Research
On-device research index

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.

169,051 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Sep 199219922001200920182026
48 results for milder form

Ensemble learning improves anomaly detection for milder symptoms.

problem Difficulty in detecting incipient anomalies due to similarity to normal conditions.
method Utilize uncertainty information from ensemble learning to identify misclassified incipient anomalies.
result Ensemble learning methods show improved performance on incipient anomaly detection.

For a density ff on Rd{\mathbb R}^d, a {\it high-density cluster} is any connected component of {x:f(x)λ}\{x: f(x) \geq λ\}, for some λ>0λ> 0. The set of all high-density clusters forms a hierarchy called the {\it cluster tree} of ff. We present two procedures for estimating the cluster tree given samples from ff. The first…

2014-06-05abs ↗pdf ↗

Paper introduces new Finsler metrics preserved under projective transformations.

problem Developing new projective invariant in Finsler geometry.
method Formulated weakly generalized Douglas-Weyl (WGDW)(W-G D W) equation to generalize Finsler metrics.
result Introduces new subclasses of Finsler metrics: generalized weakly-Weyl and generalized ildeD ilde{D}-metrics.

We examine the squared error loss landscape of shallow linear neural networks. We show---with significantly milder assumptions than previous works---that the corresponding optimization problems have benign geometric properties: there are no spurious local minima and the Hessian at every saddle point has at least one ne…

2018-05-13abs ↗pdf ↗

Study bubbling Kahler metrics using algebraic geometry.

problem Analyzing the degeneration of Kahler metrics with Euclidean volume growth.
method Algebraic construction of birational modifications to simplify degenerations, comparing with analytic constructions.
result Provide a framework to compare algebraic and analytic approaches to bubbling phenomena.

Paper improves classification rates for private data.

problem Classifying data with privacy constraints and relaxed assumptions.
method Introduced a novel approach for classification under privacy constraints, relaxing the strong density assumption.
result Achieved minimax optimal convergence rates without strong density assumption.

This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common \textit{noise conditions}. These rates display interesting transitions -- due to the inte…

2017-03-16abs ↗pdf ↗

We prove that finitely generated purely loxodromic subgroups of a right-angled Artin group A(Γ)A(Γ) fulfill equivalent conditions that parallel characterizations of convex cocompactness in mapping class groups Mod(S)\text{Mod}(S). In particular, such subgroups are quasiconvex in A(Γ)A(Γ). In addition, we identify a milder cond…

2014-12-11abs ↗pdf ↗

This paper addresses a gap in the classifcation of Codazzi tensors with exactly two eigenfunctions on a Riemannian manifold of dimension three or higher. Derdzinski proved that if the trace of such a tensor is constant and the dimension of one of the the eigenspaces is n1n-1, then the metric is a warped product where t…

2011-11-29abs ↗pdf ↗

We propose a communication-efficient distributed estimation method for sparse linear discriminant analysis (LDA) in the high dimensional regime. Our method distributes the data of size NN into mm machines, and estimates a local sparse LDA estimator on each machine using the data subset of size N/mN/m. After the distri…

2016-10-15abs ↗pdf ↗

We analyze a negative-parameter variant of the diversity-weighted portfolio studied by Fernholz, Karatzas, and Kardaras (Finance Stoch 9(1):1-27, 2005), which invests in each company a fraction of wealth inversely proportional to the company's market weight (the ratio of its capitalization to that of the entire market)…

2015-04-04abs ↗pdf ↗

Ensemble models struggle with detecting mild faults.

problem Difficulty in detecting Intermediate-Severity faults due to their resemblance to normal conditions.
method Extensive experiments with ensemble models to identify and address common pitfalls.
result Designing more effective ensemble models for IS fault detection and diagnosis.

Improved anomaly detection for incipient faults using ensemble learning.

problem Difficulty in detecting milder anomalies due to similarity to normal conditions.
method Utilize uncertainty information from ensemble learning to identify misclassified incipient anomalies.
result Ensemble learning improves performance on incipient anomaly detection.

In the mixture models problem it is assumed that there are KK distributions θ1,,θKθ_{1},\ldots,θ_{K} and one gets to observe a sample from a mixture of these distributions with unknown coefficients. The goal is to associate instances with their generating distributions, or to identify the parameters of the hidden distribu…

2013-11-28abs ↗pdf ↗

We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings minimise, providing an intuitive understanding of the embeddings and a justificatio…

2012-05-21abs ↗pdf ↗

The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps (1979). In the context of optimal portfolio selection with expected utility preferences this question has been a focus of considerable attention over the last twenty years. We…

2009-10-20abs ↗pdf ↗

Complex performance measures, beyond the popular measure of accuracy, are increasingly being used in the context of binary classification. These complex performance measures are typically not even decomposable, that is, the loss evaluated on a batch of samples cannot typically be expressed as a sum or average of losses…

2018-06-02abs ↗pdf ↗

Deep learning framework for kernel methods using RKHM and Perron-Frobenius operators.

problem Kernel methods in deep learning with potential overfitting issues.
method Combining RKHM and Perron-Frobenius operator to derive a new Rademacher bound and analyze deep kernel methods.
result Theoretical interpretation of benign overfitting and milder dependency on output dimension.

The paper computes torsion invariants for groups acting on complexes.

problem Computing torsion invariants for groups acting on complexes.
method Analyzes residually finite groups acting cocompactly on contractible complexes with specific stabilizers.
result Torsion limits to the torsion of the boundary subcomplex, independent of the chain of subgroups.

1-Lipschitz networks are as accurate as classical networks and offer robustness.

problem Misconceptions about 1-Lipschitz neural networks and their properties.
method Analysis of 1-Lipschitz neural networks' accuracy, robustness, and generalization.
result 1-Lipschitz neural networks are as accurate as classical networks and can fit arbitrarily difficult boundaries.

In this paper, we address the problem of learning the structure of a pairwise graphical model from samples in a high-dimensional setting. Our first main result studies the sparsistency, or consistency in sparsity pattern recovery, properties of a forward-backward greedy algorithm as applied to general statistical model…

2011-07-16abs ↗pdf ↗

New method identifies Gaussian SEMs with varying error variances.

problem Identify Gaussian SEMs with both homogeneous and heterogeneous error variances.
method Exploits error variances and edge weights; provides a statistically consistent and feasible structure learning algorithm.
result Proves identifiability of Gaussian SEMs with both homogeneous and heterogeneous unknown error variances.

In topic modeling, many algorithms that guarantee identifiability of the topics have been developed under the premise that there exist anchor words -- i.e., words that only appear (with positive probability) in one topic. Follow-up work has resorted to three or higher-order statistics of the data corpus to relax the an…

2016-11-15abs ↗pdf ↗

Paper develops KMS Wasserstein for high-dimensional data reduction.

problem Optimal transport's curse of dimensionality in high-dimensional data.
method Kernel max-sliced (KMS) Wasserstein distance for dimensionality reduction.
result Sharp finite-sample guarantees for KMS pp-Wasserstein distance.

Develops a Best-of-Both-Worlds algorithm for linear contextual bandits with Tsallis entropy.

problem Linear contextual bandits with i.i.d. contexts.
method Follow-The-Regularized-Leader (FTRL) with Tsallis entropy.
result Achieves $O\left(\log(T)^{\frac{1+β}{2+β}}T^{\frac{1}{2+β}} ight)$ regret under margin condition.

New bounds on generalization error using information density moments.

problem Bounding the generalization error of randomized learning algorithms.
method Derives bounds on average and tail probabilities of generalization error using mth central moments of the information density.
result Explicit bounds on generalization error are derived, showing better dependence on confidence level with higher-order information density moments.

New method identifies shared components from unpaired multimodal mixtures.

problem Identify shared components from unpaired multimodal mixtures.
method Distribution divergence minimization-based loss with sufficient conditions for identifiability.
result Sufficient conditions for shared component identifiability from unaligned multimodal mixtures.

Improves SGM convergence bounds in W2-distance without strict assumptions.

problem Convergence bounds for SGMs in W2-distance require stringent assumptions.
method Novel framework using the OU process and PDE analysis.
result Log-concavity evolves from weak to strong over time.