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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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73147220293 · May 202619922001200920172026
48 results for exact matching

We study graph matching with correlated Gaussian features and find thresholds for exact recovery.

problem Graph matching with correlated Gaussian features.
method Information-theoretic thresholds and conditions for exact and almost exact recovery.
result Contextual information introduces a richer structure, with thresholds for exact and almost exact recovery no longer coinciding.

Efficient algorithm for matching graphs with community structure.

problem Graph matching between correlated stochastic block models with constant correlation.
method Partition trees rooted from each vertex, comparing edge statistics to different communities.
result First low-order polynomial-time algorithm achieving exact matching with high probability in dense graphs.

Neural score matching improves high-dimensional causal inference by using neural networks for balancing scores.

problem Impracticality of traditional matching methods in high-dimensional datasets due to the curse of dimensionality.
method Develops neural networks to create non-trivial, multivariate balancing scores for high-dimensional causal inference.
result Neural score matching outperforms other methods in treatment effect estimation and reducing imbalance on high-dimensional datasets.

New algorithm achieves almost exact graph matching in almost quadratic time.

problem Graph matching under correlated Erdős-Rényi models.
method Rank-based graph matching using local tree correlation tests.
result Achieves almost exact recovery in almost quadratic time complexity.

Prediction suffix trees (PST) provide an effective tool for sequence modelling and prediction. Current prediction techniques for PSTs rely on exact matching between the suffix of the current sequence and the previously observed sequence. We present a provably correct algorithm for learning a PST with approximate suffix…

2018-02-09abs ↗pdf ↗

Exact guidance for discrete data improves posterior sampling efficiency.

problem Inefficient guidance for discrete data in posterior sampling.
method Derive exact transition rate for desired distribution given learned discrete flow matching model.
result Significantly improved efficiency with single forward pass per sampling step.

Enhances community detection in correlated networks with node attributes.

problem Community detection in multiple networks with correlated node attributes and edges.
method Introduced the correlated Contextual Stochastic Block Model (CSBM), developed a two-step matching procedure.
result Algorithm recovers exact node correspondence, enabling enhanced community detection.

New conditions ensure Dantzig-Wolfe relaxation matches rank-constrained optimization problems.

problem Rank-constrained optimization problems with linear matrix inequalities.
method Investigates Dantzig-Wolfe relaxation and develops conditions for exactness.
result Conditions for extreme point, convex hull, and objective exactness.

Study connects database alignment and planted matching using Gaussian features.

problem Identify matching between correlated user features in anonymized databases.
method Derived results for database alignment and planted matching, showing connections and thresholds.
result Performance thresholds for database alignment converge to planted matching when feature dimensionality is sufficiently high.

New model for shape graph registration with partial matching constraints.

problem Shape graph registration with topological inconsistencies and partial matching.
method Higher order invariant Sobolev metrics, varifolds, inexact variational formulation, SFISTA algorithm.
result Existence of minimizers for variational problem with TV regularization.

Efficient algorithm for graph matching in correlated stochastic block models.

problem Graph matching in correlated stochastic block models with balanced communities.
method Extends previous work on centered subgraph counts to handle estimation errors and edge correlation.
result First efficient algorithm for graph matching in the logarithmic average degree regime, matching all but a vanishing fraction of vertices with high probability.

Noise titration benchmarks time series forecasting models rigorously.

problem Evaluation of time series forecasting models is often flawed due to lack of interventionist methods.
method Interventionist benchmarking using Gaussian noise titration of dynamical systems.
result Fern model outperforms state-of-the-art models in non-stationary conditions.

In this paper, we present new results on using orthogonal matching pursuit (OMP), to solve the sparse approximation problem over redundant dictionaries for complex cases (i.e., complex measurement vector, complex dictionary and complex additive white Gaussian noise (CAWGN)). A sufficient condition that OMP can recover …

2012-06-11abs ↗pdf ↗

Develops efficient methods for approximating densities of financial models with jumps.

problem Approximating densities of affine jump diffusions with state-independent jump intensities.
method Recursive approach for deriving closed-form solutions to moments, constructing density approximations via moment matching.
result Superior computational efficiency and precision in option pricing and simulation compared to existing techniques.

Generative model for condensed matter using Riemannian flow matching.

problem Sampling equilibrium distributions in condensed-phase systems.
method Riemannian flow matching to incorporate periodicity, using Hutchinson's trace estimator and cumulant expansion for bias correction.
result Highly accurate free energy estimates on monatomic ice without multistage estimators.

Exact pairwise ranking is achievable but not possible under noisy comparisons.

problem Recovering the exact rank of items from noisy pairwise comparisons.
method Information-theoretic upper and lower bounds using the SST model and combinatorial arguments.
result Sharp information-theoretic bounds match in the parametric limit and outperform previous methods.

This work improves likelihood of score-based diffusion ODEs using high-order denoising score matching.

problem The gap between maximum likelihood and score matching objectives for score-based diffusion ODEs.
method High-order denoising score matching to maximize likelihood.
result Score-based diffusion ODEs achieve better likelihood on synthetic and CIFAR-10 data.

Algorithm recovers permutations of high-dimensional Gaussian vectors with constant correlation.

problem Recovering permutations of high-dimensional Gaussian vectors with constant correlation.
method Computing and comparing weighted counts of specially chosen wide trees.
result Polynomial-time algorithm for exact recovery at constant correlation.

In many machine learning applications, crowdsourcing has become the primary means for label collection. In this paper, we study the optimal error rate for aggregating labels provided by a set of non-expert workers. Under the classic Dawid-Skene model, we establish matching upper and lower bounds with an exact exponent …

2016-05-25abs ↗pdf ↗

Theoretical models applied to option pricing should take into account the empirical characteristics of the underlying financial time series. In this paper, we show how to price basket options when assets follow a shifted log-normal process with jumps capable of accommodating negative skewness. Our technique is based on…

2013-12-16abs ↗pdf ↗

Polynomial-time algorithm for near-optimal community detection in graphs.

problem Node-private community estimation in stochastic block models.
method Explicit Lipschitz surrogate and accept-reject algorithm for sampling community labels.
result Achieves minimax rates for exact recovery with polynomial-time runtime and logarithmic privacy parameter.

The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the minimax error rate that is sharp up to logarithmic factors. We also analyze the p…

2017-04-24abs ↗pdf ↗

A new method reformulates Optimal Transport Conditional Flow Matching using proximal operators.

problem Optimal Transport Conditional Flow Matching (OT-CFM) for generating models.
method Reformulate OT-CFM using proximal operators and extended Brenier potential.
result OT-CFM dynamics are terminally normally hyperbolic for manifold-supported targets.

We give polynomial-time algorithms for the exact computation of lowest-energy (ground) states, worst margin violators, log partition functions, and marginal edge probabilities in certain binary undirected graphical models. Our approach provides an interesting alternative to the well-known graph cut paradigm in that it …

2008-10-24abs ↗pdf ↗

We obtain the first polynomial-time algorithm for exact tensor completion that improves over the bound implied by reduction to matrix completion. The algorithm recovers an unknown 3-tensor with rr incoherent, orthogonal components in Rn\mathbb R^n from rO~(n1.5)r\cdot \tilde O(n^{1.5}) randomly observed entries of the tensor…

2017-02-21abs ↗pdf ↗

In this work, we formulate the fixed-length distribution matching as a Bayesian inference problem. Our proposed solution is inspired from the compressed sensing paradigm and the sparse superposition (SS) codes. First, we introduce sparsity in the binary source via position modulation (PM). We then present a simple and …

2018-04-02abs ↗pdf ↗

GraphDETR detects subgraphs in large graphs using deep learning.

problem Detecting subgraphs in large graphs efficiently and accurately.
method Formulates subgraph detection as a set prediction problem using GraphDETR, a deep learning framework.
result GraphDETR can detect diverse patterns in large graphs, achieving strong performance on molecular functional group detection.

Paper quantifies label shift with robustness guarantees using distribution feature matching.

problem Estimating target label distribution under label shift.
method Distribution feature matching (DFM) framework and robustness analysis.
result General performance bound and robustness analysis in misspecified settings.

New algorithms solve partial optimal transport problems for applications like PU learning.

problem Optimal transport constraints on equal mass distributions limit applicability.
method Developed exact algorithms for partial Wasserstein and Gromov-Wasserstein problems.
result Partial Wasserstein metrics show effectiveness in positive-unlabeled learning.

Permutations and matchings are core building blocks in a variety of latent variable models, as they allow us to align, canonicalize, and sort data. Learning in such models is difficult, however, because exact marginalization over these combinatorial objects is intractable. In response, this paper introduces a collectio…

2018-02-23abs ↗pdf ↗

Large learning rates prevent memorization in denoising score matching.

problem Memorization of training data in diffusion-based generative models.
method Investigating the role of large learning rates in the small-noise regime, proving that they prevent convergence to the empirical optimal score.
result Large learning rates prevent memorization by making it impossible for the learned score to be arbitrarily close to the empirical optimal score.

Framework for precise recall control in spatial conflation tasks.

problem Precise recall control in large-scale spatial conflation tasks to avoid downstream analytics failures and excessive manual review.
method End-to-end framework using equigrid bounding-box filter, CSR representation, neural ranker, and inverse-variance weighted ensemble of threshold estimators.
result Achieves exact recall with sub-percent variance over tens of millions of geometry pairs, runs on a single TPU v3 core.