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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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145290435580 · Jun 202019922001200920172026
48 results for large-data existence

Proves existence and trapped surface formation for Einstein-Vlasov system without symmetry assumptions.

problem Formation of trapped surfaces in Einstein-Vlasov system without symmetry.
method Calibrated hierarchy of estimates, refined renormalization, strategic restriction of elliptic estimates, precise commutator calculus.
result First large-data, symmetry-free construction of dynamical black hole formation.

ROBOT framework solves regression without correspondence for large data and complex models.

problem Regression without known correspondence in large datasets.
method ROBOT framework reformulates regression as a continuous optimization problem and uses hypergradient approach.
result ROBOT achieves better performance than existing methods in linear and nonlinear regression tasks.

The MBO scheme for data clustering is analyzed in the large data limit, proving convergence to optimal partition problems.

problem Analyzing the MBO scheme for data clustering in the large data limit.
method Implicit gradient descent on the thresholding energy of a similarity graph.
result The MBO scheme outcomes converge to minimizers of a weighted optimal partition problem.

Study robust covariance estimation in large data with concentrated vectors.

problem Estimating robust covariance in large data with concentrated vectors.
method Fixed point of a contracting function using stable semi-metric and concentration of measure.
result Existence and uniqueness of robust estimator with evaluated limiting spectral distribution.

The paper examines how kernel approximations affect Gaussian process regression in large data applications.

problem Effect of kernel approximations on Gaussian process regression in large data applications.
method Unified framework to analyze Gaussian process regression under computational and epistemic misspecification.
result Theoretical analysis of Gaussian process regression under various misspecifications.

VarFA efficiently estimates student skill levels with uncertainty for adaptive testing.

problem Efficiently estimating student skill levels with uncertainty for adaptive testing.
method VarFA uses variational inference to extend factor analysis models for educational data.
result VarFA efficiently handles large datasets and produces uncertainty estimates.

Smoothing splines provide a powerful and flexible means for nonparametric estimation and inference. With a cubic time complexity, fitting smoothing spline models to large data is computationally prohibitive. In this paper, we use the theoretical optimal eigenspace to derive a low rank approximation of the smoothing spl…

2019-11-23abs ↗pdf ↗

Model inference, such as model comparison, model checking, and model selection, is an important part of model development. Leave-one-out cross-validation (LOO) is a general approach for assessing the generalizability of a model, but unfortunately, LOO does not scale well to large datasets. We propose a combination of u…

2019-04-24abs ↗pdf ↗

Derives ideal train/test split for ridge regression in large data limit.

problem Finding optimal train/test split for ridge regression in large data scenarios.
method Mathematical derivation of optimal train/test split, considering ridge tuning parameter and asymptotic behavior.
result The optimal train/test split for ridge regression in the large data limit depends weakly on the ridge tuning parameter alpha.

Bayesian Neural Networks are robust to gradient-based attacks in the large-data limit.

problem Vulnerability of deep learning models to adversarial attacks.
method Analysis of adversarial attacks in the large-data, overparametrized limit for Bayesian Neural Networks.
result BNN posteriors are robust to gradient-based adversarial attacks in the limit.

New classifiers converge under large data, simplifying complex models.

problem Complex predictive models under large datasets.
method Convergence of simultaneous and marginal classifiers under partition exchangeability.
result Asymptotic convergence of classifiers with large data reduces computational complexity.

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise when dealing with large data sets. Here, we derive some simple results which we h…

2016-04-05abs ↗pdf ↗

This paper tackles distributed estimation of the top-L eigenspace in PCA for large data sets.

problem Challenges in estimating the top-L eigenspace in principal component analysis for large data sets.
method Proposes a novel multi-round algorithm using shift-and-invert preconditioning and convex optimization.
result Achieves a fast convergence rate and covers the targeted top-L eigenspace without explicit eigengap assumption.

Bayesian optimization method tackles combinatorial spaces, scalable for large data.

problem Optimization over combinatorial categorical spaces in natural sciences.
method Combines variational optimization and continuous relaxations for gradient-based optimization.
result Method performs comparably to state-of-the-art methods while scaling well.

To scale Gaussian processes (GPs) to large data sets we introduce the robust Bayesian Committee Machine (rBCM), a practical and scalable product-of-experts model for large-scale distributed GP regression. Unlike state-of-the-art sparse GP approximations, the rBCM is conceptually simple and does not rely on inducing or …

2015-02-10abs ↗pdf ↗

The proliferation of large data sets and Bayesian inference techniques motivates demand for better data sparsification. Coresets provide a principled way of summarizing a large dataset via a smaller one that is guaranteed to match the performance of the full data set on specific problems. Classical coresets, however, n…

2018-05-18abs ↗pdf ↗

New iterative methods improve scalability of Gaussian process approximations for large data.

problem Scalability issues in Gaussian process approximations for large spatial data.
method Iterative methods combined with preconditioners to reduce computational costs.
result Preconditioners accelerate convergence and improve predictive variances.

We investigate coresets - succinct, small summaries of large data sets - so that solutions found on the summary are provably competitive with solution found on the full data set. We provide an overview over the state-of-the-art in coreset construction for machine learning. In Section 2, we present both the intuition be…

2017-03-19abs ↗pdf ↗

Given a data set and a subset of labels the problem of semi-supervised learning on point clouds is to extend the labels to the entire data set. In this paper we extend the labels by minimising the constrained discrete pp-Dirichlet energy. Under suitable conditions the discrete problem can be connected, in the large da…

2019-09-23abs ↗pdf ↗

In this paper, a class of statistics named ART (the alternant recursive topology statistics) is proposed to measure the properties of correlation between two variables. A wide range of bi-variable correlations both linear and nonlinear can be evaluated by ART efficiently and equitably even if nothing is known about the…

2016-01-07abs ↗pdf ↗

New iterative methods improve Vecchia-Laplace approximations for large data sets.

problem Inaccurate and slow Vecchia-Laplace approximations for large data sets.
method Iterative methods to improve Vecchia-Laplace approximations, including preconditioners and novel methods for predictive variances.
result Order of magnitude speed-up and threefold increase in prediction accuracy compared to state-of-the-art methods.

Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference networks for a flexible inference. Unfortunately, for such networks, minibatch tra…

2019-05-27abs ↗pdf ↗

This paper introduces online algorithms to estimate robust geometric median in large data streams.

problem Detecting outliers in large data sets using robust statistical measures.
method Online stochastic Newton methods for estimating the geometric median.
result Rates of convergence for online estimation of the geometric median.

By analyzing a large data set of daily returns with data clustering technique, we identify economic sectors as clusters of assets with a similar economic dynamics. The sector size distribution follows Zipf's law. Secondly, we find that patterns of daily market-wide economic activity cluster into classes that can be ide…

2002-07-05abs ↗pdf ↗

Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a principled method to handle streaming data in which both the posterior distribution ov…

2017-05-19abs ↗pdf ↗

New methods for time-to-event prediction are proposed by extending the Cox proportional hazards model with neural networks. Building on methodology from nested case-control studies, we propose a loss function that scales well to large data sets, and enables fitting of both proportional and non-proportional extensions o…

2019-07-01abs ↗pdf ↗

In this paper, we propose a deep, globally normalized topic model that incorporates structural relationships connecting documents in socially generated corpora, such as online forums. Our model (1) captures discursive interactions along observed reply links in addition to traditional topic information, and (2) incorpor…

2018-09-19abs ↗pdf ↗

Universally valid ground truth is almost impossible to obtain or would come at a very high cost. For supervised learning without universally valid ground truth, a recommended approach is applying crowdsourcing: Gathering a large data set annotated by multiple individuals of varying possibly expertise levels and inferri…

2018-07-31abs ↗pdf ↗

Tensor decompositions are powerful tools for large data analytics as they jointly model multiple aspects of data into one framework and enable the discovery of the latent structures and higher-order correlations within the data. One of the most widely studied and used decompositions, especially in data mining and machi…

2018-07-03abs ↗pdf ↗

Graph Laplacians computed from weighted adjacency matrices are widely used to identify geometric structure in data, and clusters in particular; their spectral properties play a central role in a number of unsupervised and semi-supervised learning algorithms. When suitably scaled, graph Laplacians approach limiting cont…

2019-09-13abs ↗pdf ↗