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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.

169,181 papers · 148 categories

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48 results for median truncation

Improved robustness of gradient descent for low-rank matrix recovery in the presence of arbitrary outliers.

problem Gradient descent's sensitivity to outliers in low-rank matrix recovery.
method Truncated gradient descent with adaptive median truncation.
result Converges to ground truth at a linear rate with near-optimal number of measurements, even with constant fraction of arbitrarily corrupted measurements.

New method for estimating median and mean with high probability privacy.

problem Estimating median and mean with differential privacy.
method Propose, Test, Release (PTR) mechanism with concentration inequalities.
result First sub-Gaussian high probability bounds for differentially private median and mean estimation.

This paper investigates the phase retrieval problem, which aims to recover a signal from the magnitudes of its linear measurements. We develop statistically and computationally efficient algorithms for the situation when the measurements are corrupted by sparse outliers that can take arbitrary values. We propose a nove…

2016-03-11abs ↗pdf ↗

CACTI improves tabular data imputation by leveraging missingness patterns and contextual information.

problem Tabular data imputation with improved accuracy and robustness.
method Masked autoencoding approach with median truncated copy masking and contextual information.
result Average R2R^2 gain of 7.8% over the next best method across various datasets and missingness conditions.

Study robust linear regression without distributional assumptions for heavy-tailed responses.

problem Linear regression with heavy-tailed responses and no distributional assumptions.
method Combining truncated least squares, median-of-means, and aggregation theory to construct a non-linear estimator.
result Achieves excess risk of order d/nd/n with optimal sub-exponential tail.

New algorithms for stochastic linear bandits with heavy-tailed payoffs achieve nearly optimal regret.

problem Stochastic linear bandits with heavy-tailed payoffs.
method Median of means and dynamic truncation.
result Sublinear regret bound of O(d12T11+ε)O(d^{\frac{1}{2}}T^{\frac{1}{1+ε}}) for ε(0,1]ε\in(0,1].

We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide class of probability measures, and study the associated learning rates. We apply th…

2012-02-23abs ↗pdf ↗

Paper proposes robust methods for estimating optimal treatment rules with censored survival data.

problem Estimating optimal treatment rules for censored survival data.
method Developed two robust criteria and a sampling-based difference-of-convex algorithm for learning optimal treatment rules.
result Proposed methods show improved performance compared to existing methods in simulations and real data.

New algorithms tackle heavy-tailed payoffs in linear stochastic bandits, matching lower bounds up to polylogarithmic factors.

problem Linear stochastic bandits with heavy-tailed payoffs.
method Median of means with well-designed allocation and truncation based on historical information.
result Regret upper bounds match the lower bound up to polylogarithmic factors.

The stochastic multi-armed bandit problem is well understood when the reward distributions are sub-Gaussian. In this paper we examine the bandit problem under the weaker assumption that the distributions have moments of order 1+ε, for some ε(0,1]ε\in (0,1]. Surprisingly, moments of order 2 (i.e., finite variance) are suffi…

2012-09-08abs ↗pdf ↗

Study on median algebra structures on Euclidean spaces and manifolds with local CAT(0) cubulation.

problem Understanding median algebra structures on Euclidean spaces and manifolds.
method Showed local CAT(0) cubulation for median structures on ER homology manifolds.
result Median structures on ER homology manifolds have a local CAT(0) cubulation structure.

A method for estimating the median of gradients in stochastic optimization.

problem Robust gradient estimation in stochastic optimization for various applications.
method Stochastic Proximal Point Method for median gradient estimation.
result The proposed method can converge even under heavy-tailed, state-dependent noise.

This paper introduces online algorithms to estimate robust geometric median in large data streams.

problem Detecting outliers in large data sets using robust statistical measures.
method Online stochastic Newton methods for estimating the geometric median.
result Rates of convergence for online estimation of the geometric median.

The study finds that maximizing median returns is the only viable strategy in portfolio selection.

problem Difficulties in studying optimal portfolio strategies due to discontinuity and time inconsistency in maximizing median and quantile returns.
method Used intra-personal equilibrium approach to analyze portfolio selection under median and quantile maximization.
result Median maximization is the only viable strategy, with no investment in risky assets for other quantiles.

Median sampling reduces the runtime of noisy evolutionary optimization problems.

problem Reduction of noise's negative effect in evolutionary optimization.
method Introducing median sampling into evolutionary algorithms and analyzing its performance.
result Median sampling reduces the expected runtime exponentially under onebit noise.

The consistency of Fréchet medians is proved for probability measures in proper metric spaces. In the context of Riemannian manifolds, assuming that the probability measure has more than a half mass lying in a convex ball and verifies some concentration conditions, the positions of its Fréchet medians are estimated. It…

2011-10-18abs ↗pdf ↗

This paper tackles ranking preferences through local consensus, improving prediction accuracy.

problem Predicting individual preferences over a set of items based on observed characteristics.
method Proposes ranking median regression, introducing local consensus/median for efficient learning.
result Developed efficient methods for ranking median regression, achieving fast learning rates.

In high dimensions, the mean and geometric median are nearly identical.

problem Understanding the relationship between mean and geometric median in high-dimensional spaces.
method Analytical derivation and simulation of the distance between mean and geometric median.
result The distance between mean and geometric median vanishes with dimensionality in high dimensions.

Prefix consistency improves model reliability by weighting answers based on their reproducibility.

problem Improving the reliability of large language models' reasoning traces.
method Use prefix consistency to weight candidate answers based on their reproducibility during regeneration.
result Prefix consistency is the best correctness predictor, reaching Standard MV plateau accuracy with up to 21x fewer tokens.

Median-of-means sampling outperforms mean-of-means for large sample sizes in numerical integration.

problem Improving numerical integration accuracy in high dimensions.
method Median-of-means sampling compared to mean-of-means using RQMC methods.
result Median-of-means sampling is superior for large sample sizes, while mean-of-means is better for smaller sample sizes.

Upper bound for Hausdorff distance between hyperbolic space and its medianization.

problem Calculating the Hausdorff distance between hyperbolic space and its medianization.
method Using de Sitter space to model finite-dimensional hyperbolic space and its medianization, calculating the Hausdorff distance.
result An upper bound for the Hausdorff distance between hyperbolic space and its medianization is calculated.

Paper proposes a novel method to improve matrix completion with median loss for large datasets.

problem Matrix completion with absolute deviation loss for large-scale data.
method Proposes a refinement step using pseudo data to improve inefficient estimators of median matrix completion.
result Turns inefficient estimators into a rate (near-)optimal matrix completion procedure.

A new robust gradient descent method improves generalization efficiency.

problem Improving off-sample generalization of learning algorithms under heavy-tailed data.
method Smoothed multiplicative noise applied to observations before constructing a sum of soft-truncated gradient coordinates.
result The proposed method achieves competitive theoretical guarantees and efficient generalization over a wide class of data distributions.

An efficient algorithm for k-median clustering in a sequential setting without substitutions.

problem Clustering a sequence of examples without being able to substitute centers later.
method An efficient algorithm with a multiplicative approximation factor of twice the offline algorithm's factor, and an optimal offline algorithm.
result The efficient algorithm achieves a good approximation of the optimal offline solution.

Study shows Roller compactification's median graph has limited asymptotic dimension.

problem Understanding the asymptotic dimension of Roller compactifications.
method Proved using finite dimensional CAT(0) cube complexes and Borel median graph.
result Borel asymptotic dimension is bounded by the complex's dimension.

The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gauss…

2010-06-12abs ↗pdf ↗