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.
We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in learning theory and generalization bounds for unbounded loss functions.
We consider the problem of estimating the underlying graph associated with a Markov random field, with the added twist that the decoding algorithm can iteratively choose which subsets of nodes to sample based on the previous samples, resulting in an active learning setting. Considering both Ising and Gaussian models, w…
Policy iteration is a family of algorithms that are used to find an optimal policy for a given Markov Decision Problem (MDP). Simple Policy iteration (SPI) is a type of policy iteration where the strategy is to change the policy at exactly one improvable state at every step. Melekopoglou and Condon [1990] showed an exp…
Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we approach the question of fundamental iteration complexity by providing lower boun…
In adaptive data analysis, the user makes a sequence of queries on the data, where at each step the choice of query may depend on the results in previous steps. The releases are often randomized in order to reduce overfitting for such adaptively chosen queries. In this paper, we propose a minimax framework for adaptive…
This paper studies the lower bound complexity for the optimization problem whose objective function is the average of n individual smooth convex functions. We consider the algorithm which gets access to gradient and proximal oracle for each individual component. For the strongly-convex case, we prove such an algorith…
We obtain upper bounds for the isoperimetric quotients of extrinsic balls of submanifolds in ambient spaces which have a lower bound on their radial sectional curvatures. The submanifolds are themselves only assumed to have lower bounds on the radial part of the mean curvature vector field and on the radial part of the…
Traditional statistical analysis requires that the analysis process and data are independent. By contrast, the new field of adaptive data analysis hopes to understand and provide algorithms and accuracy guarantees for research as it is commonly performed in practice, as an iterative process of interacting repeatedly wi…
Smooth finite-sum optimization has been widely studied in both convex and nonconvex settings. However, existing lower bounds for finite-sum optimization are mostly limited to the setting where each component function is (strongly) convex, while the lower bounds for nonconvex finite-sum optimization remain largely unsol…
We study the linear contextual bandit problem with finite action sets. When the problem dimension is d, the time horizon is T, and there are n≤2d/2 candidate actions per time period, we (1) show that the minimax expected regret is Ω(dT(logT)(logn)) for every algorithm, and (2) introduce a V…
The main result of this paper shows that "test configurations" give new lower bounds on the L2 norm of the scalar curvature on a Kahler manifold. This is closely analogous to the analysis of the Yang-Mills functional over Riemann surfaces by Atiyah and Bott. The proof uses asymptotic approximation by finite-dimens…
In this paper, we obtain fundamental Lp bounds in sequential prediction and recursive algorithms via an entropic analysis. Both classes of problems are examined by investigating the underlying entropic relationships of the data and/or noises involved, and the derived lower bounds may all be quantified in…
Local differential privacy (LDP) is a model where users send privatized data to an untrusted central server whose goal it to solve some data analysis task. In the non-interactive version of this model the protocol consists of a single round in which a server sends requests to all users then receives their responses. Th…