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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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4794140187 · Jun 202019922001200920172026
48 results for polylogarithmic factors

We prove optimal subspace embedding conjecture up to sub-polylogarithmic factors.

problem Optimal dimension and sparsity of subspace embeddings.
method Iterative decoupling technique to analyze higher-order trace moment bounds.
result Sub-polylogarithmic factors in dimension and sparsity of subspace embeddings.

New study reveals a polynomial penalty for adapting to unknown margin parameters in batched nonparametric bandits.

problem Adapting to an unknown margin parameter in batched nonparametric bandits.
method Introduces the regret inflation criterion and develops RoBIN algorithm to achieve optimal regret inflation.
result The optimal regret inflation grows polynomially with the horizon T, characterized by a convex optimization problem.

Study shows sample complexity for multicalibration is Θ(ε^-3) with polylogarithmic factors.

problem Minimizing Expected Calibration Error (ECE) for predictors with respect to a family of groups.
method Proved necessary and sufficient sample complexity of Θ(ε^-3) for multicalibration, using online-to-batch reduction and lower bounds.
result Sample complexity of multicalibration is Θ(ε^-3) with polylogarithmic factors, distinguishing it from marginal calibration.

New algorithm selects best distribution privately in nearly-linear time.

problem Estimating the best distribution from samples under differential privacy constraints.
method Differentially private algorithm with nearly-linear time complexity and optimal approximation factor.
result Achieves optimal approximation factor of 3 with modest sample complexity increase.

Study higher genus polylogarithms under Riemann surface degenerations.

problem Understanding higher genus polylogarithms under degenerations.
method Investigate the Enriquez connection for polylogarithms and show it becomes a known connection for families of Riemann surfaces.
result Higher genus polylogarithms can be described explicitly as power series in deformation parameters and logarithms of families.

Paper solves no-swap regret minimization for combinatorial bandits with polylogarithmic dependence on N.

problem Design efficient no-swap regret algorithms for combinatorial bandits with exponentially large action space.
method Introduces a no-swap-regret learning algorithm with polylogarithmic dependence on N and demonstrates efficient implementation.
result Achieves no-swap regret with polylogarithmic dependence on N, resolving an open problem.

We present an efficient and practical algorithm for the online prediction of discrete-time linear dynamical systems with a symmetric transition matrix. We circumvent the non-convex optimization problem using improper learning: carefully overparameterize the class of LDSs by a polylogarithmic factor, in exchange for con…

2017-11-02abs ↗pdf ↗

Neural networks can achieve optimal sample complexity for learning single-index models.

problem Achieving optimal computational-statistical tradeoff in learning Gaussian single-index models.
method Unified gradient-based algorithm for training a two-layer neural network, adaptable to various loss and activation functions.
result Sample complexity of ds/2dd^{s^\star/2} \lor d matches the SQ lower bound up to a polylogarithmic factor.

A stochastic combinatorial semi-bandit is an online learning problem where at each step a learning agent chooses a subset of ground items subject to constraints, and then observes stochastic weights of these items and receives their sum as a payoff. In this paper, we close the problem of computationally and sample effi…

2014-10-03abs ↗pdf ↗

New DP optimization methods for sparse gradients, improving on existing algorithms.

problem Differentially private optimization with sparse gradients in high-dimensional settings.
method Improved bounds for mean estimation, pure- and approximate-DP algorithms for stochastic convex optimization.
result First nearly dimension-independent rates for DP optimization with sparse gradients.

Many important optimization problems, such as the minimum spanning tree and minimum-cost flow, can be solved optimally by a greedy method. In this work, we study a learning variant of these problems, where the model of the problem is unknown and has to be learned by interacting repeatedly with the environment in the ba…

2014-05-30abs ↗pdf ↗

New algorithm reduces regret in online portfolio and quantum state learning.

problem Efficiently learning portfolios and quantum states online with minimal regret.
method BISONS algorithm for online portfolio selection, SCHRODINGER'S BISONS for quantum states, with polylogarithmic regret.
result First efficient algorithm with polylogarithmic regret for online portfolio selection and quantum states.

The paper solves robust learning of Gaussian mixtures with nearly optimal guarantees.

problem Learning a high-dimensional Gaussian mixture model with corrupted samples.
method Introduces a new framework called strong observability to circumvent the challenge of learning individual components.
result Achieves optimal robustness guarantees of εε in total variation distance for any constant number of components.

A new algorithm estimates mean adaptively to covariance, faster and more flexible than existing methods.

problem Estimating mean of a distribution with unknown covariance efficiently and privately.
method Adaptive differentially private algorithm with optimal convergence rates and near-linear sample complexity.
result Achieves optimal rates of convergence with respect to the Mahalanobis norm Σ||\cdot||_Σ.

Sharp large deviations and Gibbs conditioning for portfolio credit risk models.

problem Analyzing the risk of default in financial portfolios with dependent factors.
method Sharp large deviation estimates and conditional Bahadur-Rao estimates for threshold models with diverging latent factors.
result Conditioned on a large exceedance event, default indicators become asymptotically i.i.d., and loss-given-default is exponentially tilted.

We show how to solve a number of problems in numerical linear algebra, such as least squares regression, p\ell_p-regression for any p1p \geq 1, low rank approximation, and kernel regression, in time $T(A) \poly(\log(nd))$, where for a given input matrix ARn×dA \in \mathbb{R}^{n \times d}, T(A)T(A) is the time needed to com…

2019-12-12abs ↗pdf ↗

QATS efficiently decodes HMMs with polylogarithmic complexity.

problem Efficiently decoding hidden Markov models from noisy observations.
method Divide-and-conquer procedure with polylogarithmic sequence complexity and cubic state space complexity.
result QATS outperforms Viterbi and PMAP in speed and accuracy.

New method proves fast regret bounds for online RLHF with generalized preferences.

problem Minimizing max-regret in online RLHF with general preferences and bandit feedback.
method Adopted Generalized Bilinear Preference Model (GBPM) to investigate polylogarithmic regret guarantees.
result Proved polylogarithmic regret bounds for Greedy Sampling and Explore-Then-Commit policies under GBPM.

Algorithm optimizes collaborative learning among distributed clients using kernel-based bandits.

problem Optimizing personalized objectives in a distributed system with limited global information.
method Kernel-based bandit framework with surrogate Gaussian process models, sparse approximations.
result Order-optimal regret performance (up to polylogarithmic factors) and reduced communication overhead.

In this paper, we give improved bounds for the computational complexity of computing with planar algebraic curves. More specifically, for arbitrary coprime polynomials ff, gZ[x,y]g \in \mathbb{Z}[x,y] and an arbitrary polynomial hZ[x,y]h \in \mathbb{Z}[x,y], each of total degree less than nn and with integer coefficients of ab…

2014-01-22abs ↗pdf ↗

A new method for efficient Gaussian process inference using sparse approximations.

problem Scalable and accurate inference for latent Gaussian processes.
method Variational approximation with sparse inverse Cholesky factors and double Kullback-Leibler minimization.
result The proposed method can achieve highly accurate approximations with polylogarithmic time complexity.

In this paper, we study local solutions F=(F1,..,Fn) of a general functional equation of the form F1(U1(x,y))+....+Fn(Un(x,y))=0. A such equation will be called an ``abelian functional equation'' (Afe). We will restrict ourselves to the case when the inner functions Ui's are real rational functions. First we prove that…

2002-12-10abs ↗pdf ↗

Paper solves robust convex problems with heavy-tailed noise.

problem Solving convex compositional problems with heavy-tailed noise.
method Sub-Gaussian confidence bounds under weak heavy-tailed noise assumptions, using boosting strategy.
result Achieves nearly optimal high probability convergence result.

We introduce the bilinear bandit problem with low-rank structure in which an action takes the form of a pair of arms from two different entity types, and the reward is a bilinear function of the known feature vectors of the arms. The unknown in the problem is a d1d_1 by d2d_2 matrix Θ\mathbfΘ^* that defines the reward…

2019-01-08abs ↗pdf ↗

Quantum computing offers a quadratic speedup for estimating non-linear functionals.

problem Estimating non-linear functionals of probability distributions.
method Proposes a quantum-inside-quantum Monte Carlo algorithm for a broad class of non-linear estimation problems.
result Achieves a quadratic speedup for non-linear estimation problems, including nested conditional expectations and stochastic optimization.

A recent line of research on deep learning focuses on the extremely over-parameterized setting, and shows that when the network width is larger than a high degree polynomial of the training sample size nn and the inverse of the target error ε1ε^{-1}, deep neural networks learned by (stochastic) gradient descent enjoy …

2019-11-27abs ↗pdf ↗

Improved GNN simulation of WL test with exponentially lower complexity.

problem Improving the complexity of simulating the Weisfeiler-Lehman test with GNNs.
method Exponentially lower complexity simulation of WL test using GNNs with polylogarithmic parameters and O(log n) bits feature vectors.
result Near-optimal construction with logarithmic lower bounds for feature vector length and neural network size.

The paper analyzes the convergence rates of Q-learning with entropy regularization and linear function approximation.

problem Analyzing the convergence rates of Q-learning with entropy regularization and linear function approximation.
method The paper derives rates of convergence using the high-dimensional central limit theorem, linearization of the soft Bellman recursion, and Gaussian approximation for the leading martingale term.
result The algorithm's last iterate satisfies high-order moment bounds, with a Gaussian approximation bound of order n1/4n^{-1/4}.

Kähler information manifolds for signal filters in weighted Hardy spaces are explored.

problem Developing a geometric framework for signal processing filters in weighted Hardy spaces.
method Introducing weighted Hardy spaces and smooth transformations of transfer functions, demonstrating the Kähler manifold structure.
result The Riemannian geometry of weighted Hardy norms for transfer functions forms a Kähler manifold.

AdaSDBO solves decentralized bilevel optimization without problem parameters, achieving competitive performance.

problem Decentralized bilevel optimization problems without known parameters.
method AdaSDBO, a fully problem-parameter-free algorithm with adaptive stepsizes.
result AdaSDBO achieves a convergence rate of $\widetilde{\mathcal{O}}\left(\frac{1}{T} ight)$, matching state-of-the-art methods up to polylogarithmic factors.