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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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3569104138 · May 202619922001200920172026
48 results for covariance queries

Estimates covariance matrices using Markov chain Monte Carlo with improved sample complexity.

problem Complexity of covariance matrix estimation for Gibbs distributions.
method Uses Markov chain Monte Carlo with conditions on the chain's spectral gap and Poincaré inequality.
result Achieves similar sample complexity as i.i.d. samples with better query complexity.

New insights on active sequential prediction for mean estimation.

problem Active sequential prediction-powered mean estimation problem.
method Combining uncertainty-based suggestion with a constant probability, analyzing non-asymptotic bounds, and using no-regret learning.
result The optimal query probability is close to the constraint when using no-regret learning.

Bayesian optimization enhanced with conformal prediction for better outcome reliability.

problem Uncertainty and model misspecification in Bayesian optimization.
method Conformal prediction to provide coverage guarantees and Bayesian optimization to select queries.
result Significant improvement in query coverage without sacrificing sample-efficiency.

Improved efficient robust regression with near-linear time and subquadratic samples.

problem Robust linear regression with unknown covariance matrix under Gaussian covariates.
method Near-linear time algorithm using subquadratic samples, complemented by SQ and polynomial lower bounds.
result Achieves prediction error O(εκ)O(\sqrt{εκ}) for εκ1εκ\lesssim 1, improving over prior works.

New SQ lower bounds show learning mixtures of bounded covariance Gaussians is hard.

problem Learning mixtures of Gaussians with bounded covariance matrices is hard.
method Statistical Query (SQ) lower bounds.
result Any SQ algorithm requires complexity at least dΩ(1/ε)d^{Ω(1/ε)} for learning mixtures of bounded covariance Gaussians.

Paper develops online statistical inference methods for stochastic optimization using Kiefer-Wolfowitz algorithms.

problem Online statistical inference of model parameters in stochastic optimization problems.
method Kiefer-Wolfowitz algorithm with random search directions, asymptotic distribution analysis.
result Developed valid confidence intervals for online statistical inference.

Solving sequential decision prediction problems, including those in imitation learning settings, requires mitigating the problem of covariate shift. The standard approach, DAgger, relies on capturing expert behaviour in all states that the agent reaches. In real-world settings, querying an expert is costly. We propose …

2019-06-18abs ↗pdf ↗

Oracle-efficient algorithms reduce combinatorial semi-bandit regret to logarithmic time.

problem Scalability issue in combinatorial semi-bandit problems due to high combinatorial optimization costs.
method Oracle-efficient frameworks that minimize oracle queries while maintaining tight regret guarantees.
result Achieved ildeO(T) ilde{O}(\sqrt{T}) regret with O(loglogT)O(\log\log T) oracle queries for worst-case linear rewards.

New approach mitigates feedback divergence in imitation learning.

problem Divergence between held-out error and learner performance in imitation learning.
method Identifies covariate shift as the root cause and proposes a simulator-based solution.
result Naive behavioral cloning performs well in real-world decision making problems.

HMC improves Gaussian sampling efficiency with long, random steps.

problem Efficiently sampling from high-dimensional Gaussian distributions.
method Hamiltonian Monte Carlo with long and random integration times.
result HMC achieves ε\varepsilon-closeness in total variation distance with O~(κd1/4log(1/ε))\widetilde{O}(\sqrt{\kappa} d^{1/4} \log(1/\varepsilon)) gradient queries.

A new framework for efficient sequence maps using Bayesian filtering and covariance.

problem Designing efficient recurrent sequence maps from explicit memory assumptions.
method Design-model framework, exact Bayesian filtering, query-dependent readout, linear-Gaussian instantiation.
result Improved robustness and retrieval performance across various benchmarks.

Lower bounds show learning mixtures of linear classifiers is nearly impossible.

problem Learning mixtures of linear classifiers under Gaussian covariates.
method Statistical Query (SQ) lower bounds and new spherical designs.
result Complexity of any SQ algorithm is \( n^{\mathrm{poly}(1/Δ) \log(r)} \), where Δ is the pairwise \(\ell_2\)-separation.

DiPriMe forests use private medians to create balanced tree splits for privacy-protected data.

problem Privacy concerns in training random forests due to multiple data queries.
method Proposes DiPriMe forests, which use a private median to generate balanced splits, ensuring differential privacy.
result DiPriMe forests achieve high utility while maintaining differential privacy, as shown both theoretically and empirically.

Improved robust regression with clean covariates achieves better rates than Huber's model.

problem Robust regression under adaptive contamination of responses with clean covariates.
method Exploiting clean covariates to construct an estimator achieving better rates than Huber's model.
result Improved estimation rate even with constant contamination, achieving consistency.

Proposes LRR and LRLR for improving stock prediction accuracy.

problem Improving stock prediction accuracy through nonparametric classification.
method Local radial regression and logistic regression variant.
result LRLR outperforms LPoR and MS-kk-NN in real-world stock datasets.

Efficiently estimates prediction error in regression with Gaussian covariates under privacy constraints.

problem Private regression with Gaussian covariates under differential privacy constraints.
method Sum-of-Squares framework combined with robust estimators.
result Sample-optimal private regression algorithm with optimal error rates.

Active learning selects high-quality examples for text-to-SQL systems.

problem Efficiently annotate large language models for text-to-SQL systems.
method Formalizes example selection as a constrained experimental design problem over semantic query embeddings, proposing a stratified greedy algorithm that maximizes heteroscedastic mutual information.
result Proposed method significantly reduces labeling effort while maintaining high text-to-SQL retrieval accuracy.

Study shows inefficiency of sparse linear regression learning with fewer than Ω(k^2) samples.

problem Efficiency of sparse linear regression learning with minimal samples.
method Reduction to sparse PCA problems and lower bounds.
result Efficient algorithms for sparse linear regression require at least Ω(k^2) samples.

Study shows efficient algorithms for noiseless linear regression require quadratic sample complexity in contamination rate.

problem Efficient algorithms for noiseless linear regression under Gaussian covariates with oblivious contamination.
method Formal evidence using Statistical Query complexity.
result Any efficient Statistical Query algorithm requires VSTAT complexity at least Ω(d^(1/2)/α^2).

We study the problem of high-dimensional sparse mean estimation in the presence of an εε-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance subgaussian distributions. In this work, we develop the first efficient algorithms for rob…

2022-06-07abs ↗pdf ↗

The paper proposes a method to analyze categorical feature interactions in large datasets using graph covariance and LLMs.

problem Analyzing complex datasets with numerous categorical features and timestamps.
method Binarization of categorical features using one-hot encoding, computation of graph covariance, identifying significant feature pairs, and using LLMs to generate explanations.
result The method identifies meaningful feature pairs and potential data stories underlying categorical feature interactions.

Proposes a new query autocompletion method that maximizes retrieval performance.

problem Users often select suboptimal queries due to unknown best retrieval performance.
method Formulates query autocompletion as ranking item rankings, uses counterfactual learning.
result Empirical results show improved query suggestions for better retrieval performance.

We consider the problem of adaptively PAC-learning a probability distribution P\mathcal{P}'s mode by querying an oracle for information about a sequence of i.i.d. samples X1,X2,X_1, X_2, \ldots generated from P\mathcal{P}. We consider two different query models: (a) each query is an index ii for which the oracle reveals…

2019-11-19abs ↗pdf ↗

In this paper we study the adaptive learnability of decision trees of depth at most dd from membership queries. This has many applications in automated scientific discovery such as drugs development and software update problem. Feldman solves the problem in a randomized polynomial time algorithm that asks $\tilde O(2^…

2019-01-23abs ↗pdf ↗

We study black-box attacks on machine learning classifiers where each query to the model incurs some cost or risk of detection to the adversary. We focus explicitly on minimizing the number of queries as a major objective. Specifically, we consider the problem of attacking machine learning classifiers subject to a budg…

2017-12-23abs ↗pdf ↗