Research
On-device research index

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.

169,051 papers · 148 categories

Trend · papers per month

8.4%16.9%25.3%33.8% · May 202619922001200920172026
48 results for density matrix estimation

Spectral density matrix estimation of multivariate time series is a classical problem in time series and signal processing. In modern neuroscience, spectral density based metrics are commonly used for analyzing functional connectivity among brain regions. In this paper, we develop a non-asymptotic theory for regularize…

2018-12-03abs ↗pdf ↗

New method improves sampling from high-dimensional target densities.

problem Sampling from high-dimensional target densities using Monte Carlo algorithms.
method Extends Metropolis-Adjusted Langevin Diffusion algorithm with random precondition matrix modeling.
result Significantly improves performance and computational efficiency over standard MCMC methods.

Incorporates matrix exponential into generative flows for improved performance.

problem Improving generative flow models for better density estimation.
method Integrates matrix exponential into generative flows, proposing new layers and modifying network architecture.
result The proposed model achieves great performance on density estimation.

Proposes a new method for kernel density estimation using stagewise minimization and a simple dictionary.

problem Kernel density estimation with data-adaptive weighting parameters and sparse representation.
method Stagewise minimization algorithm based on UU-divergence and a simple dictionary.
result Develops non-asymptotic error bound for the proposed estimator.

New methods combine matrix elements and machine learning for more accurate LHC measurements.

problem High-dimensional data and complex detector response make likelihood function estimation difficult.
method Review and application of traditional histogram, Matrix Element Method, Optimal Observables, and neural density estimation techniques. Use of MadMiner for automation.
result New techniques have the potential to substantially improve LHC measurement sensitivity.

Interactive privacy mechanisms improve spectral density estimation under local differential privacy.

problem Estimating spectral density of Gaussian time series with local differential privacy constraints.
method Two-stage process: Laplace mechanism followed by privatized sample analysis.
result Interactive mechanisms achieve faster rates for spectral density estimation.

This work explores efficient reinforcement learning with density features in low-rank MDPs.

problem Efficient reinforcement learning with density features in low-rank MDPs.
method Proposes algorithms for off-policy estimation and online construction of exploratory data distributions.
result Demonstrates sample-efficient learning with density features in low-rank MDPs, overcoming technical challenges.

Density matrices are positively semi-definite Hermitian matrices with unit trace that describe the states of quantum systems. Many quantum systems of physical interest can be represented as high-dimensional low rank density matrices. A popular problem in {\it quantum state tomography} (QST) is to estimate the unknown l…

2016-10-16abs ↗pdf ↗

A new machine learning model uses score matching to estimate probability densities efficiently.

problem Estimating probability density functions is challenging.
method Introduced a product Jacobi-Theta Boltzmann machine (pJTBM) and used score matching for efficient fitting.
result The pJTBM can fit probability densities more efficiently than the RTBM using score matching.

New estimator stabilizes higher-order influence functions for stable statistical inference.

problem Numerical instability in estimating inverse population Gram matrix.
method Proposes a new stabilized higher-order estimator without sample splitting.
result Stabilized estimator exhibits more stable performance and similar statistical guarantees.

Let Sm{\mathcal S}_m be the set of all m×mm\times m density matrices (Hermitian positively semi-definite matrices of unit trace). Consider a problem of estimation of an unknown density matrix ρSmρ\in {\mathcal S}_m based on outcomes of nn measurements of observables X1,,XnHmX_1,\dots, X_n\in {\mathbb H}_m (Hm{\mathbb H}_m bei…

2016-04-15abs ↗pdf ↗

Following Hartigan, a cluster is defined as a connected component of the t-level set of the underlying density, i.e., the set of points for which the density is greater than t. A clustering algorithm which combines a density estimate with spectral clustering techniques is proposed. Our algorithm is composed of two step…

2010-02-11abs ↗pdf ↗

Paper proposes a new approach to optimal transport for vector and matrix densities.

problem Optimal transport for vector and matrix densities with positivity and action transitivity constraints.
method Gauge-theoretic approach using semi-direct product groups of diffeomorphisms and gauge transformations.
result Bures-type metrics on semi-direct product groups relate to Wasserstein-type metrics on vector and matrix densities via Riemannian submersions.

The ratio of two probability densities can be used for solving various machine learning tasks such as covariate shift adaptation (importance sampling), outlier detection (likelihood-ratio test), and feature selection (mutual information). Recently, several methods of directly estimating the density ratio have been deve…

2009-12-15abs ↗pdf ↗

New estimator stabilizes higher-order influence functions for bilinear forms.

problem Stability issues in estimating bilinear forms using higher-order influence functions.
method Proposes a new stabilized higher-order estimator for a class of bilinear forms without sample splitting.
result New estimator exhibits more stable finite-sample performance compared to the empirical higher-order estimator.

Many important problems are characterized by the eigenvalues of a large matrix. For example, the difficulty of many optimization problems, such as those arising from the fitting of large models in statistics and machine learning, can be investigated via the spectrum of the Hessian of the empirical loss function. Networ…

2018-02-09abs ↗pdf ↗

Proposes a new tensor grid method for image completion.

problem Image completion from missing data.
method Low-rank tensor grid with two-stage density matrix renormalization group initialization and alternating least squares factorization.
result The proposed tensor grid method outperforms existing methods in image recovery accuracy.

Kernel Density Estimation is a very popular technique of approximating a density function from samples. The accuracy is generally well-understood and depends, roughly speaking, on the kernel decay and local smoothness of the true density. However concrete statements in the literature are often invoked in very specific …

2019-01-02abs ↗pdf ↗

Estimating dimension from sparse random geometric graphs.

problem Estimating the dimension of the underlying space from a random geometric graph.
method An estimator of dimension is derived using the adjacency matrix of the graph, under specific conditions on the density and threshold.
result An estimator converges to the true dimension with high probability under certain conditions.

This work tackles sequential data learning challenges by improving neural network robustness to non-iid distribution shifts.

problem Sequential data learning challenges, particularly non-iid distribution shifts across batches.
method Cramér-Rao-based regularization using Fisher Information Matrix to adapt to sequential covariate shifts.
result Achieves 19% accuracy improvement over state-of-the-art methods.

GAME improves matrix completion by considering subgroup-specific latent structures.

problem Heterogeneous data with overlapping categories, smoothing away subgroup-specific variation.
method Group-Aware Matrix Estimation (GAME) with overlapping nuclear-norm penalties.
result GAME outperforms global low-rank estimators in structured missingness regimes.

This paper improves bandwidth selectors for SPBNs to enhance their performance.

problem Suboptimal density estimation and reduced predictive performance in SPBNs due to normal rule bandwidth selection.
method Theoretical framework for state-of-the-art bandwidth selectors (cross-validation and plug-in methods) are established and evaluated.
result Cross-validation selectors outperform the normal rule, especially in high sample size scenarios.

Graph diffusion processes approximate manifold heat semigroups using graph transition matrices.

problem Approximating manifold heat semigroups from graph data under low regularity conditions.
method Iterating graph transition matrix PP to approximate Qt=etΔQ_t = e^{tΔ}, bounding error in \infty-norm.
result Convergence rates O(N2/(d+6))O(N^{-2/(d+6)}) for manifold heat semigroup approximation, valid for in-sample and out-of-sample.

Kernel density matrices simplify probabilistic deep learning.

problem Representing joint probability distributions of continuous and discrete variables.
method Extending density matrices to a reproducing kernel Hilbert space.
result Versatile representation for marginal and joint probability distributions.

FSPA bypasses eigenvalue estimation for quantum PCA, achieving optimal complexity and robustness.

problem Quantum PCA eigenvalue estimation is computationally expensive and prone to errors.
method Filtered Spectral Projection Algorithm (FSPA) that projects onto the dominant spectral subspace directly.
result FSPA achieves optimal complexity and robustness, outperforming classical methods.

Robustly infers manifold density and geometry under high-dimensional noise.

problem Inaccurate kernel density estimation under high-dimensional noise.
method Doubly stochastic normalization of Gaussian kernel.
result Robust tools for density estimation, noise magnitude estimation, and distance approximation.

HyperVAE encodes distributions of distributions using variational inference.

problem Modeling distributions of distributions efficiently and preserving information.
method Variational inference with Gaussian mixture models and matrix-network decoders.
result HyperVAE encodes parameters of a VAE in a low-dimensional Gaussian distribution, preserving more information.