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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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50100150200 · Jun 202019922001200920182026
48 results for minimax formulation

The paper identifies network bottlenecks using minimax paths in stochastic networks.

problem Identifying bottlenecks in networks with stochastic weights.
method Modeling as combinatorial semi-bandit problem, applying combinatorial Thompson Sampling, and approximating the original objective due to computational intractability.
result Established an upper bound on Bayesian regret and evaluated Thompson Sampling performance on real-world networks.

The paper addresses learner privacy in convex optimization with feedback.

problem Privacy risks from eavesdropping adversaries observing learner's queries.
method Optimally obfuscating learner's queries to make their learned optimal value hard to estimate.
result Query complexity overhead is additive in LL in the minimax formulation, multiplicative in LL in the Bayesian formulation.

Two new methods improve block-sparse signal recovery from noisy data.

problem Recovering block-sparse signals with unknown partitions.
method LogLOP-l2/l1 and AdaLOP-l2/l1 methods using log-sum penalty and MCP.
result Our methods outperform existing techniques in estimation accuracy.

Regularization can improve machine learning models' robustness against poisoning attacks.

problem Poisoning attacks degrade machine learning models' performance by manipulating a fraction of the training data.
method Proposes a novel optimal attack formulation considering the effect of hyperparameters on regularization, leading to better evaluation of robustness.
result Demonstrates that L2L_2 regularization can help mitigate the impact of poisoning attacks.

Bayesian neural networks are shown to be minimax and admissible under certain conditions.

problem Optimality of Bayesian neural networks in deep learning models.
method Analysis of decision rules induced by BNNs in the normal location model under quadratic loss.
result A hyperprior on the effective output variance yields a minimax and admissible decision rule.

Paper defines local optimality for sequential nonconvex-nonconcave games.

problem Defining local optimality in sequential nonconvex-nonconcave minimax optimization.
method Proposes local minimax definition and connects to gradient descent ascent.
result Gradient descent ascent stable limit points are local minimax points.

Paper develops a new method for differential privacy sampling using Wasserstein distance.

problem Sampling from distributions under differential privacy constraints with geometric structure consideration.
method Develops a novel framework with Wasserstein Projection Mechanism (WPM) for minimax optimal mechanisms.
result Proposes efficient algorithms for approximate computation of the Wasserstein Projection Mechanism.

Negative momentum accelerates convergence in minimax games but at a suboptimal rate.

problem The convergence rate of negative momentum in minimax games is suboptimal.
method Extending variational inequality formulation, connecting momentum method with Chebyshev polynomials.
result Negative momentum accelerates convergence locally but at a suboptimal rate.

A new Dantzig Selector with an optimal denoising matrix for reinforcement learning.

problem Improving Dantzig Selector's performance in sparse signal recovery and reinforcement learning.
method Defining an optimal denoising matrix through minimax optimization and proposing an approximate algorithm to estimate it.
result Empirical validation of the proposed ODDS algorithm's superior performance in reinforcement learning.

Develops a new robust hypothesis testing framework using Wasserstein uncertainty sets.

problem Improving robustness in hypothesis testing under uncertainty.
method Data-driven uncertainty sets based on Wasserstein metric, convex safe approximation, and tractable reformulation.
result Demonstrates nearly-optimal performance in hypothesis testing.

Study minimax robustness in statistical estimation under Wasserstein contamination.

problem Adversarial perturbations in statistical data.
method Developed minimax theory for qr\ell_q^r losses under Wasserstein-rr contaminations.
result Exact minimax risk identified for joint contaminations in location estimation and prediction in linear regression.

MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.

problem Challenges in achieving valid conditional coverage in conformal prediction.
method Minimax Optimization Predictive Inference (MOPI) framework that optimizes over a flexible class of set-valued mappings.
result MOPI achieves superior shape adaptivity and maintains a principled connection to mean squared coverage error.

Proposes a fairness criterion for multi-objective optimization in classification.

problem Ensuring fairness in classification models across different groups.
method Formulates a minimax Pareto fairness criterion and provides an optimization algorithm.
result Demonstrates improved fairness compared to existing methods on various real-world datasets.

New approach estimates personalized treatment effects using surrogate losses.

problem Estimating personalized treatment effects with binary outcomes and limited data.
method Proposes surrogate loss functions that incorporate both treatment and control data.
result Minimax support vector machine formulation yields tighter bounds.

Optimizes link prediction using matrix logistic regression.

problem Predicting links in networks with limited data.
method Formulated as matrix logistic regression, analyzed in high dimensions, combinatorial estimator with penalized maximum likelihood.
result Achieves minimax rate for Frobenius-norm risk, cannot be computed efficiently.

We formulate statistical watermarking as hypothesis testing and establish near-optimal bounds.

problem Statistical watermarking in the context of hypothesis testing.
method Formulated as a hypothesis testing problem, using coupling of output tokens and rejection regions.
result Established nearly matching upper and lower bounds on the number of i.i.d. tokens required for small Type I and Type II errors.

This research deconstructs GANs into formulation, generalization, and optimization components.

problem Improving the performance and stability of GANs.
method Proposes a perturbation view of GANs, introduces Cascade GANs, and develops principles for GAN generalization and optimization.
result Demonstrates a fundamental trade-off in GAN approximation and statistical errors, and proposes a new GAN architecture with zero minimax duality gap.

We formulate the notion of minimax estimation under storage or communication constraints, and prove an extension to Pinsker's theorem for nonparametric estimation over Sobolev ellipsoids. Placing limits on the number of bits used to encode any estimator, we give tight lower and upper bounds on the excess risk due to qu…

2015-03-25abs ↗pdf ↗

A new algorithm calculates optimal strategies for two-player zero-sum games.

problem Computing the optimal strategies for two-player zero-sum games.
method Extending successive relaxation to two-player zero-sum games and developing a generalized minimax Q-learning algorithm.
result The proposed algorithm converges and effectively computes optimal strategies.

Designs efficient algorithms for optimizing functions with known Lipschitz constants.

problem Optimizing unknown functions with a finite Lipschitz constant.
method Develops sequential algorithms, proves consistency and minimax rates, introduces adaptive versions.
result Theoretical guarantees for LIPO and adaptive LIPO algorithms, demonstrated through numerical examples.

New approach transfers rewards learned in one environment to reinforcement learning in a new environment.

problem Transfer of rewards learned using inverse reinforcement learning from one environment to a new, different environment.
method Formulate the problem as a joint system of Bellman equations, develop minimax estimators for the target soft-qq-function, solve the source and target system of equations jointly.
result The coupled approach removes the first-order influence of source Bellman residual error compared to the sequential approach.

We develop a worst-case analysis of aggregation of classifier ensembles for binary classification. The task of predicting to minimize error is formulated as a game played over a given set of unlabeled data (a transductive setting), where prior label information is encoded as constraints on the game. The minimax solutio…

2015-03-05abs ↗pdf ↗

This paper analyzes the trade-off between accuracy and communication in personalized federated learning.

problem The accuracy-communication trade-off in personalized federated learning.
method The paper provides a quantitative characterization of the personalization degree on the trade-off, establishing minimax optimality.
result The paper offers theoretical insights for choosing the personalization degree and validates the results on synthetic and real-world datasets.

Several problems such as network intrusion, community detection, and disease outbreak can be described by observations attributed to nodes or edges of a graph. In these applications presence of intrusion, community or disease outbreak is characterized by novel observations on some unknown connected subgraph. These prob…

2014-11-23abs ↗pdf ↗

The paper explores how to maintain privacy while estimating parameters accurately.

problem Balancing privacy and accuracy in statistical estimation.
method Developed new technical tools to establish minimax optimality for differential privacy constraints.
result Found that classical lower bound arguments are insufficient for high-dimensional settings and proposed new algorithms that achieve minimax lower bounds.

New approach uses negative controls to estimate causal parameters without completeness conditions.

problem Estimating causal parameters when not all confounders are observed.
method Identification strategy based on minimax learning formulations for general function classes.
result Avoids completeness conditions and uniqueness assumptions on bridge functions.

Study analyzes convergence of parameter estimation in contaminated mixture of experts.

problem Challenges in learning from prompts in large-scale models.
method Convergence analysis, distinguishability condition, partial differential equations.
result Comprehensive convergence rates and minimax lower bounds for parameter estimation.

Bayesian deconditioning improves downscaling of spatial fields.

problem Challenges in refining low-resolution spatial fields with high-resolution information.
method Proposes a Bayesian formulation of deconditioning to solve the inverse problem of conditional expectation.
result Shows substantial improvements in atmospheric field downscaling over existing methods.

Study on QQ-function estimation for continuous state-action MDPs, deriving rates and conditions.

problem Estimating QQ-function in off-policy evaluation for continuous state-action Markov decision processes.
method Reformulated as nonparametric instrumental variables (NPIV) problem, derived minimax lower bounds, proposed sieve two-stage least squares estimator.
result First minimax lower bounds for QQ-function and its derivatives in sup-norm and L2L^2-norm, same as classical nonparametric regression.

Paper improves adversarial training using a learned optimizer.

problem Improving robustness of deep learning models against adversarial attacks.
method Empirically identified PGD attack's limitations and used a learning-to-learn framework to train an adaptive inner optimizer.
result The proposed framework consistently improves model robustness over traditional adversarial training methods.

Develops a hypothesis testing framework for generalized Thurstone models.

problem Determining whether pairwise comparison data fits a generalized Thurstone model.
method Introduces separation distance and derives upper and lower bounds for testing.
result Critical threshold for testing depends on observation graph topology and scales as Θ((nk)1/2)Θ((nk)^{-1/2}) for complete graphs.

Proposes MRO to achieve uniformly low regret in distributionally robust learning.

problem Learning under unknown test distributions (distribution shift).
method Minimax Regret Optimization (MRO) for robust machine learning.
result MRO achieves uniformly low regret across all test distributions.

SREDA optimizes complex machine learning problems with fewer evaluations.

problem Finding an optimal point in nonconvex-strongly-concave minimax problems.
method Stochastic Recursive Gradient Descent Ascent (SREDA) with variance reduction.
result Achieves optimal stochastic gradient complexity of O(κ^3ε^-3).