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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.

169,051 papers · 148 categories

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48 results for partitioning estimator

In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression (KRR). Given n samples, the division step involves separating the points based on some underlying disjoint partition of the input space (possibly via clustering), and then computing a KRR estimate for each partition. The conquering s…

2016-08-05abs ↗pdf ↗

Partition Tree estimates conditional densities for mixed continuous and categorical variables.

problem Estimating conditional densities for mixed data types.
method Tree-based framework modeling conditional distributions as piecewise-constant densities on adaptive partitions, minimizing conditional negative log-likelihood.
result Improved probabilistic prediction compared to CART-style trees and state-of-the-art methods.

New method reduces Gibbs partition function estimation complexity.

problem Estimating partition functions of Gibbs distributions.
method Doubly-adaptive MCMC with adaptive cooling schedule and mean estimator.
result Outperforms state-of-the-art algorithms in computational complexity and robustness.

Greedy training of recursive partitioning estimators faces a computational barrier when the true function doesn't satisfy a specific property.

problem Computational inefficiency of greedy training for recursive partitioning estimators.
method Analysis of greedy training for sparse regression functions over binary features.
result Greedy training requires exponential samples when the true function doesn't satisfy a specific property (MSP), but only logarithmic samples when it does.

Exchangeable graphs arise via a sampling procedure from measurable functions known as graphons. A natural estimation problem is how well we can recover a graphon given a single graph sampled from it. One general framework for estimating a graphon uses step-functions obtained by partitioning the nodes of the graph accor…

2014-12-05abs ↗pdf ↗

Study on estimating Gaussian mean from coarse data, resolving identifiability and computational efficiency questions.

problem Estimating the mean of a Gaussian distribution from coarse data (sets containing true samples rather than exact values).
method Analyzes the conditions for mean identifiability and computable estimation under convex partitions.
result Resolves the identifiability and computational efficiency questions for Gaussian mean estimation from coarse data.

A new method for state space partitioning in block particle filtering reduces bias and variance.

problem Overcoming the curse of dimensionality in non-linear, non-Gaussian state space estimation.
method Formulates state space partitioning as a clustering problem and uses spectral clustering with constraints.
result The proposed method effectively groups correlated state variables into smaller blocks, reducing bias and variance.

Partition functions of probability distributions are important quantities for model evaluation and comparisons. We present a new method to compute partition functions of complex and multimodal distributions. Such distributions are often sampled using simulated tempering, which augments the target space with an auxiliar…

2016-03-07abs ↗pdf ↗

This research designs a data-driven partition to test independence between continuous variables.

problem Testing independence between continuous random variables.
method Empirical log-likelihood statistic and data-driven tree-structured partition.
result Strongly consistent test of independence over probability families.

Causal trees struggle with accuracy in estimating treatment effects.

problem Estimating heterogeneous causal treatment effects using recursive decision trees.
method Adaptive recursive partitioning with and without sample splitting.
result Causal tree estimators can have uniform-norm errors decreasing more slowly than any power of the sample size.

Develops an MS-inspired algorithm for regression mode finding and space partitioning.

problem Finding local modes of regression functions and partitioning input space.
method Mean-shift-inspired algorithm for iterative gradient ascent.
result Proves convergence and rates of convergence for estimated local modes.

Optimizes Lipschitz estimates for partitions of unity and characterizes spaces with Assouad-Nagata dimension.

problem Understanding the properties of partitions of unity and their Lipschitz bounds.
method Analyzes the standard partition of unity and its p\ell^p-generalizations, using the approximate midpoint property and Lebesgue number.
result Optimal Lipschitz bounds for partitions of unity and characterizes metric spaces with Assouad-Nagata dimension.

The output scores of a neural network classifier are converted to probabilities via normalizing over the scores of all competing categories. Computing this partition function, ZZ, is then linear in the number of categories, which is problematic as real-world problem sets continue to grow in categorical types, such as …

2015-08-07abs ↗pdf ↗

New algorithms improve convergence rates for non-log-concave sampling and log-partition estimation.

problem Efficiently sampling from non-log-concave distributions and estimating their log-partition function.
method Analysis of information-based complexity, study of polynomial-time sampling algorithms.
result Optimal rates for sampling and log-partition estimation sometimes exceed those for optimization.

Given iidiid observations from an unknown absolute continuous distribution defined on some domain ΩΩ, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function. Our density estimate is a piecewise constant function defined on a binary partition o…

2014-04-05abs ↗pdf ↗

Although consistency is a minimum requirement of any estimator, little is known about consistency of the mean partition approach in consensus clustering. This contribution studies the asymptotic behavior of mean partitions. We show that under normal assumptions, the mean partition approach is consistent and asymptotic …

2015-12-18abs ↗pdf ↗

This paper finds a unique partition of a sample space for estimating continuous distributions.

problem Estimating continuous probability distributions from finite samples.
method Equal-probability partition of the sample space using order statistics.
result The partition yields an entropy of log2(N+1) bits, providing a discrete entropy estimate.

Paper proposes a new method to learn EBMs and their partition function.

problem Intractability of exact MLE for EBMs due to partition function computation.
method Jointly learns an energy model and its log-partition function using neural networks.
result First tractable method for optimizing sparsemax loss in large spaces.

We study the problem of estimating a temporally varying coefficient and varying structure (VCVS) graphical model underlying nonstationary time series data, such as social states of interacting individuals or microarray expression profiles of gene networks, as opposed to i.i.d. data from an invariant model widely consid…

2010-12-17abs ↗pdf ↗

New methods reveal consensus and dissensus in network partitions.

problem Degenerate community detection methods often yield multiple competing answers.
method Comprehensive set of methods to characterize and summarize complex populations of partitions.
result It is not possible to obtain a consistent answer from point estimates when the distribution is heterogeneous.

AIS method improves estimation of RBM partition function with reduced computational cost.

problem Efficiently estimating partition function of RBMs for large systems.
method Annealed Importance Sampling (AIS) with optimized initialization.
result Good estimation of partition function Z with reduced computational cost.

Efficiently calculates PL model likelihood for partitioned preference data.

problem Computational infeasibility of calculating PL model likelihood for partitioned preference data.
method Random utility model formulation and efficient numerical integration approach.
result Proposed method outperforms existing LTR baselines and scales to real-world tasks.

Divide-and-conquer framework speeds up black-box inference for large data.

problem Computational intractability of uncertainty quantification for expensive data simulation.
method Divide data into partitions, train on a subset, bootstrap on partitions, combine results.
result Feasibility of estimating max-stable process parameters with tens of thousands of locations.

MPF method improves parameter estimation in probabilistic models.

problem Difficulty in fitting probabilistic models due to intractable partition function.
method Minimum Probability Flow (MPF) method for parameter estimation.
result MPF outperforms existing techniques in convergence time and accuracy.

A new method for interpretable regression using data-dependent coverings.

problem Creating interpretable regression function estimators.
method Data-dependent coverings to generate a covering of the feature space instead of a partition.
result Ensures consistency without the need for shrinking cells, reducing the number of covering elements.

New method uses neural networks for unbiased physical observable estimation.

problem Estimating physical observables with neural samplers.
method Asymptotically unbiased estimators for observables, including partition function-dependent ones.
result Superiority over existing methods in numerical experiments for the 2d Ising model.

We improve kernel ridge regression for skewed responses using oversampling and adaptive partitioning.

problem Kernel ridge regression struggles with skewed response variables, leading to poor estimates.
method Combines adaptive partitioning with oversampling to address skewed responses in kernel ridge regression.
result The proposed method yields estimates with smaller risk compared to classical methods under mild conditions.

AdVIL improves inference and learning for MRFs with minimal assumptions.

problem Improving inference and learning for Markov random fields (MRFs) with minimal assumptions.
method AdVIL uses adversarial variational inference and learning to approximate latent variables and estimate partition functions.
result AdVIL provides a tighter estimate of the log partition function and better empirical results.

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.

The Restricted Boltzmann Machines (RBM) can be used either as classifiers or as generative models. The quality of the generative RBM is measured through the average log-likelihood on test data. Due to the high computational complexity of evaluating the partition function, exact calculation of test log-likelihood is ver…

2015-10-08abs ↗pdf ↗

Paper proposes a method to predict optimal data partitioning based on query execution costs.

problem Finding optimal data partitioning for improved system performance and scalability.
method Formal model abstraction of workload queries, genetic algorithm for optimization, evaluation using PostgreSQL's query optimizer.
result The approach effectively reduces workload execution cost and improves system performance.

New methods improve Monte Carlo estimation of partition functions.

problem Estimating the normalization constant of complex distributions.
method Annealing through paths of distributions to estimate partition functions.
result Optimal path for estimation is arithmetic, improving efficiency.

A new method for high-dimensional functional regression reduces multicollinearity and improves interpretability.

problem Multicollinearity, overfitting, and interpretability in high-dimensional functional linear models.
method Partition-based functional ridge regression framework.
result Improved numerical stability and enhanced interpretability without explicit variable selection.

In this paper we propose a novel Bayesian methodology for Value-at-Risk computation based on parametric Product Partition Models. Value-at-Risk is a standard tool to measure and control the market risk of an asset or a portfolio, and it is also required for regulatory purposes. Its popularity is partly due to the fact …

2008-09-01abs ↗pdf ↗

ALMA improves clustering of multilayer networks.

problem Clustering multilayer networks with distinct layers and communities.
method Alternating minimization algorithm (ALMA) for simultaneous layer partition and community estimation.
result ALMA achieves higher accuracy than TWIST in clustering multilayer networks.