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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.

168,694 papers · 148 categories

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101202302403 · Jun 202019922001200920172026
48 results for independent errors

This work identifies redundant tests in conditional-independence-based discovery that can improve graphical model accuracy.

problem Reliability and sensitivity of conditional-independence-based discovery algorithms.
method Analysis of redundant tests and their impact on error detection and correction.
result Redundant tests can improve graphical model accuracy but not all are beneficial.

We show that the error probability of reconstructing kernel matrices from Random Fourier Features for the Gaussian kernel function is at most O(R2/3exp(D))\mathcal{O}(R^{2/3} \exp(-D)), where DD is the number of random features and RR is the diameter of the data domain. We also provide an information-theoretic method-independen…

2017-10-27abs ↗pdf ↗

New method detects causal relationships from noisy measurements.

problem Discover causal relationships from noisy, imperfect measurements.
method Transformed Independent Noise (TIN) condition and ordered group decomposition.
result Identifies causal graph structure without over-complete ICA.

Redundancy in AI perception systems doesn't guarantee independent error occurrences.

problem Lack of direct statistical evidence of super-human automated driving performance.
method Investigated the effectiveness of redundancy in neural networks for independent error occurrences.
result Errors in neural networks for computer vision tasks are correlated, not independent.

Paper extends nonparametric regression bounds for dependent β\beta-mixing samples.

problem Analyzing error in nonparametric regression with dependent data.
method Extends uniform deviation inequalities from independent to dependent β\beta-mixing samples.
result Derives generalization bounds for nonparametric regression with dependent data.

New insights into CI tests reveal key factors for practical performance.

problem Understanding and improving CI tests in practical applications.
method Investigation of the Kernel-based Conditional Independence (KCI) test and analysis of its practical behavior.
result Errors in conditional mean embedding estimates and appropriate conditioning kernel selection are crucial for CI tests.

New bounds on majority voting's accuracy for multi-class classification problems.

problem Determining the accuracy of majority voting for multi-class classification.
method Analyzing the majority voting function under different voter conditions and distributions.
result The error rate of majority voting exponentially decays or grows with the number of voters under certain conditions.

Study of supervised learning from multiple non-independent sequences.

problem Efficient learning from many non-independent sequences.
method Generalizes conditions for efficient learning from independent examples and single auto-correlated sequences.
result Error rate changes from Θ(n/mT)Θ(n / m T) to Ω(n2/m2T)Ω(n^2 / m^2 T) as the number of trajectories increases.

We find a deterministic equivalent for random feature regression's test error, independent of feature map dimension.

problem Understanding the generalization performance of random feature ridge regression.
method We derive a deterministic equivalent for the test error of RFRR under a concentration property, showing it can be approximated by a closed-form expression dependent on feature map eigenvalues.
result Our approximation guarantee is non-asymptotic, multiplicative, and independent of the feature map dimension, providing a tight result for the smallest number of features achieving optimal minimax error rate.

Paper develops streaming algorithms to estimate classifier accuracy on unlabeled data.

problem Estimating classifier accuracy on unlabeled data with noisy decisions.
method Two algebraic evaluators: majority voting and a novel method to handle correlated classifiers.
result The novel method can be as accurate as 1% when handling small amounts of correlation.

Suppose that we observe yRfy \in \mathbb{R}^f and XRf×mX \in \mathbb{R}^{f \times m} in the following errors-in-variables model: \begin{eqnarray*} y & = & X_0 β^* + ε\\ X & = & X_0 + W \end{eqnarray*} where X0X_0 is a f×mf \times m design matrix with independent subgaussian row vectors, εRfε\in \mathbb{R}^f is a noise vector…

2015-02-09abs ↗pdf ↗

The paper introduces a method to model error correlations in multivariate time series forecasting.

problem Accurate modeling of error correlations for reliable uncertainty quantification.
method Plug-and-play method that learns error covariance over multiple steps using low-rank-plus-diagonal and independent latent temporal processes.
result Improves predictive accuracy and uncertainty quantification without significantly increasing parameter size.

New methods for CI testing under model misspecification.

problem Challenges in CI testing with misspecified models.
method Proposes new approximations and upper bounds for testing errors of regression-based CI tests.
result Introduces the Rao-Blackwellized Predictor Test (RBPT) robust against misspecified inductive biases.

DIET tests conditional independence using marginal dependence measures of residual information.

problem Computational intractability of conditional randomization tests (CRTs).
method DIET avoids fitting large models by leveraging marginal independence statistics of information residuals.
result DIET achieves higher power than other tractable CRTs on synthetic and real benchmarks.

New bounds for neural networks without loss boundedness assumption.

problem Generalization error bounds for two-layer neural networks.
method Wasserstein distance estimates and moment bounds for stochastic gradient method.
result Dimension-free rate of order O(n1/2)O(n^{-1/2}) for independent test data.

Bayesian method recovers causal structure in SEMs with equal error variances.

problem Recovering causal structure in SEMs with equal error variances.
method Bayesian DAG selection method using g-priors and the key property of minimum expected squared errors.
result The method consistently recovers the true graph without additional distributional assumptions.

New method uses CDMs to improve CI testing without distributional assumptions.

problem Testing conditional independence when the conditional distribution is unknown.
method Uses conditional diffusion models (CDMs) to approximate XZX|Z and a classifier-based CMI estimator.
result Proposed method performs better than GAN-based CI tests and controls type I and II errors.

In this paper, we improve the PAC-Bayesian error bound for linear regression derived in Germain et al. [10]. The improvements are twofold. First, the proposed error bound is tighter, and converges to the generalization loss with a well-chosen temperature parameter. Second, the error bound also holds for training data t…

2019-12-06abs ↗pdf ↗

Paper relaxes independence assumption for non-centered data.

problem Failing to account for dependencies in data leads to model failures.
method Proposes 'Kronecker-sum-structured mean' assumption to relax zero-mean requirement.
result Models with nonconvex but unimodal log-likelihoods can be solved efficiently.

Study high-dimensional logistic regression with missing data, providing exact error characterizations.

problem High-dimensional logistic regression with missing or corrupted covariates.
method Exact characterizations of prediction and estimation errors under independence and moment conditions.
result Characterizations are universal and hold for various imputation strategies.

Novel bounds for SGLD show generalization error decreases with more samples.

problem Understanding the generalization error of SGLD in non-convex optimization.
method Information-theoretic approach focusing on Kullback-Leibler divergence and sub-exponential loss function.
result Time-independent generalization bounds for SGLD, independent of step size and number of iterations.

Suppose that we observe yRny \in \mathbb{R}^n and XRn×mX \in \mathbb{R}^{n \times m} in the following errors-in-variables model: \begin{eqnarray*} y & = & X_0 β^* +ε\\ X & = & X_0 + W, \end{eqnarray*} where X0X_0 is an n×mn \times m design matrix with independent subgaussian row vectors, εRnε\in \mathbb{R}^n is a noise vecto…

2016-11-15abs ↗pdf ↗

We study the problem of {\em distribution-independent} PAC learning of halfspaces in the presence of Massart noise. Specifically, we are given a set of labeled examples (x,y)(\mathbf{x}, y) drawn from a distribution D\mathcal{D} on Rd+1\mathbb{R}^{d+1} such that the marginal distribution on the unlabeled points $\mathbf{x}…

2019-06-24abs ↗pdf ↗

Stagewise training strategy is widely used for learning neural networks, which runs a stochastic algorithm (e.g., SGD) starting with a relatively large step size (aka learning rate) and geometrically decreasing the step size after a number of iterations. It has been observed that the stagewise SGD has much faster conve…

2018-12-10abs ↗pdf ↗

Estimates error for robust M-estimators with convex penalties.

problem Estimating out-of-sample error for robust M-estimators in high-dimensional linear regression.
method Proposes a generic out-of-sample error estimate for robust MM-estimators with convex penalties, using observed data and derivatives.
result The out-of-sample error estimate has a relative error of order n1/2n^{-1/2} under certain conditions.

SGD handles label noise with bounds improving over SGLD.

problem Label noise in non-convex optimization.
method Stochastic gradient descent with uniform dissipativity and smoothness conditions, using Wasserstein distance and algorithmic stability.
result Generalization error bounds with a rate of n2/3n^{-2/3}, better than SGLD's n1/2n^{-1/2}.

Study of estimation errors in surrogate loss minimizers, providing stronger guarantees than existing methods.

problem Estimation errors in surrogate loss minimizers for various hypothesis sets.
method Detailed study of H\mathscr{H}-consistency estimation error bounds, proving general theorems for distribution-dependent and independent settings.
result Explicit bounds for zero-one and adversarial losses, showing enhancements under distributional assumptions.

Study error bounds and optimal schedules for Masked Diffusions with factorized approximations.

problem Analyzing trade-offs between computation and accuracy in Masked Diffusion Models.
method Provided general error bounds and identified optimal schedules based on data distribution information profiles.
result Identified optimal schedule sizes for Masked Diffusion Models.

The paper develops robust tests for detecting independence in synchronous stochastic systems with finite sample guarantees.

problem Detecting independence in synchronous stochastic systems with finite sample guarantees.
method Combines confidence region estimates with permutation tests and dependence measures to detect nonlinear dependence.
result Consistent hypothesis tests for detecting independence under mild assumptions.