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.
New bounds on generalization error using information density moments.
problem Bounding the generalization error of randomized learning algorithms.
method Derives bounds on average and tail probabilities of generalization error using mth central moments of the information density.
result Explicit bounds on generalization error are derived, showing better dependence on confidence level with higher-order information density moments.
We give a lower and an upper bound for the conformal dimension of the boundaries of certain small cancellation groups. We apply these bounds to the few relator and density models for random groups. This gives generic bounds of the following form, where l is the relator length, going to infinity. (a) $1 + 1/C < \Cdim(…
We find that cusp densities of hyperbolic knots in the 3-sphere are dense in [0,0.6826...] and those of links are dense in [0,0.853...]. We define a new invariant associated with cusp volume, the cusp crossing density, as the ratio between the cusp volume and the crossing number of a link, and show that cusp crossing d…
TAKDE optimizes kernel density estimation for real-time dynamic processes.
problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.
We construct geodesics in the Wasserstein space of probability measure along which all the measures have an upper bound on their density that is determined by the densities of the endpoints of the geodesic. Using these geodesics we show that a local Poincaré inequality and the measure contraction property follow from t…
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…
The volume density of a hyperbolic link is defined as the ratio of hyperbolic volume to crossing number. We study its properties and a closely-related invariant called the determinant density. It is known that the sets of volume densities and determinant densities of links are dense in the interval [0,v_{oct}]. We cons…
The density matrices are positively semi-definite Hermitian matrices of unit trace that describe the state of a quantum system. The goal of the paper is to develop minimax lower bounds on error rates of estimation of low rank density matrices in trace regression models used in quantum state tomography (in particular, i…
We examine the vertical component of surface area in the warped product of a Euclidean interval and a fiber manifold with product density. We determine general conditions under which vertical fibers minimize vertical surface area among regions bounding the same volume and use these results to conclude that in many such…
We study the construction of coresets for kernel density estimates. That is we show how to approximate the kernel density estimate described by a large point set with another kernel density estimate with a much smaller point set. For characteristic kernels (including Gaussian and Laplace kernels), our approximation pre…
We introduce a novel conditional density estimation model termed the conditional density operator (CDO). It naturally captures multivariate, multimodal output densities and shows performance that is competitive with recent neural conditional density models and Gaussian processes. The proposed model is based on a novel …
We prove that the density of a topologically nontrivial, area-minimizing hypercone with an isolated singularity must be greater than the square root of 2. The Simons' cones show that this is the best possible constant. If one of the components of the complement of the cone has nontrivial kth homotopy group, we prove a …
For an ancient solution of the mean curvature flow, we show that each time slice M_t is contained in an affine subspace with dimension bounded in terms of the density and the dimension of the evolving submanifold. Recall that an ancient solution is a family M_t that evolves under mean curvature flow for all negative ti…
We consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that is essentially an average of the past examples. After receiving an example the algorithm incurs a loss which is the negative log-likelihood…
In this note we show that in metric measure spaces satisfying the reduced curvature-dimension condition CD*(K,N) we always have geodesics in the Wasserstein space of probability measures that satisfy the critical convexity inequality of CD*(K,N) also for intermediate times and in addition the measures along these geode…