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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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103206309412 · Jun 202019922001200920172026
48 results for noise scaling

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.

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual square and scaling the penalty in proportion to the estimated noise level. The iterat…

2011-04-24abs ↗pdf ↗

New method calibrates noise for attack risk, improving ML model accuracy.

problem Improving accuracy of privacy-preserving ML models while maintaining privacy.
method Directly calibrates noise scale to a desired attack risk level, bypassing the standard ε\varepsilon-calibration.
result Significantly decreases noise scale, leading to increased utility at the same risk level.

Paper tackles leverage effect estimation from noisy data.

problem Estimating leverage effect from high-frequency data with microstructure noise.
method Holistic multi-scale framework operating directly on leverage effect, using Subsampling-and-Averaging Leverage Effect (SALE) and Multi-Scale Leverage Effect (MSLE) estimators.
result Holistic multi-scale framework achieves substantial efficiency gains over existing benchmarks.

Develops statistical confidence sets for multidimensional scaling.

problem Statistical uncertainty in multidimensional scaling of noisy data.
method Formal statistical framework, distributional convergence results, uniform confidence sets, bootstrap procedures.
result Construction of reliable confidence sets for latent configurations in multidimensional scaling.

CLAPS improves conformal regression by adaptively scaling interval widths based on last-layer Laplace uncertainty.

problem Lack of adaptive interval width scaling in conformal regression for heterogeneous inputs.
method CLAPS uses heteroscedastic last-layer Laplace uncertainty to adaptively scale interval widths, combining aleatoric and epistemic uncertainties.
result CLAPS provides competitive interval efficiency with nominal-level coverage, reducing to aleatoric scaling as epistemic uncertainty decreases.

SIMPGEN improves SWOT SSH data interpretation by removing noise and preserving fine-scale features.

problem Noisy data and limited fine-scale observations in oceanic processes.
method Simulation-Informed Metric and Prior for Generative Ensemble Networks (SIMPGEN) combining real SWOT observations with simulated reference data.
result SIMPGEN effectively removes noise, preserving fine-scale features better than existing neural methods.

SignSGD outperforms SGD in linear regression with optimal scaling laws under PLRF model.

problem Improving linear regression performance with signSGD under power-law random features.
method Analysis of signSGD risk under PLRF model, comparison with SGD, identification of unique effects.
result SignSGD can have a steeper compute-optimal slope than SGD in noisy regimes, especially with WSD schedule.

New model accounts for scale variation and noise in pairwise comparisons.

problem Nonreciprocal pairwise comparisons in decision analysis.
method Additive model with structured matrix and random perturbation.
result Explicit estimators and probability assessments of admissible ranking regions.

Generative models improve for multiscale scientific data with new noise and interpolation techniques.

problem Numerical challenges in generating high-fidelity samples for multiscale scientific data.
method Design of noise distributions and interpolation schedules in function space to ensure Lipschitz regularity and finite noise roughness.
result Scale-adaptive noise and interpolation schedules improve numerical efficiency and fidelity of generated samples.

Proposes a progressive label correction method for feature-dependent label noise.

problem Real-world large-scale datasets often suffer from heterogeneous, feature-dependent label noise.
method A progressive label correction algorithm that iteratively refines the model.
result A classifier trained with this strategy converges to be consistent with the Bayes classifier for various noise patterns.

Proposes a text perturbation method using a Mahalanobis metric to balance privacy and utility.

problem Low utility of text analysis when using spherical noise for privacy-preserving text embedding.
method Regularized Mahalanobis metric to add elliptical noise, accounting for embedding space density.
result Improves privacy statistics while maintaining utility, outperforming Laplace mechanism.

New privacy mechanism reduces error in query results.

problem Achieving privacy while minimizing noise in query results.
method Extended sufficient and necessary condition for (ε,δ)(ε, δ)-differential privacy for symmetric and log-concave noise densities.
result Significantly lower mean squared errors than Laplace and Gaussian mechanisms.

Generative model improves noise estimation in stochastic rotating shallow water models.

problem Improving noise estimation in stochastic partial differential equations for fluid dynamics.
method Replaced PCA with a generative model to avoid constraints on stochastic increments.
result Generative model produces better RMSE, CRPS score, and forecast rank histograms.

Alternative to likelihood-based LSNM model selection, residual independence testing is more robust to noise misspecification.

problem Cause-effect inference in location-scale noise models with misspecified noise distributions.
method Residual independence testing as an alternative to likelihood-based model selection.
result Residual independence testing is more robust to noise misspecification.

New bounds for SA with arbitrary norm contractions and Markovian noise.

problem Finite-time analysis of two-time-scale stochastic approximation with arbitrary norm contractions and Markovian noise.
method Use of generalized Moreau envelope for arbitrary norm contractions and solutions of Poisson equation for Markovian noise.
result Mean square error decays at rates of O(1/n2/3)O(1/n^{2/3}) and O(1/n)O(1/n) under different conditions.

Noise-resilient method improves Hurst exponent estimation accuracy in noisy data.

problem Noise degrades accuracy of Hurst exponent estimation methods.
method Noise-Controlled ALPHEE (NC-ALPHEE) using wavelet multi-scale analysis and neural network combination.
result NC-ALPHEE consistently outperforms existing techniques in noisy conditions.

SAP corrects model for label noise by identifying and removing noisy samples.

problem Label corruption degrades model performance; acquiring perfect labels is costly.
method SAP uses SVD to identify and project model weights onto a clean activation space.
result SAP improves model generalization by up to 6% on CIFAR dataset with 25% synthetic corruption.

Collecting large-scale data with clean labels for supervised training of neural networks is practically challenging. Although noisy labels are usually cheap to acquire, existing methods suffer a lot from label noise. This paper targets at the challenge of robust training at high label noise regimes. The key insight to …

2019-10-01abs ↗pdf ↗

Adaptive algorithms improve performance in non-convex optimization across various scenarios.

problem Improper handling of noise scales, gradient magnitudes, and smoothness in non-convex optimization.
method Design and analysis of noise-adaptive, scale-free, and generalized algorithms.
result Adaptive algorithms achieve optimal rates and performance in diverse optimization settings.

This paper improves generative models by using data scaling and theoretical analysis.

problem Challenges in selecting noise distributions for stable learning in generative models.
method Introduces Scale-GAN, which uses data scaling and variance-based regularization.
result Data scaling controls the bias-variance trade-off and improves stability and accuracy.

Multidimensional scaling is an important dimension reduction tool in statistics and machine learning. Yet few theoretical results characterizing its statistical performance exist, not to mention any in high dimensions. By considering a unified framework that includes low, moderate and high dimensions, we study multidim…

2018-10-24abs ↗pdf ↗

Improved image classification accuracy with a probabilistic model of label noise.

problem Noisy labels in large-scale image classification datasets.
method A probabilistic model using a multivariate Normal distribution on the final hidden layer of a neural network, capturing input-dependent label noise.
result Significantly improved accuracy on various datasets compared to standard methods.

Derives scaling limits and fluctuations for SGD in high dimensions.

problem Understanding SGD behavior in high-dimensional settings with varying noise levels.
method Interacting particle system approach, treating SGD iterates as such, with covariance structure considered.
result Precise three-step phase transition observed in SGD behavior: ballistic, diffusive, then random.

Constructing an efficient parameterization of a large, noisy data set of points lying close to a smooth manifold in high dimension remains a fundamental problem. One approach consists in recovering a local parameterization using the local tangent plane. Principal component analysis (PCA) is often the tool of choice, as…

2011-11-20abs ↗pdf ↗

Paper introduces robust kernel ridge regression using Cauchy loss for handling various noise types.

problem Developing robust regression methods for noisy data.
method Introduces kernel Cauchy ridge regressor (KCRR) using Cauchy loss function.
result Establishes almost minimax-optimal convergence rate for KCRR in terms of L2L_2-risk.

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this scheme, every component in the noise vector is independent and has the same sca…

2018-06-07abs ↗pdf ↗

State-of-the art vision models can achieve superhuman performance on image classification tasks when testing and training data come from the same distribution. However, when models are tested on corrupted images (e.g. due to scale changes, translations, or shifts in brightness or contrast), performance degrades signifi…

2019-06-08abs ↗pdf ↗

Bayesian model learns multiscale interactions in complex systems.

problem Understanding dynamic interplay between processes at different time scales.
method Bayesian learning framework with Particle Gibbs with Ancestor Sampling (PGAS) algorithm.
result Demonstrated the effectiveness of the proposed approach through simulations.

We study whether a neural network optimizes to the same, linearly connected minimum under different samples of SGD noise (e.g., random data order and augmentation). We find that standard vision models become stable to SGD noise in this way early in training. From then on, the outcome of optimization is determined to a …

2019-12-11abs ↗pdf ↗

This paper analyzes M-estimators under infinite-variance noise in high dimensions.

problem High-dimensional M-estimation with infinite-variance noise.
method Study of the Fenchel conjugate domain and its impact on risk.
result Exact risk of M-estimators under infinite-variance noise is derived.

The performance of the Lasso is well understood under the assumptions of the standard linear model with homoscedastic noise. However, in several applications, the standard model does not describe the important features of the data. This paper examines how the Lasso performs on a non-standard model that is motivated by …

2010-11-03abs ↗pdf ↗

A method predicts GNS of transformer layers using normalization layer norms.

problem Estimating gradient noise scale with minimal variance.
method Simultaneously compute per-example gradient norms and parameter gradients.
result Total GNS is predicted well by normalization layer GNS.

New method reduces memorization in diffusion models without sacrificing image quality.

problem Diffusion models often memorize training data, especially with small datasets.
method Train models using noisy data at large noise scales to reduce memorization.
result Significant reduction in memorization without compromising image quality.