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.
In the Best-k-Arm problem, we are given n stochastic bandit arms, each associated with an unknown reward distribution. We are required to identify the k arms with the largest means by taking as few samples as possible. In this paper, we make progress towards a complete characterization of the instance-wise sample…
We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state observations. In the finite case, we characterize (modulo logarithmic factors) the minimax sample complexity of estimation with respect to the operator infinity norm, while…
We study the sample complexity of private synthetic data generation over an unbounded sized class of statistical queries, and show that any class that is privately proper PAC learnable admits a private synthetic data generator (perhaps non-efficient). Previous work on synthetic data generators focused on the case that …
We pursue the study of holomorphic Cartan geometry with singularities. We introduce the notion of logarithmic Cartan geometry on a complex manifold, with polar part supported on a normal crossing divisor. In particular, we show that the push-forward of a Cartan geometry constructed using a finite Galois ramified coveri…
We shall introduce the notion of C∞ logarithmic symplectic structures on a differentiable manifold which is an analog of the one of logarithmic symplectic structures in the holomorphic category. We show that the generalized complex structure induced by a C∞ logarithmic symplectic structure has unobstruc…
Causal discovery from empirical data is a fundamental problem in many scientific domains. Observational data allows for identifiability only up to Markov equivalence class. In this paper we first propose a polynomial time algorithm for learning the exact correctly-oriented structure of the transitive reduction of any c…
We exhibit an efficient procedure for testing, based on a single long state sequence, whether an unknown Markov chain is identical to or ε-far from a given reference chain. We obtain nearly matching (up to logarithmic factors) upper and lower sample complexity bounds for our notion of distance, which is bas…
We consider reinforcement learning in parameterized Markov Decision Processes (MDPs), where the parameterization may induce correlation across transition probabilities or rewards. Consequently, observing a particular state transition might yield useful information about other, unobserved, parts of the MDP. We present a…
We revisit the inductive matrix completion problem that aims to recover a rank-r matrix with ambient dimension d given n features as the side prior information. The goal is to make use of the known n features to reduce sample and computational complexities. We present and analyze a new gradient-based non-convex…
Improved sampling from high-dimensional Gaussians using smoothed scores.
problem Sampling from high-dimensional Gaussian distributions with gradient information.
method Using smoothed scores, which are gradients of the logarithms of Gaussian-convolved densities, to overcome approximation barriers.
result Improved sampling efficiency with a complexity of \(O\left(\left(\logκ+\log(e\sqrt d/δ_{
m TV})
ight)\log(e\sqrt d/δ_{
m TV})
ight)\) smoothed-score queries.
We present a new method to solve certain ∂ˉ-equations for logarithmic differential forms by using harmonic integral theory for currents on Kahler manifolds. The result can be considered as a ∂ˉ-lemma for logarithmic forms. As applications, we generalize the result of Deligne about closedness…
It is widely believed that the practical success of Convolutional Neural Networks (CNNs) and Recurrent Neural Networks (RNNs) owes to the fact that CNNs and RNNs use a more compact parametric representation than their Fully-Connected Neural Network (FNN) counterparts, and consequently require fewer training examples to…
In this paper, we introduce the notions of logarithmic Poisson structure and logarithmic principal Poisson structure; we prove that the latter induces a representation by logarithmic derivation of the module of logarithmic Kahler differentials; therefore, it induces a differential complex from which we derive the notio…
SCAFFLSA reduces communication complexity for federated learning with heterogeneous clients.
problem Quantifying and reducing communication complexity in federated learning with heterogeneous clients.
method Proposes SCAFFLSA, a variant of FedLSA using control variates to correct for client drift.
result SCAFFLSA achieves logarithmic communication complexity for statistically heterogeneous agents, scaling with the inverse of the desired accuracy.