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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 k-step Transition Matrix

Improves Graph Convolutional Network performance on citation datasets.

problem Improving Graph Convolutional Network performance on citation datasets.
method Exploring graph regularization and alternative graph convolution approaches.
result Explicit graph regularization was incorrectly rejected by Kipf & Welling (2016).

New kk-step policy gradient method avoids local optima in restricted policy classes.

problem Suboptimal local optima in policy gradient methods for restricted policy classes.
method Proposes a kk-step policy gradient method to escape myopic local optima.
result The method converges to near optimal solutions exponentially close to the optimal deterministic policy.

New RL method learns K-step lookahead Q-functions for fixed-horizon MDPs.

problem Challenges in online reinforcement learning for non-episodic, finite-horizon MDPs.
method Introduces a K-step lookahead Q-function with a time-varying threshold for selecting actions.
result Achieves minimax optimal constant regret for K=1 and O(max((K1),CK1)SATlog(T))\mathcal{O}(\max((K-1),C_{K-1})\sqrt{SAT\log(T)}) regret for K ≥ 2.

K-AVG improves convergence for nonconvex optimization problems.

problem Improving the convergence of ASGD for nonconvex optimization.
method K-step averaging stochastic gradient descent (K-AVG) for nonconvex objectives.
result K-AVG converges faster and achieves better accuracies than ASGD.

Algorithm improves resource allocation for food outreach to homeless.

problem Resource-constrained outreach for homeless individuals and food rescue.
method Thompson sampling with Markov chain recovery (via Stein variational gradient descent) for partially-observed episodic restless bandits.
result Significantly outperforms baselines in both organizations' problems.

Dual-T method improves transition matrix estimation in noisy label learning.

problem Large estimation error in noisy class posterior leads to poor transition matrix estimation.
method Introducing an intermediate class to avoid direct estimation of noisy class posterior, factorizing the transition matrix into two easier-to-estimate matrices.
result The dual-T estimator leads to better classification performances.

This paper identifies and estimates the label noise transition matrix without ground truth labels.

problem Learning with noisy labels and identifying the noise transition matrix.
method Building on Kruskal's identifiability results, the paper characterizes the identifiability of the label noise transition matrix for the generic case at the instance level.
result The necessity of multiple noisy labels in identifying the noise transition matrix for the generic case at the instance level.

Method estimates noise transition matrix from noisy labels without relying on unreliable class-posterior estimation.

problem Estimating noise transition matrix from noisy data.
method Total variation regularization to encourage distinguishable predicted probabilities.
result Consistent estimator of the noise transition matrix under mild assumptions.

A method to learn transition matrices without anchor points improves classifier performance.

problem Learning transition matrices in label-noise learning without anchor points.
method Transition-revision (TT-Revision) method to learn transition matrices.
result The proposed method leads to better classifiers without anchor points.

New method tightens spectral bounds for percolation in clustered networks.

problem Tight spectral bounds for percolation in sparse networks with clustering.
method Message passing algorithm on triangle-non-backtracking matrix.
result Method gives tighter lower-bound to percolation transition.

We prove some stability results for smooth H-minimal hypersurfaces immersed in a sub-Riemannian k-step Carnot group G. The main tools are the formulas for the 1st and 2nd variation of the H-perimeter measure.

2012-03-27abs ↗pdf ↗

Let $\GG$ be a sub-Riemannian kk-step Carnot group of homogeneous dimension QQ. In this paper, we shall prove several geometric inequalities concerning smooth hypersurfaces (i.e. codimension one submanifolds) immersed in $\GG$, endowed with the $\HH$-perimeter measure.

2012-03-27abs ↗pdf ↗

Estimating sparse transition matrix from partially observed high-dimensional time series data.

problem Estimating transition matrix from sparse and partially observed high-dimensional time series data.
method Novel concentration result and new quantity for characterizing interactions.
result New theoretical challenges and novel approaches for handling missing data in sparse transition matrix estimation.

Study proposes an active subsampling method for estimating individualized thresholds in high-dimensional data.

problem Estimating optimal individualized thresholds in high-dimensional data with limited labeled samples.
method Developed a K-step active subsampling algorithm to iteratively select and label the most informative data points.
result Revealed a phase transition phenomenon in the estimation of θθ with respect to the smoothness of the conditional density.

Estimates transition rates of continuous-time Markov chains using imprecise probabilistic methods.

problem Estimating transition rate matrix from a finite-duration process.
method Imprecise probabilistic framework with conjugate priors and discrete-time analysis for hyperparameter determination.
result Continuous-time estimator with simple closed-form expression derived from discrete-time model.

New approach to analyze matrix denoising using gradient flow and fixed point equations.

problem Positive semi-definite matrix denoising in extensive-rank and high-dimensional settings.
method Gradient flow and fixed point equations derived from linear pencil techniques of random matrix theory.
result Continuous phase transitions in the extensive-rank and high-dimensional regime.

The paper studies algebraic relations of first integrals on specific Lie groups.

problem Algebraic relations of first integrals on step-two and step-three nilpotent Lie groups.
method Analysis of isometry algebra and invariant first integrals.
result Complete families of first integrals can be constructed with Killing vector fields and symmetric Killing 2-tensor fields in low dimensions.

Study of correlated Wigner matrices with BBP transitions.

problem Understanding spectral transitions in correlated Wigner matrices.
method Analyzes a Wigner-type matrix with row/column correlations, decomposes into bulk and outliers, and uses integral operators to model transitions.
result Correlated Wigner matrices exhibit multiple BBP transitions at critical points.

Paper proposes Masking for robust classifier learning from noisy labels.

problem Learning robust classifiers from noisy labels with unknown noise transition matrix.
method Human-assisted approach called Masking that conveys invalid class transitions and speculates noise transition matrix structure.
result Masking significantly improves robustness of classifiers compared to existing methods.

The latent Dirichlet allocation (LDA) model is a widely-used latent variable model in machine learning for text analysis. Inference for this model typically involves a single-site collapsed Gibbs sampling step for latent variables associated with observations. The efficiency of the sampling is critical to the success o…

2016-08-02abs ↗pdf ↗

Graph diffusion processes approximate manifold heat semigroups using graph transition matrices.

problem Approximating manifold heat semigroups from graph data under low regularity conditions.
method Iterating graph transition matrix PP to approximate Qt=etΔQ_t = e^{tΔ}, bounding error in \infty-norm.
result Convergence rates O(N2/(d+6))O(N^{-2/(d+6)}) for manifold heat semigroup approximation, valid for in-sample and out-of-sample.

A new model reduces rating transition matrix estimation errors for small portfolios.

problem Estimating rating transition matrices for small portfolios leads to unreliable and unstable predictions.
method A sparse structural model with three parameters that assumes an autoregressive mean-reverting ability-to-pay process.
result The model produces well-behaved transition probabilities, reducing statistical degrees of freedom and improving reliability.

Improves detection of low-rank signals from noisy data matrices.

problem Statistical detection of low-rank signals in noisy data matrices.
method Entrywise pre-transforming data matrix for non-Gaussian noise, sharp phase transition thresholds, central limit theorem for linear spectral statistics, hypothesis test.
result Improves detection of low-rank signals from noisy data matrices, generalizing known results.

SC-InfoNCE improves InfoNCE for feature clustering in contrastive learning.

problem Lack of theoretical understanding of InfoNCE's feature clustering mechanism.
method Introduced a transition probability matrix to model data augmentation dynamics and optimize feature similarity.
result SC-InfoNCE achieves strong performance across diverse domains, aligning feature similarity with downstream data.

TOLD++ improves convergence of diffusion models by critically damping the forward transition matrix.

problem Improving the convergence of Denoising Diffusion Probabilistic Models.
method Critically damping the Third-Order Langevin Dynamics (TOLD) forward transition matrix using eigen-analysis.
result TOLD++ converges faster than TOLD, verified on toy and real datasets.

Study on eigenvalue distribution of correlated time series deforming the semi-circle law.

problem Eigenvalue distribution of correlated time series differs from the semi-circle law.
method Analysis of Wigner random matrix with temporal correlation.
result Eigenvalue distribution converges to a deformed semi-circle law with longer tail and higher peak.

Study on estimating sparse transition matrix of partially-observed VAR with noisy and sparse data.

problem Estimating sparse transition matrix of partially-observed VAR with noisy and sparse data.
method Yule-Walker equation, Dantzig selector, minimax lower bound.
result Near-optimality of the proposed estimator with convergence rate analysis.

Study on signal-plus-noise decomposition in nonlinear spiked random matrices.

problem Nonlinear spiked random matrix models with rank-one signal and noise.
method Signal-plus-noise decomposition and phase transition analysis.
result Identified precise phase transitions in signal components at critical thresholds.

Gradient descent solves rank-one matrix estimation problem with detailed time evolution analysis.

problem Estimating a rank-one symmetric matrix corrupted by noise.
method Gradient descent on a sphere, using local versions of the semi-circle law.
result Explicit formulas for the time evolution of the estimator and cost function, revealing phase transitions.

Most prior work on active learning of classifiers has focused on sequentially selecting one unlabeled example at a time to be labeled in order to reduce the overall labeling effort. In many scenarios, however, it is desirable to label an entire batch of examples at once, for example, when labels can be acquired in para…

2012-06-27abs ↗pdf ↗

Polynomial-time algorithm learns latent-state systems without spectral radius assumptions.

problem Learning latent-state linear dynamical systems without spectral radius assumptions.
method Spectral filtering technique with a novel convex relaxation.
result Efficient identification of phases for general transition matrices.

Study quantifies performance gap between tensor and matrix-based approaches in nested matrix-tensor model.

problem Estimating a planted signal in a nested matrix-tensor model.
method Comparing tensor-based and matrix-based approaches for best rank-one approximation of tensor data.
result Derives precise algorithmic threshold for the unfolding approach and shows BBP-type transition behavior.

Characterizes RFF regression in large n,p,Nn,p,N setting, providing precise learning phases and double descent curve.

problem Characterizes RFF regression in large n,p,Nn,p,N setting.
method Characterizes the exact asymptotics of random Fourier feature (RFF) regression in the realistic setting of large n,p,Nn,p,N.
result Characterizes two qualitatively different phases of learning and the corresponding double descent test error curve.

Investment diversification affects financial stability, depending on network connectivity.

problem Analyzing stability of financial networks with diversified portfolios.
method Random matrix dynamical model with portfolio rebalancing, considering heterogeneity and diversification effects.
result Stability/instability transition depends on the largest eigenvalue of the random matrix.

Paper tackles matrix estimation under arbitrary noise, achieving minimax optimality.

problem Noisy low-rank-plus-sparse matrix recovery under arbitrary dependence.
method Incoherent-constrained least-square estimator, novel energy spreading result.
result Achieves minimax optimality in estimating structured Markov transition kernels.