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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.

168,695 papers · 148 categories

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163327490653 · Jun 202019922001200920172026
48 results for distributional reduction

We realise the first and second Grushin distributions as symmetry reductions of the 3-dimensional Heisenberg distribution and 4-dimensional Engel distribution respectively. Similarly, we realise the Martinet distribution as an alternative symmetry reduction of the Engel distribution. These reductions allow us to derive…

2012-07-23abs ↗pdf ↗

The version of Marsden-Ratiu reduction theorem for Nambu-Poisson manifolds by a regular distribution has been studied by Ibaˊn~\acute{\text{a}}\tilde{\text{n}}ez et al. In this paper we show that the reduction is always ensured unless the distribution is zero. Next we extend the more general Falceto-Zambon Poisson reduct…

2017-02-06abs ↗pdf ↗

This work introduces a unified approach to the reduction of Poisson manifolds using their description by graded symplectic manifolds. This yields a generalization of the classical Poisson reduction by distributions (Marsden-Ratiu reduction). Further it allows one to construct actions of strict Lie 2-groups and to descr…

2010-09-05abs ↗pdf ↗

Efficiently transforms samples from various statistical models.

problem Approximately transforming samples from one statistical model to another without knowing the source model's parameters.
method Constructs computationally efficient procedures to reduce uniform, Erlang, and Laplace models to general target families.
result Establishes nonasymptotic reductions between canonical high-dimensional problems, such as mixtures of experts, phase retrieval, and signal denoising.

Efficiently transforms Gaussian data to simulate various target distributions.

problem Generating observations from different target distributions given a single Gaussian observation.
method Designs computationally efficient procedures to approximate target distributions.
result Establishes reduction-based computational lower bounds for high-dimensional statistical models.

Normal distributions ensure asymptotic variance reduction in moment matching Monte Carlo.

problem Asymptotic variance reduction in general integration problems.
method Characterization of conditions for asymptotic variance reduction using normal distributions.
result Asymptotic variance reduction is guaranteed for normal distributions in moment matching Monte Carlo.

New Lie systems derived from Goursat distributions with applications to differential equations.

problem Analyzing Lie systems associated with Goursat distributions and their applications.
method Analyzing bracket-generating distributions and their relation to Lie systems, focusing on reductions and reconstructions.
result Lie systems associated with Goursat distributions can be reduced and solutions reconstructed from reduced systems.

New method for reducing dimensions of distributional data.

problem Nonlinear sufficient dimension reduction for distribution-on-distribution regression.
method Building universal kernels on metric spaces to characterize conditional independence.
result Method outperforms competing methods in synthetic and real data applications.

Adaptive importance sampling for stochastic optimization is a promising approach that offers improved convergence through variance reduction. In this work, we propose a new framework for variance reduction that enables the use of mixtures over predefined sampling distributions, which can naturally encode prior knowledg…

2019-03-29abs ↗pdf ↗

SQFA learns features maximizing Fisher-Rao distance for better classification.

problem Improving classification accuracy through feature learning.
method SQFA learns linear features maximizing Fisher-Rao distance between class-conditional distributions.
result SQFA-H features achieve the best classification accuracy.

Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require either high memory usage or an exact gradient computation (using the entire dataset)…

2015-12-05abs ↗pdf ↗

In the covariate shift learning scenario, the training and test covariate distributions differ, so that a predictor's average loss over the training and test distributions also differ. In this work, we explore the potential of extreme dimension reduction, i.e. to very low dimensions, in improving the performance of imp…

2017-11-29abs ↗pdf ↗

Paper improves SDR estimation speed and conditions.

problem Improving sufficient dimension reduction for multi-index models.
method Estimating expected smoothed gradient outer product.
result Achieves fast parametric convergence rate of Cdn1/2C_d \cdot n^{-1/2}.

Paper improves distributed mean estimation and variance reduction without relying on input norm.

problem Distributed mean estimation and variance reduction with large input norms.
method Quantization and lattice theory connection for improved error bounds.
result Output error bounds depend only on input distance, not norm.

Reducing communication in training large-scale machine learning applications on distributed platform is still a big challenge. To address this issue, we propose a distributed hierarchical averaging stochastic gradient descent (Hier-AVG) algorithm with infrequent global reduction by introducing local reduction. As a gen…

2019-03-12abs ↗pdf ↗

We consider supervised dimension reduction problems, namely to identify a low dimensional projection of the predictors $\-x$ which can retain the statistical relationship between $\-x$ and the response variable yy. We follow the idea of the sliced inverse regression (SIR) and the sliced average variance estimation (SA…

2019-06-19abs ↗pdf ↗

Bayesian model fuses multiple classifiers with explicit correlation modeling.

problem Combining outputs of multiple classifiers with explicit correlation.
method Hierarchical Bayesian model with correlated Dirichlet distribution.
result Fused classifier performance can be Bayes optimal even for highly correlated base classifiers.

Paper interprets UMAP and t-SNE as probabilistic MAP inference.

problem Understanding and interpreting UMAP and t-SNE.
method Interprets UMAP and t-SNE as MAP inference methods corresponding to a probabilistic model of the graph Laplacian.
result Shows UMAP and t-SNE can be understood as probabilistic inference methods.

This paper simplifies finding least favorable priors by reducing dimensionality.

problem Finding least favorable priors is challenging due to infinite-dimensional optimization.
method Develops a dimensionality reduction method using Bregman divergences.
result Allows use of gradient ascent algorithms for finding least favorable priors.

Standard methods for anomaly detection assume that all features are observed at both learning time and prediction time. Such methods cannot process data containing missing values. This paper studies five strategies for handling missing values in test queries: (a) mean imputation, (b) MAP imputation, (c) reduction (redu…

2018-09-05abs ↗pdf ↗

This report concerns the problem of dimensionality reduction through information geometric methods on statistical manifolds. While there has been considerable work recently presented regarding dimensionality reduction for the purposes of learning tasks such as classification, clustering, and visualization, these method…

2008-09-29abs ↗pdf ↗

Ensemble learning has had many successes in supervised learning, but it has been rare in unsupervised learning and dimensionality reduction. This study explores dimensionality reduction ensembles, using principal component analysis and manifold learning techniques to capture linear, nonlinear, local, and global feature…

2017-10-11abs ↗pdf ↗

The paper presents a probabilistic framework for SPD matrices in machine learning.

problem Machine learning on SPD matrices is fragmented; this paper aims to unify it.
method Unified probabilistic framework using Gaussian distributions and Bayes classifiers.
result Different SPD machine learning tools can be reinterpreted and extended using Gaussian distributions.

Paper optimizes classification of distributions using Wasserstein metric.

problem Classifying instances represented by distributions on a vector space.
method Maximizing Fisher's ratio in the Wasserstein metric space through iterative algorithm.
result The method enhances classification performance and is robust to variations in distribution summaries.

A new method using energy distance for ensemble and scenario reduction.

problem Solving complex dynamic and stochastic programs, especially in energy systems.
method Proposes a new method based on energy distance for ensemble and scenario reduction.
result Reduced scenario sets exhibit better statistical properties for energy distance than Wasserstein distance.

AB-SAGA optimizes distributed optimization over directed graphs using variance reduction and stochastic weights.

problem Optimizing distributed stochastic optimization over directed graphs with stochastic weights.
method AB-SAGA combines variance reduction and network-level gradient tracking, using both row and column stochastic weights.
result AB-SAGA converges linearly to the global optimal with a constant step-size and achieves a linear speed-up over centralized methods.

Reduces data leakage in distributed deep learning models.

problem Prevents reconstruction of sensitive raw data patterns during client communications.
method Reduces distance correlation between raw data and learned representations.
result Resilient to reconstruction attacks while maintaining model accuracy.

New algorithms improve distributional TD learning with linear approximations.

problem Estimating return distributions in reinforcement learning.
method Fine-grained analysis of linear-categorical Bellman equation, variance reduction techniques.
result Tight sample complexity bounds for distributional TD learning with linear approximations.

We introduce novel communication strategies in synchronous distributed Deep Learning consisting of decentralized gradient reduction orchestration and computational graph-aware grouping of gradient tensors. These new techniques produce an optimal overlap between computation and communication and result in near-linear sc…

2019-09-24abs ↗pdf ↗