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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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54109163217 · May 202619922001200920172026
48 results for discrete covariates

Study nonparametric covariance function estimation for noisy data.

problem Estimating covariance function from discrete noisy data in high dimensions.
method Adaptive learning-based estimators, including deep learning.
result Established oracle inequality and convergence rates for deep learning estimators.

Safety filter for unknown discrete-time systems with learned models and noise covariance.

problem Ensuring safety for unknown discrete-time linear systems with Gaussian noise.
method Develops a learning-based safety filter using empirical model and noise covariance, optimizing control actions to stay within safety constraints.
result Minimally modifies nominal control actions to ensure safety with high probability, tightening constraints as more data is collected.

Develops combinatorial theory of vector bundles on simplicial complexes.

problem Creating a discrete theory for vector bundles and connections on simplicial complexes.
method Introduces discrete exterior covariant derivative and applies it to various geometric objects.
result Flat discrete connections yield a cochain complex computing twisted de Rham cohomology.

This paper presents a geometric-variational approach to continuous and discrete mechanics and field theories. Using multisymplectic geometry, we show that the existence of the fundamental geometric structures as well as their preservation along solutions can be obtained directly from the variational principle. In parti…

1998-07-15abs ↗pdf ↗

Study clarifies variance of stratification estimators for causal effects.

problem Estimating average causal effects with discrete covariates.
method Combines insights from potential outcomes, causal diagrams, and structural models.
result Derives expressions for the variance of stratification estimators.

We consider a numerical approach for the incompressible surface Navier-Stokes equation. The approach is based on the covariant form and uses discrete exterior calculus (DEC) in space and a semi-implicit discretization in time. The discretization is described in detail and related to finite difference schemes on stagger…

2016-11-14abs ↗pdf ↗

Lyons and Sullivan have shown how to discretize harmonic functions on a Riemannian manifold MM whose Brownian motion satisfies a certain recurrence property called \ast-recurrence. We study analogues of this discretization for tensor fields which are harmonic in the sense of the covariant Laplacian. We show that, un…

2016-03-28abs ↗pdf ↗

Paper tackles functional linear regression using spectral algorithms with discrete observations.

problem Functional linear regression problem with discretely observed data.
method Combines distributed spectral algorithms with Sobolev kernels for regularization.
result Derives matching upper and lower bounds for convergence in Sobolev norm.

A common approach to analyze a covariate-sample count matrix, an element of which represents how many times a covariate appears in a sample, is to factorize it under the Poisson likelihood. We show its limitation in capturing the tendency for a covariate present in a sample to both repeat itself and excite related ones…

2016-04-25abs ↗pdf ↗

Kernel ridge regression for causal inference with missing data.

problem Estimating treatment effects with missing data in selected samples.
method Kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects.
result Uniform consistency and finite sample rates for continuous treatment, root-n consistency for discrete treatment.

Structured credal learning separates covariate shift and label disagreement.

problem Uncertainty in real-world learning tasks due to covariate shift and noisy labels.
method Introduces a structured credal learning framework that explicitly separates these sources.
result Geometric bounds and decomposition reveal how covariate shifts affect label disagreement contributions.

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.

The study examines numerical aspects of Karhunen-Loève expansions for stochastic processes.

problem Constructing Karhunen-Loève expansions for second-order stochastic processes.
method Spectral decomposition of covariance operator via Fredholm integral equation, discretization, singular value decomposition of weight-scaled sample matrix.
result Consistent solutions for model-based and data-driven KLE construction, characterized by convergence of SVD-based eigenvalue estimates and KL coefficients distributions.

A new discrete calculus for bundle-valued forms is proposed and validated.

problem Discretization of exterior calculus for bundle-valued forms.
method Discretization of Cartan's exterior calculus for differential forms with values in vector bundles.
result The proposed discrete operator mimics the continuous exterior covariant derivative and ensures numerical convergence.

New method for estimating spatial associations with discrete data, even under model misspecification.

problem Estimating associations between covariates and discrete responses with spatial variability and nonrandom sampling.
method Proposes a novel approach to handle spatially varying noise, provides a proof of consistency, and uses a delta method argument.
result Empirically shows reliable confidence intervals compared to standard methods, even with model misspecification.

We introduce (binary) Darboux transformation for general differential equation of the second order in two independent variables. We present a discrete version of the transformation for a 6-point difference scheme. The scheme is appropriate to solving a hyperbolic type initial-boundary value problem. We discuss several …

2006-06-08abs ↗pdf ↗

New study on guidance in masked diffusion models, showing how it shapes sampling dynamics.

problem Understanding how guidance influences the sampling behavior of masked diffusion models.
method Derived explicit solution to guided reverse dynamics, analyzing effects in 1D and 2D.
result Guidance amplifies class-specific regions and suppresses shared regions, affecting covariance structures.

Paper analyzes Langevin dynamics for multimodal Gaussian mixtures, controlling errors across dimensions.

problem Challenges in obtaining stable diffusion-based samplers in high- and infinite-dimensional settings.
method Study of preconditioned Annealed Langevin Dynamics (ALD) for Gaussian mixtures, focusing on Euler-Maruyama (EM) and exponential-integrator schemes.
result Proves dimension-uniform KL bounds for the exponential-integrator scheme, allowing arbitrarily small divergence with dimension.

Paper estimates Hurst parameter from implied volatilities.

problem Estimating Hurst parameter from implied volatilities.
method Uses covariance between asset return and realized volatility, and applies limit theorems for stochastic volatility models.
result Direct relation between covariance and slope of at-the-money implied volatility established.

High-dimensional inference for sparse spectral precision matrices

problem Inference on the spectral precision matrix at a fixed frequency
method Full likelihood-based inference using neighboring discrete Fourier transforms
result Simultaneous control of regularization, finite-sample truncation, and smoothing biases

Unified method for inference on partially identified causal effects using covariates.

problem Partial identification of causal effects due to unobserved joint potential outcomes.
method Model-agnostic approach using duality theory for optimal transport problems.
result Uniformly valid inference for a wide class of estimands, even with inaccurate nuisance parameter estimates.

A new LDA model with covariates for mixed-membership clusters.

problem Modeling mixed-membership clusters in discrete data with covariates.
method Negative binomial regression embedded within LDA, slice sampling within Gibbs sampling.
result Model successfully retrieves true parameter values and predicts cluster abundances using covariates.

The paper develops approximations for Pearson's chi-square statistic and applies them to confidence intervals.

problem Finding confidence intervals for strictly convex functions of discrete distribution weights.
method Non-asymptotic local normal approximation for multinomial probabilities, deriving bounds and coupling inequalities.
result Developed methods to find confidence intervals for negative entropy of discrete distributions.

New decompositions misattribute differences between populations, even when outcomes are identical.

problem Misattribution of differences between populations using common functional decompositions.
method Extending the Kitagawa-Oaxaca-Blinder decomposition to nonlinear functional decompositions.
result Functional ANOVA and Accumulated Local Effects can misattribute differences even when outcomes are identical in two populations.

Proposes a new model to analyze mortgage delinquency transitions.

problem Analyzing mortgage delinquency transitions in a flexible yet identifiable way.
method Combines structured additive predictor with neural network for complex interactions, orthogonalising components for identifiability.
result The semi-structured model provides modest gains in discrimination compared to a structured model, especially in the early prediction spans.

We propose an efficient method for estimating covariate effects in doubly-stochastic spatial models.

problem Computational demands and restrictive assumptions in existing doubly-stochastic spatial models.
method Penalized regression method for estimating covariate effects in doubly-stochastic point processes.
result Consistency and asymptotic normality of the covariate effect estimates achieved despite model misspecification.

Neural surrogate predicts SPN rates from token trajectories.

problem Challenging parameter estimation in SPNs with covariates.
method 1D Convolutional Residual Network trained on Gillespie-simulated SPN realizations.
result Surrogate predicts rate-function coefficients with RMSE = 0.043.

Study projective representations of infinite-dimensional Hilbert-Lie groups.

problem Characterize and classify representations of Hilbert-Lie groups.
method Use covariance with respect to one-parameter groups of automorphisms and implement perturbation theory.
result Explicit determination of central extensions for projective representations.

We are interested in comparing probability distributions defined on Riemannian manifold. The traditional approach to study a distribution relies on locating its mean point and finding the dispersion about that point. On a general manifold however, even if two distributions are sufficiently concentrated and have unique …

2008-07-04abs ↗pdf ↗

Study mini-batch SGD noise and its limits, proving complexity guarantees.

problem Analyzing the noise in mini-batch SGD and its impact on optimization.
method Examined the conditional covariance and diffusion limits of SGD under different sampling designs.
result Proved mean-square upper bounds and Fisher van Trees lower bounds for SGD, linking them to effective dimension and condition number.