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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.

168,742 papers · 148 categories

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11213242 · May 202619922001200920172026
48 results for missing-mass argument

This paper shows that one cannot learn the probability of rare events without imposing further structural assumptions. The event of interest is that of obtaining an outcome outside the coverage of an i.i.d. sample from a discrete distribution. The probability of this event is referred to as the "missing mass". The impo…

2015-03-12abs ↗pdf ↗

Novel concentration inequalities are obtained for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We derive distribution-free deviation bounds with sublinear exponents in deviation size for missing mass and improve the results of Berend and Kontorovich (2013) and Yari Saeed…

2015-03-20abs ↗pdf ↗

We are concerned with obtaining novel concentration inequalities for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We not only derive - for the first time - distribution-free Bernstein-like deviation bounds with sublinear exponents in deviation size for missing mass, but …

2015-03-10abs ↗pdf ↗

Given nn samples from a population of individuals belonging to different types with unknown proportions, how do we estimate the probability of discovering a new type at the (n+1)(n+1)-th draw? This is a classical problem in statistics, commonly referred to as the missing mass estimation problem. Recent results by Ohannes…

2018-06-25abs ↗pdf ↗

Estimates missing data points in classifier inputs based on training data.

problem Estimating the proportion of unseen data points in classifier inputs.
method Characterizes the expected missing mass in terms of the sample and uses optimization to find nearly unbiased estimators with minimized MSE.
result Found estimators with MSE roughly 80% of the Good-Turing estimator's, improving over 93% of runs.

Study certifies missed relevant items in candidate generation with audit labels.

problem Certify missed relevant items in candidate generation with audit labels.
method Characterizes label complexity, develops exact finite-sample toolkit.
result Excluded-pool auditing is minimax rate-optimal for missed-mass certification.

GT estimator shows convergence for Markov samples, improving i.i.d. results.

problem Estimating missing mass in Markov samples.
method Analyzed convergence of Good-Turing estimator for Markov samples, considering spectral properties of transition matrices.
result The convergence of the GT estimator for Markov samples depends on the spectral properties of the transition matrices, leading to a new minimax rate of 1/(nβ5)1/(nβ^5) for rank-2 Markov chains.

The study optimizes distribution estimation from samples with relative entropy error, adapting to sparse distributions.

problem Estimating discrete distributions with high-probability accuracy in relative entropy.
method Analysis of Laplace estimator and confidence-dependent smoothing techniques, including data-dependent smoothing.
result Optimal high-probability risk bounds for various estimators, including a new data-dependent smoothing method.

Paper studies identifiability and stability of drifting fields in generative modeling.

problem Identify and stabilize drifting fields in generative modeling.
method Introduces companion-elliptic kernel families to address limitations of Laplace kernel.
result Establishes field identifiability and demonstrates scalar observables for weak convergence.

The paper explores identifiability and stability in drifting fields using companion-elliptic kernels.

problem Identifying and stabilizing drifting fields in generative modeling.
method Introduces companion-elliptic kernel families and analyzes their properties to address identifiability and stability issues.
result Established field identifiability for arbitrary Borel probability measures and demonstrated that field convergence alone does not guarantee weak convergence.

New tools quantify deep generative models' performance.

problem Measuring the quality-diversity trade-off in deep generative models.
method Established non-asymptotic bounds on sample complexity and introduced frontier integrals.
result Smoothed estimators improve convergence rates of divergence frontiers.

In this work we address the problem of argument search. The purpose of argument search is the distillation of pro and contra arguments for requested topics from large text corpora. In previous works, the usual approach is to use a standard search engine to extract text parts which are relevant to the given topic and su…

2019-05-26abs ↗pdf ↗

Using public data (Forbes Global 2000) we show that the asset sizes for the largest global firms follow a Pareto distribution in an intermediate range, that is ``interrupted'' by a sharp cut-off in its upper tail, where it is totally dominated by financial firms. This flattening of the distribution contrasts with a lar…

2013-09-09abs ↗pdf ↗

This paper studies the concept of instantaneous arbitrage in continuous time and its relation to the instantaneous CAPM. Absence of instantaneous arbitrage is equivalent to the existence of a trading strategy which satisfies the CAPM beta pricing relation in place of the market. Thus the difference between the arbitrag…

2019-01-16abs ↗pdf ↗

Study extends Elkalla's work on subnormal subgroups to PD3PD_3-groups, but L2L^2-Betti numbers need verification.

problem Verifying L2L^2-Betti numbers for PD3PD_3-groups and group pairs.
method Algebraic arguments extending Elkalla's work, but reliant on unproven L2L^2-Betti number hypothesis.
result Need further research on L2L^2-Betti numbers for general PD3PD_3-groups.

Study improves curvature estimate for stable marginally outer trapped hypersurfaces with a free boundary.

problem Curvature estimate for stable marginally outer trapped hypersurfaces with a free boundary.
method Iteration argument based on uniform area bound.
result Improved curvature estimate for stable marginally outer trapped hypersurfaces.

New method for hedging path-dependent options with price impact using probabilistic arguments.

problem Hedging of path-dependent options with price impact.
method Dual formulation using probabilistic arguments, proving existence of perfect hedging portfolios.
result Existence of a perfect hedging portfolio for path-dependent options with price impact.

Simplified Obata-Vétois argument for Einstein manifolds with nonnegative scalar curvature.

problem Identifying conditions for closed conformally Einstein manifolds to be Einstein.
method Simplified Obata-Vétois argument, identifying a closed interval containing zero.
result Closed conformally Einstein manifolds with nonnegative scalar curvature are Einstein if they satisfy certain conditions.

A new method extracts events and their arguments efficiently from text.

problem Efficiently extract event information from texts with long-range dependencies and associations.
method Graph Convolutional Networks with shortest dependency paths to capture syntactic relationships.
result Significant improvement over state-of-the-art methods.

This note presents the handlebody argument for modifying achiral Lefschetz singularities into broken Lefschetz fibrations, yielding a handlebody proof of the existence of broken Lefschetz fibrations on arbitrary closed smooth oriented 4-manifolds based on the earlier work of Gay and Kirby. Appeared in Geometry and Topo…

2010-09-06abs ↗pdf ↗

We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…

2007-01-07abs ↗pdf ↗

We provide sharp empirical estimates of expectation, variance and normal approximation for a class of statistics whose variation in any argument does not change too much when another argument is modified. Examples of such weak interactions are furnished by U- and V-statistics, Lipschitz L-statistics and various error f…

2018-03-11abs ↗pdf ↗

Causal discovery algorithms can help generate legal arguments.

problem Leveraging causal discovery algorithms in legal decision-making.
method Prepared a legal dataset, annotated with 17 legal concepts, applied causal discovery algorithms, and quantified degrees of belief.
result Some causal relationships help generate viable legal arguments.

We prove the smoothness of the L^2-analytic torsion form on some fiber bundles with non-compact fibers of positive Novikov-Shubin invariant. We do so by generalizing the arguments of Azzali-Goette-Schick to an appropriate Sobolev space, and proving that the Novikov-Shubin invariant remains positive in the Sobolev setti…

2014-05-19abs ↗pdf ↗