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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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223446668891 · Jun 202019922001200920172026
48 results for local conditional estimation

New estimator robust to adversarial noise and data heterogeneity.

problem Sensitive to adversarial noise and poor performance with heterogeneous data.
method Distributionally robust estimator minimizing worst-case conditional expected loss over adversarial distributions.
result Efficiently finds non-parametric local estimates via convex optimization.

We study curvature pinching estimates of Ricci flow on complete 3- dimensional manifolds without bounded curvature assumption. We will derive some general curvature conditions which are preserved on any complete solution of 3-dim Ricci flow, these conditions include nonnegative Ricci curvature and sectional curvature a…

2012-06-08abs ↗pdf ↗

Develops a test for conditional local independence of counting processes.

problem Testing the hypothesis of conditional local independence among continuous time stochastic processes.
method Introduces a new functional parameter, the Local Covariance Measure (LCM), and proposes a test called (X)-LCT using nonparametric estimators and sample splitting or cross-fitting.
result The (X)-LCT test can be controlled uniformly with modest rates, and it works well without restrictive parametric assumptions.

We obtain a local Sobolev constant estimate for integral Ricci curvature, which enables us to extend several important tools such as the maximal principle, the gradient estimate, the heat kernel estimate and the L2L^2 Hessian estimate to manifolds with integral Ricci lower bounds, without the non-collapsing conditions.

2016-01-29abs ↗pdf ↗

Paper develops NW kernel estimator for LSPs with Wasserstein bounds.

problem Capturing nuanced dynamics in time series data with evolving statistical characteristics.
method Nadaraya-Watson kernel smoothing for conditional probability estimation, using Wasserstein and sliced Wasserstein distances.
result Established convergence rates and bounds for NW-based conditional probability estimator in LSPs.

CoLT assesses neural posterior estimates by detecting discrepancies across conditioning inputs.

problem Validating neural posterior estimates from limited data.
method Conditional Localization Test (CoLT) learns a localization function to detect strong deviations.
result CoLT provides rigorous guarantees and practical scalability for comparing true and neural posterior distributions.

Data processing inequalities link Fisher information to local differential privacy constraints.

problem Understanding how Fisher information scales with local differential privacy constraints.
method Developed data processing inequalities for Fisher information under local differential privacy.
result Implications for private estimation with optimal bounds and error rates.

This study improves estimation of locally stationary functional time series using NW method.

problem Accurately capturing time-dependence in locally stationary functional time series with time-varying covariates.
method Nadaraya-Watson (NW) estimation procedure for the conditional distribution of LSFTS.
result Established convergence rates of NW estimator for LSFTS with respect to Wasserstein distance.

Paper proposes a new method for estimating conditional densities using logistic regressions.

problem Estimating conditional densities for complex distributions.
method Parametric conditional density estimation via weighted logistic regressions.
result Maximum likelihood estimates can be obtained efficiently via a block-wise alternating maximization scheme and local case-control sampling.

Localizes curvature estimates for evolving hypersurfaces under various flows.

problem Establishing curvature estimates for evolving hypersurfaces under different flow conditions.
method Adapted localization of Huisken--Stampacchia iteration method to fully nonlinear flows.
result Asymptotically sharp curvature pinching estimates for general flows.

Study local curvature estimates and existence of conformal metrics on noncompact manifolds.

problem Deriving local C0C^0-estimates and existence of conformal metrics with prescribed curvature.
method Utilizing Aviles-McOwen's result and its nonlinear extension, combined with asymptotic conditions.
result Proved existence of complete conformal metrics with prescribed curvature functions.

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which guarantees the global consistency of distributed estimators, provided the local estimator…

2014-06-11abs ↗pdf ↗

LADaR framework calibrates machine learning models for instance-wise predictions.

problem Challenges in assessing and calibrating predictive distributions for complex inputs.
method Local Amortized Diagnostics and Reshaping of Conditional Densities (LADaR) framework and extttCalPIT exttt{Cal-PIT} algorithm.
result Achieves better instance-wise calibration than existing methods in galaxy distance estimation.

C-kNN-LSH identifies similar patient histories for causal inference in longitudinal data.

problem Estimating causal effects from longitudinal trajectories with high-dimensional confounding.
method C-kNN-LSH uses locality-sensitive hashing to find clinical twins and estimate treatment effects.
result C-kNN-LSH outperforms existing methods in capturing recovery heterogeneity and estimating policy values.

In this paper, we give a general time-varying parameter model, where the multidimensional parameter possibly includes jumps. The quantity of interest is defined as the integrated value over time of the parameter process Θ=T10TθtdtΘ= T^{-1} \int_0^T θ_t^* dt. We provide a local parametric estimator (LPE) of ΘΘ and conditions u…

2016-03-17abs ↗pdf ↗

The paper studies empirical processes from nearest neighbors in regression.

problem Estimating conditional cumulative distribution functions and local linear regression.
method Uniform central limit theorem and non-asymptotic bound under local bracketing entropy and uniform entropy numbers.
result Gaussian limit of empirical process with simple covariance.

We present a first procedure that can estimate -- with statistical consistency guarantees -- any local-maxima of a density, under benign distributional conditions. The procedure estimates all such local maxima, or modal-sets\textit{modal-sets}, of any bounded shape or dimension, including usual point-modes. In practice, modal-…

2016-06-13abs ↗pdf ↗

We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network uses a convex optimization based algorithm that provides a locally optimum soluti…

2018-03-31abs ↗pdf ↗

We consider two connected aspects of maximum likelihood estimation of the parameter for high-dimensional discrete graphical models: the existence of the maximum likelihood estimate (mle) and its computation. When the data is sparse, there are many zeros in the contingency table and the maximum likelihood estimate of th…

2015-04-21abs ↗pdf ↗

We study some equivalent properties of the curvature-dimension conditions CD(n,K)CD(n,K) inequality on infinite, but locally finite graph. These equivalences are gradient estimate, Poincaré type inequalities and reverse Poincaré inequalities. And we also obtain one equivalent property of gradient estimate for a new notion o…

2015-12-06abs ↗pdf ↗

Paper proposes a new method for conditional coverage in conformal prediction.

problem Lack of strong conditional coverage guarantees in existing conformal prediction methods.
method Modified non-conformity score using local approximation of conditional distribution.
result Unified framework and empirical evaluations show advantage of the new method.

Curvature estimate for stable free boundary minimal hypersurfaces in wedge-shaped manifolds.

problem Estimating curvature of stable free boundary minimal hypersurfaces in wedge-shaped manifolds.
method Compactness theorem and Schoen-Simon-Yau estimates.
result Curvature estimate for free boundary minimal hypersurfaces in wedge-shaped manifolds.

Estimates Kaehler metrics' diameter in big cohomology classes.

problem Estimating the diameter of Kaehler metrics in big cohomology classes.
method Proves uniform diameter estimates using integrability conditions and stability properties of complex Monge-Ampere equations.
result Uniform diameter estimates for Kaehler metrics in big cohomology classes.

Nonparametric extension of tensor regression is proposed. Nonlinearity in a high-dimensional tensor space is broken into simple local functions by incorporating low-rank tensor decomposition. Compared to naive nonparametric approaches, our formulation considerably improves the convergence rate of estimation while maint…

2015-06-19abs ↗pdf ↗

We propose a communication-efficient distributed estimation method for sparse linear discriminant analysis (LDA) in the high dimensional regime. Our method distributes the data of size NN into mm machines, and estimates a local sparse LDA estimator on each machine using the data subset of size N/mN/m. After the distri…

2016-10-15abs ↗pdf ↗

Federated learning on graphs tackles heterogeneity with efficient parameter estimation.

problem Parameter estimation in federated learning with data distribution and communication heterogeneity.
method Joint estimation of parameters using MM-estimation framework with fused Lasso regularization, considering graph structure.
result Our estimator achieves optimal rate under certain graph fidelity conditions, similar to centralized aggregation.