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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.

168,657 papers · 148 categories

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120239359478 · Jun 202019922001200920172026
48 results for level-set estimation

Paper presents a robust transfer learning method for active level set estimation.

problem Efficiently identifying regions of a black-box function with limited function evaluations.
method Incorporates prior knowledge from a related function while locally adapting it.
result The method achieves better convergence of level sets compared to standard transfer learning.

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 ↗

This paper introduces a more efficient method for estimating level sets with a stopping criterion.

problem Efficiently estimating regions where a function exceeds a threshold without exhaustive evaluations.
method Acquisition strategy with a stopping criterion for εε-accurate level set estimation.
result The method satisfies εε-accuracy with a confidence level of 1δ1 - δ and guarantees on lower bounds of performance metrics.

In this paper we establish a uniform C2,θC^{2,θ} estimate for level sets of stable solutions to the singularly perturbed Allen-Cahn equation in dimensions n10 n\leq 10 (which is optimal). The proof combines two ingredients: one is the infinite dimensional reduction method which enables us to reduce the C2,θC^{2,θ} estimate …

2018-10-22abs ↗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 ↗

In this paper, the problem of estimating the level set of a black-box function from noisy and expensive evaluation queries is considered. A new algorithm for this problem in the Bayesian framework with a Gaussian Process (GP) prior is proposed. The proposed algorithm employs a hierarchical sequence of partitions to exp…

2019-02-26abs ↗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 ↗

Bayesian Neural Networks improve high-dimensional level set estimation.

problem Scalability issue in existing LSE methods for high-dimensional inputs.
method Bayesian Neural Networks with information-based acquisition functions.
result Proposed method achieves better results than state-of-the-art approaches.

A novel dose-finding design for cancer clinical trials using level set estimation.

problem Finding the maximum tolerated dose (MTD) in phase I cancer clinical trials.
method Proposes a novel dose-finding design based on level set estimation (LSE) to determine the next dose.
result The proposed LSE design achieves higher accuracy in estimating the MTD and lower risk of overdosing compared to existing designs.

Forecasts of multivariate probability distributions are required for a variety of applications. Scoring rules enable the evaluation of forecast accuracy, and comparison between forecasting methods. We propose a theoretical framework for scoring rules for multivariate distributions, which encompasses the existing quadra…

2020-02-21abs ↗pdf ↗

Adaptive batching improves Gaussian process surrogates for noisy level set estimation.

problem Learning the level set of noisy simulator responses.
method Developed four novel adaptive batching schemes for Gaussian process metamodels.
result Adaptive batching brings significant computational speed-ups with minimal loss of modeling fidelity.

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 ↗

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 acquisition functions improve Bernoulli LSE.

problem Efficiently estimating regions where a Bernoulli function is above or below a threshold.
method Developed new look-ahead acquisition functions for Gaussian process classification models.
result Demonstrated clear benefits of new acquisition functions on benchmark and real-world tasks.

The paper studies volume and area comparisons in non-compact 3-manifolds with non-negative scalar curvature.

problem Volume and area comparisons in non-compact 3-manifolds with non-negative scalar curvature.
method Gradient integral estimates and level set analysis.
result Sharp volume and area comparisons derived from a gradient integral estimate.

New method improves level set estimation with theoretical guarantees.

problem Efficiently estimating level sets of expensive-to-evaluate functions.
method Randomized straddle algorithm for level set estimation.
result The method provides theoretical guarantees and better practical performance.

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 paper tackles optimal level set estimation in crowdsourcing and tournaments.

problem Deciphering small entries in a partially observed matrix of expert correctness.
method Constructs an efficient polynomial-time algorithm for recovering level sets up to a precision.
result The algorithm is minimax optimal for the classification problem, contrasting with existing literature.

In this paper we prove that if γγ is a Jordan curve on S2\mathbb{S}^2 then there is a smooth curve shortening flow defined on (0,T)(0,T) which converges to γγ in C0\mathcal{C}^0 as t0+t\to 0^+ . Another perspective is that the level-set flow of γγ is smooth. This is a generalization of the author's previous work where t…

2016-01-21abs ↗pdf ↗

Sharp estimate for 2-systole on Kähler surfaces with positive scalar curvature.

problem Estimating the 2-systole on compact Kähler surfaces with positive scalar curvature.
method Combining classification of positive scalar curvature Kähler surfaces with Stern's level set method adapted to Kähler setting.
result Proved the sharp estimate minXS(ω)sys2(ω)12π\min_X S(ω)\cdot\operatorname{sys}_2(ω)\le 12π.

Study functional confounders in causal inference, enabling estimable effects.

problem Causal inference challenges with functional confounders violating positivity.
method Functional interventions, functional positivity, gradient fields, Level-set Orthogonal Descent Estimation (LODE).
result Valid causal effect estimation under certain conditions.

Study on transnormal functions and their level sets on Finsler manifolds.

problem Understanding transnormal functions and their geometric properties on Finsler manifolds.
method Proving smoothness of focal varieties and regular level sets of transnormal functions.
result Focal varieties of a C2 transnormal function are smooth submanifolds and regular level sets are tubes over these varieties.

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 ↗

Families of hypersurfaces that are level-set families of harmonic functions free of critical points are characterized by a local differential-geometric condition. Harmonic functions with a specified level-set family are constructed from geometric data. As a by-product, it is shown that the evolution of the gradient of …

2018-12-05abs ↗pdf ↗

Proves a function's locally least gradient property if its level sets are minimal laminations.

problem Understanding the relationship between 1-harmonic functions and minimal laminations.
method Analyzes minimal laminations and their convergence properties, then applies to 1-harmonic functions.
result Proves a function is 1-harmonic if its level sets are minimal laminations.

We introduce novel equations, in the spirit of rough path theory, that parametrize level sets of intrinsically regular maps on the Heisenberg group with values in R2\mathbb{R}^2. These equations can be seen as a sub-Riemannian counterpart to classical ODEs arising from the implicit function theorem. We show that they e…

2016-10-27abs ↗pdf ↗