leibler (KL) divergence for risk minimization.
result Proved O(1/n)\mathcal{O}(1/{\sqrt{n}}) bound on estimation error.

New SVM model balances sparsity and robustness in noisy data.

problem Noise sensitivity and lack of sparsity in traditional SVM models.
method Combines elastic net loss with robust loss framework, integrates with SVM, uses half-quadratic algorithm.
result Proves sparsity and robustness, outperforms traditional SVMs in noisy environments.

We propose a Generalized Dantzig Selector (GDS) for linear models, in which any norm encoding the parameter structure can be leveraged for estimation. We investigate both computational and statistical aspects of the GDS. Based on conjugate proximal operator, a flexible inexact ADMM framework is designed for solving GDS…

2014-06-20abs ↗pdf ↗

For binary classification we establish learning rates up to the order of n1n^{-1} for support vector machines (SVMs) with hinge loss and Gaussian RBF kernels. These rates are in terms of two assumptions on the considered distributions: Tsybakov's noise assumption to establish a small estimation error, and a new geometr…

2007-08-14abs ↗pdf ↗

The Lasso performs well in ultra-sparse linear models with finite support size.

problem Performance analysis of Lasso in ultra-sparse linear models.
method Novel application of replica method from statistical physics, rigorous analysis of average case performance.
result Average performance of Lasso assessed without scaling assumptions, offering sample complexity bounds.

The paper improves support recovery in high-dimensional precision matrix estimation using meta learning.

problem Support recovery in high-dimensional precision matrix estimation with reduced sample complexity.
method Pooling samples from different tasks and using an improper 1\ell_1-regularized log-determinant Bregman divergence to estimate a single precision matrix.
result The support of the improperly estimated single precision matrix is equal to the true support union with high probability.

New inequalities for unbounded functions improve denoising score matching.

problem Statistical error bounds for denoising score matching with unbounded objective functions.
method Derive new concentration inequalities using McDiarmid's inequality and Rademacher complexity bounds.
result Improved statistical error bounds for denoising score matching.

We study the existence of D-brane bound states at threshold in Type II string theories. In a number of situations, we can reduce the question of existence to quadrature, and the study of a particular limit of the propagator for the system of D-branes. This involves a derivation of an index theorem for a family of non-F…

1997-05-08abs ↗pdf ↗

Unified learning bound for covariate and concept shifts.

problem Generalization under distribution shift in machine learning.
method Support-agnostic definitions of covariate and concept shifts using entropic optimal transport, leading to a unified error bound applicable to various loss functions and label spaces.
result Development of estimators for shifts with concentration guarantees and the DataShifts algorithm for quantifying and estimating the error bound.

Exact bounds derived for neural network outputs with noisy inputs.

problem Bounding the output distribution of neural networks with random inputs.
method Applying ReLU NNs to derive bounds for general NNs, then using these to find exact error guarantees.
result Exact upper and lower bounds for the output distribution of neural networks with random inputs.

The algorithm given by Akbulut-Ozbagci constructs an explicit open book decomposition on a contact three-manifold described by a contact surgery on a link in the three-sphere. In this article, we will improve this algorithm by using Giroux's contact cell decomposition process. Our algorithm is more economical on choosi…

2007-04-12abs ↗pdf ↗

We derive a novel norm that corresponds to the tightest convex relaxation of sparsity combined with an 2\ell_2 penalty. We show that this new {\em kk-support norm} provides a tighter relaxation than the elastic net and is thus a good replacement for the Lasso or the elastic net in sparse prediction problems. Through …

2012-04-23abs ↗pdf ↗

Study on consensus formation in manifolds with curvature constraints.

problem Long-time behavior of solutions to nonlocal PDEs on Riemannian manifolds.
method Analytical and numerical methods applied to self-collective models.
result Sufficient conditions for consensus formation and convergence rates quantified.

Sharp Sobolev inequality derived for Riemannian manifolds with bounded Ricci curvature.

problem Deriving a sharp Sobolev inequality for Riemannian manifolds with bounded Ricci curvature.
method Reduction to functions with small volume support, first order uniform asymptotic expansion of isoperimetric profile, local uniform Sobolev inequality.
result Sharp Sobolev inequality for W1,p(M)W^{1,p}(M) into Lnpnp(M)L^{\frac{np}{n-p}}(M) is derived.

New Stein identity for q-Gaussians reduces gradient variance in machine learning.

problem Improving gradient estimators for non-Gaussian distributions.
method Deriving a new Stein identity for bounded-support q-Gaussians and simplifying previous results.
result Gradient estimators for q-Gaussians have nearly identical forms to Gaussian ones, reducing variance.

We prove that if a contact manifold (M,ξ)(M,ξ) is supported by a planar open book, then Euler characteristic and signature of any Stein filling of (M,ξ)(M,ξ) is bounded. We also prove a similar finiteness result for contact manifolds supported by spinal open books with planar pages. Moving beyond the geography of Stein filli…

2013-11-01abs ↗pdf ↗

Nonparametric Thompson Sampling achieves optimal regret for risk-averse bandits with sub-Gaussian rewards.

problem Optimizing risk-averse bandit problems with sub-Gaussian rewards.
method Anchor-free nonparametric Thompson Sampling algorithm ρextNPTSSGρ ext{-}NPTS_{\mathrm{SG}}.
result Achieves regret matching the instance-dependent lower bound to leading order in logn\log n.

We provide a formulation for Local Support Vector Machines (LSVMs) that generalizes previous formulations, and brings out the explicit connections to local polynomial learning used in nonparametric estimation literature. We investigate the simplest type of LSVMs called Local Linear Support Vector Machines (LLSVMs). For…

2013-09-14abs ↗pdf ↗

We propose an efficient distributed online learning protocol for low-latency real-time services. It extends a previously presented protocol to kernelized online learners that represent their models by a support vector expansion. While such learners often achieve higher predictive performance than their linear counterpa…

2019-11-28abs ↗pdf ↗

For a convex domain DD that is enclosed by the hypersurface D\partial D of bounded normal curvature, we prove an angle comparison theorem for angles between D\partial D and geodesic rays starting from some fixed point in DD, and the corresponding angles for hypersurfaces of constant normal curvature. Also, we obtai…

2014-02-11abs ↗pdf ↗

Assuming that price of the underlying stock is moving in range bound, the Black-Scholes formula for options pricing supports a separation of variables. The resulting time-independent equation is solved employing different behavior of the option price function and three significant results are deduced. The first is the …

2013-04-25abs ↗pdf ↗

We discuss a general technique that can be used to form a differentiable bound on the optima of non-differentiable or discrete objective functions. We form a unified description of these methods and consider under which circumstances the bound is concave. In particular we consider two concrete applications of the metho…

2012-12-18abs ↗pdf ↗