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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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55109164218 · May 202619922001200920172026
48 results for minimum discrepancy principle

Paper proposes a method for early stopping in regression using reproducing kernels.

problem Early stopping for iterative learning algorithms in nonparametric regression.
method Data-driven rule based on minimum discrepancy principle, validated by fixed-point analysis of localized Rademacher complexities.
result The proposed rule is minimax-optimal and performs comparably to cross-validation.

When maximum likelihood estimation is infeasible, one often turns to score matching, contrastive divergence, or minimum probability flow to obtain tractable parameter estimates. We provide a unifying perspective of these techniques as minimum Stein discrepancy estimators, and use this lens to design new diffusion kerne…

2019-06-19abs ↗pdf ↗

Study on discrepancy principle for learning algorithms in nonparametric regression.

problem Determining optimal iteration number in nonparametric regression with unknown optimal iteration.
method Investigates discrepancy principle and modified principles for kernelized spectral filters, using deviation inequalities and change-of-norm arguments.
result Classical discrepancy principle is adaptive for slow rates, while modified principles are adaptive for faster rates.

Study shows the corrected Akaike criterion is inadmissible for estimating Kullback-Leibler discrepancy.

problem Inadmissibility of the corrected Akaike information criterion for estimating Kullback-Leibler discrepancy.
method Loss estimation framework to demonstrate inadmissibility and provide improved estimators.
result Improved estimators of Kullback-Leibler discrepancy are provided and perform well in reduced-rank situations.

New partition designs reduce star discrepancy in high-dimensional sampling.

problem Improving the expected star discrepancy in high-dimensional sampling.
method Developed non-equal volume partitions to achieve lower expected star discrepancy.
result Explicit upper bounds for expected star discrepancy under non-equal volume partitions.

Human decision-making deviates from the optimal solution, that maximizes cumulative rewards, in many situations. Here we approach this discrepancy from the perspective of bounded rationality and our goal is to provide a justification for such seemingly sub-optimal strategies. More specifically we investigate the hypoth…

2019-02-20abs ↗pdf ↗

Improved MMD estimator for likelihood-free inference.

problem Computational challenges in estimating MMD for likelihood-free inference.
method Optimally-weighted MMD estimator with improved sample complexity.
result Significantly improved sample complexity for accurate MMD estimation.

Study of complex Hessian equations using subharmonic functions and geodesics.

problem Understanding geodesics within complex Hessian equations.
method Perron envelope construction, comparison principle, rooftop equality, Kiselman minimum principle.
result Established criterion for geodesic connectivity among mm-subharmonic functions.

New principle controls graph-informed adversarial discrepancies.

problem Graph-informed adversarial learning for interpolative divergences.
method Proves infimal subadditivity for interpolative divergences.
result Graph-informed adversarial learning is justified for interpolative divergences.

New method for adaptive estimation and inference in econometric models without knowing smoothness.

problem Adaptive estimation and inference in ill-posed linear inverse problems with unknown smoothness.
method Discrepancy principle-based framework for adaptive hyperparameter selection.
result Achieves optimal rates in weak and strong metrics for linear functionals.

Suppose f(x,y)+κ2x2σ2y2f(x,y) + \fracκ{2} \|x\|^2 - \fracσ{2}\|y\|^2 is convex where σ>0σ>0, and the argmin function γ(x)={γ:infyf(x,y)=f(x,γ)}γ(x) = \{ γ: \inf_y f(x,y) = f(x,γ)\} exists and is single valued. We will prove γγ is differentiable almost everywhere. As an application we deduce a minimum principle for certain semiconcave subsolutions.

2018-08-13abs ↗pdf ↗

First principles modeling of physical systems has led to significant technological advances across all branches of science. For nonlinear systems, however, small modeling errors can lead to significant deviations from the true, measured behavior. Even in mechanical systems, where the equations are assumed to be well-kn…

2019-09-18abs ↗pdf ↗

Exponential models of distributions are widely used in machine learning for classiffication and modelling. It is well known that they can be interpreted as maximum entropy models under empirical expectation constraints. In this work, we argue that for classiffication tasks, mutual information is a more suitable informa…

2012-07-11abs ↗pdf ↗

We analyze differences between two information-theoretically motivated approaches to statistical inference and model selection: the Minimum Description Length (MDL) principle, and the Minimum Message Length (MML) principle. Based on this analysis, we present two revised versions of MML: a pointwise estimator which give…

2013-01-30abs ↗pdf ↗

The Ekeland variational principle implies what can be regarded as a strong version, in the C1C^1 category, of the Yau minimum principle: under the appropriate hypotheses {\it every} minimizing sequence admits a {\it good shadow}, a second minimizing sequence that has good properties and is asymptotic to the original on…

2009-08-27abs ↗pdf ↗

Framework identifies discrepancies in physics models, improving sensor accuracy.

problem Model inaccuracies leading to poor control algorithms.
method Learning systematic state-space residuals and deterministic dynamical errors.
result Improved quantification of system dynamics and control algorithms.

Imitation learning trains a policy from expert demonstrations. Imitation learning approaches have been designed from various principles, such as behavioral cloning via supervised learning, apprenticeship learning via inverse reinforcement learning, and GAIL via generative adversarial learning. In this paper, we propose…

2019-11-16abs ↗pdf ↗

The economic life of an asset is the optimum length of its usefulness, which is the moment that the asset's expenses are minimum. In this paper, the economic life of physical assets, such as industry machine and equipment, can be interpreted as the moment that the minimum is reached by its equivalent property cost func…

2012-10-13abs ↗pdf ↗

This work proposes a new method to match distributions across different spaces using cycle-consistent maps.

problem Matching distributions across different spaces with consistent bidirectional maps.
method A novel unbalanced Monge optimal transport formulation for matching distributions on different spaces, employing cycle-consistent maps.
result The proposed discrepancy captures the cycle-consistent GAN framework and provides theoretical support.

Paper proposes deep neural networks for nonparametric regression from dependent data.

problem Nonparametric regression from strongly mixing observations.
method Minimum error entropy principle applied to deep neural networks.
result Deep neural networks achieve minimax optimal convergence rates for Gaussian errors.

Minimum attention improves reinforcement learning performance in high-dimensional dynamics.

problem Improving reinforcement learning performance in high-dimensional nonlinear dynamics.
method Applying minimum attention as a regularization technique in reinforcement learning, including model-based and model-free approaches.
result Minimum attention outperforms state-of-the-art algorithms in few-shot adaptation and variance reduction.

Paper explores Fisher-Rao gradient flows and their kernel approximations.

problem Understanding and analyzing approximations of Fisher-Rao gradient flows.
method Rigorous investigation of Fisher-Rao and Wasserstein type gradient flows, focusing on kernel approximations.
result Proves evolutionary Γ-convergence for kernel-approximated Fisher-Rao flows, providing theoretical guarantees.

Optimizes control of infectious disease spread using stochastic methods.

problem Optimizing control of highly infectious diseases like COVID-19.
method Reformulated Hamilton-Jacobi-Bellman equation as stochastic minimum principle, leading to forward-backward stochastic differential equations.
result Numerous numerical solutions presented under various scenarios.

Study on maximum principles for nonlinear equations on Riemannian manifolds.

problem Investigating strong maximum principles for fully nonlinear equations on Riemannian manifolds.
method Analyzing scaling conditions and applying to various nonlinear operators.
result Established new strong comparison principles for second order uniformly elliptic problems.

Study shows LLC correlates with neural network compressibility.

problem Evaluating limits of neural network compression.
method Extended minimum description length principle using singular learning theory.
result Complexity estimates based on LLC are linearly correlated with compressibility.

New technique clusters and classifies datasets with missing attributes.

problem Clustering and classification issues with incomplete data.
method Modified K-MEANS++, Scalable K-MEANS++, and kNN algorithms using Sentenced Discrepancy Measure (AWPD).
result New algorithms show better results on datasets with missing attributes.

We propose a notion of distance between two parametrized planar curves, called their discrepancy, and defined intuitively as the minimal amount of deformation needed to deform the source curve into the target curve. A precise definition of discrepancy is given as follows. A curve of transformations in the special Eucli…

2013-05-15abs ↗pdf ↗

New algorithm tunes SGMCMC hyperparameters for scalable Bayesian inference.

problem Tuning hyperparameters for SGMCMC is challenging due to lack of principled methods.
method Proposes a bandit-based algorithm using Stein discrepancies to tune hyperparameters.
result The method effectively tunes SGMCMC hyperparameters for various applications.

A new method avoids overfitting in network reconstruction by using the minimum description length principle.

problem Determining the optimal model complexity in network reconstruction to prevent overfitting.
method Hierarchical Bayesian inference and weight quantization based on the minimum description length principle.
result The method yields increased accuracy in reconstructing both artificial and empirical networks.

New knots found with Seifert genus not matching minimal genus Seifert surfaces.

problem Discrepancy between Seifert genus and minimal genus Seifert surfaces.
method Constructed knots with specific genus and handle numbers to demonstrate the discrepancy.
result Found knots where Seifert genus is not realized by minimal genus Seifert surfaces.

SENA-discrepancy-VAE interprets latent causal factors in biological pathways.

problem Interpreting latent causal factors in biological pathways.
method SENA-discrepancy-VAE, a model based on discrepancy-VAE, that produces interpretable latent causal factors.
result Sena-discrepancy-VAE achieves comparable predictive performance with non-interpretable counterparts while providing biologically meaningful causal factors.

New measure shows how links can be untangled as twists increase.

problem Understanding how links can be simplified through repeated twists.
method Introduced the stable unknotting number to analyze links in a twist family.
result The stable unknotting number depends only on the winding number of the link, not the wrapping number.