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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.

169,181 papers · 148 categories

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48 results for local covariance

Covariance in physics and CNNs share similarities, with simple assumptions uniquely determining convolution forms.

problem Understanding the similarities between physics and CNNs using covariance.
method Examined similarities and differences, and demonstrated that simple assumptions lead to unique convolution forms.
result Simple assumptions of covariance, locality, linearity, and weight sharing uniquely determine convolution forms.

A new method selects covariates for causal effect estimation without strong assumptions.

problem Estimating causal effects without global causal structure learning and strong assumptions.
method Local covariate selection method that avoids pretreatment and causal sufficiency assumptions.
result The method achieves accurate causal effect estimation with improved computational efficiency.

Local learning method selects covariates for causal effect estimation in the presence of latent variables.

problem Estimating causal effects from nonexperimental data with latent variables.
method Local learning approach that identifies valid adjustment sets for causal relationships.
result Ensures soundness and completeness of causal effect estimation under standard assumptions.

This paper explores estimating chaotic dynamics and parameters using local ensemble Kalman filters.

problem Estimating chaotic dynamics and parameters from observations.
method Local ensemble Kalman filters with covariance and local domain localisation.
result Rigorously updating global parameters using a local domain ensemble Kalman filter.

Compact bilinear pooling approximates covariance features for faster training.

problem Efficiently approximating covariance features for faster training.
method Compact bilinear pooling extended to polynomial approximations of covariance features.
result The proposed method achieves comparable accuracy with fewer dimensions.

We explain the meaning of local symmetries in physics.

problem Understanding the meaning of local symmetries in physics.
method We argue that general covariance and gauge principles are principles of epistemic access to physical laws, leading to ontological insights.
result Relationality is a core notion in gauge field theory, encoded by local symmetries.

The paper proves local laws for non-separable sample covariance matrices.

problem Analyzing non-separable sample covariance matrices with dependent or nonlinearly transformed data.
method Tensor network framework for analyzing fluctuation averaging in the presence of higher-order cumulant structure.
result Optimal averaged local law and full anisotropic local law for non-separable sample covariance matrices.

GLSKF improves tensor completion by capturing both global and local variations.

problem Tensor completion with missing entries, especially in data with spatial or temporal side information.
method Integrates smoothness-constrained low-rank factorization with a locally correlated residual process.
result GLSKF achieves superior performance and scalability on real-world datasets.

Develops model-free methods for event history analysis and efficient covariate adjustment.

problem Estimating treatment effects while accounting for confounding and understanding event history.
method Model-free prediction techniques, Local Covariance Measure (LCM), Debiased Outcome-adapted Propensity Estimator (DOPE), Aalen Covariance Measure (ACM).
result Demonstrates the effectiveness and robustness of the proposed methods in various settings.

Interactive privacy mechanisms improve spectral density estimation under local differential privacy.

problem Estimating spectral density of Gaussian time series with local differential privacy constraints.
method Two-stage process: Laplace mechanism followed by privatized sample analysis.
result Interactive mechanisms achieve faster rates for spectral density estimation.

Paper analyzes ensemble Kalman updates for effective dimension and localization.

problem Why small ensemble sizes work well in inverse problems and data assimilation.
method Non-asymptotic analysis of ensemble Kalman updates, focusing on effective dimension and localization.
result Rigorously explains why a small ensemble size is sufficient when prior covariance has moderate effective dimension.

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.

We construct a covariant functor from a category of Abelian principal bundles over globally hyperbolic spacetimes to a category of *-algebras that describes quantized principal connections. We work within an appropriate differential geometric setting by using the bundle of connections and we study the full gauge group,…

2013-03-11abs ↗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.

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.

Novel method for high-dimensional BO using CMA to define local regions.

problem Challenges in applying BO to high-dimensional optimization problems.
method CMA strategy to learn search distribution and define local regions.
result Our method outperforms existing techniques on various benchmarks.

The accurate prediction of time-changing covariances is an important problem in the modeling of multivariate financial data. However, some of the most popular models suffer from a) overfitting problems and multiple local optima, b) failure to capture shifts in market conditions and c) large computational costs. To addr…

2013-05-18abs ↗pdf ↗

Study nonparametric covariance function estimation for noisy data.

problem Estimating covariance function from discrete noisy data in high dimensions.
method Adaptive learning-based estimators, including deep learning.
result Established oracle inequality and convergence rates for deep learning estimators.

New method for private linear regression under privacy constraints, achieving optimal rates.

problem Statistical complexity of private linear regression under unknown, ill-conditioned covariates.
method Information-Weighted Regression method
result Optimal convergence rates for both central and local privacy models.

New method improves ensemble diversity and generalization.

problem Ensemble diversity does not guarantee practical generalization.
method Introduced a new diversity metric and training method for extrapolating differently on local data patches.
result Improves generalization and diversity in practical settings, especially under data limits and covariate shift.

New decompositions misattribute differences between populations, even when outcomes are identical.

problem Misattribution of differences between populations using common functional decompositions.
method Extending the Kitagawa-Oaxaca-Blinder decomposition to nonlinear functional decompositions.
result Functional ANOVA and Accumulated Local Effects can misattribute differences even when outcomes are identical in two populations.

We formulate the variational problem for AdS gravity with Dirichlet boundary conditions and demonstrate that the covariant counterterms are necessary to make the variational problem well-posed. The holographic charges associated with asymptotic symmetries are then rederived via Noether's theorem and `covariant phase sp…

2005-05-23abs ↗pdf ↗

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and non-uniformly smooth spatial boundaries. A Gaussian process regression using a non-stat…

2015-07-09abs ↗pdf ↗

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If such time-varying smoothness is not accounted for, one can obtain misleading inf…

2012-10-07abs ↗pdf ↗

Paper optimizes federated PCA for covariance estimation under privacy constraints.

problem Privacy-preserving covariance estimation in federated learning.
method Federated PCA, matrix version of van Trees' inequality, three-layer spectral decomposition.
result Optimal rates of convergence for central server's estimation, robust to inconsistent local estimators.

DGCP uses deep neural networks to optimize hyperparameters for Gaussian processes.

problem Optimizing hyperparameters for Gaussian processes in non-uniform input spaces.
method DGCP uses a deep neural network to learn hyperparameters of non-stationary covariance functions.
result DGCP improves Gaussian process predictions in locally adapted or sparse input spaces.

Paper proposes DP-Thresholding for estimating sparse high-dimensional covariance matrices with differential privacy.

problem Estimating sparse high-dimensional covariance matrices under differential privacy constraints.
method DP-Thresholding method for achieving non-trivial error bounds.
result DP-Thresholding achieves significant error bounds compared to existing methods.

A new method improves few-shot learning by combining ProtoNet with LFD.

problem Few-shot learning struggles with high variance support sets.
method Combines ProtoNet with Local Fisher Discriminant Analysis.
result Superior classification accuracy on miniImageNet and tieredImageNet.

We study differential cohomology on categories of globally hyperbolic Lorentzian manifolds. The Lorentzian metric allows us to define a natural transformation whose kernel generalizes Maxwell's equations and fits into a restriction of the fundamental exact sequences of differential cohomology. We consider smooth Pontry…

2014-06-05abs ↗pdf ↗

Localized debiased machine learning simplifies estimating quantile treatment effects.

problem Estimating quantile treatment effects in causal inference with many covariates and flexible relationships.
method Localized debiased machine learning (LDML) avoids learning the full nuisance function by estimating only at a single initial guess.
result LDML enables practically-feasible and theoretically-grounded efficient estimation of quantile treatment effects.