Research
On-device research index

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.

168,786 papers · 148 categories

Trend · papers per month

5.0%10.0%15.0%20.0% · May 199519922001200920172026
48 results for level density

High density clusters can be characterized by the connected components of a level set L(λ)={x: p(x)>λ}L(λ) = \{x:\ p(x)>λ\} of the underlying probability density function pp generating the data, at some appropriate level λ0λ\geq 0. The complete hierarchical clustering can be characterized by a cluster tree ${\cal T}= \bigcup_λ L(λ)…

2010-11-11abs ↗pdf ↗

The clusters of a distribution are often defined by the connected components of a density level set. However, this definition depends on the user-specified level. We address this issue by proposing a simple, generic algorithm, which uses an almost arbitrary level set estimator to estimate the smallest level at which th…

2014-09-30abs ↗pdf ↗

The level set tree approach of Hartigan (1975) provides a probabilistically based and highly interpretable encoding of the clustering behavior of a dataset. By representing the hierarchy of data modes as a dendrogram of the level sets of a density estimator, this approach offers many advantages for exploratory analysis…

2013-07-30abs ↗pdf ↗

We study the connections between spectral clustering and the problems of maximum margin clustering, and estimation of the components of level sets of a density function. Specifically, we obtain bounds on the eigenvectors of graph Laplacian matrices in terms of the between cluster separation, and within cluster connecti…

2018-12-16abs ↗pdf ↗

We show that DBSCAN can estimate the connected components of the λλ-density level set {x:f(x)λ}\{ x : f(x) \ge λ\} given nn i.i.d. samples from an unknown density ff. We characterize the regularity of the level set boundaries using parameter β>0β> 0 and analyze the estimation error under the Hausdorff metric. When the data …

2017-03-10abs ↗pdf ↗

Following Hartigan, a cluster is defined as a connected component of the t-level set of the underlying density, i.e., the set of points for which the density is greater than t. A clustering algorithm which combines a density estimate with spectral clustering techniques is proposed. Our algorithm is composed of two step…

2010-02-11abs ↗pdf ↗

Study recovers Riemannian quantities from noisy data densities.

problem Recovering geometric structure from noisy data on submanifolds.
method Derive uniform small-noise expansions of noisy density and its derivatives; construct estimators for tangent spaces, intrinsic dimension, and second fundamental form.
result Fundamental Riemannian quantities identifiable from density derivatives.

Machine learning predicts electronic density of states for condensed matter.

problem Predicting the electronic density of states (DOS) in complex condensed matter systems.
method Developed a machine learning framework to predict DOS from density functional theory data, considering geometric configurations of atoms.
result Demonstrated the model's effectiveness in predicting DOS and its components for various silicon configurations.

Paper uses machine learning to estimate IRI from pavement distress types, densities, and severities.

problem Costly IRI measurements exclude many road classes; estimating IRI from distress data is needed.
method Data from in-service pavements; machine learning methods used to predict IRI.
result Machine learning can reliably estimate IRI based on distress types, densities, and severities.

New bounds on generalization error using information density moments.

problem Bounding the generalization error of randomized learning algorithms.
method Derives bounds on average and tail probabilities of generalization error using mth central moments of the information density.
result Explicit bounds on generalization error are derived, showing better dependence on confidence level with higher-order information density moments.

SLS optimizes minimum-volume regions for conditional quantiles, bypassing density estimation.

problem Constructing minimum-volume prediction regions that satisfy conditional coverage.
method Super-level-set regression (SLS) directly optimizes geometric boundaries of conditional level sets.
result SLS optimizes regions directly, capturing complex conditional structures end-to-end.

New insights into binary perceptron reveal phase transitions and algorithmic thresholds.

problem Understanding the statistical-computational gap in binary perceptron models.
method Application of fully lifted random duality theory (fl RDT) to uncover structural changes.
result Numerical estimates of constraint density thresholds align with theoretical predictions.

Single-level density-based approach has long been widely acknowledged to be a conceptually and mathematically convincing clustering method. In this paper, we propose an algorithm called "best-scored clustering forest" that can obtain the optimal level and determine corresponding clusters. The terminology "best-scored" …

2019-06-24abs ↗pdf ↗

New scoring rules for multivariate distributions and level sets.

problem Evaluating forecast accuracy for multivariate distributions and level sets.
method Theoretical framework for scoring rules, decomposition of multivariate scoring functions, numerical algorithm for computation.
result New scoring functions for multivariate distributions and level sets, including density and cumulative distribution level sets.

MRCNet tackles crowd counting and density mapping in aerial imagery.

problem Accurate crowd counting and density estimation in aerial imagery.
method MRCNet is a novel encoder-decoder CNN that combines VGG-16 with FPN-inspired lateral connections.
result MRCNet outperforms state-of-the-art methods in aerial and CCTV-based crowd counting.

GCAO improves clustering of high-dimensional data by grouping low-density boundary points.

problem Stability and accuracy of clustering in high-dimensional, non-uniform data.
method Group-level optimization with gravitational attraction and optimization.
result GCAO outperforms 11 clustering methods on multiple datasets.

Hierarchical VAEs detect out-of-distribution data by identifying low-level in-distribution features.

problem Out-of-distribution data often has in-distribution low-level features, leading to misleading likelihood estimates in deep generative models.
method Developed a fast, scalable, unsupervised likelihood-ratio score for out-of-distribution detection based on hierarchical variational autoencoders.
result Achieved state-of-the-art results on out-of-distribution detection across various data and model combinations.

We derive and analyze a generic, recursive algorithm for estimating all splits in a finite cluster tree as well as the corresponding clusters. We further investigate statistical properties of this generic clustering algorithm when it receives level set estimates from a kernel density estimator. In particular, we derive…

2017-08-17abs ↗pdf ↗

The L1 loss landscape of neural nets near local minima behaves differently, revealing exponential decay and increased vertex density.

problem Understanding the L1 loss landscape of neural nets near local minima.
method Iterative minimization of the loss function on adjacent vertices of the Deep ReLU Simplex algorithm.
result Exponential decay of loss levels and increased vertex density around local minima.

New framework quantifies uncertainty in flexible density-based clustering.

problem Uncertainty quantification in clustering with non-parametric density estimation.
method Martingale posterior distributions and density-based clustering.
result Efficient GPU-compatible inference on clustering structures with uncertainty.

This work explores efficient reinforcement learning with density features in low-rank MDPs.

problem Efficient reinforcement learning with density features in low-rank MDPs.
method Proposes algorithms for off-policy estimation and online construction of exploratory data distributions.
result Demonstrates sample-efficient learning with density features in low-rank MDPs, overcoming technical challenges.

LGKDE learns graph density using neural networks and perturbations.

problem Graph density estimation challenges in capturing structural patterns and semantic variations.
method LGKDE uses graph neural networks to represent graphs as discrete distributions and learns graph metrics via maximum mean discrepancy.
result LGKDE outperforms state-of-the-art baselines in graph anomaly detection.

We compute, using a formula of Dittmann, the Bures metric tensor (g) for the eight-dimensional convex set of three-level quantum systems, employing a newly-developed Euler angle-based parameterization of the 3 x 3 density matrices. Most of the individual metric elements (g_{ij}) are found to be expressible in relativel…

2000-08-15abs ↗pdf ↗

New method uses random projections to estimate densities and modes efficiently.

problem Estimating densities and modes from sparse representations.
method Expand-and-sparsify representations followed by linear function and mode recovery algorithms.
result Optimal rates for density and mode estimation achieved.

An efficient way to learn deep density models that have many layers of latent variables is to learn one layer at a time using a model that has only one layer of latent variables. After learning each layer, samples from the posterior distributions for that layer are used as training data for learning the next layer. Thi…

2012-06-18abs ↗pdf ↗

DBSCAN is a classical density-based clustering procedure with tremendous practical relevance. However, DBSCAN implicitly needs to compute the empirical density for each sample point, leading to a quadratic worst-case time complexity, which is too slow on large datasets. We propose DBSCAN++, a simple modification of DBS…

2018-10-31abs ↗pdf ↗

Study area and coarea formulas for graphs and submanifolds in Carnot groups.

problem Understanding geometric properties of submanifolds in Carnot groups.
method Developed area and coarea formulas for CH1C^1_H intrinsic graphs and submanifolds.
result Deduced density properties for Hausdorff measures and coarea formula for Carnot groups.

Study shows zero level sets of solutions to Allen-Cahn equation are minimal surfaces with zero mean curvature.

problem Understanding phase transitions through entire solutions of the Allen-Cahn equation.
method Proving minimality of the zero level set with respect to a perimeter functional with density and showing zero mean curvature.
result The zero level set of entire solutions of the Allen-Cahn equation has zero mean curvature and is minimal.

We introduce multiplicative LSTM (mLSTM), a recurrent neural network architecture for sequence modelling that combines the long short-term memory (LSTM) and multiplicative recurrent neural network architectures. mLSTM is characterised by its ability to have different recurrent transition functions for each possible inp…

2016-09-26abs ↗pdf ↗

Study examines financial contagion at community level, finding increased contagion density and widespread transmission.

problem Understanding and managing financial contagion in interconnected markets.
method High-frequency data, Louvain community detection, Vector Autoregression, Tracy-Widom random matrix theory.
result Contagion density increases over time, and there is no significant difference between intra- and inter-community contagion.

The paper proposes a new method for probabilistic load forecasting using Bernstein-Polynomial Normalizing Flows.

problem High variability in short-term load forecasting at the low-voltage level due to fluctuating demand and increasing electrification.
method Flexible conditional density forecasting based on Bernstein polynomial normalizing flows with neural network control.
result Density predictions outperform traditional methods for 24h-ahead load forecasting.

We introduce a balloon estimator in a generalized expectation-maximization method for estimating all parameters of a Gaussian mixture model given one data sample per mixture component. Instead of limiting explicitly the model size, this regularization strategy yields low-complexity sparse models where the number of eff…

2018-12-11abs ↗pdf ↗

QNA uses quantum-inspired density operators to diagnose market dependence and structural risk.

problem Lack of unified operator representation for market dependence and structural risk diagnostics.
method Quantum Network of Assets (QNA) framework using density operators.
result QNA entropy remains strongly related to covariance spectral entropy but becomes distinct with multi-feature rolling trajectories.

New findings suggest deep generative models can misclassify outliers, requiring new evaluation methods.

problem Deep generative models often assign higher likelihood to outliers, challenging existing outlier detection methods.
method Analyzed the typical set and high-density region of DGMs, proposing a novel outlier test.
result Existing likelihood-based outlier tests may fail due to model calibration issues, not just misclassification.