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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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247494740987 · Jun 202019922001200920172026
48 results for complex Gaussian distribution

Proposes a new complex Gaussian distribution for better modeling of complex-valued signals.

problem Limited ability of Gaussian distribution to represent diverse amplitude characteristics.
method Introduces a power-weighted noncentral complex Gaussian distribution on the complex plane.
result Consistently outperforms conventional distributions in log-likelihood for speech power spectra.

First proper learning algorithm for Gaussian halfspaces with matching sample and computational complexity.

problem Agnostically learning halfspaces under Gaussian distribution.
method First proper learning algorithm with matching sample and computational complexity.
result First proper learning algorithm for agnostically learning halfspaces under Gaussian distribution with matching sample and computational complexity.

New bounds for private learning of high-dimensional Gaussian distributions.

problem Learning high-dimensional Gaussian distributions under differential privacy constraints.
method Analytic tools for constructing global covers from local covers, modified hypothesis selection techniques.
result Near-optimal sample complexity bounds for general Gaussians, conjectured to be near-optimal in the general case.

VAEs and GANs use simple distributions and neural networks to implicitly approximate complex data distributions.

problem Approximating high-dimensional complex distributions explicitly is often intractable.
method VAEs and GANs use simple base distributions and neural networks to implicitly approximate complex distributions.
result Implicit approximation of complex distributions is crucial but introduces limitations, especially in VAEs with fixed Gaussian priors.

This paper optimizes Gaussian mixture model learning with optimal sampling complexity.

problem Learning the number of components and mixing distribution in 1D Gaussian mixtures.
method Fourier-based approach to estimate model order and mixing distribution.
result The proposed method matches the optimal sampling complexity and outperforms conventional techniques.

Proposes SGM for modeling complex dependencies in high-dimensional systems.

problem Limited pairwise interactions in PGMs for high-dimensional systems.
method Simplicial Gaussian model (SGM) using discrete Hodge theory and independent random components.
result Maximum-likelihood inference algorithm for parameter recovery and conditional dependence structure.

Polynomial-time DP algorithm for learning Gaussians with matching sample complexity.

problem Learning Gaussian distributions while maintaining privacy.
method General framework for reducing DP estimation to non-private, polynomial-time algorithm for Gaussian learning.
result Matching sample complexity to information-theoretic upper bound for Gaussian learning.

This work investigates the properties of Gaussian-smoothed sliced divergences for comparing distributions.

problem Comparing probability distributions while preserving privacy.
method Investigates the theoretical properties of Gaussian-smoothed sliced Wasserstein distance and generalized versions.
result Gaussian smoothed sliced Wasserstein distance converges with a rate of \(O(n^{-1/2})\).

Graph Neural Networks struggle with generalization, especially OOD data; GRATIN solves this with Gaussian Mixture Model-based augmentation.

problem Graph Neural Networks struggle with generalization, particularly to unseen or out-of-distribution data.
method Theoretical framework using Rademacher complexity to compute a regret bound on generalization error. GRATIN algorithm leveraging Gaussian Mixture Models for efficient data augmentation.
result GRATIN outperforms existing augmentation techniques in terms of generalization and offers improved time complexity.

Paper uses VAEs to detect radar targets in complex noise.

problem Detecting radar targets in compound clutter and thermal noise.
method Proposes a VAE architecture to distinguish radar targets from various noise types.
result The VAE outperforms classical detectors in challenging noise conditions.

Improved privacy-preserving methods for estimating multiple samples from distributions.

problem Estimating multiple samples from distributions while maintaining privacy.
method Developed new multi-sampling techniques for differentially private data estimation.
result Achieved significant reduction in sample complexity for multi-sampling from finite domains and Gaussian distributions.

This paper improves GP for learning complex data distributions.

problem Vanilla Gaussian processes struggle with complex data distributions.
method Introduces scalable GP paradigms with latent variables and variational inference.
result Scalable modulated GPs, especially latent GPs, learn diverse data distributions better.

This work studies the problem of stochastic dynamic filtering and state propagation with complex beliefs. The main contribution is GP-SUM, a filtering algorithm tailored to dynamic systems and observation models expressed as Gaussian Processes (GP), and to states represented as a weighted sum of Gaussians. The key attr…

2017-09-23abs ↗pdf ↗

Proves new concentration inequalities for sub-gaussian and sub-exponential variables.

problem Understanding functions of independent random variables better.
method Sub-gaussian and sub-exponential conditions, Rademacher complexities, Lipschitz function classes.
result Extension of Rademacher complexities to unbounded sub-exponential distributions.

Deep learning models converge to Gaussian dynamics with mixed structured inputs.

problem Understanding neural network dynamics with complex input distributions.
method Extended hidden manifold model to Gaussian mixtures, analyzed via SGD.
result Learning dynamics with mixed inputs converge to Gaussian behavior.

NDPs learn to sample from complex function distributions using neural networks and diffusion models.

problem Learning rich distributions over functions with neural networks.
method NDPs use denoising diffusion models and custom attention blocks to incorporate stochastic process properties.
result NDPs can capture functional distributions close to true Bayesian posteriors and outperform neural processes.

LMC improves sampling from complex distributions using quasi-random sequences.

problem Sampling from complex high-dimensional distributions with high accuracy.
method Using completely uniformly distributed (CUD) sequences in Langevin Monte Carlo (LMC) to generate Gaussian perturbations.
result LMC with low-discrepancy CUD sequences achieves smaller estimation error than standard LMC.

Paper analyzes SGMs for learning sub-Gaussian distributions without dimensionality constraints.

problem Learning sub-Gaussian distributions in high dimensions with SGMs.
method Introduced complexity notion and proved approximation and generalization rates.
result SGMs can approximate target sub-Gaussian distributions in total variation with dimension-independent rate.

In a recent paper [\textit{M. Cristelli, A. Zaccaria and L. Pietronero, Phys. Rev. E 85, 066108 (2012)}], Cristelli \textit{et al.} analysed relation between skewness and kurtosis for complex dynamical systems and identified two power-law regimes of non-Gaussianity, one of which scales with an exponent of 2 and the oth…

2014-12-03abs ↗pdf ↗

We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L2 regularization: We introduce the margin-adapted dimension, which is a simple function of the second order statistics of the data distribution, and show distribution-specific upper and lower bounds on…

2012-04-05abs ↗pdf ↗

We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L_2 regularization: We introduce the γ-adapted-dimension, which is a simple function of the spectrum of a distribution's covariance matrix, and show distribution-specific upper and lower bounds on the s…

2010-11-23abs ↗pdf ↗

Deep Gaussian Processes improve likelihood-free inference for complex distributions.

problem Limited flexibility of Bayesian Optimization with GPs for multimodal distributions.
method Proposes Deep Gaussian Processes (DGPs) as a surrogate model for likelihood-free inference.
result DGPs outperform GPs on multimodal distributions while maintaining comparable performance on unimodal cases.

New normalizing flows for sphere distributions improve complexity and scale handling.

problem No straightforward normalizing flows for Fisher-Bingham distributions in higher dimensions.
method Zoom-linear-project (ZLP)-Fisher flows that gradually add complexity and handle varying scales.
result Generalizes Fisher-Bingham distributions to normalizing flows in any dimension.

GGMPs improve non-Gaussian conditional density estimation.

problem Multimodality, heteroscedasticity, and strong non-Gaussianity in conditional density estimation.
method GGMP combines local Gaussian mixture fitting, cross-input component alignment, and per-component heteroscedastic GP training.
result GGMPs improve distributional approximation on synthetic and real-world datasets.

Extends Gaussian Process regression for handling multiple prior distributions.

problem Handling multiple prior distributions in Bayesian Machine Learning models.
method Mixtures of Gaussian Processes with analytical and Sparse Variational approaches.
result Effective in accounting for prior misspecification in functional regression problems.

Efficiently trains deep Gaussian processes with sparse approximations.

problem High computational complexity in training and inference for DGP models.
method Tensor Markov Gaussian Processes (TMGP) and hierarchical expansion to create DTMGP model.
result DTMGP model achieves superior computational efficiency compared to existing DGP models.

A new method combines simple binary classifiers to build complex multiclass classifiers, achieving performance limits in a Gaussian setting.

problem Building a sophisticated multiclass classifier from simple binary decisions.
method Combining O(logK)O(\log K) simple binary classifiers to form a KK-class classifier.
result Explicit performance bounds across various decoding and dimensional regimes for a stylized Gaussian setting.

Sum-Product Networks (SPNs) can be regarded as a form of deep graphical models that compactly represent deeply factored and mixed distributions. An SPN is a rooted directed acyclic graph (DAG) consisting of a set of leaves (corresponding to base distributions), a set of sum nodes (which represent mixtures of their chil…

2019-12-05abs ↗pdf ↗

The paper provides exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations.

problem Capturing the statistical properties of fluctuating correlations in non-stationary systems.
method Developed a random matrix model to average multivariate amplitude distributions from short time scales to large time scales.
result Explicit multivariate distributions for non-stationary correlation systems are provided, capturing the degree of non-stationarity.

New findings show learning deeper neural networks is hard even with Gaussian inputs and non-degenerate weights.

problem The computational complexity of learning neural networks, especially deeper ones.
method Smoothed analysis framework and local pseudorandom generators.
result Learning depth-3 ReLU networks under Gaussian input distribution is hard even if weight matrices are non-degenerate.