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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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78156233311 · Jun 202019922001200920172026
48 results for density weighting

Optimizes sliding window approach for tracking Gaussian densities.

problem Improving tracking performance of Gaussian density estimation.
method Theoretical analysis of sliding window Gaussian Kernel Density Estimators.
result Empirical evidence shows improved tracking performance with optimal weight sequence.

We consider the aff(n1)\mathfrak{aff}(n|1)-module structure on the spaces of differential bilinear operators acting on the superspaces of weighted densities. We classify aff(n1)\mathfrak{aff}(n|1)-invariant binary differential operators acting on the spaces of weighted densities. This result allows us to compute the first $\math…

2018-02-03abs ↗pdf ↗

Study shows robust method for estimating density ratios even with heavy contamination.

problem Estimating density ratios in the presence of heavy contamination.
method Weighted density ratio estimation (DRE) with doubly strong robustness.
result Weighted DRE achieves sparse consistency under heavy contamination.

Hyperplanes, hyperspheres and hypercylinders in Rn\Bbb R^n with suitable densities are proved to be weighted minimizing by a calibration argument. Also calibration method is used to prove a weighted minimal hypersurface is weighted area-minimizing locally.

2010-04-06abs ↗pdf ↗

Optimizes kernel density ratios for better predictions and information measures.

problem Improving accuracy of kernel density estimates for density ratios.
method Derives an optimal weight function using calculus of variations.
result Reduces bias in kernel density estimates, leading to improved prediction posteriors and information-theoretic measures.

Paper tackles unbounded density ratio estimation for covariate shift adaptation.

problem Understudied challenge in statistical learning: unbounded density ratios.
method Three-step estimation method: relative density ratio, truncation, and transformation.
result Established rigorous convergence guarantees for density ratio and regression estimators.

Paper proposes a new method for estimating conditional densities using logistic regressions.

problem Estimating conditional densities for complex distributions.
method Parametric conditional density estimation via weighted logistic regressions.
result Maximum likelihood estimates can be obtained efficiently via a block-wise alternating maximization scheme and local case-control sampling.

We prove existence and uniqueness of weighted ambient metric for manifolds with density.

problem Existence and uniqueness of weighted ambient metric for manifolds with density.
method Proving existence and uniqueness of weighted ambient metric for manifolds with density.
result Existence and uniqueness of weighted ambient metric for manifolds with density.

Over the (1,n)(1,n)-dimensional real superspace, n>1n>1, we classify K(n)\mathcal{K}(n)-invariant binary differential operators acting on the superspaces of weighted densities, where K(n)\mathcal{K}(n) is the Lie superalgebra of contact vector fields. This result allows us to compute the first differential cohomology of %the L…

2009-12-27abs ↗pdf ↗

Paper proposes approximate Stein classes for efficient truncated density estimation.

problem Difficulties in estimating truncated density models due to intractable normalising constants and boundary conditions.
method Adapts score matching to solve the problem, introduces approximate Stein classes and a novel discrepancy measure, TKSD.
result TKSD does not require a fixed weighting function and can be evaluated using only boundary samples, leading to improved accuracy.

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.

Proposes a robust method for predicting missing outcomes in covariate shift adaptation.

problem Predicting missing outcomes in test data with covariate shift.
method Doubly robust estimator for covariate shift adaptation via importance weighting, incorporating an additional estimator for the regression function.
result Shows robustness against density-ratio estimation errors, maintaining consistency if either estimator is consistent.

Spectral algorithms improve under covariate shift with novel weighted techniques.

problem Improving spectral algorithms' performance under covariate shift.
method Analysis of spectral algorithms in non-parametric regression over RKHS, proposing a weighted spectral algorithm with clipped weights.
result Normalized weighted spectral algorithm achieves optimal capacity-independent convergence rates, and clipped weights can approach optimal capacity-dependent rates.

Diffusion models adapt to low-dimensional structures for nonparametric density estimation.

problem High-dimensional statistical inference challenges.
method Viewing diffusion models as implicit density estimators and exploiting their low-dimensional structure.
result Achieves minimax optimal rate for total variation distance with factorizable density.

New geometric analysis of PWSPDs balances density and geometry in high-dimensional data.

problem Balancing density and geometry in high-dimensional data.
method Power-weighted shortest-path distances (PWSPDs) and their geometric and computational analyses.
result High probability guarantees on the equivalence of PWSPDs on complete and nearest neighbor graphs.

A new method detects small holes in noisy data.

problem Detecting small holes in high-density regions from noise.
method Robust Density-Aware Distance (RDAD) filtration, incorporating distance-to-measure concept.
result The RDAD filtration prolongs the persistences of small holes, making them distinguishable from noise.

The paper proves new inequalities in hyperbolic space using Euclidean methods.

problem Proving weighted isoperimetric inequalities in hyperbolic space.
method Using isoperimetric inequality with log-convex density in Euclidean space.
result Removed horo-convex assumption and proved new inequalities for star-shaped domains.

Generative model prices basket options efficiently.

problem Real-time pricing of basket options with varying market inputs.
method Truncated path signatures and Mixture Density Networks (MDN) for learning the terminal density.
result The model produces small pricing errors and matches Monte Carlo simulations closely.

Density estimation is a versatile technique underlying many data mining tasks and techniques,ranging from exploration and presentation of static data, to probabilistic classification, or identifying changes or irregularities in streaming data. With the pervasiveness of embedded systems and digitisation, this latter typ…

2019-06-03abs ↗pdf ↗

Study online monotone density estimation with expert aggregation and log-optimal calibration.

problem Online monotone density estimation and log-optimal calibration.
method Proposed two online estimators: Grenander estimator and expert aggregation estimator.
result Online estimators achieve O(n1/3)O(n^{1/3}) cumulative log-likelihood gap and nlogn\sqrt{n\log{n}} pathwise regret bound.

We consider odd Laplace operators acting on densities of various weight on an odd Poisson (= Schouten) manifold MM. We prove that the case of densities of weight 1/2 (half-densities) is distinguished by the existence of a unique odd Laplace operator depending only on a point of an ``orbit space'' of volume forms. This…

2002-05-18abs ↗pdf ↗

We prove the existence and the uniqueness of a conformally equivariant symbol calculus and quantization on any conformally flat pseudo-Riemannian manifold $(M,\rg)$. In other words, we establish a canonical isomorphism between the spaces of polynomials on TMT^*M and of differential operators on tensor densities over $M…

1999-02-04abs ↗pdf ↗

Let ΔΔ be a linear differential operator acting on the space of densities of a given weight $\lo$ on a manifold MM. One can consider a pencil of operators $\hPi(Δ)=\{Δ_ł\}$ passing through the operator ΔΔ such that any ΔłΔ_ł is a linear differential operator acting on densities of weight łł. This pencil can be iden…

2013-01-28abs ↗pdf ↗

We propose a natural definition of the weighted σkσ_k-curvature for a manifold with density; i.e.\ a triple (Mn,g,eφdvol)(M^n,g,e^{-φ}\mathrm{dvol}). This definition is intended to capture the key properties of the σkσ_k-curvatures in conformal geometry with the role of pointwise conformal changes of the metric replaced by pointw…

2014-09-15abs ↗pdf ↗