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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.

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0111 · Apr 201619922001200920172026
6 results for p-sum

Let Wi={Wi(ti),tiR+},i=1,2,,dW_i=\{W_i(t_i), t_i\in \R_+\}, i=1,2,\ldots,d are independent Wiener processes. W={W(t),tR+d}W=\{W(\mathbf{t}),t\in \R_+^d\} be the additive Wiener field define as the sum of WiW_i. For any trend ff in $\kHC$ (the reproducing kernel Hilbert Space of WW), we derive upper and lower bounds for the boundary non-crossing proba…

2016-10-23abs ↗pdf ↗

New SQ lower bounds show learning mixtures of bounded covariance Gaussians is hard.

problem Learning mixtures of Gaussians with bounded covariance matrices is hard.
method Statistical Query (SQ) lower bounds.
result Any SQ algorithm requires complexity at least dΩ(1/ε)d^{Ω(1/ε)} for learning mixtures of bounded covariance Gaussians.

A function f:RdRf: \mathbb{R}^d \rightarrow \mathbb{R} is referred to as a Sparse Additive Model (SPAM), if it is of the form f(x)=lSφl(xl)f(\mathbf{x}) = \sum_{l \in \mathcal{S}}φ_{l}(x_l), where S[d]\mathcal{S} \subset [d], Sd|\mathcal{S}| \ll d. Assuming φlφ_l's and S\mathcal{S} to be unknown, the problem of estimating ff from it…

2016-04-18abs ↗pdf ↗

A function f:RdRf: \mathbb{R}^d \rightarrow \mathbb{R} is a Sparse Additive Model (SPAM), if it is of the form f(x)=lSφl(xl)f(\mathbf{x}) = \sum_{l \in \mathcal{S}}φ_{l}(x_l) where S[d]\mathcal{S} \subset [d], Sd|\mathcal{S}| \ll d. Assuming φφ's, S\mathcal{S} to be unknown, there exists extensive work for estimating ff from its sa…

2016-05-02abs ↗pdf ↗