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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.

168,742 papers · 148 categories

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145290435580 · Jun 202019922001200920172026
48 results for low-rank distributions

Study the distribution for low-rank matrix learning, improving inference methods.

problem Lack of understanding of underlying probability distributions in low-rank matrix learning.
method Analyze the distribution f(X)eλXf(X)\propto e^{-λ\Vert X\Vert_*}, using differential geometry to design an improved MCMC algorithm and learn penalty parameter λ.
result Improved MCMC algorithm and penalty parameter learning for low-rank Bayesian inference.

Novel method for efficient low-rank matrix estimation and bandit algorithms.

problem Low-rank matrix estimation and bandit problems.
method LowPopArt method for low-rank matrix estimation and novel experimental design criterion.
result Improved recovery guarantees and regret bounds for low-rank bandit algorithms.

We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization variables appear only locally at a single node in the network. We term the resulting a…

2018-11-07abs ↗pdf ↗

Bayesian model improves image completion accuracy by automatically learning low rank structure.

problem Improving image completion accuracy with limited data and avoiding overfitting.
method Developed a Bayesian low rank tensor ring model with multiplicative interaction and Student-T distribution for sparse core factors.
result The proposed method outperforms state-of-the-art image completion techniques, especially in recovery accuracy.

Characterizes uncertainty in low-rank matrix completion with noisy data.

problem Uncertainty quantification in low-rank matrix completion with heterogeneous sub-exponential noise.
method Characterizes the distribution of estimated matrix entries under low-rank estimators with heterogeneous sub-exponential noise.
result Explicit formulas for the distribution of estimated matrix entries under Poisson and Binary noise.

CoreFlow models matrix-valued distributions efficiently, preserving shared low-rank structure.

problem Learning matrix-valued distributions from high-dimensional and incomplete data.
method Low-rank flow model that learns shared row/column subspaces and trains a normalizing flow on the core.
result CoreFlow improves generation quality in few-sample regimes and remains competitive in data-rich settings.

Low-rank MPPCA improves importance sampling in high dimensions.

problem Estimating full-rank GMM covariance matrices in high dimensions is numerically unstable.
method Use MPPCA mixtures as low-rank proposals for importance sampling in high-dimensional spaces.
result Consistent gains in sample efficiency and quality of failure distribution characterization.

Estimates joint probability distribution from 1-way marginals using low-rank tensors and random projections.

problem Nonparametric estimation of joint probability mass function (PMF) from limited data.
method Low-rank tensor decomposition and random projections to link data to PMF estimation.
result Estimates joint density from 1-way marginals using transformed space and novel algorithm.

New method for robust PCA with exponential family distributions.

problem Recovering low-rank structure from data matrices with outliers.
method Alternating Direction Method of Multipliers for eextRPCAe^{ ext{RPCA}}.
result Demonstrated effectiveness in steel sheet defect detection and crime activity monitoring.

Paper studies model stealing for low-rank language models.

problem Model stealing threatens proprietary models' security and data privacy.
method Theoretical study of model stealing for Hidden Markov Models (HMMs) and low-rank language models using the conditional query model.
result Efficient algorithm for learning any low-rank distribution in the conditional query model.

Paper proposes a new algorithm for graph learning with covariance constraints.

problem Graphical models and factor analysis not jointly leveraged in graph learning processes.
method Penalized maximum likelihood estimation of an elliptical distribution with Riemannian optimization.
result Effectiveness of the proposed approach demonstrated on real-world data sets.

Meta learns low-rank covariance factors for better uncertainty estimation.

problem Sub-optimal covariance matrices in multi-task settings.
method Meta learns diagonal or diagonal plus low-rank factors using an attentive set encoder.
result Efficiently constructed task-specific covariance matrices improve uncertainty estimation.

Compact parameterization improves Bayesian neural network performance.

problem Improving performance of Bayesian neural networks using variational methods.
method Restricting variational distribution to a k-tied Normal distribution with low-rank factorization.
result Compact parameterization improves signal-to-noise ratio and convergence speed.

Low-rank matrix regression refers to the instances of recovering a low-rank matrix based on specially designed measurements and the corresponding noisy outcomes. In the last decade, numerous statistical methodologies have been developed for efficiently recovering the unknown low-rank matrices. However, in some applicat…

2018-05-24abs ↗pdf ↗

Method estimates joint probability density from samples using low-rank decomposition and random projections.

problem Estimating joint probability density from limited samples.
method Low-rank tensor decomposition, dictionaries, and Radon transforms.
result Algorithm outperforms previous methods in estimating synthetic probability densities.

TFB simplifies Bayesian LLM uncertainty estimation without extra training.

problem Estimating uncertainty in LLM responses remains challenging.
method Training-Free Bayesianization (TFB) that transforms low-rank adapters into Bayesian ones without additional training.
result TFB achieves superior uncertainty estimation and generalization compared to existing methods.

We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a stochastically independent uniformly distributed unit vector. When the set of unit vectors …

2015-11-19abs ↗pdf ↗

The study examines denoising and noisy-input regression under distribution shift, revealing double descent behavior and insights for data augmentation.

problem Understanding denoising in machine learning, especially under noisy inputs and distribution shift.
method Theoretical analysis of supervised denoising and noisy-input regression, considering low-rank data and proportional regime.
result The test error exhibits double descent under general distribution shift, indicating that overfitting the noise can be benign, tempered, or catastrophic.

Paper proposes recycling model updates in federated learning by exploiting low-rank gradient subspaces.

problem Large parameter transmissions in federated learning.
method Look-back Gradient Multiplier (LBGM) algorithm exploiting low-rank property of gradient subspaces.
result LBGM reduces communication overhead with minimal performance loss.

Efficiently samples complex distributions using tensor train format.

problem Sampling from high-dimensional complex probability densities efficiently.
method Integrates tensor train format with backward stochastic differential equations (BSDEs) for fast, robust, and accurate sampling.
result Improved efficiency in sampling from challenging target distributions.

This paper extends the Gaussian process interpretation of deep networks to more varied weight distributions.

problem Understanding the impact of different weight initialization schemes on deep learning dynamics.
method Extending the Gaussian process interpretation to PSEUDO-IID weight distributions, including sparse and low-rank networks.
result PSEUDO-IID initialized networks are effectively equivalent up to variance, enabling tractable posterior distributions.

New algorithm for low-rank optimal transport with improved interpretability and efficiency.

problem Quadratic scaling of optimal transport coupling matrix for massive datasets.
method Factor Relaxation with Latent Coupling (FRLC) algorithm.
result Superior performance on diverse applications including graph clustering and spatial transcriptomics.

This paper presents a Bayesian method for estimating the rank of a low-rank tensor model of joint PMF.

problem Estimating the rank of a low-rank tensor model of joint PMF from observed data.
method Bayesian framework for estimating low-rank components and rank simultaneously, using variational inference.
result Automatic rank detection and improved estimation accuracy compared to cross-validation methods.

TSRGA scales multivariate linear regression for feature-distributed data.

problem Multivariate linear regression for feature-distributed data with high dimensions and many computing nodes.
method Two-stage relaxed greedy algorithm (TSRGA) for multivariate linear regression.
result TSRGA is highly scalable and can yield low-rank coefficient estimates.

PowerGossip compresses model differences for decentralized deep learning with low-rank linear compressors.

problem Communication bottleneck in decentralized deep learning models.
method Low-rank linear compressors applied on model differences using power iteration steps.
result Asymptotically independent of network and compression, faster convergence, and comparable performance to tuned compression algorithms.

In statistical connectomics, the quantitative study of brain networks, estimating the mean of a population of graphs based on a sample is a core problem. Often, this problem is especially difficult because the sample or cohort size is relatively small, sometimes even a single subject. While using the element-wise sampl…

2016-09-06abs ↗pdf ↗

This work explores efficient reinforcement learning with density features in low-rank MDPs.

problem Efficient reinforcement learning with density features in low-rank MDPs.
method Proposes algorithms for off-policy estimation and online construction of exploratory data distributions.
result Demonstrates sample-efficient learning with density features in low-rank MDPs, overcoming technical challenges.

Paper tackles matrix estimation under arbitrary noise, achieving minimax optimality.

problem Noisy low-rank-plus-sparse matrix recovery under arbitrary dependence.
method Incoherent-constrained least-square estimator, novel energy spreading result.
result Achieves minimax optimality in estimating structured Markov transition kernels.

Proposes a tensor Laplacian-based method for better subspace clustering of non-uniformly distributed data.

problem LRR's inability to handle non-uniform data distribution and local information loss.
method Tensor Laplacian Regularized Low-Rank Representation (TLRR) using hypergraph model and tensor Laplacian algorithm.
result Higher accuracy and precision in subspace clustering compared to state-of-the-art methods.