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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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68135203270 · Jun 202019922001200920172026
48 results for covariate-adaptive randomization

The paper proposes a method to estimate treatment effects using CAR designs with additional covariates.

problem Estimating distributional treatment effects in CAR designs with additional covariates.
method Flexible distribution regression framework that incorporates additional covariates using machine learning methods.
result The proposed estimator attains the semiparametric efficiency bound for distributional treatment effects under CAR.

Estimates treatment effects in randomized experiments with non-compliance.

problem Estimating distributional treatment effects in experiments with imperfect compliance.
method Proposes a regression-adjusted estimator based on distribution regression with Neyman-orthogonal moment conditions.
result Achieves semiparametric efficiency bound and demonstrates favorable performance in simulations and real data.

Optimistic covariance-adaptive algorithms improve combinatorial semi-bandits regret.

problem Optimal regret in stochastic combinatorial semi-bandits with adaptive covariance estimation.
method Design of OLS-UCB-C and COS-V algorithms leveraging online covariance estimation.
result Improved gap-free regret with T^1/2 complexity for COS-V.

Method optimizes diffusion model generation to meet user preferences.

problem Optimizing diffusion model generation with only black-box target scores.
method Covariance-adaptive sequential optimization algorithm for black-box optimization.
result Proves superior performance in achieving better target scores.

New algorithm reduces semi-bandit regret using covariance estimates.

problem Complexity of semi-bandits due to joint distribution of outcomes.
method Develops a new sub-exponential distribution family and an algorithm using covariance estimates.
result Proves a new lower bound on expected regret and constructs an algorithm with asymptotic analysis.

New method efficiently learns positive-definite curvature for neural nets.

problem Efficiently learn positive-definite curvature for neural net training.
method Spectral-factorized positive-definite curvature learning approach.
result Efficiently applies arbitrary matrix roots and generic curvature learning.

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.

This paper surveys various methods for dimensionality reduction and nearest neighbor search.

problem Efficiently reducing high-dimensional data to lower dimensions while preserving essential information.
method Linear and nonlinear random projections, including sparse random projections, random Fourier Features, and Random Kitchen Sinks.
result Various methods for dimensionality reduction and nearest neighbor search are explained and compared.

The paper studies how norms of random vectors are preserved by random projections.

problem Understanding how random matrix affects norms of random vectors.
method Proved the distribution of the norm of random vector is preserved by random projection.
result Random matrix preserves the distribution of the norm of random vectors with i.i.d. entries.

Orthogonal random features approximate a Bessel kernel, offering sharper bounds than random Fourier features.

problem Approximating Gaussian kernel efficiently for large datasets.
method Use of Haar orthogonal matrices to construct orthogonal random features and analyze their bias and variance.
result Orthogonal random features approximate a Bessel kernel, not the Gaussian kernel, with sharper bounds.

New methods improve prediction performance and reduce computation time in boosting and random forest models.

problem Improving prediction performance and reducing computation time in boosting and random forest models.
method Random tree depth injection approach for Boosting and Random Forests.
result The new methods can improve prediction performance and reduce computation time by up to 40%.

Enhances random forest performance with exogenous randomness.

problem Improving random forest performance through exogenous randomness.
method Developed non-asymptotic MSE expansions for individual trees and forests, identified two types of randomness, and conducted simulations.
result Exogenous randomness, particularly feature subsampling, reduces both bias and variance of random forests.

New random forest method provides optimal rates and confidence bands.

problem Improving random forest regression rates and constructing confidence bands.
method Proposed Ehrenfest centered purely random forests achieve optimal rates; used Gaussian approximation for supremum of empirical processes.
result Explicit asymptotic uniform confidence bands constructed for both random forest types.

Much is known about random right-angled Coxeter groups (i.e., right-angled Coxeter groups whose defining graphs are random graphs under the Erdös-Rényi model). In this paper, we extend this model to study random general Coxeter groups and give some results about random Coxeter groups, including some information about t…

2017-11-13abs ↗pdf ↗

This work estimates edge weights of edge-reinforced random walks using observed data.

problem Statistical estimation of edge weights in edge-reinforced random walks.
method Proposes an estimator based on the generalized method of moments using the magic formula and hyperbolic Gaussian structure.
result Analyzes the sample complexity of the proposed estimator.

Paper proposes diagnostics for error and variance estimation in randomized matrix computations.

problem Safe use of randomized matrix algorithms in applications.
method Leave-one-out error estimator and jackknife resampling method.
result Provides rapid diagnostics to assess quality of randomized matrix computations.

Random forests reduce bias and variance, especially in low SNR settings.

problem Reducing bias and variance in machine learning models, particularly in low SNR scenarios.
method Empirical study of random forests and bagging ensembles, focusing on the importance of mtrymtry tuning.
result Random forests reduce both bias and variance, outperforming bagging ensembles in high SNR settings.

Study finds no significant difference in neural network weights with quantum random numbers.

problem Effects of biased quantum random numbers on neural network initialization.
method Empirical study using quantum hardware and classical pseudo-random numbers.
result No statistically significant difference found between quantum random numbers and other types.

New method optimizes hyperparameters for randomized algorithms like random feature regression.

problem Optimizing hyperparameters in randomized algorithms is challenging due to their stochastic nature.
method Introduced a random objective function and used ensemble Kalman inversion (EKI) for gradient-free optimization.
result Demonstrated successful optimization of hyperparameters in various randomized algorithms.

In this work we study the degree distribution, the maximum vertex and edge flow in non-uniform random Delaunay triangulations when geodesic routing is used. We also investigate the vertex and edge flow in Erdös-Renyi random graphs, geometric random graphs, expanders and random kk-regular graphs. Moreover we show that …

2012-03-22abs ↗pdf ↗

Ensembles of randomized decision trees, usually referred to as random forests, are widely used for classification and regression tasks in machine learning and statistics. Random forests achieve competitive predictive performance and are computationally efficient to train and test, making them excellent candidates for r…

2014-06-10abs ↗pdf ↗

The study finds effective lower bounds for spectra of random surfaces and bundles.

problem Determining the spectrum of Laplacian on random surfaces and bundles.
method Analysis of random covering surfaces and unitary bundles over finite-area non-compact hyperbolic surfaces.
result With high probability, the spectrum of random surfaces and bundles has no eigenvalues below a certain threshold.

We consider a random link, which is defined as the closure of a braid obtained from a random walk on the braid group. For such a random link, the expected value for the number of components was calculated by Jiming Ma. In this paper, we determine the most expected number of components for a random link, and further, co…

2015-07-11abs ↗pdf ↗

Random permutations can offer faster convergence than with-replacement sampling for some functions.

problem Understanding when and how random permutations outperform with-replacement sampling in SGD convergence.
method Analyzing convergence rates for different function classes (1D strongly convex, general strongly convex, quadratic strongly convex).
result The optimal convergence gap between random and permutation-based SGD varies from exponential to nonexistent, depending on the function class.

LightOn OPUs accelerate randomized numerical linear algebra, reducing computational costs.

problem Computational bottleneck in randomization step for large-scale linear algebra.
method Near constant-time linear random projections from LightOn OPUs.
result Significant acceleration of RandNLA algorithms with negligible precision loss.

A random Heegaard splitting is a 3-manifold obtained by using a random walk of length n on the mapping class group as the gluing map between two handlebodies. We show that the joint distribution of random walks of length n and their inverses is asymptotically independent, and converges to the product of the harmonic an…

2008-09-29abs ↗pdf ↗

Study on random matrices in deep neural networks using Gaussian data.

problem Distribution of singular values in product of random matrices in deep learning.
method Free probability theory combined with standard techniques of random matrix theory.
result Justification for applying free probability theory to non-independent random data matrices.

Free Random Projection enhances reinforcement learning by naturally incorporating hierarchical structure.

problem Improving reinforcement learning algorithms for better generalization and adaptability.
method Introduces Free Random Projection, a method that uses free probability theory to create random orthogonal matrices encoding hierarchical structure.
result Empirically shows consistent improvement in generalization over standard methods on multi-environment benchmarks.

Software estimates inequality in random systems with changing communities.

problem Measuring inequality in systems with dynamic interactions and random attributes.
method Piecewise homogeneous Markov chain for changing points, copula function for multivariate distribution, Monte Carlo algorithm for entropy estimation.
result Estimates Random Theil's Entropy to measure inequality in random systems.

Study on random matrices in deep neural networks with IID entries.

problem Distribution of singular values in product of random matrices for deep neural networks.
method Random matrix theory with a streamlined approach for non-Gaussian data.
result Generalization of macroscopic universality property to non-Gaussian data.

We show that, if HH is a random subgroup of a finitely generated free group FkF_k, only inner automorphisms of FkF_k may leave HH invariant. A similar result holds for random subgroups of toral relatively hyperbolic groups, more generally of groups which are hyperbolic relative to slender subgroups. These results fol…

2019-06-23abs ↗pdf ↗

A new approach models exploration in continuous-time RL using random measures.

problem Modeling exploration in continuous-time reinforcement learning.
method Random measure approach to control execution in continuous-time RL.
result Grid-sampling limit SDE can replace existing models for theoretical analysis and learning algorithms.