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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.

168,657 papers · 148 categories

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4691137182 · Jun 202019922001200920172026
48 results for non-parametric field

A new MFG framework for evolving clusters from Gaussian mixtures.

problem Evolutionary clustering of time-dependent Gaussian mixtures.
method Control-theoretic framework based on Mean Field Games (MFG) with coupled HJB and Fokker-Planck systems.
result MFG dynamics recover classical EM algorithm trajectories with mass conservation.

New method estimates velocity fields for minimizing ff-divergences without overfitting.

problem Minimizing statistical discrepancies between target and particle distributions.
method Directly estimate velocity fields using interpolation techniques, proving consistency under mild conditions.
result Consistent estimators of velocity fields improve accuracy in applications like domain adaptation and missing data imputation.

This paper solves the normalizability crisis in sequential inference by introducing bounded information geometry.

problem Structural failure in standard sequential inference architectures when dealing with extreme outliers.
method Non-parametric field actions and bounded information geometry to truncate infinite tails of spatial distributions.
result Empirical benchmarks across three domains show robust estimation without infinite-tailed distributional assumptions.

In this paper, we propose the exponential Levy neural network (ELNN) for option pricing, which is a new non-parametric exponential Levy model using artificial neural networks (ANN). The ELNN fully integrates the ANNs with the exponential Levy model, a conventional pricing model. So, the ELNN can improve ANN-based model…

2018-02-19abs ↗pdf ↗

BN^2MF identifies unknown exposure patterns in environmental mixtures.

problem Identifying unknown exposure patterns in environmental mixtures.
method Bayesian non-parametric non-negative matrix factorization (BN^2MF) with non-negative continuous priors and a non-parametric sparse prior.
result Estimates patterns of chemical exposures without specifying the number of patterns.

SurvMixClust clusters survival data and predicts individual survival curves.

problem Integrating clustering into survival analysis for precision medicine.
method SurvMixClust learns latent representations for clustering and predicts survival functions using a mixture of non-parametric experts.
result SurvMixClust creates balanced clusters with distinct survival curves, outperforming clustering baselines and competing with non-clustering models in predictive accuracy.

The study optimizes sampling in complex systems with probabilistic response distributions.

problem Calibrating and optimizing complex systems with probabilistic response distributions.
method Non-parametric Bayesian approach to modeling spatial fields of probability distributions, introducing adaptive sampling strategies.
result Adaptive sampling strategies improve system evaluations by guiding focus towards key features.

We propose a new non-parametric framework for learning incrementally stable dynamical systems x' = f(x) from a set of sampled trajectories. We construct a rich family of smooth vector fields induced by certain classes of matrix-valued kernels, whose equilibria are placed exactly at a desired set of locations and whose …

2018-04-13abs ↗pdf ↗

PERCEPT detects changes in high-dimensional data streams using topological data analysis.

problem Detecting changes in high-dimensional data streams, especially when embedded in a low-dimensional space.
method Leverages topological data analysis to learn embedded topology as a point cloud via persistence diagrams, then applies non-parametric monitoring for detecting changes.
result Demonstrates efficient detection of online changes from high-dimensional data streams.

Proposes method for eliciting non-parametric joint priors using normalizing flows.

problem Learning complex non-parametric joint priors for model parameters.
method Expert elicitation combined with normalizing flows for generative modeling.
result Framework supports elicitation of both parametric and non-parametric priors.

NPOD algorithm improves efficiency in estimating pharmacokinetic parameters.

problem Efficiently estimating joint distribution of model parameters in population pharmacokinetics.
method Uses gradient approach to suggest new support points, reducing evaluation time.
result Achieves similar solutions to NPAG but with significantly fewer cycles and runtime.

Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to non-parametric Bayesian modeling of complex networks: Using an infinite mixture model …

2013-12-20abs ↗pdf ↗

This study examines when non-parametric methods are robust to adversarial examples.

problem Understanding when non-parametric methods are robust to adversarial examples.
method Examined general non-parametric methods and established conditions for r-consistency.
result Non-parametric methods like nearest neighbors and kernel classifiers are r-consistent when data is well-separated, while histograms are not.

New deep learning model robust to adversarial attacks using stochastic LWTA units.

problem Adversarial robustness in deep learning networks.
method Introduces deep networks with stochastic LWTA activations, combining them with Bayesian non-parametric tools.
result Achieves high robustness to adversarial perturbations, outperforming state-of-the-art methods.

Simpler GNNs with low-rank non-parametric aggregators perform well on graph benchmarks.

problem Over-engineering in GNN architectures for common semi-supervised node classification datasets.
method Replacing feature aggregation with a non-parametric learner to streamline GNN design.
result Non-parametric regression is effective for semi-supervised learning on sparse, directed networks.

New model improves deep learning robustness against adversarial attacks.

problem Improving adversarial robustness of deep learning models.
method Local competition principle, LWTA nonlinearities, Bayesian non-parametrics.
result The new model achieves high robustness to adversarial perturbations on MNIST and CIFAR10 datasets.

Study provides guarantees for kernel clustering under non-parametric mixtures.

problem Statistical guarantees for kernel-based clustering without strong assumptions.
method Non-parametric mixture models, kernel-based clustering, consistency guarantees.
result Necessary and sufficient separability conditions for consistent clustering recovery.

Develops flexible non-parametric ACFs using B-spline kernels.

problem Flexible modelling of the autocovariance function (ACF) in time-series, spatial, and spatio-temporal analysis.
method Derives the inverse Fourier transform of B-spline spectral bases to create a general class of non-parametric ACFs.
result Provides a provably dense, flexible, and general class of non-parametric ACFs for various types of processes.

Using nonparametric methods has been increasingly explored in Bayesian hierarchical modeling as a way to increase model flexibility. Although the field shows a lot of promise, inference in many models, including Hierachical Dirichlet Processes (HDP), remain prohibitively slow. One promising path forward is to exploit t…

2015-01-16abs ↗pdf ↗

Study evaluates policies in partially observable environments without full model specification.

problem Evaluating policies in partially observable environments without full model specification.
method Developed non-parametric identification and recursive fitted-Q-evaluation algorithm.
result Established finite-sample error bounds for policy value estimation.

Non-parametric estimators improve quickest changepoint detection under irregular sequence lengths.

problem Limited and irregular sequence lengths hinder application of ARL and ADD in QCD.
method Analogies with survival analysis to model detection probabilities under truncation.
result KM-ARL and KM-ADD non-parametric estimators are asymptotically unbiased.

Estimates non-parametric logistic model using case-control data and external summary info.

problem Imbalanced binary data in case-control studies.
method Two-step estimation procedure with deep neural network for functional approximation.
result Proposed estimator achieves optimal convergence rate in non-parametric regression.

DPPS uses DP priors for Bayesian non-parametric multi-arm bandits.

problem Optimizing multi-arm bandit environments with prior beliefs.
method Bayesian non-parametric algorithm based on Dirichlet Process priors.
result DPPS provides principled incorporation of prior beliefs and is optimal in Bayesian regret setup.

Develops a new method for learning non-parametric DAGs using RKHS.

problem Challenges of learning non-parametric causal models with large combinatorial search space.
method Uses reproducing kernel Hilbert spaces (RKHS) and sparsity-inducing regularization terms based on partial derivatives to enforce acyclicity.
result Shows improved performance through simulations and data analyses.

Causal discovery is a fundamental problem in statistics and has wide applications in different fields. Transfer Entropy (TE) is a important notion defined for measuring causality, which is essentially conditional Mutual Information (MI). Copula Entropy (CE) is a theory on measurement of statistical independence and is …

2019-10-10abs ↗pdf ↗

The paper develops a theory for identifying the best arm in non-parametric multi-armed bandits with a fixed budget.

problem Identifying the best arm in non-parametric multi-armed bandits with a limited number of trials.
method The paper proposes upper and lower bounds on the average log-probability of misidentification using information-theoretic quantities and a refined analysis of the successive-rejects strategy.
result The paper provides new upper and lower bounds on the average log-probability of misidentification, which generalize existing bounds.

The paper reviews methods for estimating individual treatment effects using non-parametric regression models.

problem Estimating heterogeneous treatment effects in observational data.
method Non-parametric regression models to estimate individual treatment effects.
result A review and development of existing state-of-the-art frameworks for individual treatment effects estimation.

Estimates neural drift for stochastic equations, improving inference on noisy data.

problem Estimating drift in stochastic differential equations with neural networks.
method Non-parametric estimation using ReLU neural networks, enforcing theoretical bounds.
result Practical method for inference on noisy and rough functional data.

A new Helmholtzian operator from point clouds for flow analysis.

problem Analyzing flows and vector fields on manifolds from point cloud data.
method Estimation of manifold Helmholtzian from point cloud data using weighted 1-Laplacian.
result The Helmholtzian operator L1\mathcal L_1 effectively smooths, predicts, and extracts features from flows on manifolds.

New algorithm learns nonlinear phenomena from noisy local measurements without data exchange.

problem Learning nonlinear phenomena from noisy local measurements in a decentralized network.
method Non-parametric learning algorithm that spreads information only between neighboring nodes.
result Non-asymptotic estimation error bounds for the proposed method.

We propose a method for learning Markov network structures for continuous data without invoking any assumptions about the distribution of the variables. The method makes use of previous work on a non-parametric estimator for mutual information which is used to create a non-parametric test for multivariate conditional i…

2017-08-08abs ↗pdf ↗

Bayesian econometrics improves nowcasting during pandemics.

problem Improving nowcasting during extreme economic events like pandemics.
method Bayesian econometric methods using non-parametric mixed frequency VARs with additive regression trees.
result Significant improvements in nowcasting performance compared to linear models.

Study compares non-parametric models for predicting medical insurance reimbursement delays.

problem Estimating the time-lapse between medical insurance reimbursement.
method Comparative study of four non-parametric regression models (KNNs, SVMs, Decision Trees, Random Forests) using R-squared metric.
result Each model's performance varies with training data size, feature space, and hyperparameters.

This paper finds a unique partition of a sample space for estimating continuous distributions.

problem Estimating continuous probability distributions from finite samples.
method Equal-probability partition of the sample space using order statistics.
result The partition yields an entropy of log2(N+1) bits, providing a discrete entropy estimate.