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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.

169,341 papers · 148 categories

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62123185246 · May 202619922001200920182026
48 results for marginal matching

MWGAN tackles multi-marginal matching problem with Wasserstein GAN.

problem Learning mappings to match a source domain to multiple target domains with cross-domain correlations.
method Develops a novel Multi-marginal Wasserstein GAN (MWGAN) with inner- and inter-domain constraints to minimize Wasserstein distance.
result Theoretical and empirical evaluations show MWGAN's effectiveness on balanced and imbalanced translation tasks.

3MSBM learns smooth trajectories from multiple snapshots.

problem Capturing long-range temporal dependencies in complex systems.
method Lifts dynamics to phase space, generalizes stochastic bridges to multi-marginal conditional problems, learns transport maps preserving intermediate marginals.
result Significantly improves convergence and scalability in capturing complex dynamics.

GMC benchmark isolates retrieval in Transformers, revealing max-margin alignment.

problem Understanding how Transformers develop match-and-copy behavior on natural data.
method Introducing Gaussian Match-and-Copy (GMC) as a minimalist benchmark.
result Gradient descent drives parameters to diverge while aligning with max-margin separator.

Generative models often fail to preserve joint structure despite matching marginals.

problem Generative models fail to capture complex dependencies beyond univariate marginals.
method Introduced D_Sigma(P,Q) = ||Sigma_P - Sigma_Q||_F to measure covariance-level dependence fidelity.
result Covariance-level divergence can lead to structural instability in downstream inference.

Matching only the marginal distribution of latent style variables in factorized models fails to prevent class leakage.

problem Class leakage in factorized generative models despite matching marginal distributions.
method Derive an exact decomposition showing four conditions required for factorized sampling, and demonstrate that matching only the marginal distribution is insufficient.
result Class labels can be recovered with high accuracy (74%--100%) from factorized generative models, indicating leakage.

ScoreMatchingRiesz improves debiased machine learning and policy effects estimation.

problem Improving debiased machine learning and policy effects estimation.
method Score matching and Riesz representer estimation.
result Estimates policy path for continuous treatments, improving interpretability.

We give polynomial-time algorithms for the exact computation of lowest-energy (ground) states, worst margin violators, log partition functions, and marginal edge probabilities in certain binary undirected graphical models. Our approach provides an interesting alternative to the well-known graph cut paradigm in that it …

2008-10-24abs ↗pdf ↗

Score matching errors are not sufficient for measuring diffusion model quality.

problem The L2L^2 score matching error is not a reliable measure of diffusion model performance.
method Decomposed score errors into gradient and solenoidal components and analyzed their geometric properties.
result Only the gradient component of the score error affects the marginal distributional quality.

A new imputation method estimates missing values by matching observed marginals from masked data.

problem Missing values in data undermine statistical and machine learning analysis.
method Estimates a distribution from masked observations using positive semi-definite kernel density estimation.
result The method yields both single and multiple imputations from the same fitted density, with statistical consistency and fast adaptive excess risk.

New findings show score matching's accuracy doesn't ensure numerical stability in diffusion sampling.

problem Numerical stability issues in diffusion sampling despite small forward-marginal error.
method Constructing a smooth score field with arbitrarily small forward-marginal L2L^2 error, showing nonexplosive behavior and moments of every order.
result Euler--Maruyama discretizations can converge in probability even when moments diverge, demonstrating failure of weak convergence.

New algorithm preserves transport maps for better diffusion model training.

problem Training diffusion models with task-specific optimality structures.
method Generalized Schrödinger Bridge Matching (GSBM), inspired by conditional stochastic optimal control.
result GSBM better preserves transport maps, enabling stable convergence and improved scalability.

New geometric analysis shows L2L^2 score error is flawed for diffusion models.

problem Score matching errors in diffusion models do not fully capture distributional quality.
method Decomposed score errors into gradient and solenoidal components, focusing on gradient's role in Fokker-Planck dynamics.
result Only gradient component affects marginal distributional quality; solenoidal component is structurally invisible.

New framework using Jensen-Shannon divergence improves domain adaptation theory.

problem Incoherence between empirical domain adversarial training and theoretical H\mathcal{H}-divergence.
method Established new theoretical framework based on Jensen-Shannon divergence, derived bi-directional upper bounds.
result Framework exhibits flexibilities for various transfer learning problems.

Study examines time-varying betas and their volatility in bank interest income and expense margins.

problem Understanding the variability of bank betas and their impact on net interest margins.
method Used state-space methods to estimate time-varying betas and conditional volatility.
result Substantial variation in interest income and expense betas, leading to varying net interest margin coefficients.

Paper proves tight lower bounds for online multicalibration, separating it from marginal calibration.

problem Proving lower bounds for online multicalibration in relation to marginal calibration.
method Information-theoretic approach, constructing group families from orthonormal bases.
result Establishes tight lower bounds for online multicalibration, matching upper bounds up to logarithmic factors.

We address the problem of learning the parameters in graphical models when inference is intractable. A common strategy in this case is to replace the partition function with its Bethe approximation. We show that there exists a regime of empirical marginals where such Bethe learning will fail. By failure we mean that th…

2012-02-14abs ↗pdf ↗

New research shows the maximum ℓ1-margin classifier doesn't adapt to sparse ground truths.

problem Understanding the limitations of the maximum ℓ1-margin classifier in high-dimensional settings.
method Analyzing convergence and prediction error rates of the maximum ℓ1-margin classifier.
result Proves tight upper and lower bounds for prediction error, showing benign overfitting.

Analyzes large-margin classifiers under high-dimensional data.

problem Selecting the best classifier among various margin-based methods.
method Investigates asymptotic performance of large-margin classifiers under two component mixture models.
result Analytical results closely match with Monte Carlo simulations.

Framework for private, noise-tolerant, and efficient learning algorithms.

problem Private and efficient learning of large-margin halfspaces in noisy environments.
method Simple framework using differential privacy and noise tolerance conditions.
result Noise-tolerant and private PAC learners for large-margin halfspaces with sample complexity independent of dimension.

We develop a framework for post model selection inference, via marginal screening, in linear regression. At the core of this framework is a result that characterizes the exact distribution of linear functions of the response yy, conditional on the model being selected (``condition on selection" framework). This allows…

2014-02-23abs ↗pdf ↗

Projects Markovian processes from Itô semimartingales with jumps.

problem Modeling Itô semimartingales with jumps using Markovian projections.
method Construct Markovian projections for Itô semimartingales with jumps using non-local FPKEs.
result Markovian projections match the marginal laws of the original process.

MARGINATTACK improves zero-confidence adversarial attacks' accuracy and efficiency.

problem Improving zero-confidence adversarial attacks' accuracy and efficiency.
method Proposes MARGINATTACK, a zero-confidence attack framework that computes margin with improved accuracy and efficiency.
result MARGINATTACK computes a smaller margin than state-of-the-art zero-confidence attacks and matches state-of-the-art fix-perturbation attacks.

New method solves tree-structured Schrödinger Bridge problems.

problem Computing Schrödinger Bridge between tree-structured distributions.
method Iterative Markovian Fitting (IMF) procedure for tree-structured costs.
result Extends IMF to tree-structured Schrödinger Bridge problems.

This paper introduces Gumbel-Sinkhorn networks for learning latent matchings.

problem Learning in latent variable models with permutations is difficult due to combinatorial intractability.
method Approximates maximum-weight matching using the Sinkhorn operator, extending Gumbel-Softmax.
result Demonstrates effectiveness on sorting, jigsaw puzzles, and neural signal identification tasks.

This study examines biases in flow matching samplers using finite-sample estimation.

problem Biases in flow matching samplers when using finite-sample surrogates.
method Finite-sample plug-in estimation and hierarchy of empirical FM models.
result Exact empirical minimizer and smoothed plug-in regime identified for affine conditional flows.

We improve GANs by enforcing reproducibility and using non-uniform sampling.

problem Overrepresentation of certain samples in GANs' marginal log-likelihood.
method Enforce reproducibility through matching empirical distribution to prior, use non-uniform sampling for mini-batch selection.
result Improved quality and variety in generated samples, validated on CIFAR10, Fashion MNIST, and CelebA.

A novel method for Bayesian predictive distribution modeling with neural nets.

problem Modeling and quantifying prediction uncertainty in neural networks.
method Evidential Deep Learning, Bayesian Neural Net, progressive moment matching, PAC bound.
result Improves model fit and uncertainty quantification on various benchmarks.

A new method for unsupervised domain adaptation using Gaussian processes.

problem Reducing target domain error by aligning input and output distributions.
method Max-margin Gaussian process approach to achieve hypothesis consistency.
result Our method effectively minimizes maximum discrepancy and maximizes margins.