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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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183365548730 · Jun 202019922001200920172026
48 results for order estimation

Optimal first-order methods are shown to be fundamental limits in functional estimation.

problem Optimal functional estimation under weak conditions.
method Formalization of functional estimation with black-box nuisance function estimates and derivation of minimax lower bounds.
result First-order methods are optimal under weak conditions, but higher-order methods can outperform them when nuisance function structure is known.

New estimator stabilizes higher-order influence functions for stable statistical inference.

problem Numerical instability in estimating inverse population Gram matrix.
method Proposes a new stabilized higher-order estimator without sample splitting.
result Stabilized estimator exhibits more stable performance and similar statistical guarantees.

New estimator stabilizes higher-order influence functions for bilinear forms.

problem Stability issues in estimating bilinear forms using higher-order influence functions.
method Proposes a new stabilized higher-order estimator for a class of bilinear forms without sample splitting.
result New estimator exhibits more stable finite-sample performance compared to the empirical higher-order estimator.

Estimates multiple related causal graphs with shared causal order.

problem Discovering multiple related Gaussian DAGs with shared causal order.
method Proposes a l1/l2l_1/l_2-regularized MLE for joint estimation of KK linear structural equation models.
result Joint estimator achieves better sample complexity and consistency in causal order recovery.

A method to estimate high order derivatives of data distributions from samples.

problem Estimating high order derivatives of data distributions efficiently and accurately.
method Generalizing denoising score matching via Tweedie's formula to estimate higher order derivatives.
result Models trained with the proposed method can approximate second order derivatives more efficiently and accurately than via automatic differentiation.

Study proves inequalities for eigenvalues of fourth-order elliptic operators on Riemannian manifolds.

problem Eigenvalue inequalities for fourth-order elliptic operators on Riemannian manifolds.
method Proves inequalities using Payne-Pólya-Weinberger-Yang type for eigenvalues of fourth-order elliptic operators in divergence form on complete Riemannian manifolds.
result Generalizes eigenvalue inequalities for the clamped plate problem to complete Riemannian manifolds.

Paper derives estimates for complex Hessian equations on Hermitian manifolds.

problem Estimating solutions to complex Hessian equations on Hermitian manifolds.
method Derives second order estimates for solutions in a specific cone.
result Establishes second order estimates for solutions in Γk+1Γ_{k+1} cone.

New Hessian estimators for Riemannian manifolds with reduced bias.

problem Estimating Hessians on Riemannian manifolds with reduced bias and computational efficiency.
method Introducing new stochastic zeroth-order Hessian estimators using O(1)O(1) function evaluations.
result Achieved a bias bound of order O(γδ2)O(γδ^2) for analytic real-valued functions.

New protocols show 1-bit mean estimation can be order-optimal without interaction.

problem Can 1-bit mean estimation be optimal without interaction?
method Adaptive and non-adaptive threshold and interval queries, with one adaptive transition.
result Arbitrary non-adaptive quantizers can match the adaptive rate, suggesting interaction is not necessary.

The paper provides estimates for higher-order Ricci curvature along Kähler-Ricci flows.

problem Estimating higher-order curvature along Kähler-Ricci flows on compact Kähler manifolds.
method Proving uniform bounds for Ricci curvature and scalar curvature in various orders and norms.
result A geometric obstruction causes a specific third-order derivative of Ricci curvature to blow up at rate et/2e^{t/2}.

New method estimates mixture model components efficiently.

problem Estimating the number of components in finite mixture models.
method Group-Sort-Fuse (GSF) procedure for simultaneous estimation of order and mixing measure.
result GSF achieves consistent estimation of true mixture order and n1/2n^{-1/2} convergence rate.

The study examines order flow in financial markets using fractional Lévy stable motion.

problem Challenges in selecting the best models for financial time series data.
method Investigates order disbalance time series from the perspective of fractional Lévy stable motion.
result Orders exhibit stable anti-correlation for 18 randomly selected stocks.

The paper analyzes the efficiency of gradient estimation methods in noisy function evaluations.

problem Estimating gradients of smooth functions using noisy function evaluations.
method Information-theoretic lower bounds and finite difference method analysis.
result The finite difference method is not minimax optimal, suggesting room for improvement in gradient estimation.

Improved estimation of higher order integrals using shrinkage techniques.

problem Estimating higher order Bochner integrals in non-parametric settings.
method Shrinkage of U-statistic towards a target element, considering kernel degeneracy.
result Consistent shrinkage estimators with fast rates of convergence, even for non-degenerate kernels.

Sharp spectral gap estimates for higher-order operators on hyperbolic spaces.

problem Estimating spectral gaps for higher-order operators on Cartan-Hadamard manifolds.
method Symmetrization-free proofs based on general functional inequalities.
result Solves a sharp asymptotic problem from Cheng and Yang and answers a question from Kristály.

We consider first order expansions of convex penalized estimators in high-dimensional regression problems with random designs. Our setting includes linear regression and logistic regression as special cases. For a given penalty function hh and the corresponding penalized estimator β^\hatβ, we construct a quantity ηη,…

2019-10-12abs ↗pdf ↗

Networks are a natural representation of complex systems across the sciences, and higher-order dependencies are central to the understanding and modeling of these systems. However, in many practical applications such as online social networks, networks are massive, dynamic, and naturally streaming, where pairwise inter…

2019-08-02abs ↗pdf ↗

Study eigenvalues and eigenfunctions of fourth-order operators in annuli, proving optimal estimates and non-radiality.

problem Eigenvalue and eigenfunction analysis of fourth-order operators in degenerating annuli.
method Optimal estimates and non-radiality results for eigenfunctions in annuli.
result Nigh optimal estimate for the first eigenvalue and non-radiality of eigenfunctions in degenerating annuli.

The study provides interior estimates for QkQ_k-flows and translators in Rn+1\mathbb{R}^{n+1}.

problem Estimating QkQ_k-flows and translators in Rn+1\mathbb{R}^{n+1}.
method Proved interior gradient and second order estimates.
result Non-existence of QkQ_k-translators asymptotic to o(x)o(|x|).

A Hawkes process with state-dependent factor models order flows in limit order books.

problem Modeling order flows in limit order books for better market prediction.
method A Hawkes process with a state-dependent factor for conditional intensity estimation.
result State-dependent formulations improve the fit of LOB models to financial data.

The paper introduces a frequency-domain estimator for low-order systems from noisy data.

problem Estimating frequency responses of low-order systems from noisy measurements.
method Uses a quadratic data-fitting term regularized by the nuclear norm of a Loewner matrix, subject to a convex stability constraint.
result Proves a finite-sample error bound and extends it to all frequencies through rational interpolation.

The paper tackles estimation of hidden state LTI systems of unknown order.

problem Estimation of Markov parameters and minimal realization of unknown order LTI systems.
method Hankel penalized least square estimator, Ho-Kalman algorithm, and a combined algorithm.
result Statistical guarantees for estimation error, rank recovery, and sample complexity.

New methods improve estimation accuracy in noisy settings.

problem Estimating treatment effects in the presence of treatment noise.
method Developed new structure-agnostic cumulant estimators and practical procedures for higher-order robustness.
result Demonstrated that existing DML estimator is suboptimal for non-Gaussian treatment noise and introduced ACE procedures for improved accuracy.

Paper studies Laplace operator estimates in harmonic map heat flows.

problem Estimating Laplace operator in harmonic map heat flows outside singularities.
method Investigates estimates using spherical coordinates for T2\mathbb{T}^2 and T3\mathbb{T}^3 boundary conditions.
result Provides higher-order estimates for the Ericksen--Leslie system.

A new method predicts higher-order interactions in evolving graphs using simplicial complexes.

problem Predicting higher-order interactions in dynamic graphs with theoretical guarantees.
method Capturing higher-order interactions as simplices, modeling neighborhoods with face-vectors, and developing a nonparametric kernel estimator.
result Our method outperforms existing higher-order prediction methods and is theoretically consistent.

Zeroth-order optimization methods lack inherent privacy guarantees.

problem Ensuring differential privacy in zeroth-order optimization methods.
method Analyzing ZO-GD with and without random initialization for convex and strongly convex objectives.
result ZO-GD is not differentially private for strongly convex objectives and can have superlinear privacy loss.

A new method for MARL with partial observations reduces communication overhead.

problem Inefficient MARL algorithms in large-scale problems due to state and action information sharing.
method Distributed zeroth-order policy optimization with local policy gradient estimation using consensus.
result The method converges to a policy that is a stationary point of the global objective function.

Study improves BN TTA under distribution shift using higher-order asymptotics.

problem Improving BN TTA for changing data distributions.
method Integrates Edgeworth expansion and saddlepoint approximation with one-step M-estimation.
result Derives optimal weighting parameter for minimized mean-squared error.

Estimates for harmonic functions in curved spaces.

problem Quantifying harmonic functions in curved spaces.
method Quantitative Sobolev estimates for pp-harmonic functions in manifolds with curvature conditions.
result Established a quantitative second order Sobolev estimate for pp-harmonic functions.

A new method learns DAGs from Gaussian data without verifying acyclicity.

problem Learning DAGs from Gaussian data without verifying acyclicity.
method Relaxation technique for permutation matrix estimation and cyclic coordinatewise descent for sparse Cholesky factor estimation.
result The method recovers DAGs without verifying acyclicity constraints.