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 this study, we prove that an intrinsic low dimensionality of covariates is the main factor that determines the performance of deep neural networks (DNNs). DNNs generally provide outstanding empirical performance. Hence, numerous studies have actively investigated the theoretical properties of DNNs to understand thei…
Many nonparametric regressors were recently shown to converge at rates that depend only on the intrinsic dimension of data. These regressors thus escape the curse of dimension when high-dimensional data has low intrinsic dimension (e.g. a manifold). We show that k-NN regression is also adaptive to intrinsic dimension. …
We propose a data-driven approach to solve multiscale elliptic PDEs with random coefficients based on the intrinsic low dimension structure of the underlying elliptic differential operators. Our method consists of offline and online stages. At the offline stage, a low dimension space and its basis are extracted from th…
LDLE embeds manifolds in lower dimensions with low distortion.
problem Embedding manifolds in lower dimensions with low distortion.
method Constructs local views using global eigenvectors of the graph Laplacian, registers them using Procrustes analysis, and tears manifolds apart for intrinsic dimension embedding.
result LDLE preserves distances up to a constant scale with low distortion.
Deep networks can approximate high-dimensional distributions from low-dimensional ones.
problem Approximating high-dimensional distributions from low-dimensional ones.
method Proved neural networks can transform low-dimensional distributions to high-dimensional ones with arbitrary closeness measured by Wasserstein distances and maximum mean discrepancy.
result Upper bounds of the approximation error are obtained in terms of the width and depth of neural network.
We briefly recall a fundamental exterior differential system introduced by the author and then apply it to the case of three dimensions. Here we find new global tensors and intrinsic invariants of oriented Riemaniann 3-manifolds. The system leads to a remarkable Weingarten type equation for surfaces on hyperbolic 3-spa…
We consider non-parametric estimation and inference of conditional moment models in high dimensions. We show that even when the dimension D of the conditioning variable is larger than the sample size n, estimation and inference is feasible as long as the distribution of the conditioning variable has small intrinsic…
This paper develops new methods to recover the missing entries of a high-rank or even full-rank matrix when the intrinsic dimension of the data is low compared to the ambient dimension. Specifically, we assume that the columns of a matrix are generated by polynomials acting on a low-dimensional intrinsic variable, and …
Modern large-scale datasets are frequently said to be high-dimensional. However, their data point clouds frequently possess structures, significantly decreasing their intrinsic dimensionality (ID) due to the presence of clusters, points being located close to low-dimensional varieties or fine-grained lumping. We test a…
The paper tackles transfer learning for growing matrix representations, improving estimation accuracy.
problem Structured matrix estimation under growing ambient dimensions and latent representations.
method Proposes a general transfer framework decomposing target parameters into embedded source components, low-rank innovations, and sparse edits. Develops an anchored alternating projection estimator.
result Establishes deterministic error bounds that separate target noise, representation growth, and source estimation error, yielding improved rates.
New theory shows deep networks adapt to data's intrinsic dimensionality even when data isn't on a low-dimensional manifold.
problem Existing theories on deep nonparametric regression assume data lie on a low-dimensional manifold, which is often not the case in real-world applications.
method Introduces effective Minkowski dimension to characterize the intrinsic dimension of data subsets and proves sample complexity depends on this new complexity notation.
result Deep neural networks can adapt to the effective Minkowski dimension of data, circumventing the curse of dimensionality for moderate sample sizes.
Recent theory work has found that a special type of spatial partition tree - called a random projection tree - is adaptive to the intrinsic dimension of the data from which it is built. Here we examine this same question, with a combination of theory and experiments, for a broader class of trees that includes k-d trees…
The input data features set for many data driven tasks is high-dimensional while the intrinsic dimension of the data is low. Data analysis methods aim to uncover the underlying low dimensional structure imposed by the low dimensional hidden parameters by utilizing distance metrics that consider the set of attributes as…
In this paper we propose and explore the k-Nearest Neighbour UCB algorithm for multi-armed bandits with covariates. We focus on a setting where the covariates are supported on a metric space of low intrinsic dimension, such as a manifold embedded within a high dimensional ambient feature space. The algorithm is concept…
This paper improves spectral embedding for multipartite networks, revealing latent subspaces and providing consistent node representations.
problem Improving spectral embedding for multipartite networks to better represent node types.
method Developed a follow-on step to spectral embedding that recovers node representations in their intrinsic rather than ambient dimension, proving consistency under a specific model.
result Node representations in multipartite networks lie near type-specific subspaces, and the proposed method recovers these representations consistently.
Neural networks provide a rich class of high-dimensional, non-convex optimization problems. Despite their non-convexity, gradient-descent methods often successfully optimize these models. This has motivated a recent spur in research attempting to characterize properties of their loss surface that may explain such succe…