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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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121242362483 · Jun 202019922001200920172026
48 results for parameter matching

Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been completely resolved for score matching. First, we provide a formal link between maxim…

2012-05-09abs ↗pdf ↗

Paper efficiently infers differential parameters in time-varying models using time score matching.

problem Efficiently inferring differential parameters in time-varying probabilistic models.
method Directly estimates the differential parameter using time score matching and proves consistency of the method.
result Consistent estimation of parameter derivatives in high-dimensional settings.

Method infers parameters in complex diffusion processes.

problem Parameter inference in high-dimensional, non-linear diffusion processes.
method Differentiable score matching to approximate diffusion bridges, used in an importance sampler.
result Numerically stable framework for parameter inference and diffusion mean estimation.

New meta-learning method improves domain generalization by balancing parameters closer to domain centroids.

problem Improving domain generalization by reducing overfitting to specific domains.
method Arithmetic meta-learning with arithmetic-weighted gradients to balance parameters closer to domain centroids.
result Experimental validation of improved domain generalization performance.

DDSME outperforms SME in estimating multimodal distributions.

problem Efficiency of score matching in multimodal distributions.
method Diffusion-based denoising score matching (DDSME) compared to vanilla score matching (SME).
result DDSME avoids the error bound deterioration of SME with increasing mode separation.

Study properties of self-similar continua with finite intersection property.

problem Characterize self-similar continua with finite intersection property.
method Prove intersection graph criterion, finite order theorem, and parameter matching theorem.
result All Jordan arcs starting from a intersection point in such continuum on a plane should have the same slope parameter at that point.

New matching estimators correct bias in multivariate settings without smoothing parameters.

problem Bias in nearest-neighbor and matching estimators in multiple dimensions.
method Polynomial least squares fits on Voronoi tessellations.
result Novel estimators converge at n\sqrt{n} rate under mild smoothness assumptions.

Optimal Morse matchings reveal essential structures of cell complexes which lead to powerful tools to study discrete geometrical objects, in particular discrete 3-manifolds. However, such matchings are known to be NP-hard to compute on 3-manifolds, through a reduction to the erasability problem. Here, we refine the stu…

2013-03-28abs ↗pdf ↗

Efficient algorithm for graph matching in correlated stochastic block models.

problem Graph matching in correlated stochastic block models with balanced communities.
method Extends previous work on centered subgraph counts to handle estimation errors and edge correlation.
result First efficient algorithm for graph matching in the logarithmic average degree regime, matching all but a vanishing fraction of vertices with high probability.

A novel method relaxes binary constraints to non-negative spheres for multi-matching and clustering.

problem Optimization problems over binary matrices with injectivity constraints.
method Non-negative spherical relaxation followed by conditional power iteration.
result Automatic adjustment of the continuous parameter related to universe size.

Gradient matching is a promising tool for learning parameters and state dynamics of ordinary differential equations. It is a grid free inference approach, which, for fully observable systems is at times competitive with numerical integration. However, for many real-world applications, only sparse observations are avail…

2017-05-19abs ↗pdf ↗

We compare various extensions of the Bradley-Terry model and a hierarchical Poisson log-linear model in terms of their performance in predicting the outcome of soccer matches (win, draw, or loss). The parameters of the Bradley-Terry extensions are estimated by maximizing the log-likelihood, or an appropriately penalize…

2018-07-04abs ↗pdf ↗

Score matching method improves density estimation for truncated data on manifolds.

problem Density estimation for truncated data on manifolds with intractable normalising constant.
method Truncated score matching extended to Riemannian manifolds with boundary.
result Score matching estimator approximates true parameter values with low error.

Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying uncertainty, called predictive-matching Generative Parameter Sampler (GPS). This procedure …

2019-05-28abs ↗pdf ↗

Decentralized learning for matching markets with time-varying preferences.

problem Matching between competing agents and supply arms with time-varying preferences.
method Linear contextual bandit framework, learning algorithms to identify latent environment and stable matchings.
result Achieve instance-dependent logarithmic regret, applicable for large markets.

Match van Stockum dust to vacuum metrics with a single parameter.

problem Matching van Stockum dust to vacuum metrics.
method 1-parametric family of non-static Papapetrou vacuum metrics, Ehlers and Kramer--Neugebauer transformations.
result Explicit examples of matching, including Bonnor metric and Lanczos--van Stockum dust metric.

ScoreMatchingRiesz improves debiased machine learning and policy effects estimation.

problem Improving debiased machine learning and policy effects estimation.
method Score matching and Riesz representer estimation.
result Estimates policy path for continuous treatments, improving interpretability.

Heuristic weighting improves denoising score matching without requiring noise distribution assumptions.

problem Improving denoising score matching without assuming noise distribution.
method Demonstrated heteroskedasticity, derived optimal weighting functions, and provided theoretical and empirical comparisons.
result Heuristical weighting function can achieve lower variance than optimal weighting, facilitating more stable and efficient training.

Paper proves higher-order flow matching preserves optimality in generative modeling.

problem Theoretical guarantees for higher-order flow matching in generative modeling.
method Neural network approximations with controlled depth, width, and sparsity.
result Proves worst case optimality for second-order flow matching.

A latent-variable model is introduced for text matching, inferring sentence representations by jointly optimizing generative and discriminative objectives. To alleviate typical optimization challenges in latent-variable models for text, we employ deconvolutional networks as the sequence decoder (generator), providing l…

2017-09-21abs ↗pdf ↗

GMC benchmark isolates retrieval in Transformers, revealing max-margin alignment.

problem Understanding how Transformers develop match-and-copy behavior on natural data.
method Introducing Gaussian Match-and-Copy (GMC) as a minimalist benchmark.
result Gradient descent drives parameters to diverge while aligning with max-margin separator.

A common challenge in estimating parameters of probability density functions is the intractability of the normalizing constant. While in such cases maximum likelihood estimation may be implemented using numerical integration, the approach becomes computationally intensive. The score matching method of Hyvärinen [2005] …

2018-12-26abs ↗pdf ↗

Novel PCA method for high-dimensional inverse problems.

problem Optimizing large-scale random fields with gradient information.
method Gradient-Sensitive Principal Component Analysis (Gradient-SPCA) that modifies PCA using objective function gradients.
result Improvements in encoding quality for objective function minimization and field distribution.

The Slope Conjecture relates the degree of the colored Jones polynomial of a knot to boundary slopes of incompressible surfaces. Our aim is to prove the Slope Conjecture for Montesinos knots, and to match parameters of a state-formula for the colored Jones polynomial of such knots with the parameters that describe thei…

2018-07-03abs ↗pdf ↗

PPM improves graph matching for correlated Gaussian Wigner models with high probability.

problem Graph matching in the Correlated Gaussian Wigner model with edge correlations.
method Seeded projected power method (PPM) for iterative improvement of initial partial matches.
result PPM recovers ground-truth matching with high probability in O(log n) iterations if seed is close enough.

In this work an iterative algorithm based on unsupervised learning is presented, specifically on a Restricted Boltzmann Machine (RBM) to solve a perfect matching problem on a bipartite weighted graph. Iteratively is calculated the weights wijw_{ij} and the bias parameters θ=(ai,bj)θ= ( a_i, b_j) that maximize the energy funct…

2019-04-30abs ↗pdf ↗

Paper tackles musical version matching at segment level using contrastive learning from weakly-labeled data.

problem Match musical versions at the segment level, not just tracks, with weak annotations.
method Proposes contrastive learning from weakly-labeled audio segments, using a new loss variant.
result Breakthrough performance in segment-level evaluation, outperforming state-of-the-art.

Lower bounds on private estimation of Gaussian covariance matrices.

problem Private estimation of Gaussian covariance matrices under various parameter regimes.
method Stein-Haff identity and fingerprinting lemma extensions.
result Lower bounds match existing upper bounds in the widest known parameters.

This work learns models for population dynamics using variational methods and higher-order quadrature.

problem Modeling population dynamics of physical systems with stochastic and mean-field effects.
method Variational problem to infer gradient fields, combining Monte Carlo sampling with higher-order quadrature rules.
result Accurate prediction of population dynamics over a wide range of parameters.