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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.

168,695 papers · 148 categories

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48 results for pairwise asymptotic independence

The paper analyzes systemic risk in an insurance model with multiple business lines and heterogeneous claims.

problem Analyzing systemic risk in a multi-dimensional insurance model with heterogeneous claims.
method A multi-dimensional Lévy process-based renewal risk model with pairwise asymptotic independence (PAI).
result Asymptotic formulas for tail probabilities and systemic risk measures are derived.

Study on deep neural networks for reward modeling with pairwise comparison data.

problem Reward modeling with deep neural networks in non-parametric settings.
method Established a non-asymptotic regret bound for deep reward estimators, introduced a margin-type condition.
result Improved regret bound for deep reward estimators, highlighting the importance of clear human beliefs.

New framework extends ICA for non-independent variables, identifying pairwise mean independence.

problem Non-independent variables complicating ICA recovery.
method Algebraic recovery algorithm based on least-squares optimization over the orthogonal group.
result Pairwise mean independence is identifiable, robust to independence constraints.

Paper establishes statistical inference for pairwise comparison models.

problem Statistical inference for pairwise comparison models when the number of subjects diverges.
method Identifies Fisher information matrix as a weighted graph Laplacian for asymptotic normality.
result Near-optimal asymptotic normality result for maximum likelihood estimator.

Optimizes identifying top-k items from comparisons with minimal comparisons.

problem Finding the top-k items from pairwise comparisons with a fixed error rate.
method Developed an asymptotically optimal algorithm using primal-dual procedure and adaptive comparison allocation.
result Proves the algorithm is asymptotically optimal for top-k identification.

Thompson Sampling with bilateral uncertainty improves performance in Bayesian Optimization.

problem Twin difficulties of modeling and searching complex functions in high dimensions.
method Exploiting conditional independence, Thompson Sampling respecting bilateral uncertainty (BU).
result Thompson Sampling with BU is more effective than the additive approximation in small budgets.

Low-rank framework for task-specific LLM ranking from sparse comparisons.

problem Challenges in reliable task-specific ranking of LLMs under sparse, imbalanced comparisons.
method Low-rank modeling of task-by-model ability matrix, max-norm accurate estimator, task-wise top-K recovery guarantees, uncertainty quantification framework.
result Improves sample efficiency and produces tighter, better-calibrated ranking certificates.

Exact pairwise ranking is achievable but not possible under noisy comparisons.

problem Recovering the exact rank of items from noisy pairwise comparisons.
method Information-theoretic upper and lower bounds using the SST model and combinatorial arguments.
result Sharp information-theoretic bounds match in the parametric limit and outperform previous methods.

In this paper, we propose a listwise approach for constructing user-specific rankings in recommendation systems in a collaborative fashion. We contrast the listwise approach to previous pointwise and pairwise approaches, which are based on treating either each rating or each pairwise comparison as an independent instan…

2018-02-28abs ↗pdf ↗

In this paper, we unify the Markov theory of a variety of different types of graphs used in graphical Markov models by introducing the class of loopless mixed graphs, and show that all independence models induced by mm-separation on such graphs are compositional graphoids. We focus in particular on the subclass of rib…

2011-09-27abs ↗pdf ↗

New estimators reduce computation for Kendall's tau and conditional Kendall's tau matrices under structural assumptions.

problem Efficient estimation of Kendall's tau and conditional Kendall's tau matrices for large dimensions.
method Averaging pairwise estimates over blocks or conditional estimates, exploiting structural assumptions.
result Improved estimators with reduced computational cost and similar error level.

Develops a statistical framework to measure uncertainty in model rankings based on human preferences.

problem Uncertainty in model rankings based on human preferences due to mismatch between human and model preferences.
method Statistical framework using pairwise comparisons by humans and models to provide rank-sets for each model.
result Rank-sets constructed using only pairwise comparisons by strong models often do not cover the true ranking of human preferences.

Study shows attention-style models learn pairwise interactions efficiently.

problem Learning pairwise interactions in attention-style models.
method Proved minimax rate of convergence for learning pairwise interactions.
result Minimax rate is M2β2β+1M^{-\frac{2β}{2β+1}} independent of embedding dimension and token number.

To date, testing interactions in high dimensions has been a challenging task. Existing methods often have issues with sensitivity to modeling assumptions and heavily asymptotic nominal p-values. To help alleviate these issues, we propose a permutation-based method for testing marginal interactions with a binary respons…

2012-06-27abs ↗pdf ↗

Pairwise quantile regression tackles similarity scoring in biometric systems.

problem Analyzing errors in similarity scoring for facial recognition.
method Established theoretical guarantees for pairwise quantile regression solutions, leveraging sharp concentration results for UU-processes.
result Proved generalization bounds and identified conditions for fast learning rates.

This work introduces CAET, an algorithm for cost-aware pairwise pure exploration.

problem Identifying optimal arm pairs with varying costs in multi-armed bandits.
method Introduces a framework for pairwise pure exploration with arm-specific costs, derives a lower bound, and proposes CAET algorithm.
result CAET optimizes cumulative cost and approaches the lower bound asymptotically.

EPFGNN models graph connections for better node classification.

problem Graph node classification issues due to feature aggregation.
method EPFGNN models graph as a Markov Random Field with explicit pairwise factors and a GNN backbone.
result EPFGNN improves semi-supervised node classification performance.

We show that the asymptotic growth rate for the minimal cardinality of a set of simple closed curves on a closed surface of genus gg which fill and pairwise intersect at most K1K\ge 1 times is 2g/K2\sqrt{g}/\sqrt{K} as gg \to \infty . We then bound from below the cardinality of a filling set of systoles by g/log(g)g/\log(g).…

2009-09-10abs ↗pdf ↗

A new method for binary ICA using non-stationary sources.

problem Independent component analysis of binary data.
method Linear mixing model in latent space, followed by binary observation model with non-stationary sources.
result Proves non-identifiability with few observed variables but identifies with more variables.

Several classification methods assume that the underlying distributions follow tree-structured graphical models. Indeed, trees capture statistical dependencies between pairs of variables, which may be crucial to attain low classification errors. The resulting classifier is linear in the log-transformed univariate and b…

2018-06-06abs ↗pdf ↗

Paper develops methods for estimating and forecasting integer-valued trawl processes.

problem Estimation and forecasting of continuous-time integer-valued trawl processes.
method Composite likelihood methods, focusing on pairwise likelihood.
result Consistency and asymptotic normality of the estimator in the short memory case.

This note has been updated (April, 2020) to respond to "Towards Clarifying the Theory of the Deconfounder" by Yixin Wang, David M. Blei (arXiv:2003.04948). This original note, posted in January, 2020, is meant to complement our previous comment on "The Blessings of Multiple Causes" by Wang and Blei (2019). We provide a…

2020-01-17abs ↗pdf ↗

The study examines the independence of GKM manifolds and symmetric spaces.

problem Understanding the independence of isotropy weights in GKM manifolds.
method Using weighted graphs and properties of symmetric spaces, the study analyzes the independence of isotropy weights.
result The maximal independence of G/HG/H is 22, 33, or n=dimTn=\dim T, corresponding to symmetric spaces of rank >2>2.

We introduce a family of pairwise stochastic gradient estimators for gradients of expectations, which are related to the log-derivative trick, but involve pairwise interactions between samples. The simplest example of our new estimator, dubbed the fundamental trick estimator, is shown to arise from either a) introducin…

2019-01-31abs ↗pdf ↗

The functions of proteins and RNAs are determined by a myriad of interactions between their constituent residues, but most quantitative models of how molecular phenotype depends on genotype must approximate this by simple additive effects. While recent models have relaxed this constraint to also account for pairwise in…

2017-12-18abs ↗pdf ↗

The independence clustering problem is considered in the following formulation: given a set SS of random variables, it is required to find the finest partitioning {U1,,Uk}\{U_1,\dots,U_k\} of SS into clusters such that the clusters U1,,UkU_1,\dots,U_k are mutually independent. Since mutual independence is the target, pairwise …

2017-03-20abs ↗pdf ↗

We consider two systems of curves (α1,...,αm)(α_1,...,α_m) and (β1,...,βn)(β_1,...,β_n) drawn on a compact two-dimensional surface MM with boundary. Each αiα_i and each βjβ_j is either an arc meeting the boundary of MM at its two endpoints, or a closed curve. The αiα_i are pairwise disjoint except for possibly sharing endpoints, and s…

2013-02-26abs ↗pdf ↗

This paper optimizes the number of comparisons needed to find the best k items from pairwise comparisons.

problem Finding the best k items from pairwise comparisons with limited comparisons.
method Developed algorithms for finding probably approximately correct and exact best k items under stochastic conditions.
result Upper and lower bounds on the number of comparisons for finding the best k items, with matching upper bounds for PAC best k items.

GTMs model complex multivariate data with varying conditional independencies.

problem Modeling multivariate data with intricate marginals and complex dependency structures.
method Semiparametric approach using penalized splines and lasso regularization.
result GTMs accurately learn complex dependencies and identify conditional independencies.

We decompose the squared price-of-risk premium into three components: intervention-stable premium, confounding wedge, and information loss.

problem Decomposing the squared price-of-risk premium into its components
method Identifying an order-three obstruction to aggregation across portfolios
result The decomposition is estimable and detectable with a permutation-calibrated screen

The study examines uniqueness and non-uniqueness of minimal surfaces in hyperbolic space.

problem Uniqueness and non-uniqueness of minimal surfaces in hyperbolic space.
method Analyzes criteria for uniqueness and constructs examples of non-uniqueness.
result Uniqueness of minimal surfaces is equivalent to uniqueness in a smaller class of stable minimal disks.

RL-LOW algorithm achieves exponential simple regret in offline RLHF with pairwise comparisons.

problem Offline reinforcement learning from human feedback with pairwise comparisons.
method Proposes RL-LOW algorithm to minimize simple regret with exponential convergence.
result Achieves an exponential form of simple regret of \(\exp ( - Ω(n/H) )\).

We consider the predictive problem of supervised ranking, where the task is to rank sets of candidate items returned in response to queries. Although there exist statistical procedures that come with guarantees of consistency in this setting, these procedures require that individuals provide a complete ranking of all i…

2012-04-07abs ↗pdf ↗