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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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81162242323 · Jun 202019922001200920172026
48 results for polynomial tests

Polynomial delay algorithm tests causal models with hidden variables.

problem Testing causal models with hidden variables in polynomial delay.
method c-component local Markov property (C-LMP) and polynomial delay algorithm.
result First algorithm for poly-delay testing of CIs in causal graphs with hidden variables.

The paper provides an almost optimal learning and testing algorithm for sparse polynomials.

problem Learning and testing sparse multivariate polynomials efficiently.
method The paper presents an algorithm with sublinear query complexity in 1/ε1/ε and almost linear in ss for learning and testing ss-sparse polynomials.
result The algorithm achieves almost optimal query complexity, making it the first of its kind.

This work finds a point with small test error in polynomial time for mildly overparameterized neural nets.

problem Achieving small test error in mildly overparameterized neural networks.
method The work shows that the landscape of loss functions with explicit regularization has a property that all local minima and certain stationary points achieve small test error. It also proves the existence of polynomial time algorithms for finding such points in convolutional and fully connected neural nets.
result Polynomial time algorithms exist for finding points with small test error in mildly overparameterized neural nets.

Study disproves conjecture about low-degree polynomials in hypothesis testing.

problem Conjecture about limitations of polynomial-time algorithms in hypothesis testing.
method Used counterexamples to refute the conjecture and modified the conjecture to rule out the counterexample.
result Disproved conjecture about limitations of low-degree polynomials in hypothesis testing.

New methods test discrete distributions faster with local privacy constraints.

problem Testing discrete distributions under local differential privacy constraints.
method Efficient randomized algorithms and test procedures, both non-interactive and interactive.
result Faster separation rates in interactive privacy mechanisms.

We study the atomic embeddability testing problem, which is a common generalization of clustered planarity (c-planarity, for short) and thickenability testing, and present a polynomial-time algorithm for this problem, thereby giving the first polynomial-time algorithm for c-planarity. C-planarity was introduced in 1995…

2019-07-30abs ↗pdf ↗

A new family of conformal test martingales based on Legendre polynomials for online exchangeability testing.

problem Detecting variance, skewness, and higher-order deviations from uniformity in online data.
method A family of conformal test martingales based on shifted Legendre polynomials.
result The Variational Legendre Jumper reduces exponential scaling to linear time with minimal loss in power.

Study phase transitions in identifying infected individuals using group testing.

problem Identifying a set of k infected individuals from a population using pooled tests.
method Two random assignment designs (constant-column and Bernoulli) and polynomial-time inference procedures.
result Sharp phase transitions in statistical and computational limits for detection and recovery problems.

It has recently been shown that the problem of testing global convexity of polynomials of degree four is {strongly} NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global convexity is of concern. In a number of applications however, one is interested in test…

2018-06-16abs ↗pdf ↗

The paper explores how low-degree polynomials can detect shuffled linear regression models.

problem Detecting multivariate shuffled linear regression models from independent Gaussian random matrices.
method Investigates the effectiveness of low-degree polynomial algorithms for distinguishing the model from independent Gaussian random matrices.
result Establishes a phase transition phenomenon in the performance of low-degree polynomial algorithms for distinguishing the model.

Improving scalability and stability of Stein discrepancies for scalable goodness-of-fit testing

problem Improving scalability and stability of Stein discrepancies for scalable goodness-of-fit testing
method Reformulating Stein discrepancy construction as an explicit SNR^2 maximisation problem
result Avoiding exponential SNR^2 collapse and achieving stable SNR^2

MixCIT tests conditional independence for mixed data types efficiently and reliably.

problem Testing conditional independence for mixed data types, especially when at least one is continuous.
method Graph-based test statistic comparing kernel similarities, debiased local-polynomial approach for continuous variables.
result Unified, efficient, and statistically guaranteed solution across heterogeneous data types.

A new method tests Expected Shortfall by analyzing both duration and severity of VaR violations.

problem Lack of separate testing for frequency and severity in ES backtesting.
method Uses bivariate orthogonal polynomials to derive moment conditions for durations and severities.
result Proposes a Wald test for identifying mis-specified components in ES models.

Statistical query algorithms and low-degree tests are nearly equivalent in high-dimensional hypothesis testing.

problem High-dimensional hypothesis testing and information-computation gaps.
method Analysis of statistical query framework and low-degree polynomials.
result Statistical query algorithms and low-degree polynomials are almost equivalent in power under mild conditions.

PDSim simulates and estimates commodity futures prices using polynomial diffusion models.

problem Simulating and estimating commodity futures prices using polynomial diffusion models.
method Developed an R package with a Shiny app for simulation and estimation of commodity futures prices using polynomial diffusion models.
result PDSim is the only package specifically designed for the simulation and estimation of the polynomial diffusion model.

We propose a new, precise integrality conjecture for the colored Kauffman polynomial of knots and links inspired by large N dualities and the structure of topological string theory on orientifolds. According to this conjecture, the natural knot invariant in an unoriented theory involves both the colored Kauffman polyno…

2009-04-07abs ↗pdf ↗

The colored HOMFLY polynomial is the quantum invariant of oriented links in S3S^3 associated with irreducible representations of the quantum group Uq(slN)U_q(\mathrm{sl}_N). In this paper, using an approach to calculate quantum invariants of links via cabling-projection rule, we derive a formula for the colored HOMFLY polyn…

2006-01-11abs ↗pdf ↗

A new method for assessing Bayesian sampling quality, PSD, is proposed and shown to be more powerful and efficient.

problem Scalability and convergence assessment of Bayesian sampling algorithms, especially for high-dimensional problems.
method Polynomial Stein Discrepancy (PSD) for measuring discrepancy between samples and posterior distributions.
result PSD detects differences in the first r moments for Gaussian targets and is more powerful and efficient than competitors.

We classify the Montesinos links up to mutation and 5-move equivalence, and obtain from this a Jones and Kauffman polynomial test for a Montesinos link.

2006-05-26abs ↗pdf ↗

New method uses almost orthonormal bases to prove low-degree lower bounds in complex statistical models.

problem Proving statistical-computational gaps in high-dimensional models with planted structures.
method Constructing an almost orthonormal polynomial basis under the planted distribution.
result Established new low-degree lower bounds for various complex models.

New findings on Jones polynomial for 4-strand braids.

problem Whether there are non-trivial knots with trivial Jones polynomial.
method Study of 4-strand braids, exploration of various properties of hypothetical HOMFLY-PT polynomials.
result Existence of a 1-parameter family of 2-variable polynomials that can be HOMFLY-PT polynomials of some knots.

The paper explores statistical limits for detecting correlation in tree structures.

problem Detecting correlation between two tree structures.
method Investigates conditions for existence of one-sided tests in the limit of large tree depth.
result Identifies a phase transition at correlation parameter s=αs = \sqrt{α}, where tests exist for s>αs > \sqrt{α}.

Study shows a tradeoff between sample complexity and computational efficiency for learning halfspaces with random noise.

problem PAC learning γ-margin halfspaces with Random Classification Noise.
method Established an information-computation tradeoff and provided a simple efficient algorithm with sample complexity O(1/(γ^2 ε^2)). Also, proved lower bounds for SQ algorithms and low-degree polynomial tests.
result Inherent gap between sample complexity and computational efficiency for learning halfspaces with random noise.

Survey on using low-degree polynomials to assess statistical tasks complexity.

problem Understanding the complexity of statistical tasks using polynomial functions.
method Applying low-degree polynomials to measure the complexity of statistical tasks, including detection, recovery, and estimation.
result Low-degree polynomials provide a framework to predict and explain statistical-computational tradeoffs.

A new method optimizes MMD test power by dynamically selecting kernels, overcoming traditional trade-offs.

problem Fixed kernels fail to distinguish certain distributions, leading to overfitting and variance collapse.
method Complexity-Penalized MMD (CP-MMD) criterion, derived from concentration inequality, optimizes kernel selection.
result CP-MMD maximizes true test power while ensuring unconditional Type-I validity, matching or exceeding state-of-the-art performance.

Recent years have demonstrated that using random feature maps can significantly decrease the training and testing times of kernel-based algorithms without significantly lowering their accuracy. Regrettably, because random features are target-agnostic, typically thousands of such features are necessary to achieve accept…

2015-04-07abs ↗pdf ↗

A mathematical framework connects neural networks and polynomial regression for better model understanding.

problem Neural networks are black boxes with challenges in dimensioning and prediction error evaluation.
method Developed a mathematical framework using Taylor expansion to relate neural networks and polynomial regression.
result Polynomial approximations from neural networks trained on polynomial data are accurate locally.

Making learners robust to adversarial perturbation at test time (i.e., evasion attacks) or training time (i.e., poisoning attacks) has emerged as a challenging task. It is known that for some natural settings, sublinear perturbations in the training phase or the testing phase can drastically decrease the quality of the…

2018-10-02abs ↗pdf ↗

The vanishing ideal is a set of polynomials that takes zero value on the given data points. Originally proposed in computer algebra, the vanishing ideal has been recently exploited for extracting the nonlinear structures of data in many applications. To avoid overfitting to noisy data, the polynomials are often designe…

2018-01-29abs ↗pdf ↗

We analyze kernel matrices in polynomial high-dimensional settings and explain double descent in KRR.

problem Understanding the spectrum of kernel matrices in polynomial high-dimensional settings and its implications for KRR risk.
method Generalized decomposition of kernel matrices into low-rank spike matrix, identity, and Gegenbauer matrix.
result The test error in KRR can exhibit double descent behavior, depending on effective regularization and signal-to-noise ratio.

We study the design of computationally efficient algorithms with provable guarantees, that are robust to adversarial (test time) perturbations. While there has been an proliferation of recent work on this topic due to its connections to test time robustness of deep networks, there is limited theoretical understanding o…

2019-11-12abs ↗pdf ↗

Develops AMITE for analyzing neural network nonlinearities.

problem Addressing difficulties in verification, explainability, and security in neural network analysis.
method Analytically modified integral transform expansion (AMITE) for neural network nonlinearities.
result First to provide six mutually exclusive desired expansion properties.

We connect two important conjectures in the theory of knot polynomials. The first one is the property Al_R(q) = Al_{[1]}(q^{|R|}) for all single hook Young diagrams R, which is known to hold for all knots. The second conjecture claims that all the mixing matrices U_{i} in the relation {\cal R}_i = U_i{\cal R}_1U_i^{-1}…

2016-10-10abs ↗pdf ↗

We perform a finite sample analysis of the detection levels for sparse principal components of a high-dimensional covariance matrix. Our minimax optimal test is based on a sparse eigenvalue statistic. Alas, computing this test is known to be NP-complete in general, and we describe a computationally efficient alternativ…

2012-02-23abs ↗pdf ↗

Optimal AFs minimize RFR test error and sensitivity.

problem Finding optimal AFs for RFR to minimize test error and sensitivity.
method Closed-form solution for AFs minimizing test error and sensitivity under different functional parsimony.
result Optimal AFs can be linear, saturated linear, or Hermite polynomial expressions.