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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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4284125167 · Jun 202019922001200920172026
48 results for noisy densities

The paper improves boundary detection and density estimation on noisy data.

problem Detecting boundary points and estimating density on noisy data from compact manifolds.
method Doubly stochastic scaling of the Gaussian heat kernel via Sinkhorn iterations.
result The new estimates of boundary points and density outperform standard methods, especially under noise.

Survey of Monte Carlo methods for noisy, costly densities in reinforcement learning and ABC.

problem Dealing with intractable, costly, and noisy densities in real-world scenarios.
method Classification and description of Monte Carlo methodologies using surrogate models.
result Unified scheme and numerical comparisons of different methodologies.

Study recovers Riemannian quantities from noisy data densities.

problem Recovering geometric structure from noisy data on submanifolds.
method Derive uniform small-noise expansions of noisy density and its derivatives; construct estimators for tangent spaces, intrinsic dimension, and second fundamental form.
result Fundamental Riemannian quantities identifiable from density derivatives.

The effect of errors in variables in quantization is investigated. We prove general exact and non-exact oracle inequalities with fast rates for an empirical minimization based on a noisy sample Zi=Xi+εi,i=1,,nZ_i=X_i+ε_i,i=1,\ldots,n, where XiX_i are i.i.d. with density ff and εiε_i are i.i.d. with density ηη. These rates depend …

2013-05-03abs ↗pdf ↗

The problem of adaptive noisy clustering is investigated. Given a set of noisy observations Zi=Xi+εiZ_i=X_i+ε_i, i=1,...,ni=1,...,n, the goal is to design clusters associated with the law of XiX_i's, with unknown density ff with respect to the Lebesgue measure. Since we observe a corrupted sample, a direct approach as the popular …

2013-06-10abs ↗pdf ↗

Detect changes in noisy dynamical systems using empirical approximations and finite-sample bounds.

problem Change detection in noisy dynamical systems
method Partition-based empirical approximations and finite-state stationary distribution stability
result Finite-sample bound for empirical stationary density

Proposes SD-KDE for density estimation using debiased kernel density with score-based adjustments.

problem Density estimation with bias in kernel density estimation.
method Adjusts data points by taking a step along the estimated score function, then applies standard KDE with modified bandwidth.
result Significantly reduces mean integrated squared error compared to standard Silverman KDE, especially with noisy score function estimates.

Study reveals how data density affects similarity learning in noisy conditions.

problem Impact of noise on similarity learning in Siamese Neural Networks.
method Investigated Pair Label Noise and Single Label Noise on Siamese Neural Networks (SNNs).
result Data density is crucial for generalization in SNNs, leading to a phenomenon called DIBS.

HIRM models noisy, sparse, heterogeneous relational data using hierarchical clustering and Dirichlet processes.

problem Modeling noisy, sparse, and heterogeneous relational data.
method Hierarchical Chinese restaurant process and Dirichlet process mixture for clustering and modeling relation values.
result HIRM generalizes standard models and discovers relational structure in real-world datasets.

Study phase transitions in noisy transformer dynamics on spheres.

problem Understanding phase transitions in noisy transformer dynamics on spheres.
method Sharp Beckner--Onofri/logarithmic HLS inequality, Funk--Hecke/Bessel coefficients, degree-two quartic obstruction.
result Sharp global-minimizer dichotomy and phase transitions in noisy transformer dynamics in arbitrary dimension.

We study the problem of estimating the ridges of a density function. Ridge estimation is an extension of mode finding and is useful for understanding the structure of a density. It can also be used to find hidden structure in point cloud data. We show that, under mild regularity conditions, the ridges of the kernel den…

2012-12-20abs ↗pdf ↗

A new method detects small holes in noisy data.

problem Detecting small holes in high-density regions from noise.
method Robust Density-Aware Distance (RDAD) filtration, incorporating distance-to-measure concept.
result The RDAD filtration prolongs the persistences of small holes, making them distinguishable from noise.

Develops NPMC method for noisy labels, improving multiclass classification accuracy.

problem Asymmetric misclassification costs and label noise in multiclass classification.
method Empirical likelihood approach using exponential tilting density ratio model.
result Root n consistent and asymptotically normal estimators for clean labels and noise mechanism.

We present a method for finding high density, low-dimensional structures in noisy point clouds. These structures are sets with zero Lebesgue measure with respect to the DD-dimensional ambient space and belong to a d<Dd<D dimensional space. We call them "singular features." Hunting for singular features corresponds to f…

2016-06-01abs ↗pdf ↗

Paper studies zero-sum games with noisy observations and identifies equilibrium conditions.

problem Zero-sum games with noisy observations of the leader's actions.
method Analyzes the equilibrium of games with noisy action observability, identifies necessary conditions for uniqueness, and investigates the cardinality of best responses.
result The noisy observations significantly impact the cardinality of the follower's set of best responses, and under certain conditions, this set becomes a singleton almost surely.

A new numerical scheme approximates nonlinear filtering densities for noisy and partial measurements.

problem Approximating nonlinear filtering densities for noisy and partial measurements.
method Deep splitting scheme applied to the Fokker--Planck equation followed by Bayes' formula.
result Convergence rate established for the numerical scheme under parabolic Hörmander condition.

We present a first procedure that can estimate -- with statistical consistency guarantees -- any local-maxima of a density, under benign distributional conditions. The procedure estimates all such local maxima, or modal-sets\textit{modal-sets}, of any bounded shape or dimension, including usual point-modes. In practice, modal-…

2016-06-13abs ↗pdf ↗

Generative models learn smoother densities to sample from unknown distributions.

problem Sampling from unknown distributions in high-dimensional spaces.
method Formalizes sampling problem, introduces multimeasurement noise model, derives Bayes estimator, and uses underdamped Langevin MCMC.
result Formulation leads to efficient sampling methods and theoretical connections with denoising autoencoders.

A method for eliciting expert beliefs using preferential questions and normalizing flows.

problem Eliciting high-dimensional probability distributions from noisy judgments.
method Normalizing flows based on preferential questions with a novel functional prior.
result The method allows for the inference of arbitrarily flexible densities from preferential judgments.

Jointly estimates flow fields and particle properties from Lagrangian data.

problem Estimating flow fields and particle properties from sparse, noisy Lagrangian data.
method Data assimilation framework coupling Eulerian and Lagrangian models.
result Joint estimation of flow fields and particle properties in various flow regimes.

BOKE optimizes expensive functions with reduced computational costs.

problem High computational cost of Gaussian process-based Bayesian optimization.
method Kernel regression and density-based exploration integrated into confidence bounds.
result BOKE achieves global convergence and superior computational efficiency.

Robustly infers manifold density and geometry under high-dimensional noise.

problem Inaccurate kernel density estimation under high-dimensional noise.
method Doubly stochastic normalization of Gaussian kernel.
result Robust tools for density estimation, noise magnitude estimation, and distance approximation.

A new kernel framework analyzes spatio-temporal data from dynamic equations.

problem Analyzing spatio-temporal data from dynamic equations with noisy measurements.
method Kernel-based framework with representer theorem for minimizing error with given samples.
result Minimizes error in solutions of dynamic equations with noisy spatio-temporal data.

This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained iteratively using the best possible linearisation of the conditional mean of the labels and accounting for the linearisation error. PL has s…

2018-09-13abs ↗pdf ↗

Introduces neural point-forms for learning geometric features from noisy point clouds.

problem Learning geometric features from noisy point clouds with missing tangency information.
method Uses Laplacian-based techniques to build comparison matrices for point clouds, proving consistency under various assumptions.
result Neural point-forms provide a competitive and interpretable representation, especially beneficial for dense or manifold-like structures.

Deep metric learning algorithms have been utilized to learn discriminative and generalizable models which are effective for classifying unseen classes. In this paper, a novel noise tolerant deep metric learning algorithm is proposed. The proposed method, termed as Density Aware Metric Learning, enforces the model to le…

2019-04-08abs ↗pdf ↗

Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been completely resolved for score matching. First, we provide a formal link between maxim…

2012-05-09abs ↗pdf ↗

Algorithm identifies nearest mode in noisy data.

problem Identifying the point with the minimum k-th nearest neighbor distance in unknown multivariate probability density.
method Sequential learning algorithm using noisy oracle queries to adaptively decide which points to query.
result Upper bounds on query complexity show significant improvement over baselines.

Deep neural networks (DNNs) are powerful nonlinear architectures that are known to be robust to random perturbations of the input. However, these models are vulnerable to adversarial perturbations--small input changes crafted explicitly to fool the model. In this paper, we ask whether a DNN can distinguish adversarial …

2017-03-01abs ↗pdf ↗

Post-process Bayesian inference speeds up posterior approximation.

problem Leveraging pre-existing model evaluations for quick posterior approximation.
method Variational Sparse Bayesian Quadrature (VSBQ) using sparse Gaussian process (GP) surrogate model.
result VSBQ builds high-quality posterior approximations from existing optimization traces.