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.
This paper simplifies finding least favorable priors by reducing dimensionality.
ULFS-KDPE estimates parameters efficiently without influence functions.
Study shows generative priors improve rank-one matrix recovery with optimal sample complexity.
Robust quickest change detection method for unknown score functions.
New method estimates covariance in multi-view data with better accuracy and uncertainty.
Unified analysis of reweighted least-squares algorithms for linear models.
The paper develops a new algorithm for constructing minimax estimators using online learning techniques.
We propose a novel method for network inference from partially observed edges using a node-specific degree prior. The degree prior is derived from observed edges in the network to be inferred, and its hyper-parameters are determined by cross validation. Then we formulate network inference as a matrix completion problem…
New algorithms improve Bayesian linear regression with spike-and-slab priors.
Study characterizes training and test risks for MAP regression with Gaussian priors.
New analysis of Muon and SignSGD on matrix-valued least squares problems.
Proposes new priors for neural networks to improve generalization and uncertainty.
Generating video frames that accurately predict future world states is challenging. Existing approaches either fail to capture the full distribution of outcomes, or yield blurry generations, or both. In this paper we introduce an unsupervised video generation model that learns a prior model of uncertainty in a given en…
Learning the network structure underlying data is an important problem in machine learning. This paper introduces a novel prior to study the inference of scale-free networks, which are widely used to model social and biological networks. The prior not only favors a desirable global node degree distribution, but also ta…
RP-WNO extends WNO with uncertainty quantification, useful for scientists and engineers.
Improves model robustness to shifts in subpopulations.
Functional PLS improves prediction and inference for scalar responses from functional predictors.
A method for selecting pseudo-labeled data in semi-supervised learning using generalized Bayes and soft revision.
We study connected sum at infinity on smooth, open manifolds. This operation requires a choice of proper ray in each manifold summand. In favorable circumstances, the connected sum at infinity operation is independent of ray choices. For each m at least 3, we construct an infinite family of pairs of m-manifolds on whic…
The paper proposes a least squares method for binary compressive sampling with low intrinsic dimension signals.
A central goal of neuroscience is to understand how activity in the nervous system is related to features of the external world, or to features of the nervous system itself. A common approach is to model neural responses as a weighted combination of external features, or vice versa. The structure of the model weights c…
The discovery of non-linear causal relationship under additive non-Gaussian noise models has attracted considerable attention recently because of their high flexibility. In this paper, we propose a novel causal inference algorithm called least-squares independence regression (LSIR). LSIR learns the additive noise model…
We propose a novel approach for nonlinear regression using a two-layer neural network (NN) model structure with sparsity-favoring hierarchical priors on the network weights. We present an expectation propagation (EP) approach for approximate integration over the posterior distribution of the weights, the hierarchical s…
We propose a sampling scheme suitable for reducing a data set prior to selecting a hypothesis with minimum empirical risk. The sampling only considers a subset of the ultimate (unknown) hypothesis set, but can nonetheless guarantee that the final excess risk will compare favorably with utilizing the entire original dat…
Image segmentation is the process of partitioning an image into a set of meaningful regions according to some criteria. Hierarchical segmentation has emerged as a major trend in this regard as it favors the emergence of important regions at different scales. On the other hand, many methods allow us to have prior inform…
In a financial market with a continuous price process and proportional transaction costs we investigate the problem of utility maximization of terminal wealth. We give sufficient conditions for the existence of a shadow price process, i.e.~a least favorable frictionless market leading to the same optimal strategy and u…
PIPA aligns preferences without reinforcement learning, improving language model performance.
This paper introduces a dual problem to study a continuous-time consumption and investment problem with incomplete markets and stochastic differential utility. For Epstein-Zin utility, duality between the primal and dual problems is established. Consequently the optimal strategy of the consumption and investment proble…
Generative models help make decisions under changing data distributions.
Dual-sPLS improves feature selection and prediction in high-dimensional data.
Bayesian -regularized least squares is a variable selection technique for high dimensional predictors. The challenge is optimizing a non-convex objective function via search over model space consisting of all possible predictor combinations. Spike-and-slab (a.k.a. Bernoulli-Gaussian) priors are the gold standard f…
We study a distributionally robust mean square error estimation problem over a nonconvex Wasserstein ambiguity set containing only normal distributions. We show that the optimal estimator and the least favorable distribution form a Nash equilibrium. Despite the non-convex nature of the ambiguity set, we prove that the …
Recently, Reinforcement Learning (RL) approaches have demonstrated advanced performance in image captioning by directly optimizing the metric used for testing. However, this shaped reward introduces learning biases, which reduces the readability of generated text. In addition, the large sample space makes training unst…
Vroom optimizes in unpredictable conditions without derivatives.
New method uses deep learning to solve linear inverse problems.
New bounds use IPMs to improve generalization in machine learning.
Estimation of response functions is an important task in dynamic medical imaging. This task arises for example in dynamic renal scintigraphy, where impulse response or retention functions are estimated, or in functional magnetic resonance imaging where hemodynamic response functions are required. These functions can no…
In adaptive data analysis, the user makes a sequence of queries on the data, where at each step the choice of query may depend on the results in previous steps. The releases are often randomized in order to reduce overfitting for such adaptively chosen queries. In this paper, we propose a minimax framework for adaptive…
Canonical Correlation Analysis (CCA) is a widely used statistical tool with both well established theory and favorable performance for a wide range of machine learning problems. However, computing CCA for huge datasets can be very slow since it involves implementing QR decomposition or singular value decomposition of h…
Efficiently estimates private least squares with linear error growth.
The study finds at least 2 free-boundary minimal disks in convex 3-balls.
In this paper, we propose to apply object detection methods from the vision domain on the speech recognition domain, by treating audio fragments as objects. More specifically, we present SpeechYOLO, which is inspired by the YOLO algorithm for object detection in images. The goal of SpeechYOLO is to localize boundaries …
Algorithms with fast convergence, small number of data access, and low per-iteration complexity are particularly favorable in the big data era, due to the demand for obtaining \emph{highly accurate solutions} to problems with \emph{a large number of samples} in \emph{ultra-high} dimensional space. Existing algorithms l…
The resolution and calibration of pure spectra of minority components in measurements of chemical mixtures without prior knowledge of the mixture is a challenging problem. In this work, a combination of band target entropy minimization (BTEM) and target partial least squares (T-PLS) was used to obtain estimates for sin…
In many signal detection and classification problems, we have knowledge of the distribution under each hypothesis, but not the prior probabilities. This paper is aimed at providing theory to quantify the performance of detection via estimating prior probabilities from either labeled or unlabeled training data. The erro…
Paper proposes a robust hypothesis testing method using Sinkhorn distance.
A new method learns priors for Bayesian optimisation to improve performance.
We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorithm of Jaakkola and Jordan (2000). Indeed, our results allow a version of this variational-Bayes approach to be re-interpreted as a true EM al…