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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.

168,695 papers · 148 categories

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234468701935 · Jun 202019922001200920172026
48 results for minimax rate optimality

New algorithm AG-OG optimizes separable convex-concave problems efficiently.

problem Efficiently solving separable convex-concave minimax optimization problems.
method Leverages Nesterov acceleration and optimistic gradient on component and coupling parts of the problem.
result Achieves optimal convergence rate for various settings including bilinearly coupled problems.

Study confirms optimal minimax rate for nonlocal interaction kernel estimation.

problem Estimating nonlocal interaction kernels in interacting particle systems.
method Introduced tamed least squares estimator (tLSE) achieving optimal convergence rate.
result Optimal minimax rate of convergence confirmed for β1/4β \geq 1/4.

A novel decentralized algorithm improves minimax optimization in federated learning.

problem Minimax optimization in federated learning with data heterogeneity.
method Decentralized Gradient Tracking (K-GT-Minimax) for nonconvex-strongly-concave optimization.
result Demonstrates superior convergence rate for NC-SC minimax optimization.

This paper studies continuum-armed bandits under Besov smoothness conditions and derives minimax rates.

problem Optimizing an unknown function with limited evaluations.
method Studies continuum-armed bandits under Besov smoothness conditions and derives minimax rates.
result Minimax rates over Besov spaces are identical to those over the smallest Hölder space into which Besov spaces embed.

Study minimax-optimal rates for offline decision-making with function approximation.

problem Statistical complexity of offline decision-making with function approximation.
method Near minimax-optimal rates for stochastic contextual bandits and Markov decision processes, using pseudo-dimension and behavior policy.
result Established performance limits and new characterization of behavior policy.

Unified framework for structure learning via conditional independence testing.

problem Optimal structure learning and conditional independence testing.
method Established a fundamental connection and reduction between structure learning and conditional independence testing.
result Optimal rates for structure learning are determined by conditional independence testing rates.

New research shows existing information-theoretic methods can't establish minimax rates for gradient descent in stochastic convex optimization.

problem Establishing minimax rates for gradient descent in stochastic convex optimization using information-theoretic methods.
method Examined several information-theoretic frameworks including input-output mutual information bounds, conditional mutual information bounds, PAC-Bayes bounds, and their variants.
result Proved that none of the examined information-theoretic frameworks can establish minimax rates for gradient descent in stochastic convex optimization.

This paper analyzes how machine learning models resist adversarial attacks in nonparametric regression.

problem Adversarial attacks on machine learning models in nonparametric regression.
method Theoretical analysis of minimax rates of convergence under adversarial sup-norm.
result The minimax rate under adversarial attacks is the sum of two terms: standard rate and deviation of true function.

Paper tackles adversarial attacks on nonparametric regression models.

problem Vulnerability of machine learning models to adversarial attacks in nonparametric regression.
method Establishes minimax rate and proposes adaptive estimators for robust nonparametric regression under adversarial LqL_q-risks.
result Achieves minimax optimality and provides adaptive estimators for robust nonparametric regression.

Classical scaling is shown to be optimal under various noisy conditions.

problem Consistency of classical scaling under general noise conditions.
method Established using finite fourth moments of noise, derived convergence rates, and matching minimax lower bounds.
result Classical scaling achieves minimax optimality in recovering true configuration from noisy dissimilarities.

Paper investigates optimal transport map estimation in infinite-dimensional spaces.

problem Estimating optimal transport maps in infinite-dimensional spaces is challenging.
method Characterizes γγ-smoothness for optimal transport maps and develops a polynomial-rate estimator.
result Shows polynomial-order minimax risk for optimal transport map estimation.

In this paper, we give a new sharp generalization bound of lp-MKL which is a generalized framework of multiple kernel learning (MKL) and imposes lp-mixed-norm regularization instead of l1-mixed-norm regularization. We utilize localization techniques to obtain the sharp learning rate. The bound is characterized by the d…

2011-03-27abs ↗pdf ↗

We study the minimax optimal rate for estimating the Wasserstein-11 metric between two unknown probability measures based on nn i.i.d. empirical samples from them. We show that estimating the Wasserstein metric itself between probability measures, is not significantly easier than estimating the probability measures u…

2019-08-27abs ↗pdf ↗

Alt-GDA outperforms Sim-GDA in minimax games with near-optimal local convergence.

problem Minimax optimization convergence rate comparison
method Alternating Gradient Descent-Ascent (Alt-GDA) vs. Simultaneous Gradient Descent-Ascent (Sim-GDA)
result Alt-GDA achieves near-optimal local convergence rate for strongly convex-strongly concave problems, while Sim-GDA converges slower.

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.

Optimal multistage method solves noisy minimax problems.

problem Minimizing/maximizing in noisy conditions with smooth and strongly convex-strongly concave settings.
method Multistage Stochastic Gradient Descent Ascent (M-GDA) and Optimistic Gradient Descent Ascent (M-OGDA).
result Achieves optimal linear decay rate with respect to initial error and condition number.

Paper develops a method for estimating PFLM with minimized rates in high dimensions.

problem Estimating PFLM with minimized rates in high dimensions.
method Least square approach with mixed regularizations of function-norm and ℓ1-norm.
result Established optimal minimax rates of estimation for PFLM.

We find the minimax rate of convergence in Hausdorff distance for estimating a manifold M of dimension d embedded in R^D given a noisy sample from the manifold. We assume that the manifold satisfies a smoothness condition and that the noise distribution has compact support. We show that the optimal rate of convergence …

2010-07-04abs ↗pdf ↗

The paper constructs optimal confidence bands for kernel gradient flow estimators.

problem Estimating generalization error and constructing confidence bands for kernel gradient flows.
method Established convergence rates and constructed optimal confidence bands under capacity-source condition.
result Optimal confidence bands for kernel gradient flows have shrinkage rates close to minimax optimal rates.

Study improves distributional regression evaluation with CRPS, finding optimal rates of convergence.

problem Improving probabilistic forecasts in meteorology using distributional regression.
method Extends theoretical properties of CRPS evaluation to include covariates and finite sample sizes, analyzing convergence rates for different methods.
result Optimal minimax rate of convergence for distributional regression methods is achieved by k-nearest neighbor and kernel methods.

Study exact minimax rates for density estimation over convex classes, extending previous work.

problem Deriving minimax rates for density estimation over convex density classes.
method Building on Le Cam's work, determine exact minimax rates using local metric entropy.
result Exact minimax rates derived for any convex density class, including nonparametric and parametric cases.

Paper proposes ZO-SMD for MERO, achieving optimal convergence rates.

problem Minimizing excess risk across all test distributions.
method Zeroth-order stochastic mirror descent algorithm for both smooth and non-smooth MERO.
result Converges at optimal rates of O(1/t)\mathcal{O}(1/\sqrt{t}) for estimates and optimization errors.

Study minimax rates for density estimation under Huber contamination and Besov IPM losses.

problem Minimax convergence rates of nonparametric density estimation under Huber contamination model with outliers.
method Re-scaled thresholding wavelet series estimator and GAN architectures.
result Achieves minimax optimal convergence rates under Besov IPM losses.

Sampling without replacement speeds up optimization in minimax problems.

problem Optimizing minimax problems with faster convergence rates.
method Analysis of gradient descent ascent and proximal point method with two sampling strategies.
result Sampling without replacement leads to faster convergence rates in minimax optimization.

Paper analyzes minimax risks of personalized federated learning algorithms.

problem Statistical heterogeneity among clients in federated learning.
method Minimax analysis of FedAvg and local training approaches.
result Threshold for optimality between FedAvg and local training depends on data heterogeneity.

Stochastic optimization improves semi-discrete OT map estimation with a minimax rate.

problem Empirical success of SGD in semi-discrete OT, but lack of theoretical guarantees.
method Averaged projected SGD with a minimax convergence rate of O(1/√n).
result SGD methods can estimate the OT map with a minimax convergence rate of O(1/√n).

Paper optimizes federated PCA for covariance estimation under privacy constraints.

problem Privacy-preserving covariance estimation in federated learning.
method Federated PCA, matrix version of van Trees' inequality, three-layer spectral decomposition.
result Optimal rates of convergence for central server's estimation, robust to inconsistent local estimators.

Study reveals differences in label shift problem difficulty in supervised vs. unsupervised settings.

problem Label shift problem in non-parametric classification.
method Analysis of minimax rates in supervised and unsupervised settings, focusing on class conditional distributions estimation.
result A class proportion estimation approach is minimax rate-optimal in the unsupervised setting.

Paper optimizes clustering for multi-layer networks and discrete mixtures.

problem Optimizing clustering in multi-layer networks and discrete mixtures.
method Two-stage method: tensor-based initialization and likelihood-based refinement.
result Achieves minimax optimal error rate for multi-layer networks and discrete mixtures.

New adaptive learning rate for FTRL reduces regret to Θ(T^2/3).

problem Minimax regret of Θ(T^2/3) in online learning.
method Adaptive learning rate framework matching stability, penalty, and bias terms.
result Improves Best-of-Both-Worlds (BOBW) regret upper bounds.

Unified framework for structured principal subspace estimation with bounds and rates.

problem Structured principal subspace estimation problems.
method Unified framework, minimax lower and upper bounds, information-geometric complexity.
result Minimax rates of convergence for specific settings, including optimal rates for non-negative PCA/SVD.

The paper analyzes kNN density estimation's convergence rates under different conditions.

problem Analyzing convergence rates of kNN density estimation under bounded and unbounded support conditions.
method Examined two cases: bounded support with known and unknown support sets, and unbounded support with smooth density function.
result kNN density estimation is minimax optimal under certain conditions and better than kernel density estimation in some cases.

Study on DiTs' rates of approximation and estimation under various data assumptions.

problem Investigating statistical rates of conditional diffusion transformers.
method Discretization and Taylor expansion of conditional diffusion score function under Hölder smooth data assumption.
result Establishes statistical limits for conditional and unconditional DiTs, offering practical guidance.

PCR-LE achieves optimal rates for nonparametric regression over Sobolev spaces.

problem Nonparametric regression over Sobolev spaces with random design.
method PCR-LE using Laplacian Eigenmaps on neighborhood graphs.
result PCR-LE achieves minimax rates of convergence for both estimation and goodness-of-fit testing.

Optimal algorithm for high-dimensional stochastic linear bandits with sparse parameters.

problem High-dimensional stochastic linear bandits with sparse parameters.
method Three-stage arm selection algorithm using thresholded Lasso for estimation.
result Achieves exact minimax optimality in cumulative regret.