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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.

168,742 papers · 148 categories

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139278417556 · Jun 202019922001200920172026
48 results for partial estimates

Method estimates sparse inverse covariance and partial correlation matrices efficiently.

problem Sparse high-dimensional inverse covariance and partial correlation matrix estimation.
method Two-stage estimation method using partial regression with positive semi-definiteness.
result Efficient estimation of inverse covariance and partial correlation matrices with derived non-asymptotic rates.

The paper estimates gradients for a weighted parabolic equation under geometric flow.

problem Estimating gradients for a specific parabolic equation on a weighted manifold.
method Obtained space-time gradient estimates through integrating the equation.
result Found corresponding Harnack inequalities through gradient estimates.

Gradient estimate proved for Donaldson's equation on Kähler manifolds.

problem Proving gradient estimates for Donaldson's equation on compact Kähler manifolds.
method Using uniform upper bounds for trωχφtr_ωχ_\varphi and Alexandrov-Bakelman-Pucci (ABP) maximum principle.
result Gradient estimate for Donaldson's equation derived from uniform bounds.

Study efficient inference for network quantile causal effects with partial interference.

problem Estimating network causal effects on outcome quantiles with partial interference.
method Developed a nonparametric efficiency theory and a nonparametrically efficient estimator using a three-way cross-fitting procedure.
result Proposed estimator is consistent, asymptotically normal, and allows flexible estimation of nuisance functions.

Ranked data appear in many different applications, including voting and consumer surveys. There often exhibits a situation in which data are partially ranked. Partially ranked data is thought of as missing data. This paper addresses parameter estimation for partially ranked data under a (possibly) non-ignorable missing…

2019-02-28abs ↗pdf ↗

Paper introduces a new test for conditional independence using weighted partial copulas.

problem Testing conditional independence between variables.
method The approach uses a weighted partial copula function and a bootstrap procedure to compute regions of rejection.
result The proposed test has competitive power compared to existing methods.

Study uses deep neural networks for inference in partially linear models with dependent data.

problem Inference in partially linear models with dependent data.
method First stage deep neural network (DNN) estimation followed by n\sqrt{n}-consistent and asymptotically normal estimator.
result The DNN-estimated finite dimensional parameter achieves n\sqrt{n}-consistency and asymptotic normality.

Proposes a partially linear structure to capture nonlinear relationships in mixture of experts models.

problem Suboptimal estimates due to linearity assumption in mixture of experts models.
method Introduces a partially linear structure that incorporates unspecified functions to capture nonlinear relationships.
result Establishes the identifiability of the proposed model under mild conditions and introduces a practical estimation algorithm.

We prove the statistical consistency of kernel Partial Least Squares Regression applied to a bounded regression learning problem on a reproducing kernel Hilbert space. Partial Least Squares stands out of well-known classical approaches as e.g. Ridge Regression or Principal Components Regression, as it is not defined as…

2009-02-25abs ↗pdf ↗

For a convex domain DD bounded by the hypersurface D\partial D in a space of constant curvature we give sharp bounds on the width RrR-r of a spherical shell with radii RR and rr that can enclose D\partial D, provided that normal curvatures of D\partial D are pinched by two positive constants. Furthermore, in the …

2014-02-11abs ↗pdf ↗

Paper introduces efficient methods for estimating cross-partial derivatives and sensitivity indices.

problem Efficiently estimating cross-partial derivatives and sensitivity indices in complex models.
method Using randomized points and constraints, the paper develops estimators with optimal convergence rates and low bias.
result The estimators achieve optimal rates of convergence and do not suffer from the curse of dimensionality.

Establishes uniform Hörmander estimates for flat line bundles on Kähler manifolds.

problem Estimating \overline{\partial}-operators for flat line bundles.
method Uniform L2L^2-estimates for \overline{\partial}-operators on Kähler manifolds.
result Recovers Ueda's lemma for compact Kähler manifolds and generalizes to Ricci-flat manifolds.

Paper identifies and estimates CAPCEs in continuous treatment settings.

problem Estimating heterogeneous causal effects of continuous treatments.
method Instrumental variable approach to identify CAPCEs under weaker conditions.
result Developed three families of CAPCE estimators with statistical properties analyzed.

The paper examines partial regularity of Lipschitz solutions to minimal surface system.

problem Understanding the regularity of solutions to the minimal surface system.
method Investigation of stationary, integral weak, and viscosity solutions; interior gradient estimate using maximum principle.
result Partial regularity results for Lipschitz solutions, including interior gradient estimate.

Let (M,g(t))(M, g(t)), t[0,T)t\in[0,T) be a closed Riemannian nn-manifold whose Riemannian metric g(t)g(t) evolves by the geometric flow tgij=2Sij \frac{\partial }{\partial t} g_{ij}=-2S_{ij} , where Sij(t)S_{ij}(t) is a symmetric two-tensor on (M,g(t))(M,g(t)). We discuss differential Harnack estimates for positive solution to the porous medium …

2019-01-30abs ↗pdf ↗

Unified method for inference on partially identified causal effects using covariates.

problem Partial identification of causal effects due to unobserved joint potential outcomes.
method Model-agnostic approach using duality theory for optimal transport problems.
result Uniformly valid inference for a wide class of estimands, even with inaccurate nuisance parameter estimates.

This paper studies the partial estimation of Gaussian graphical models from high-dimensional empirical observations. We derive a convex formulation for this problem using 1\ell_1-regularized maximum-likelihood estimation, which can be solved via a block coordinate descent algorithm. Statistical estimation performance …

2012-09-28abs ↗pdf ↗

Derives gradient estimation for a specific heat equation on evolving manifolds.

problem Gradient estimation for a generalized heat equation on evolving weighted Riemannian manifolds.
method Derives gradient estimation for a specific heat equation on evolving weighted Riemannian manifolds.
result Derives a Harnack type inequality and a Liouville type theorem as applications of gradient estimation.

Let ΩΩ be a pseudoconvex domain with C2C^2-smooth boundary in CPn\mathbb CP^n. We prove that the ˉNeumannoperator\bar\partial-Neumann operator Nexistsfor exists for (p,q)formson-forms on Ω.Furthermore,thereexistsa. Furthermore, there exists a t_0>0suchthattheoperators such that the operators N,, \bar\partial^*N,, \bar\partial N$ and the Bergman projection are regular in the Sobolev …

2003-05-14abs ↗pdf ↗

For a Riemannian manifold Mn+1M^{n+1} and a compact domain ΩMn+1Ω\subset M^{n+1} bounded by a hypersurface Ω\partial Ω with normal curvature bounded below, estimates are obtained in terms of the distance from OO to Ω\partial Ω for the angle between the geodesic line joining a fixed interior point OO in ΩΩ to a point on…

2012-12-28abs ↗pdf ↗

In the modern age, rankings data is ubiquitous and it is useful for a variety of applications such as recommender systems, multi-object tracking and preference learning. However, most rankings data encountered in the real world is incomplete, which prevents the direct application of existing modelling tools for complet…

2018-07-01abs ↗pdf ↗

We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an L1L_1-regularized maximal pseudo-profile likelihood estimator (MaPPLE) for which we prove n\sqrt{n}-sparsisten…

2019-06-08abs ↗pdf ↗

New algorithm for risk-sensitive reinforcement learning with natural policy gradients.

problem Risk-sensitive reinforcement learning with downside risk constraints.
method Introduce a new Bellman equation to estimate the lower partial moment of returns, use natural policy gradients, and extend Reward Constrained Policy Optimization.
result Sample-efficient estimation of partial moments and effective risk-sensitive control.

We prove that the partial C0C^0-estimate holds for metrics along Aubin's continuity method for finding Kähler-Einstein metrics, confirming a special case of a conjecture due to Tian. We use the method developed in recent work of Chen-Donaldson-Sun on the analogous problem for conical Kähler-Einstein metrics.

2013-10-31abs ↗pdf ↗

Let MnM^n be an nn-dimensional Riemannian manifold with boundary M\partial M. Assume that Ricci curvature is bounded from below by (n1)k(n-1)k, for $k\in \RR$, we give a sharp estimate of the upper bound of $ρ(x)=\dis(x, \partial M)$, in terms of the mean curvature bound of the boundary. When M\partial M is compact, th…

2013-06-21abs ↗pdf ↗

Study shows offline RL under QQ^\star-approximation and partial coverage is harder than previously thought.

problem Theoretical limits of offline reinforcement learning under QQ^\star-approximation and partial coverage.
method Introduced a decision-estimation framework to decompose offline RL complexity into decision and value estimation errors.
result Answered the open question by proving sample inefficiency under partial coverage is not guaranteed by QQ^\star-realizability and Bellman completeness.

AdaptOn achieves logarithmic regret in adaptive control of unknown partially observable linear systems.

problem Adaptive control in partially observable linear dynamical systems.
method AdaptOn algorithm that estimates system dynamics through online learning and gradient descent.
result AdaptOn achieves a logarithmic regret bound of polylog(T) after T steps.

Meta-learners estimate CATE from multiple environments with partial identification.

problem Estimating CATE from observational data across multiple environments with violations of causal assumptions.
method Adapt IV literature for partial identification, propose model-agnostic meta-learners.
result Meta-learners effectively estimate CATE bounds across various experiments.

Sharp estimates for Bergman metrics derived from Kähler quantization.

problem Estimating Bergman metrics in Kähler quantization.
method Upper and lower bounds on the Bergman metric expressed in terms of φ\varphi.
result Optimal C1,1ˉC^{1,\bar1}-convergence for quantization of Kähler currents.

A new approach uses partial likelihood to improve tree-based density estimation and inference.

problem Inference on tree-based models suffers from overfitting and reduced efficiency due to data-independent partitioning.
method Proposes a partial likelihood approach to data-dependent partitioning of tree-based models.
result Significant gains in estimation accuracy and computational efficiency from adopting partial likelihood.

Estimates error for robust M-estimators with convex penalties.

problem Estimating out-of-sample error for robust M-estimators in high-dimensional linear regression.
method Proposes a generic out-of-sample error estimate for robust MM-estimators with convex penalties, using observed data and derivatives.
result The out-of-sample error estimate has a relative error of order n1/2n^{-1/2} under certain conditions.

Study on estimating sparse transition matrix of partially-observed VAR with noisy and sparse data.

problem Estimating sparse transition matrix of partially-observed VAR with noisy and sparse data.
method Yule-Walker equation, Dantzig selector, minimax lower bound.
result Near-optimality of the proposed estimator with convergence rate analysis.

This paper provides estimation and inference methods for an identified set's boundary (i.e., support function) where the selection among a very large number of covariates is based on modern regularized tools. I characterize the boundary using a semiparametric moment equation. Combining Neyman-orthogonality and sample s…

2017-12-28abs ↗pdf ↗

New method uses sparse deep neural networks for high-dimensional regression with improved parameter estimation.

problem Improving parameter estimation in high-dimensional sparse regression models.
method Proposes nonparametric estimation of partial derivatives in sparse deep neural networks.
result Established convergence rate of nonparametric estimation of partial derivatives as O(n1/4)\mathcal{O}(n^{-1/4}).

PRL improves off-policy evaluation in partially observed MDPs.

problem Confounding and bias in offline reinforcement learning with unobserved state factors.
method Extends proximal causal inference to POMDPs, identifying and estimating target policy value.
result Semiparametrically efficient estimators for PRL in partially observed MDPs.

Paper develops a method for estimating PFLM with minimized rates in high dimensions.

problem Estimating PFLM with minimized rates in high dimensions.
method Least square approach with mixed regularizations of function-norm and ℓ1-norm.
result Established optimal minimax rates of estimation for PFLM.

Uniform estimates for complex equations on compact manifolds found.

problem Uniform estimates for (n1)(n-1)-form fully nonlinear PDEs on compact Hermitian manifolds.
method Local comparison with Monge-Ampère equations and finding an appropriate elliptic operator.
result A priori LL^\infty estimate for the equations.