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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.

168,695 papers · 148 categories

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210419629838 · Jun 202019922001200920172026
48 results for local effective dimension

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.

New method improves counterfactual distribution learning for high-dimensional outcomes.

problem Counterfactual distribution learning for high-dimensional outcomes with concentrated structure.
method Geometry-adaptive diffusion-guided smoothing estimators combining causal nuisance adjustment and local outcome geometry.
result Geometry-adaptive methods show steeper error decay in semi-synthetic experiments.

Study compares MC and QMC methods for pricing and risk analysis in a hyperbolic local volatility model.

problem Derivative pricing and risk analysis in a hyperbolic local volatility model.
method Application of Monte Carlo and Quasi Monte Carlo methods for pricing and risk analysis.
result Quasi Monte Carlo methods show superior performance in high-dimensional integration for derivative pricing and risk analysis.

A 2-torus manifold is a closed smooth manifold of dimension nn with an effective action of a 2-torus group (Z2)n(\Z_2)^n of rank nn, and it is said to be locally standard if it is locally isomorphic to a faithful representation of (Z2)n(\Z_2)^n on Rn\R^n. This paper studies the equivariant classification of locally standar…

2008-02-16abs ↗pdf ↗

eDCF estimates intrinsic dimension using local connectivity.

problem Challenges in estimating intrinsic dimension due to scale dependence.
method eDCF: a novel, scalable, and parallelizable method based on Connectivity Factor (CF).
result eDCF consistently matches leading estimators with comparable MAE and higher exact intrinsic dimension match rates.

We obtain an Einstein metric of constant negative curvature given an arbitrary boundary metric in three dimensions, and a conformally flat one given an arbitrary conformally flat boundary metric in other dimensions. In order to compute the on-shell value of the gravitational action for these solutions, we propose to in…

1999-10-04abs ↗pdf ↗

FedSel uses local differential privacy to protect data privacy in federated SGD.

problem Privacy leakage from gradients in federated SGD.
method Two-stage framework with top-k dimension selection and gradient accumulation.
result FedSel reduces privacy leakage by privately selecting important dimensions.

We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor graph associated with the emission distribution. This allows the exponential-in-d…

2019-02-05abs ↗pdf ↗

A faster method for estimating effects in large data using fixed-point trees.

problem Estimating heterogeneous effects in large dimensions with computational efficiency.
method Fixed-point approximation to eliminate Jacobian estimation and speed up GRFs.
result Significant computational efficiency improvement without sacrificing statistical accuracy.

Generalization in nonlinear least squares can be studied via algorithmic stability and effective dimension.

problem Generalization in nonlinear least squares models
method Deriving error bounds for local minimizers using algorithmic stability and effective dimension
result Bounds depend on learned geometry rather than parameter count

AdaScale-TuRBO improves high-dimensional Bayesian optimization by dynamically scaling the GP lengthscale.

problem Inappropriate lengthscale design in TuRBO's local GP model causes suboptimal performance in high dimensions.
method Proposes AdaScale-TuRBO, which scales the GP lengthscale with both problem dimension and trust region size.
result AdaScale-TuRBO robustly outperforms standard TuRBO and other methods on synthetic and real-world tasks.

Study of Dirac equation with non-local nonlinearity on spheres.

problem Conformally invariant Dirac equation with non-local nonlinearity.
method Investigation of compactness, bubbling, and energy quantization of energy functional; characterization of ground state solutions; proof of Aubin-type inequality and Brezis-Nirenberg type result.
result Existence of solutions to the conformal Einstein-Dirac problem in dimension 4.

Our goal in this paper is to develop an effective estimator of fractal dimension. We survey existing ideas in dimension estimation, with a focus on the currently popular method of Grassberger and Procaccia for the estimation of correlation dimension. There are two major difficulties in estimation based on this method. …

2013-12-09abs ↗pdf ↗

Gibbs-ERM learning is a natural idealized model of learning with stochastic optimization algorithms (such as Stochastic Gradient Langevin Dynamics and ---to some extent--- Stochastic Gradient Descent), while it also arises in other contexts, including PAC-Bayesian theory, and sampling mechanisms. In this work we study …

2019-02-05abs ↗pdf ↗

ParK efficiently solves kernel ridge regression for large datasets.

problem Large-scale kernel ridge regression efficiency and accuracy.
method Partitioning feature space with random projections and iterative optimization.
result Provably maintains statistical accuracy with reduced space and time complexity.

We show that every Sasakian manifold in dimension 2k+12k+1 is locally generated by a free real function of 2k2k variables. This function is a Sasakian analogue of the Kähler potential for Kähler geometry. It is also shown that every locally Sasakian-Einstein manifold in 2k+12k+1 dimensions is generated by a locally Kähler-…

2000-05-08abs ↗pdf ↗

PSMM method optimizes matrix sufficient dimension reduction.

problem Feature matrices with row- and column-wise interpretations require efficient dimension reduction.
method PSMM method converts matrix problem into classification problems using rank-1 normal matrix.
result PSMM outperforms existing methods and provides strong interpretability.

We show that, if the local dimension of the branch set of a discrete and open mapping f ⁣:MNf\colon M\to N between nn-manifolds is less than (n2)(n-2) at a point yy of the image of the branch set fBffB_f, then the local monodromy of ff at yy is perfect. In particular, for generalized branched covers between nn-manifolds …

2015-09-22abs ↗pdf ↗

In this article we consider a generalization of manifolds and orbifolds which we call quasifolds; quasifolds of dimension k are locally isomorphic to the quotient of R^k by the action of a discrete group - tipically they are not Hausdorff topological spaces. The analogue of a torus in this geometry is a quasitorus. We …

1999-04-30abs ↗pdf ↗

The paper shows measures equidistribute on affine submanifolds with a rate.

problem Understanding equidistribution of measures on affine invariant submanifolds.
method Analyzing unstable foliations and using results from homogeneous dynamics.
result Measures of large dimension equidistribute on affine invariant submanifolds with an effective rate.

Improved manifold-adaptive dimension estimator for better data complexity assessment.

problem Estimating intrinsic dimensionality of complex data.
method Revised and improved Farahmand-Szepesvári-Audibert (FSA) estimator, incorporating probability density function and median.
result Median-FSA estimator outperforms existing methods in accuracy and robustness.

The paper proves global invertibility for certain local diffeomorphisms and biholomorphisms in higher dimensions.

problem Global invertibility of local diffeomorphisms and biholomorphisms in higher dimensions.
method The approach uses conformal geometry, complex analysis, elliptic PDEs, and topology.
result The main theorem guarantees global invertibility for specific local diffeomorphisms and biholomorphisms in higher dimensions.

In this paper we show that the computational complexity of the Iterative Thresholding and K-residual-Means (ITKrM) algorithm for dictionary learning can be significantly reduced by using dimensionality-reduction techniques based on the Johnson-Lindenstrauss lemma. The dimensionality reduction is efficiently carried out…

2018-05-02abs ↗pdf ↗

We consider non-parametric estimation and inference of conditional moment models in high dimensions. We show that even when the dimension DD of the conditioning variable is larger than the sample size nn, estimation and inference is feasible as long as the distribution of the conditioning variable has small intrinsic…

2019-01-11abs ↗pdf ↗

This paper improves sample efficiency in noisy inductive matrix completion with side-information.

problem Improving sample efficiency in noisy inductive matrix completion with side-information.
method Nonconvex projected gradient descent algorithm with spectral initialization.
result Achieves linear convergence and stable recovery at a sample complexity governed by the effective side-information dimension.

In general relativity, the local gravitational energy is best characterised by the quasilocal mass. The small sphere limit of quasilocal mass provides us the most local notion of gravitational energy. In four dimensions, the limits were shown be the stress tensor in non-vacuum and the Bel-Robinson tensor in vacuum. We …

2019-09-26abs ↗pdf ↗

A new method uses diffusion models to efficiently estimate local intrinsic dimensionality of data.

problem Estimating the local intrinsic dimensionality of high-dimensional data.
method Developed a method using the Fokker-Planck equation associated with diffusion models to estimate local intrinsic dimensionality.
result Diffusion models can effectively estimate local intrinsic dimensionality, outperforming existing methods in accuracy and speed.

Study local geometry of mixture models via spectral theory, revealing transitions in training dynamics.

problem Understanding the local geometry of high-dimensional mixture models.
method Spectral theory of Hessian and information matrices, focusing on i.i.d. Gaussian mixtures.
result Exact formulas for limits of spectral distribution and outlier eigenvalues, connecting training dynamics to effective dynamics.

Model complexity is an important factor to consider when selecting among graphical models. When all variables are observed, the complexity of a model can be measured by its standard dimension, i.e. the number of independent parameters. When hidden variables are present, however, standard dimension might no longer be ap…

2012-12-12abs ↗pdf ↗

Investigates maps and properties in spaces with negative dimensions and curvature.

problem Existence of transport maps and local-to-global property in spaces with negative dimensions and bounded Ricci curvature.
method Examines metric measure spaces with negative curvature dimensions and applies reduced curvature-dimension conditions.
result Establishes the existence of transport maps and proves the local-to-global property.

The study examines non-Kähler threefolds with specific metrics and finds they are quasi-bundles over surfaces.

problem Understanding non-Kähler threefolds with algebraic dimension two.
method Examining compact complex non-Kähler threefolds with locally conformally Kähler metrics and proving they are quasi-bundles over projective surfaces under certain assumptions.
result They are blown-up quasi-bundles over a projective surface.