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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.

169,051 papers · 148 categories

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48 results for noisy curves

Theory and method for reducing prediction variance in noisy feature-subsampled ridge ensembles.

problem Reduction of prediction variance in noisy data with feature bagging.
method Developed analytical learning curves for noisy ridge ensembles, introduced heterogeneous feature ensembling.
result Subsampling shifts the double-descent peak, leading to improved performance over a single linear predictor.

Principal Component Analysis (PCA) is the most common nonparametric method for estimating the volatility structure of Gaussian interest rate models. One major difficulty in the estimation of these models is the fact that forward rate curves are not directly observable from the market so that non-trivial observational e…

2014-08-26abs ↗pdf ↗

New bounds for mixing time and privacy in projected Langevin algorithm and noisy SGD.

problem Analyzing mixing times and privacy in projected Langevin algorithm and noisy SGD.
method New bounds derived using PABI framework and optimization problems.
result New bounds for mixing time and privacy in projected Langevin algorithm and noisy SGD, showing dependency on gradient regularity.

Deep networks can interpolate noisy data without losing generalization.

problem Characterizing the relationship between interpolation and generalization in overparameterized deep networks.
method Analyzing the loss landscape of neural network functions over volumes around training data points, varying model parameters and training epochs.
result Loss sharpness in the input space follows a double descent, with large models predicting noisy targets over larger volumes around training data points.

A common approach in positive-unlabeled learning is to train a classification model between labeled and unlabeled data. This strategy is in fact known to give an optimal classifier under mild conditions; however, it results in biased empirical estimates of the classifier performance. In this work, we show that the typi…

2017-02-02abs ↗pdf ↗

Deep learning models can overfit noisy data without losing generalization.

problem Understanding the generalization of deep learning models in noisy data.
method Empirical investigation of epoch-wise double descent in fully connected neural networks trained on CIFAR-10 with 30% label noise.
result The model achieves strong re-generalization on test data after overfitting noisy training data, corresponding to a 'benign overfitting' state.

Framework for transferring discount curve estimates across fixed-income product classes.

problem Challenges in estimating discount curves from sparse or noisy data.
method Proposes a vector-valued kernel ridge regression (KR) framework with economic regularization.
result Transfer learning tightens confidence intervals and improves extrapolation performance.

A robust machine learning approach forecasts U.S. Treasury yields, reducing risk for investors.

problem Noisy and uncertain U.S. Treasury yields pose risk to forecast users.
method Formulates yield curve forecasting as a distributionally robust problem, combining factor models and machine learning.
result Robust forecast combinations improve out-of-sample performance across different maturity periods.

Neural network model improves robustness of mortgage bond yield curve estimation.

problem Overfitting and instability in traditional yield curve estimation methods for small mortgage bond markets.
method Neural network framework with a new loss function for smoothness and stability.
result Empirical results show more robust and stable yield curve estimates compared to existing methods.

Optimizes profit in targeted marketing across multiple markets with varying marketing expenditures.

problem Maximizing profit in a sequential marketing strategy with multiple markets and varying marketing costs.
method Near-optimal algorithms in an adversarial bandit setting, proving regret bounds for different demand curve types.
result Proved near-optimal regret bounds for the profit-maximization problem in targeted marketing.

Background elimination for noisy character images or character images from real scene is still a challenging problem, due to the bewildering backgrounds, uneven illumination, low resolution and different distortions. We propose a stroke-based character reconstruction(SCR) method that use a weighted quadratic Bezier cur…

2018-06-23abs ↗pdf ↗

Accurately predicting drug responses to cancer is an important problem hindering oncologists' efforts to find the most effective drugs to treat cancer, which is a core goal in precision medicine. The scientific community has focused on improving this prediction based on genomic, epigenomic, and proteomic datasets measu…

2016-12-02abs ↗pdf ↗

DynAEsti models ability as a time-varying curve, improving IRT for dynamic settings.

problem Traditional IRT models assume static ability; new approach models dynamic ability.
method DynAEsti augments traditional IRT Expectation Maximization with CurvFiFE for curve fitting.
result DynAEsti successfully recovers human performance dynamics in golf.

Class2Simi reduces noise in noisy label learning by transforming noisy class labels into noisy similarity labels.

problem Learning with noisy labels in supervised and unsupervised settings.
method Transforming noisy class labels into noisy similarity labels, training DNNs from noisy data pairs.
result The noise rate reduction is theoretically guaranteed, making it easier to handle noisy similarity labels.

Paper improves 0\ell^{0}-SSC for noisy data by proving SDP and proposing Noisy-DR-0\ell^{0}-SSC.

problem Noisy data and less restrictive subspace affinity in sparse subspace clustering.
method Proposes Noisy-DR-0\ell^{0}-SSC, which projects data onto a lower dimensional space and then applies noisy 0\ell^{0}-SSC.
result Theoretical guarantee on the correctness of noisy 0\ell^{0}-SSC in terms of SDP on noisy data.

ExpertNet uses noisy labels to improve deep learning robustness.

problem Improving deep learning robustness against noisy labels.
method ExpertNet framework combining Amateur and Expert models, iteratively learning from noisy labels and images.
result ExpertNet achieves robust classification with as little as 20-50% training data, outperforming state-of-the-art models.

Self-training in linear models shows a U-shaped test-risk curve due to signal forgetting and denoising.

problem Understanding the dynamics of iterative self-training in high-dimensional linear regression.
method Derivation of deterministic-equivalent recursions for prediction risk and effective noise, analysis of signal forgetting and denoising effects.
result An optimal early-stopping time is determined, and a U-shaped test-risk curve is observed.

PSDR improves robustness against noisy labels by penalizing KL divergence between similar inputs.

problem Robust training of DNNs in datasets with noisy labels.
method Introduces PSDR, a manifold regularizer that penalizes KL divergence between similar inputs.
result Significantly improves robustness against noisy labels on benchmark datasets.

Study how noisy labels affect semi-supervised learning.

problem Effect of noisy labels on semi-supervised learning performance.
method Proposed an algorithm derived from a continuous relaxation of the Maximum A Posteriori (MAP) estimator for a Degree Corrected Stochastic Block Model (DC-SBM).
result Our approach achieves promising performance even with very noisy labeled data.

This work reveals how label noise can cause a final ascent in neural network performance curves.

problem The impact of label noise on the performance of neural networks.
method Theoretical analysis and extensive experiments on various neural network architectures.
result Label noise can lead to a final ascent in the test loss curve, improving generalization at intermediate model widths.

The paper explores how noise in features can lead to benign overfitting in machine learning models.

problem Understanding the conditions for benign overfitting in machine learning models.
method Examined random feature models, specifically two-layer neural networks with fixed first layer weights, and analyzed the role of noise in features.
result Noise in features plays an important implicit regularization role in the phenomenon of benign overfitting.