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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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48 results for finite data sets

The paper sets sample complexity bounds for identifying LTI systems from a finite set.

problem Identifying an LTI system from a finite set of possible systems using trajectory data.
method Maximum likelihood estimator and information theory tools.
result Upper and lower bounds for sample complexity are derived, independent of stability assumption.

Develops methods to adjust prediction set coverage based on post-selection analysis.

problem Adjusting prediction set coverage after initial analysis to better fit specific needs.
method Post-selection conformal inference to adjust miscoverage levels.
result Allows for trade-off between coverage and prediction set quality.

We present a generative model that is defined on finite sets of exchangeable, potentially high dimensional, data. As the architecture is an extension of RealNVPs, it inherits all its favorable properties, such as being invertible and allowing for exact log-likelihood evaluation. We show that this architecture is able t…

2019-09-06abs ↗pdf ↗

Investigates the impact of finite VC dimension on neural network approximation and learning.

problem The influence of VC dimension on neural network approximation and learning from samples.
method Analysis of high-dimensional geometry and statistical learning theory, focusing on VC dimension.
result Finite VC dimension is beneficial for uniform convergence of empirical errors but not for approximation of functions from a probability distribution.

Projected random forests improve circular data prediction with adaptive arc length and finite-sample coverage.

problem Regression with circular responses.
method Adapting linear-response models to circular data using projection and random forest out-of-bag mechanism.
result Projected random forest out-of-bag conformal prediction sets are more efficient and shorter than alternative methods.

The goal of data clustering is to partition data points into groups to minimize a given objective function. While most existing clustering algorithms treat each data point as vector, in many applications each datum is not a vector but a point pattern or a set of points. Moreover, many existing clustering methods requir…

2017-03-14abs ↗pdf ↗

Study on Nesterov's method in stochastic settings, revealing divergence under certain conditions.

problem Understanding Nesterov's method in stochastic settings, especially finite-sum.
method Analysis of Nesterov's accelerated gradient method in stochastic and finite-sum settings.
result Nesterov's method may diverge in finite-sum settings without additional conditions.

We study minimal annuli in S2×R\mathbb{S}^2 \times \mathbb{R} of finite type by relating them to harmonic maps CS2\mathbb{C} \to \mathbb{S}^2 of finite type. We rephrase an iteration by Pinkall-Sterling in terms of polynomial Killing fields. We discuss spectral curves, spectral data and the geometry of the isospectral set…

2012-10-20abs ↗pdf ↗

Proposes a new method for nonlinear models with robustness guarantees.

problem Distributional robustness in nonlinear models with causality.
method Representation learning and identifiable representation learning.
result First causality-inspired robustness method with finite-radius guarantees in nonlinear settings.

Feature selection aims to select the smallest subset of features for a specified level of performance. The optimal achievable classification performance on a feature subset is summarized by its Receiver Operating Curve (ROC). When infinite data is available, the Neyman- Pearson (NP) design procedure provides the most e…

2013-01-16abs ↗pdf ↗

The paper develops finite knot theory using ropelength-filtered Reidemeister graphs.

problem Understanding knot types in bounded ropelength sublevel spaces.
method Study thick representatives in bounded ropelength sublevel spaces through lifted Reidemeister graphs.
result Define characteristic Reidemeister patterns and finite recognition length.

We solve the nonlinear Dirichlet problem (uniquely) for functions with prescribed asymptotic singularities at a finite number of points, and with arbitrary continuous boundary data, on a domain in euclidean space. The main results apply, in particular, to subequations with a Riesz characteristic p2p \geq 2. In this cas…

2015-08-12abs ↗pdf ↗

Constructs initial data for Einstein vacuum equations involving multiple localized gravitational sources.

problem Modeling the interaction of distant gravitational systems in general relativity.
method Time-symmetric initial data construction using gluing schemes and localized sources.
result Produces initial data sets with finite ADM mass and multiple Einstein-Rosen bridges.

A neural network model predicts the critical point of the Ising phase transition.

problem Predicting the critical point of the Ising phase transition using supervised learning.
method Proposed a minimal one-free-parameter neural network model to describe the supervised learning problem for the Ising model.
result Just one free parameter is enough to describe the universal finite-size-scaling function in the network output.

The age of big data has produced data sets that are computationally expensive to analyze and store. Algorithmic leveraging proposes that we sample observations from the original data set to generate a representative data set and then perform analysis on the representative data set. In this paper, we present efficient a…

2016-06-05abs ↗pdf ↗

Deep neural networks with memory learn reduced equations from partial data.

problem Constructing governing equations for unknown dynamical systems from limited data.
method Formulate a discrete approximation of memory integrals, use deep neural networks to incorporate history terms.
result Deep neural networks can learn reduced equations with memory from partial data.

Clustering of data sets is a standard problem in many areas of science and engineering. The method of spectral clustering is based on embedding the data set using a kernel function, and using the top eigenvectors of the normalized Laplacian to recover the connected components. We study the performance of spectral clust…

2014-04-29abs ↗pdf ↗

Flexible framework integrates machine learning and DRO for uncertain parameter prediction.

problem Limited joint observations of uncertain parameters and covariates.
method Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets.
result Validation of theoretical and practical benefits in limited data scenarios.

Improved defense against data poisoning attacks by aggregating smaller subsets.

problem Mitigating the impact of poisoned data on model robustness.
method Finite Aggregation method that combines duplicates of smaller disjoint subsets for training.
result Consistent improvement in certified robustness bounds, up to 4.77% on GTSRB.

New guarantees for uniquely identifying transport maps and vector fields from finite measure-valued data.

problem Unique recovery of transport maps and vector fields from finite measure-valued data.
method Use of Whitney and Takens embedding theorems to establish conditions for unique identification.
result New metric for comparing diffeomorphisms and analogous results in infinitesimal settings.

In a recent paper [\textit{M. Cristelli, A. Zaccaria and L. Pietronero, Phys. Rev. E 85, 066108 (2012)}], Cristelli \textit{et al.} analysed relation between skewness and kurtosis for complex dynamical systems and identified two power-law regimes of non-Gaussianity, one of which scales with an exponent of 2 and the oth…

2014-12-03abs ↗pdf ↗

The paper analyzes Laplace learning for Gaussian measure data in infinite dimensions, proving convergence.

problem Analyzing Laplace learning for infinite-dimensional Gaussian measure data.
method Minimizes Dirichlet energy on a graph constructed from the full dataset.
result Proves pointwise convergence of the graph Dirichlet energy for Gaussian measure data.

New methods for estimating causal effects with limited overlap, using Stable Probability Weighting.

problem Estimating causal effects with limited overlap in multivalued treatments.
method Stable Probability Weighting (SPW) and Finite-Sample Stable Probability Weighting (FPW) methods.
result SPW and FPW provide practical solutions for estimating and inferring causal effects with limited overlap.

Paper develops a new method for open-set and imbalanced classification with valid prediction sets.

problem Tackles open-set and imbalanced classification with new prediction methods.
method Develops a new family of conformal p-values and a selective sample splitting algorithm.
result Valid prediction sets with valid coverage in open-set scenarios and informative predictions under extreme class imbalance.

New algorithm for precise changepoint localization without assumptions.

problem Offline changepoint localization in arbitrary distributions.
method Distribution-free algorithm CONformal CHangepoint localization (CONCH) using exchangeability arguments.
result Derives principled score functions for informative and small confidence sets with normalized length shrinking to zero.