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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.

168,742 papers · 148 categories

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171341512682 · Jun 202019922001200920172026
48 results for neighborhood adaptive estimators

We introduce Graphical TREX (GTREX), a novel method for graph estimation in high-dimensional Gaussian graphical models. By conducting neighborhood selection with TREX, GTREX avoids tuning parameters and is adaptive to the graph topology. We compare GTREX with standard methods on a new simulation set-up that is designed…

2014-10-27abs ↗pdf ↗

New adaptive stepsize method for stochastic approximation converges to target point.

problem Finding optimal step sizes for stochastic approximation algorithms.
method Adaptive block-coordinate stepsizes using online estimates of second moment.
result New method converges almost surely to a small neighborhood of the target point.

Making an adaptive prediction based on one's input is an important ability for general artificial intelligence. In this work, we step forward in this direction and propose a semi-parametric method, Meta-Neighborhoods, where predictions are made adaptively to the neighborhood of the input. We show that Meta-Neighborhood…

2019-09-18abs ↗pdf ↗

Estimates causal effects in networks with varying interference.

problem Estimating causal effects in settings with network interference.
method Proposes neighborhood adaptive estimators for average direct treatment effect on the treated.
result Establishes rates of convergence and distributional results for proposed estimators.

Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change points is estimated using strong smoothing. In the second stage, a constrained s…

2018-03-14abs ↗pdf ↗

Algorithm learns interference network and optimizes treatment allocation for unknown network effects.

problem Adaptive experimentation under unknown network interference.
method Thompson sampling algorithm with Gibbs sampler for joint learning of interference network and treatment allocation.
result Proves a Bayesian regret bound and achieves sublinear regret in real-world applications.

We consider a problem of manifold estimation from noisy observations. Many manifold learning procedures locally approximate a manifold by a weighted average over a small neighborhood. However, in the presence of large noise, the assigned weights become so corrupted that the averaged estimate shows very poor performance…

2019-06-12abs ↗pdf ↗

This paper tackles selection bias in recommender systems by considering the neighborhood effect.

problem Selection bias in recommender systems due to filtering and user selection.
method Formalizes neighborhood effect as interference problem, introduces treatment representation, and proposes ideal loss.
result Proposed methods achieve unbiased learning when both selection bias and neighborhood effect are present.

We propose a dynamic neighborhood aggregation (DNA) procedure guided by (multi-head) attention for representation learning on graphs. In contrast to current graph neural networks which follow a simple neighborhood aggregation scheme, our DNA procedure allows for a selective and node-adaptive aggregation of neighboring …

2019-04-09abs ↗pdf ↗

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.

PushNet efficiently and adaptively pushes messages in neural networks, improving performance.

problem Inefficient and inflexible synchronous message passing in neural networks.
method Asynchronous message passing with adaptive receptive fields and multiple scale correlations.
result PushNet outperforms competitors in semi-supervised node classification on multiple datasets.

The estimation of probabilities of network edges from the observed adjacency matrix has important applications to predicting missing links and network denoising. It has usually been addressed by estimating the graphon, a function that determines the matrix of edge probabilities, but this is ill-defined without strong a…

2015-09-29abs ↗pdf ↗

Applied researchers often construct a network from a random sample of nodes in order to infer properties of the parent network. Two of the most widely used sampling schemes are subgraph sampling, where we sample each vertex independently with probability pp and observe the subgraph induced by the sampled vertices, and…

2018-02-21abs ↗pdf ↗

Structure learning in random fields has attracted considerable attention due to its difficulty and importance in areas such as remote sensing, computational biology, natural language processing, protein networks, and social network analysis. We consider the problem of estimating the probabilistic graph structure associ…

2011-11-02abs ↗pdf ↗

Proposes a method to estimate functional graphical models from multivariate random functions.

problem Estimating conditional independence structure of multivariate random functions.
method Neighborhood selection approach combining function-on-function regression and graph recovery.
result Statistical consistency of the method in high-dimensional settings.

Recent deep learning approaches for representation learning on graphs follow a neighborhood aggregation procedure. We analyze some important properties of these models, and propose a strategy to overcome those. In particular, the range of "neighboring" nodes that a node's representation draws from strongly depends on t…

2018-06-09abs ↗pdf ↗

This paper proposes an active metric learning method for clustering with pairwise constraints.

problem Clustering with pairwise constraints and improving clustering performance.
method Active metric learning method that queries informative instance pairs and updates the learned metric sequentially.
result The proposed method enhances clustering performance and provides a tighter error bound.

Estimates time-varying network connections using multi-stage smoothing.

problem Estimating edge probabilities of time-varying networks.
method Multi-stage smoothing: temporal local smoothing followed by node-domain smoothing.
result Captures both smooth temporal evolution and structural patterns in connectivity.

Bagging reduces variance in LID estimation by preserving local distribution of NN distances.

problem High estimation variance from limited data in small neighborhoods.
method Subbagging to preserve local distribution of NN distances, combined with ensemble size.
result Bagging significantly reduces variance and MSE in LID estimation.

Spectral analysis of neighborhood graphs is one of the most widely used techniques for exploratory data analysis, with applications ranging from machine learning to social sciences. In such applications, it is typical to first encode relationships between the data samples using an appropriate similarity function. Popul…

2016-12-14abs ↗pdf ↗

The study proves Strichartz and spectral projection theorems on specific types of curved surfaces.

problem Proving Strichartz and spectral projection theorems on curved surfaces.
method Using large negative curvature neighborhoods, the study proves theorems on asymptotically conic and Euclidean ends surfaces.
result The study proves theorems without loss of interval on specific types of curved surfaces.

Graph construction is a crucial step in spectral clustering (SC) and graph-based semi-supervised learning (SSL). Spectral methods applied on standard graphs such as full-RBF, εε-graphs and kk-NN graphs can lead to poor performance in the presence of proximal and unbalanced data. This is because spectral methods based…

2012-05-07abs ↗pdf ↗

The estimation of optimal treatment regimes is of considerable interest to precision medicine. In this work, we propose a causal kk-nearest neighbor method to estimate the optimal treatment regime. The method roots in the framework of causal inference, and estimates the causal treatment effects within the nearest neig…

2017-11-22abs ↗pdf ↗

EAGLE improves reproducibility and stability of model explanations.

problem Creating reliable explanations for opaque machine learning models.
method Formulates perturbation selection as an information-theoretic active learning problem.
result EAGLE learns a linear surrogate model with feature importance scores and uncertainty estimates.

New method for estimating local structure around target nodes in DAGs.

problem Challenges in learning causal DAG structures in high-dimensional settings.
method Constraint-based method for estimating local structure around multiple target nodes.
result Consistency results for estimating local neighborhood structure of target nodes.

New study shows mean estimation algorithms can't beat sub-Gaussian rate in general.

problem Improving mean estimation beyond worst-case scenarios.
method Constructing counterexamples and introducing neighborhood optimality.
result No reasonable estimator can achieve better than sub-Gaussian error rate for any distribution.

Study on predicting graph labels at nodes using local averaging and distance estimation.

problem Predicting graph labels at nodes given observations at other nodes.
method Local averaging and distance estimation methods for graph regression.
result Alternative methods can achieve standard nonparametric rates even when graph neighborhoods are too large or small.

The paper shows cross-validation fails in learning Gaussian graphical model structures.

problem Cross-validation's failure in learning Gaussian graphical model structures.
method Finite-sample bounds on misidentification probability of Lasso estimator.
result Cross-validation is inconsistent for learning Gaussian graphical model structures.