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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.

169,051 papers · 148 categories

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2975948911,188 · Jun 202019922001200920182026
48 results for estimation problems

Estimates derived for solutions of Neumann problems on Riemannian manifolds.

problem Gradient and second order estimates for solutions of fully nonlinear elliptic equations on compact Riemannian manifolds.
method Derivation of gradient and second order {\em a priori} estimates.
result Existence and regularity results for solutions of Neumann problems.

The paper applies a capillary John ellipsoid theorem to solve capillary curvature problems.

problem Solving capillary curvature problems in Euclidean half-spaces.
method Applying a capillary John ellipsoid theorem to derive non-collapsing estimates and gradient estimates.
result Established existence of solutions to capillary curvature problems in certain ranges of pp and qq.

New biharmonic Steklov problem on forms yields eigenvalue estimates.

problem Eigenvalue estimates for differential forms with curvature quantities.
method Introduced a new biharmonic Steklov problem and proved existence of a discrete spectrum.
result Established Kuttler-Sigillito inequalities connecting eigenvalues of differential forms.

In study of eigenvalue problems, a classical problem is the Stekloff eigenvalue problem. There are many estimates of the first non- zero Stekloff eigenvalue, including a sharp estimate on surfaces, obtained by Escobar in "The geometry of the first non-zero Stekloff eigenvalue, J. Funct. Anal. 150 (1997)". In this paper…

2015-04-10abs ↗pdf ↗

Paper studies unique interior points and estimates for generalized translating soliton problems.

problem Generalized translating soliton type problems.
method Proves uniqueness of interior critical points, derives C0C^0 and C1C^1 estimates using minimum principles.
result Derives a priori C0C^0 and C1C^1 estimates for solutions.

We discuss the problem of risk estimation in the classification problem, with specific focus on finding distributions that maximize the confidence intervals of risk estimation. We derived simple analytic approximations for the maximum bias of empirical risk for histogram classifier. We carry out a detailed study on usi…

2014-08-14abs ↗pdf ↗

Estimates and optimizes UBSR risk in recursive settings.

problem Estimating and optimizing UBSR risk in a recursive setting with one-at-a-time samples.
method Casts UBSR as a root finding problem, uses stochastic approximation and gradient descent.
result Derives non-asymptotic bounds on estimation and optimization errors.

Many problems in machine learning and statistics involve nested expectations and thus do not permit conventional Monte Carlo (MC) estimation. For such problems, one must nest estimators, such that terms in an outer estimator themselves involve calculation of a separate, nested, estimation. We investigate the statistica…

2017-09-18abs ↗pdf ↗

Abstract: Translates causal inference into statistical formalism, examines estimability and ill-posedness.

problem What can be estimated from causal inference problems?
method Uses abstract statistical formalism and category theory to analyze identifiability and estimability.
result Identifiability does not guarantee stability, making estimability a stricter condition.

The paper proposes a simple method for estimating parameters in inverse problems using a diffusion model.

problem Estimating observation parameters in inverse problems with regularization and prior diffusion modeling.
method A Bayesian approach using a diffusion process prior and MCMC algorithms for posterior sampling.
result An optimal estimator for observation parameters and image of interest is defined, with quantified uncertainty.

Novel mean estimation method under user-level differential privacy reduces noise in continual mean estimates.

problem Maintaining accurate running mean estimates under user-level differential privacy.
method Developed a novel mean estimation specific factorization under approximate differential privacy.
result Achieved asymptotically lower mean-squared error bounds in continual mean estimation.

We study the problem of off-policy value evaluation in reinforcement learning (RL), where one aims to estimate the value of a new policy based on data collected by a different policy. This problem is often a critical step when applying RL in real-world problems. Despite its importance, existing general methods either h…

2015-11-11abs ↗pdf ↗

Uniform estimates for elliptic problems near polygonal domains.

problem Proving uniform solvability estimates for elliptic problems near polygonal domains.
method Suitable conformal modification of the metric to make the union of domains a manifold with boundary and relative bounded geometry.
result Rounding off the corners of the limit polygonal domain.

Solves Dirichlet problem for fully nonlinear equations on Hermitian manifolds.

problem Solving Dirichlet problem for fully nonlinear equations on Hermitian manifolds.
method Derived C2C^2 estimates and gradient estimates for solutions.
result Solved Dirichlet problem with admissible subsolutions in some cases.

New methods reduce bias in estimating optimality gaps for risk-averse stochastic programs.

problem Optimality gap estimation bias in risk-averse stochastic programs.
method Two independent samples, each estimating a different component of the optimality gap.
result Our method reduces bias in estimating optimality gaps for risk-averse problems.

New method estimates robust mean in high dimensions with minimized outliers.

problem Estimating the mean in high dimensions when a fraction of data is corrupted.
method Formulating the problem as 0\ell_0-norm minimization under second moment constraints, and using 1\ell_1 and p\ell_p minimization techniques.
result The proposed method achieves order optimal robust mean estimation and significantly outperforms existing methods.

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamenta…

2012-10-22abs ↗pdf ↗

A new sequential method estimates Poisson means in streaming data, achieving optimality and efficiency.

problem Estimating Poisson means in a streaming, or online, framework.
method A quasi-Bayesian approach based on Newton's algorithm for a sequential estimate.
result Established frequentist guarantees including consistency and asymptotic optimality.

Study on biharmonic Steklov problems with Neumann boundary conditions and eigenvalue estimates.

problem Biharmonic Steklov problems with Neumann boundary conditions.
method Introduced a biharmonic Steklov problem and proved its well-posedness. Established eigenvalue estimates using Kuttler-Sigillito inequalities.
result Eigenvalue estimates for the biharmonic Steklov problem with Neumann boundary conditions.

New method for estimating parameters in inverse problems using double robustness.

problem Estimating parameters defined as linear functionals of solutions to linear inverse problems.
method Source condition double robust inference method that uses iterated Tikhonov regularized adversarial estimators.
result Asymptotic normality of the parameter of interest as long as either the primal or dual inverse problem is sufficiently well-posed.

The paper develops a new algorithm for constructing minimax estimators using online learning techniques.

problem Designing minimax estimators for probability distribution parameters.
method Viewing the problem as a zero-sum game and using online learning with non-convex losses to find a Nash equilibrium.
result The algorithm constructs both a minimax estimator and a least favorable prior.

The paper analyzes risk estimation methods and derives bounds for OCE risk.

problem Estimating the Optimized Certainty Equivalent (OCE) risk from samples.
method Derives mean-squared error and concentration bounds for SAA of OCE, and analyzes an efficient stochastic approximation-based estimator.
result Finite sample bounds and mis-identification probability bounds for the efficient estimator.

DML-CMR estimator reduces bias in CMR problems using deep neural networks.

problem Solving conditional moment restrictions with deep neural networks.
method Double/debiased machine learning framework for unbiased estimation.
result Achieves minimax optimal convergence rate of O(N1/2)O(N^{-1/2}).

Paper estimates curvature of semi-convex hypersurfaces in hyperbolic space.

problem Estimating curvature of semi-convex hypersurfaces in hyperbolic space.
method Established C2C^2 estimates using a new concavity inequality for hessian equations.
result Derived C2C^2 estimates for semi-convex complete hypersurfaces with constant σkσ_k curvature.