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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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171342512683 · Jun 202019922001200920172026
48 results for noisy distance sampling

New method recovers manifold distances from noisy data.

problem Reconstructing manifold geometry from noisy distance measurements.
method Develops new framework to estimate L2-norms of expectation-functions, uses geometric clusters to recover distances.
result Recovery of true distances up to an additive error of O(ε log ε⁻¹) under mild geometric assumptions.

DDPMs are robust to noisy score estimates and achieve optimal convergence rates in Wasserstein-2 distance.

problem Evaluating the quality of DDPMs in Wasserstein distance with noisy score estimates.
method Established finite-sample guarantees in Wasserstein-2 distance for DDPMs, considering noisy score estimates.
result Optimal convergence rates in Wasserstein-2 distance for DDPMs, matching Gaussian case.

New ABC method improves Bézier simplex fitting for noisy data.

problem Overfitting in Bézier simplex fitting when sample points are not on the Pareto set.
method Extended Bézier simplex model to a probabilistic one and proposed a new learning algorithm based on approximate Bayesian computation (ABC) with Wasserstein distance.
result The new algorithm converges on a finite sample and outperforms deterministic methods on noisy instances.

We consider reconstruction of a manifold, or, invariant manifold learning, where a smooth Riemannian manifold MM is determined from intrinsic distances (that is, geodesic distances) of points in a discrete subset of MM. In the studied problem the Riemannian manifold (M,g)(M,g) is considered as an abstract metric space w…

2019-05-17abs ↗pdf ↗

We consider the problem of learning the nearest neighbor graph of a dataset of n items. The metric is unknown, but we can query an oracle to obtain a noisy estimate of the distance between any pair of items. This framework applies to problem domains where one wants to learn people's preferences from responses commonly …

2019-05-30abs ↗pdf ↗

Adaptive sampling theory has shown that, with proper assumptions on the signal class, algorithms exist to reconstruct a signal in Rd\mathbb{R}^{d} with an optimal number of samples. We generalize this problem to the case of spatial signals, where the sampling cost is a function of both the number of samples taken and t…

2015-09-28abs ↗pdf ↗

Paper finds sample complexity for learning high-dimensional simplices from noisy data.

problem Learning high-dimensional simplices from noisy samples.
method Combines sample compression, high-dimensional geometry, and Fourier analysis.
result Proves sample complexity bound for achieving a simplex within a certain distance from the true simplex.

Classical multidimensional scaling is an important dimension reduction technique. Yet few theoretical results characterizing its statistical performance exist. This paper provides a theoretical framework for analyzing the quality of embedded samples produced by classical multidimensional scaling. This lays the foundati…

2018-12-31abs ↗pdf ↗

Proposes a method to compare noisy high-dimensional datasets with low-dimensional manifolds.

problem Comparing distributions on manifolds in noisy high-dimensional datasets.
method Linking low-rank structure to manifold geometry, developing a scale-invariant distance measure.
result Superior robustness and statistical power compared to existing methods.

LARA forecasts financial asset trends by refining noisy labels and extracting profitable samples.

problem Low signal-to-noise ratio and stochastic nature of financial data lead to poor predictions.
method LARA combines LA-Attention and RA-Labeling to refine and extract profitable samples.
result LARA significantly outperforms existing methods on Qlib platform.

We study the problem of learning conditional generators from noisy labeled samples, where the labels are corrupted by random noise. A standard training of conditional GANs will not only produce samples with wrong labels, but also generate poor quality samples. We consider two scenarios, depending on whether the noise m…

2018-11-08abs ↗pdf ↗

The paper quantizes concatenated noisy vectors to a common cluster center, improving performance over naive methods.

problem Clustering concatenated noisy vectors from multiple sources.
method Asymptotic analysis of weighted sum of distances to a common cluster center.
result The clustering approach outperforms naive methods in terms of average distortion.

Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we establish a new framework that generalizes distance correlation --- a correlation mea…

2017-10-26abs ↗pdf ↗

New metric compares noisy neural trajectories using optimal transport.

problem Existing metrics fail to capture differences in noisy, dynamic neural responses.
method Proposed an optimal transport distance metric for Gaussian processes.
result Metric effectively compares neural dynamics in different systems.

We find the minimax rate of convergence in Hausdorff distance for estimating a manifold M of dimension d embedded in R^D given a noisy sample from the manifold. We assume that the manifold satisfies a smoothness condition and that the noise distribution has compact support. We show that the optimal rate of convergence …

2010-07-04abs ↗pdf ↗

Unified meta algorithms estimate various distribution functionals in infinite-armed bandits.

problem Estimating various distribution functionals in infinite-armed bandits.
method Unified meta algorithms for offline and online settings, achieving optimal sample complexities.
result Online estimation offers significant advantage for certain distribution functionals.

Noisy labels often occur in vision datasets, especially when they are obtained from crowdsourcing or Web scraping. We propose a new regularization method, which enables learning robust classifiers in presence of noisy data. To achieve this goal, we propose a new adversarial regularization scheme based on the Wasserstei…

2019-04-08abs ↗pdf ↗

DW-KNN improves KNN by integrating distance and neighbor reliability for better prediction accuracy.

problem Standard KNN assumes all neighbors are equally reliable, leading to unreliable predictions in heterogeneous feature spaces.
method DW-KNN integrates exponential distance with neighbor validity, providing instance-level interpretability and reducing hyperparameter sensitivity.
result DW-KNN achieves 0.8988 average accuracy, ranks 2nd among six methods, and has the lowest cross-validation variance.

Study shows exponential gap in sample complexity between noisy and non-noisy recurrent neural networks.

problem Understanding the impact of noise on the sample complexity of recurrent neural networks.
method Analyzing noisy multi-layered sigmoid recurrent neural networks with independent noise and proving lower bounds.
result Exponential gap in sample complexity between noisy and non-noisy networks, even for small noise values.

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.

Improved reSGLD accelerates convergence in non-convex learning problems.

problem Inefficient swaps due to noisy energy estimators in reSGLD.
method Variance reduction for noisy energy estimators, theoretical analysis, and numerical experiments.
result Exponential acceleration in convergence for non-convex learning problems.

Estimates TV distance between autoregressive models under different access models.

problem Estimating the total variation distance between two autoregressive distributions.
method Three access models: sample access, logit access, and noisy logit access; provides query complexity for each.
result Improved query complexity for estimating TV distance in autoregressive models.

The paper analyzes how noise affects distances in high-dimensional data and when they remain useful.

problem Noise corrupts distances in high-dimensional data, making them unreliable for identifying true nearest and farthest neighbors.
method The paper uses asymptotic probabilistic expressions to characterize noise effects and decomposes data into ground truth and noise components.
result Under certain conditions, empirical neighborhood relations remain truthful even when distance concentration occurs.

Paper tackles noisy comparison oracle for robust clustering algorithms.

problem Finding robust clustering algorithms under noisy comparison oracle.
method Develops algorithms for k-center clustering and agglomerative hierarchical clustering using noisy comparison oracle.
result Proves robust algorithms achieve good approximation guarantees with high probability.

This work incorporates topological features via persistence diagrams to classify point cloud data arising from materials science. Persistence diagrams are multisets summarizing the connectedness and holes of given data. A new distance on the space of persistence diagrams generates relevant input features for a classifi…

2018-12-04abs ↗pdf ↗