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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.

169,181 papers · 148 categories

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48 results for distributional results

One-shot algorithm for feature-distributed kernel PCA reduces communication costs.

problem Efficiently perform kernel PCA in distributed computing environments.
method Inspired by dual relationship between sample-distributed and feature-distributed scenarios, proposes a one-shot algorithm for feature-distributed kernel PCA.
result The algorithm provides high-quality results with low communication costs, especially when eigenvalues decay fast.

Optimal convergence rates for distributed learning methods are derived.

problem Generalization properties of distributed algorithms in nonparametric regression.
method Distributed stochastic gradient methods (SGM) and spectral-regularization algorithms (SRA).
result Optimal generalization error bounds for distributed SGM are retained with appropriate partition levels.

Paper tackles distribution matching by partially matching distributions, achieving robust results.

problem Robustly aligning two probability distributions.
method Developed a partial Wasserstein adversarial network (PWAN) to efficiently approximate the partial Wasserstein-1 (PW) discrepancy.
result The PWAN effectively produces highly robust matching results, outperforming state-of-the-art methods.

The paper calculates European option prices under a generalized skew normal distribution.

problem European option pricing under a generalized skew normal distribution.
method Proved existence of martingale measure, derived explicit option pricing formula, applied numerical methods.
result Explicit expressions for European option prices are derived.

Paper introduces a new method for learning with distributions using dissimilarity measures.

problem Learning with probability distributions using dissimilarity measures.
method Introduces embeddings based on dissimilarity of distributions to templates, extending similarity theory to population distributions.
result Proves that dissimilarity theory holds for empirical distributions and shows better performance of Wasserstein distance embedding.

Study tackles distribution shift in combinatorial settings using matrix completion techniques.

problem Tackling distribution shift in combinatorial settings with rigorous statistical guarantees.
method Develops novel algorithms and theoretical results for extrapolating to test distributions not covered in training.
result Achieves bilinear combinatorial extrapolation under gradual spectral decay in high-dimensional data.

Paper finds robust ΛΛ-quantiles equal to extremal distributions.

problem Investigating robust models for ΛΛ-quantiles with partial loss information.
method Extending classical quantiles using ΛΛ-quantiles and applying results from robust quantiles.
result Robust ΛΛ-quantiles equal to ΛΛ-quantiles of extremal distributions.

Improved bounds for discrete probability distribution estimation under the ℓ∞ norm.

problem Estimating discrete probability distributions under the ℓ∞ norm with improved bounds.
method Minimax bounds in expectation and high-probability tail bounds.
result Resolved open questions posed in Kontorovich and Painsky (JMLR, 2025), including a fully empirical tightest risk bound and identifying the worst-case extremal distribution.

Characterizes symmetric Bernoulli distributions with minimal convex sums.

problem Understanding minimal dependence among Bernoulli random vectors.
method Geometric and algebraic representations of multivariate symmetric Bernoulli distributions.
result Characterizes extremal negative dependence and builds minimal dependence copulas.

This paper improves reinforcement learning by modeling return distributions explicitly.

problem Traditional reinforcement learning averages over randomness, missing distributional information.
method Develops a distributional reinforcement learning algorithm using quantile regression.
result The new algorithm significantly outperforms existing methods on Atari games.

The paper studies robust risk measures with linear penalties under uncertain distributions.

problem Risk measurement under distributional uncertainty.
method Robust distortion risk measures with linear penalty function under distributional constraints.
result Explicit characterization of optimal quantile distribution and value function.

We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a stochastically independent uniformly distributed unit vector. When the set of unit vectors …

2015-11-19abs ↗pdf ↗

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 ↗

This paper compares expected and distributional reinforcement learning methods.

problem Understanding why distributional reinforcement learning performs better than expected reinforcement learning.
method Analyzes differences in tabular, linear, and non-linear approximation settings.
result Distributional RL can hurt performance if it does not induce identical behavior.

Paper extends stochastic dominance for compound binomial distributions.

problem Stochastic dominance for infinite-mean random variables.
method Investigates properties and inclusion relationships of distribution classes, extends results to compound binomial distributions.
result Establishes necessary and sufficient conditions for first-order stochastic dominance preservation.

Smooth distributions on subcartesian spaces can be globally finitely generated.

problem Understanding smooth distributions on subcartesian spaces.
method Embedding in Euclidean space, Whitney Embedding Theorem, and distribution theory.
result Smooth generalized distributions and subbundles on connected subcartesian spaces are globally finitely generated.

The paper emphasizes the importance of value distribution in reinforcement learning.

problem The focus on value expectation in reinforcement learning is insufficient.
method Developed a new algorithm based on the distributional perspective of reinforcement learning.
result Demonstrated significant distributional instability in reinforcement learning control.

The paper examines conditions for linearity in a conditional mean estimator under vector Poisson noise.

problem Conditions for linearity of the conditional mean estimator in vector Poisson noise.
method Analyzes prior distributions and their impact on the conditional mean estimator's linearity.
result The only prior distribution that induces linearity is a product gamma distribution, and non-zero dark current parameter prevents linearity.

Researchers derived formulas for joint moments of elliptical distributions.

problem Calculating joint moments of elliptical distributions.
method Used Stein's lemma and two different methods to derive expressions.
result New formulae for expectations of product of normally distributed random variables and simplified expressions for other distributions.

Study on distributional TD learning with linear approximations for better return estimation.

problem Estimating the return distribution of a policy in reinforcement learning.
method Finite-sample analysis of distributional TD learning with linear function approximation, using the linear-categorical Bellman equation and exponential stability arguments for products of random matrices.
result Sample complexity of linear distributional TD learning matches that of classic linear TD learning, indicating similar difficulty in estimating return distribution versus its expectation.

Efficiently estimates densities of multidimensional shift-invariant distributions.

problem Density estimation for shift-invariant multidimensional distributions.
method Efficient algorithms for learning any distribution in the class from samples, using total variation distance.
result Shift-invariant distributions can be learned efficiently with a number of samples and time proportional to 1/εd+21/ε^{d+2} and 1/ε2d+21/ε^{2d+2} respectively.

The paper defines MTCov for skewed elliptical distributions.

problem No specific problem stated, but dealing with skewed elliptical distributions.
method Defined MTCov for generalized skew-elliptical distributions and compared with skewed and non-skewed normal distributions.
result Special formula for MTCov of generalized skew-elliptical distributions.

WGANs improve probability distribution approximation with depth and width trade-offs.

problem Approximating complex probability distributions accurately.
method Wasserstein GANs with GroupSort discriminators, quantified generalization bound.
result High-capacity discriminators are crucial for WGANs' performance.

Sharp concentration results for sums of heavy-tailed random variables.

problem Analyzing sums of independent heavy-tailed random variables.
method Using concentration inequalities and large deviation principles for distributions satisfying specific tail bounds.
result Sharp concentration inequalities and large deviation results for sums of heavy-tailed random variables.

Proposes BDA for better transfer learning performance.

problem Distribution divergence between source and target domains, especially marginal and conditional.
method Balanced Distribution Adaptation (BDA) and Weighted BDA (W-BDA) algorithms.
result Improves transfer learning performance on both balanced and imbalanced datasets.

We solve ReLU regression with efficient approximations for various distributions.

problem Finding the best fitting ReLU function with square loss from unknown distributions.
method Introduced efficient constant-factor approximation algorithm and polynomial-time approximation scheme.
result First constant-factor approximation algorithm for ReLU regression with weak concentration conditions.

A dynamical model of capital exchange is introduced in which a specified amount of capital is exchanged between two individuals when they meet. The resulting time dependent wealth distributions are determined for a variety of exchange rules. For ``greedy'' exchange, an interaction between a rich and a poor individual r…

1997-08-03abs ↗pdf ↗

A new method solves distributed optimization problems over networks.

problem Solving optimization problems over networks with local cost functions and limited communication.
method Distributed semismooth Newton based augmented Lagrangian method.
result The method efficiently solves distributed optimization problems over networks.

Researchers compute gap distributions for saddle connection directions on specific translation surfaces.

problem Computing gap distributions for saddle connection directions on translation surfaces.
method Translation to dynamical question of return times to a transversal under the horocycle flow.
result Gap distributions have support at 0 and quadratic tail decay.

A new method uses optimal transport to transform latent space distributions without solving a hard Min-Max problem.

problem Latent space data distribution collapse and loss of manifold structure in generative models.
method Proposes a GAN-like method to solve a minimization problem for optimal transport between a simple distribution and a latent-space data distribution.
result Experimental results show that the proposed method can handle multi-cluster distributions and is effective on MNIST and CelebA datasets.