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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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96192287383 · May 202619922001200920172026
48 results for dimension-free bounds

New method bounds high-dimensional regression without estimating design covariance.

problem High-dimensional linear regression with random design.
method Error-in-operator approach that incorporates design covariance into empirical risk minimization.
result Dimension-free bounds on excess prediction risk derived.

On a closed weighted Riemannian manifold with nonnegative Bakry-Émery Ricci curvature, it is shown that the ratio of the kk-th to first eigenvalues of the weighted Laplacian is dominated by 641k2641k^2, using an argument via the Cheeger constant. While improving the previous exponential upper bound, the order of kk here…

2014-05-09abs ↗pdf ↗

Unified bounds for iterative algorithms with Gaussian data matrices.

problem Establishing non-asymptotic bounds for iterative algorithms with Gaussian data.
method Explicit coupling between iterates and Gaussian process with deterministic covariance.
result Tight, dimension-free bounds for generalized first-order methods.

By using an explicit Bellman function, we prove a bilinear embedding theorem for the Laplacian associated with a weighted Riemannian manifold (M,μφ)(M,μ_φ) having the Bakry-Emery curvature bounded from below. The embedding, acting on the cartesian product of Lp(M,μφ)L^p(M,μ_φ) and Lq(TM,μφ)L^q(T^*M,μ_φ), 1/p+1/q=11/p+1/q=1, involves estimates…

2011-05-31abs ↗pdf ↗

The paper provides generalization bounds for metric learning using neural network embeddings.

problem Generalization guarantees for metric learning with neural network embeddings.
method Uniform generalization bounds for two regimes: sparse and bounded amplification.
result Dimension-free generalization bounds can be achieved even without sparsity in solutions.

New bounds for high-dimensional sparse linear bandits, balancing information and regret.

problem Stochastic linear bandits with high-dimensional sparse features.
method Derivation of minimax regret lower and upper bounds for explore-then-commit algorithm.
result Optimal rate of Θ(n2/3)Θ(n^{2/3}) for data-poor regime, complemented by O(n)O(\sqrt{n}) under signal magnitude assumption.

We improve bounds for stochastic processes, especially those with heavy tails.

problem Bounding the concentration of sub-ψψ processes with heavy tails.
method Variational approach to concentration, focusing on sub-Gaussian and other tail conditions.
result First dimension-free self-normalized empirical Bernstein inequality.

Unified framework for convergence of discrete diffusion models without state space size dependence.

problem Fundamental limitations in existing convergence theory for discrete diffusion models, especially under singular priors and large vocabularies.
method Unified adjoint-equation-based framework that establishes dimension-free convergence guarantees in any integral probability metric (IPM).
result First dimension-free convergence bounds applicable to both masked and uniform priors, free of state space size SS.

Optimal sampling bounds for various classification losses under different regularization terms.

problem Achieving optimal sampling complexity for classification losses under different regularization terms.
method Proved optimal sampling bounds for a broad class of Lipschitz continuous classification loss functions under various regularization terms.
result Proved k2/ε2k^2/\varepsilon^2 upper and lower bounds for 2/k\|\cdot\|_2/k regularization, and k/ε2k/\varepsilon^2 upper and lower bounds for 1/k\|\cdot\|_1/k regularization.

Graphs with nonnegative Bakry-Émery curvature have volume doubling and Poincaré inequalities.

problem Proving properties of graphs with specific curvature conditions.
method Graph-theoretic modified nonlinear heat-flow method, including point-mass consequences and diffusive exit-time control.
result Volume doubling and Poincaré inequalities for graphs with nonnegative Bakry-Émery curvature.

The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task. Predictive sparse coding algorithms recently have demonstrated impressive perform…

2012-02-18abs ↗pdf ↗

We derive exponential tail inequalities for sums of random matrices with no dependence on the explicit matrix dimensions. These are similar to the matrix versions of the Chernoff bound and Bernstein inequality except with the explicit matrix dimensions replaced by a trace quantity that can be small even when the dimens…

2011-04-09abs ↗pdf ↗

Improved diffusion models for generative tasks without dimensionality constraints.

problem Sample complexity bounds for learning score functions in diffusion models.
method Dimension-free sample complexity bounds, martingale-based error decomposition, variance reduction technique (Bootstrapped Score Matching).
result Achieved a double exponential improvement in sample complexity over prior results.

This work analyzes Gibbs samplers for Bayesian hierarchical models without dimensionality constraints.

problem Analyzing convergence properties of Gibbs samplers for Bayesian hierarchical models.
method Using Bayesian asymptotics and total variation mixing times, the study provides dimension-free convergence results.
result Dimension-free convergence results for Gibbs samplers targeting hierarchical models under random data-generating assumptions.

Study shows high-dimensional sparse RL hardness and Lasso Q-iteration's nearly dimension-free regret.

problem Hardness of online sparse reinforcement learning in high-dimensional MDPs.
method Lower bound construction and Lasso fitted Q-iteration analysis.
result Lasso Q-iteration achieves nearly dimension-free regret of O~(s2/3N2/3)\tilde{O}(s^{2/3}N^{2/3}) with oracle access to a good exploratory policy.

New algorithms achieve decision calibration without sample complexity dependent on feature dimension.

problem Achieving decision calibration for nonlinear loss functions with polynomial sample complexity.
method Developed smooth relaxation of decision calibration, enabling dimension-free algorithms.
result Efficient algorithms post-process predictors to satisfy decision calibration without worsening accuracy.

This paper analyzes neural network classifiers' performance in binary classification.

problem Performance of neural network classifiers in binary classification problems.
method Plug-in classifiers based on neural networks, considering a more general function class and surrogate loss.
result Dimension-free, uniform rate of convergence for the excess risk of neural networks, showing minimax optimality.

Algorithm achieves optimal pricing with minimal exploration for dynamic markets.

problem Optimal pricing in dynamic markets with contextual information.
method Localized exploration-then-commit (LetC) algorithm with pure exploration, refinement, and exploitation stages.
result Achieves minimax optimal, dimension-free regret bound.

New rates for GLD and SGLD in infinite-dimensional spaces without dimensionality issues.

problem Gradient Langevin dynamics and SGLD convergence rates in high-dimensional spaces.
method Analysis of GLD and SGLD in infinite-dimensional Hilbert spaces, using stochastic differential equations and Markov chains.
result Derivation of dimension-free convergence rates for GLD and SGLD.

The paper derives Harnack inequalities for evolving Riemannian manifolds without dimensionality restrictions.

problem Deriving Harnack inequalities for geometric flows with evolving metrics.
method Probabilistic representation of conjugate semigroups and supercontractivity.
result Established dimension-free Harnack inequalities for geometric flows.

Let (X,d,μ)(X,d,μ) be a RCD(K,N)RCD^\ast(K, N) space with KRK\in \mathbb{R} and N[1,]N\in [1,\infty]. For N[1,)N\in [1,\infty), we derive the upper and lower bounds of the heat kernel on (X,d,μ)(X,d,μ) by applying the parabolic Harnack inequality and the comparison principle, and then sharp bounds for its gradient, which are also sharp in t…

2014-07-20abs ↗pdf ↗

We develop time-uniform confidence spheres for estimating means of random vectors.

problem Sequential mean estimation in high-dimensional spaces.
method Derive time-uniform confidence sphere sequences (CSSs) for various types of random vectors.
result Optimal CSSs for log-concave, sub-Gaussian, and sub-ψψ random vectors.

Paper develops probabilistic bounds for a stochastic gradient algorithm in non-convex problems.

problem Stochastic optimization in non-convex finite sum problems.
method Develops a new dimension-free Azuma-Hoeffding type bound for a martingale difference sequence.
result Empirical results show superior probabilistic performance of Prob-SARAH compared to other algorithms.

New bounds for neural networks without loss boundedness assumption.

problem Generalization error bounds for two-layer neural networks.
method Wasserstein distance estimates and moment bounds for stochastic gradient method.
result Dimension-free rate of order O(n1/2)O(n^{-1/2}) for independent test data.

Sharp bounds on uniform generalization errors in binary linear classification.

problem Understanding the uniform generalization errors in binary linear classification.
method Isoperimetric arguments, Poincaré and log-Sobolev inequalities for joint distributions.
result Sharp concentration bounds on uniform generalization errors, almost sure convergence in broad settings.

New bounds for adaptive control in high dimensions without fixed state space.

problem Adaptive control of linear systems in high or infinite dimensions.
method Novel perturbation bound for certainty equivalence, scaling with prediction error.
result First regret bounds for LQR in infinite dimensional systems, independent of ambient dimension.

Novel approach to OT using kernel mean embeddings controls overfitting and achieves dimension-free sample complexity.

problem Consistently estimate optimal transport plan from samples.
method Pose OT as learning kernel mean embedding, employ MMD regularization.
result ε-optimal recovery of transport plan and map with dimension-free sample complexity.

Low-precision streaming PCA estimates the leading eigenvector with limited precision.

problem Estimating the leading eigenvector in a streaming setting with limited precision.
method Oja's algorithm with linear and nonlinear stochastic quantization.
result A batched version of the quantized variants achieves the lower bound on quantization error up to logarithmic factors.

Sharp inequality in spaces with non-negative Ricci curvature.

problem Proving a sharp isoperimetric inequality in metric measure spaces.
method Using volume entropy in non-compact metric measure spaces with non-negative synthetic Ricci curvature.
result Proved a sharp dimension-free isoperimetric inequality.

This work develops sampling methods for differential privacy using SHK geometry.

problem Approximating sampling for the exponential mechanism in differential privacy.
method Develops perturbation theory for SHK gradient flows and applies to differential privacy.
result Derives time-dependent Pure-DP guarantees and Approximate-DP certificates.

Information concentration of probability measures have important implications in learning theory. Recently, it is discovered that the information content of a log-concave distribution concentrates around their differential entropy, albeit with an unpleasant dependence on the ambient dimension. In this work, we prove th…

2018-02-26abs ↗pdf ↗

The study assesses ML model robustness under worst-case subpopulations.

problem ML model performance degradation under non-training population.
method Two-stage estimation procedure for evaluating worst-case robustness over subpopulations.
result The method certifies model robustness and prevents unreliable deployments.

New algorithm reduces complexity in multi-agent reinforcement learning.

problem High computational complexity in exact computations for multi-agent reinforcement learning.
method Design of a scalable algorithm based on Natural Policy Gradient, using local information and limited communication.
result Converges to globally optimal policy with dimension-free complexity and localization error.