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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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203406608811 · Jun 202019922001200920172026
48 results for noisy importance sampling

Framework improves gradient estimation for faster training convergence.

problem Efficiently estimating noisy gradients in stochastic optimization.
method Dynamic adaptive importance sampling combining multiple distributions.
result Adaptively weighted multiple importance sampling yields superior gradient estimates.

We study the problem of training machine learning models incrementally with batches of samples annotated with noisy oracles. We select each batch of samples that are important and also diverse via clustering and importance sampling. More importantly, we incorporate model uncertainty into the sampling probability to com…

2019-09-27abs ↗pdf ↗

In this paper, we study a classification problem in which sample labels are randomly corrupted. In this scenario, there is an unobservable sample with noise-free labels. However, before being observed, the true labels are independently flipped with a probability ρ[0,0.5)ρ\in[0,0.5), and the random label noise can be class-co…

2014-11-27abs ↗pdf ↗

This paper improves matrix completion by leveraging element importance and non-uniform sampling.

problem The challenge of completing low-rank matrices from noisy, subsampled measurements.
method Employing leverage scores to characterize element importance and devising a biased sampling procedure.
result Theoretical and empirical evidence shows that a smaller number of entries (about O(nrlog2(n))O(nr\log^2(n))) can recover a low-rank matrix with noise.

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.

A new Markov subsampling strategy based on Huber criterion improves data processing from noisy full data.

problem High noise level in data leads to poor performance of subsampling procedures.
method Design a Markov subsampling strategy based on Huber criterion to construct an informative subset from noisy full data.
result The estimator based on HMS is statistically consistent with a sub-Gaussian deviation bound.

Label noise may affect the generalization of classifiers, and the effective learning of main patterns from samples with noisy labels is an important challenge. Recent studies have shown that deep neural networks tend to prioritize the learning of simple patterns over the memorization of noise patterns. This suggests a …

2018-11-20abs ↗pdf ↗

Tree ensembles such as Random Forests have achieved impressive empirical success across a wide variety of applications. To understand how these models make predictions, people routinely turn to feature importance measures calculated from tree ensembles. It has long been known that Mean Decrease Impurity (MDI), one of t…

2019-06-26abs ↗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.

The paper tackles noisy matrix completion by developing new statistics and controlling false discovery rate.

problem Testing multiple linear forms for noisy matrix completion with low-rank structure.
method Introducing new statistics with sharp asymptotics for individual tests, controlling FDR via data splitting and aggregation.
result Valid FDR control can be achieved with guaranteed power under nearly optimal sample size requirements.

Parallel Bayesian optimization tackles noisy multi-objective problems.

problem Optimizing multiple objectives with noisy data.
method NEHVI and qqNEHVI acquisition functions, integrating Bayesian treatment over uncertainty.
result Parallel qqNEHVI is one-step Bayes-optimal and robust to noise.

We present a principled framework to address resource allocation for realizing boosting algorithms on substrates with communication or computation noise. Boosting classifiers (e.g., AdaBoost) make a final decision via a weighted vote from the outputs of many base classifiers (weak classifiers). Suppose that the base cl…

2019-09-10abs ↗pdf ↗

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.

In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution. However, no finite sample statistical guarantees and no computationally efficient o…

2015-07-21abs ↗pdf ↗

New IF method improves accuracy in deep neural networks with noisy data.

problem Inaccurate influence estimates in deep neural networks, especially with noisy data.
method Established a connection between influence estimation error, validation set risk, and sharpness, introducing a novel estimation form for flat validation minima.
result Our novel Influence Function approach provides more accurate influence estimates, validated across various tasks.

Empirical mode modeling improves state-space analysis of noisy data.

problem Analyzing nonlinear systems with noisy data.
method Combining empirical mode decomposition with empirical dynamic modeling.
result Empirical mode modeling enhances state-space representations in noisy data.

The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and the covariance structure of gradient noise are critical for regularization, it remains unclear whether or not the class of noise distribution…

2019-06-18abs ↗pdf ↗

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 ↗

Paper tackles label noise in large datasets, purifying noisy data with a nonparametric framework.

problem Label noise in large-scale datasets with coarse labels.
method Develops a model-agnostic nonparametric framework for classification.
result Framework purifies noisy data using a small clean dataset and manages ambiguous samples.

The study examines denoising and noisy-input regression under distribution shift, revealing double descent behavior and insights for data augmentation.

problem Understanding denoising in machine learning, especially under noisy inputs and distribution shift.
method Theoretical analysis of supervised denoising and noisy-input regression, considering low-rank data and proportional regime.
result The test error exhibits double descent under general distribution shift, indicating that overfitting the noise can be benign, tempered, or catastrophic.

The study analyzes how label noise affects deep learning feature learning.

problem The impact of label noise on deep learning feature learning.
method Theoretical analysis of a two-layer convolutional neural network under noisy label conditions.
result Two key stages identified: signal learning in Stage I and noise memorization in Stage II.

Thompson Sampling tackles noisy context in stochastic bandits.

problem Designing an action policy for noisy, corrupted contexts in stochastic bandits.
method Introducing a Thompson Sampling algorithm for Gaussian bandits with Gaussian context noise, adopting an information-theoretic analysis.
result Demonstrates the Bayesian regret of the proposed algorithm concerning the oracle's action policy.

The homology groups of a manifold are important topological invariants that provide an algebraic summary of the manifold. These groups contain rich topological information, for instance, about the connected components, holes, tunnels and sometimes the dimension of the manifold. In earlier work, we have considered the s…

2013-07-29abs ↗pdf ↗

A fast method approximates likelihood scores for noisy linear inverse problems.

problem Solving noisy linear inverse problems efficiently.
method Proposes a simple closed-form approximation to the likelihood score for diffusion and flow-based models.
result Significantly faster than baseline methods while maintaining competitive or better reconstruction performances.

Proposes M-CHMM for robust modeling of multivariate healthcare time series.

problem Challenges in analyzing multivariate healthcare time series data.
method Mixture of coupled hidden Markov models (M-CHMM) with two sampling algorithms.
result Improves data fit, handles missing and noisy measurements, and enhances prediction accuracy.

INGB improves oversampling for noisy imbalanced datasets.

problem Imbalanced, noisy, and complex datasets in classification problems.
method INGB uses granular balls to simulate spatial distribution and informed entropy for optimization, followed by nonlinear oversampling.
result INGB outperforms traditional linear sampling frameworks and algorithms on complex datasets.

This thesis tackles non-convex Bayesian learning via scalable dynamic importance sampling algorithms.

problem Non-convex Bayesian learning problem in deep neural networks.
method Replica exchange Langevin Monte Carlo, control variates method, population-chain replica exchange, scalable dynamic importance sampling.
result Control variates method reduces variance and accelerates convergence in non-convex Bayesian learning.