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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.

168,694 papers · 148 categories

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48 results for rank statistics

New gossip algorithms improve robustness of rank-based statistics in decentralized systems.

problem Ensuring robustness in decentralized AI and edge intelligence systems, especially in the presence of corrupted or adversarial data.
method Developed asynchronous gossip algorithms for computing rank-based statistics.
result First convergence rate bound for asynchronous gossip-based rank estimation.

StatLoRA uses statistical inference to allocate ranks in LoRA fine-tuning, improving performance.

problem Balancing efficiency, expressiveness, and generalization in LoRA rank allocation.
method Formulates LoRA rank allocation as a statistical hypothesis testing problem, using estimated p-values to determine component retention or pruning.
result StatLoRA achieves comparable or better performance than existing methods under matched rank budgets.

Paper uses optimal transport-based statistics for change point detection.

problem Change point detection in multivariate data.
method Soft rank energy and entropically regularized optimal transport.
result Soft rank energy performs better in real datasets with strong continuity and convergence properties.

This paper introduces depth functions for ranking data, improving statistical summaries.

problem Lack of comprehensive statistical summaries for ranking data.
method Metric-based depth functions on symmetric group to define rankings, depths, and procedures.
result Novel depth functions provide a more informative summary of ranking data.

Rank-statistic method approximates ff-divergences without density-ratio estimation.

problem Approximating ff-divergences without explicit density-ratio estimation.
method Mapping distribution rank histograms to discrete ff-divergence and averaging over random projections.
result The rank-statistic estimator is a lower bound of the true ff-divergence and converges under mild conditions.

Improved GoF statistics using entropy-regularized optimal transport for multivariate rank.

problem Developing efficient multivariate rank statistics for statistical testing and generative modeling.
method Entropy-regularized optimal transport maps to address computational and sample complexity issues.
result Proposed soft rank energy and maximum mean discrepancy achieve fast convergence rates and are differentiable.

This work analyzes tree-based methods from a ranking perspective, providing insights and new statistics.

problem Understanding the effectiveness of tree-based methods in finite-sample settings, especially symbolic feature selection.
method Local ranking perspective, finite-sample analysis, oracle bounds, posterior contraction results, concordant divergence statistics.
result New insights and statistics for evaluating symbolic feature mappings.

Improved deep learning performance in financial markets by using rank space.

problem High volatility and low signal-to-noise ratio in equity market dynamics.
method Transformed equity market data from name space to rank space, enabling better learning by DNNs.
result DNNs achieve superior performance in statistical arbitrage in rank space compared to name space.

The paper proves concentration inequalities for two-sample rank processes and applies them to ranking performance criteria.

problem Measuring the performance of ranking statistics between two populations.
method Proves concentration inequalities for two-sample rank processes indexed by VC classes of scoring functions.
result Generalization capacity of empirical maximizers of ranking performance criteria is investigated.

New model enhances SPIM for solving low-rank combinatorial optimization and statistical learning problems.

problem Solving large-scale combinatorial optimization problems efficiently.
method Proposed a new computing model for SPIM that can handle low-rank interaction matrices.
result Demonstrated efficient learning, classification, and sampling of MNIST images using the model.

New methods solve tensor-on-tensor regression with unknown rank, revealing benefits of over-parameterization.

problem Connecting tensor responses to tensor covariates with unknown intrinsic rank.
method Riemannian gradient descent and Riemannian Gauss-Newton methods for tensor-on-tensor regression.
result Riemannian optimization methods converge linearly and quadratically to a statistically optimal estimate in rank over-parameterized settings.

Proposes a new method to improve Bayesian computation accuracy using flexible classification.

problem Bayesian computations accuracy check using rank-based simulation-based calibration has limitations.
method Replaces marginal rank test with a flexible classification approach that learns from data.
result Improves statistical power and provides an interpretable divergence measure of miscalibration.

Reduced-rank method improves least-squares regression under output regularity.

problem Least-squares regression with infinite dimensional outputs.
method Reduced-rank method for solving least-squares problems with output regularity assumptions.
result Learning bounds and improved statistical performance compared to full-rank method.

Ranking problems, also known as preference learning problems, define a widely spread class of statistical learning problems with many applications, including fraud detection, document ranking, medicine, credit risk screening, image ranking or media memorability. In this article, we systematically review different types…

2019-09-06abs ↗pdf ↗

New method for summarizing ranking distributions using consensus ranking distributions.

problem Summarizing ranking distributions efficiently and accurately.
method Introducing consensus ranking distributions and a top-down tree-structured statistical algorithm.
result Optimal distortion can be expressed as a function of pairwise probabilities, enabling efficient learning methods.

Paper explores statistical and computational limits of estimating low-rank Gaussian mixtures.

problem Estimating low-rank matrix-variate observations with optimal statistical and computational limits.
method Low-rank Gaussian mixture model (LrMM) and minimax lower bounds.
result Minimax optimality of maximum likelihood estimator and spectral aggregation method.

The paper reviews exchangeability and its implications for conformal prediction and rank tests.

problem Ensuring distribution-free predictive inference in machine learning and statistics.
method Explains exchangeability and its role in conformal prediction and rank tests.
result Discovers similarities between conformal prediction and rank tests based on exchangeability.

Paper develops RGN method for estimating low-rank tensors from noisy measurements.

problem Estimating low-rank tensors from noisy linear measurements.
method Riemannian Gauss-Newton (RGN) method for efficient low-rank tensor estimation.
result First local quadratic convergence guarantee of RGN for low-rank tensor estimation in noisy settings.

The paper tackles ranking experts based on their answers to questions, considering statistical and computational challenges.

problem Ranking experts based on their answers to questions, considering isotonic constraints.
method Investigates the existence of statistically optimal and computationally efficient procedures for ranking experts under isotonic constraints.
result Disproves the existence of computational-statistical gaps for the problem.

Study shows generative priors improve rank-one matrix recovery with optimal sample complexity.

problem Recovering a rank-one signal matrix from noisy data with additional prior information.
method Analysis of a nonlinear least squares objective with a favorable global optimization landscape.
result Established optimal sample complexity for generative priors in rank-one matrix recovery.

New online method for statistical inference with matrix context in decision-making.

problem Statistical inference in decision-making with matrix context.
method Proposes a fully online procedure to conduct statistical inference with adaptive data collection, handling low-rank structure.
result Establishes asymptotic normality of debiased estimators and proves validity of confidence intervals.

A new algorithm improves both computational efficiency and statistical optimality for robust low-rank matrix and tensor estimation.

problem Challenges in low-rank matrix estimation under heavy-tailed noise, both computationally and statistically.
method Riemannian sub-gradient (RsGrad) algorithm, which is computationally efficient and statistically optimal.
result RsGrad achieves linear convergence and statistical optimality for robust loss functions under Gaussian and heavy-tailed noise.

Locally conformally Hessian manifolds are dense in radiant ones of rank 1.

problem Characterizing locally conformally Hessian manifolds and their properties.
method Analyzing quotient spaces of Hessian manifolds and using statistical manifold theory.
result The set of radiant l.c.H. metrics of rank 1 is dense in all radiant l.c.H. metrics.

Develops a statistical framework to measure uncertainty in model rankings based on human preferences.

problem Uncertainty in model rankings based on human preferences due to mismatch between human and model preferences.
method Statistical framework using pairwise comparisons by humans and models to provide rank-sets for each model.
result Rank-sets constructed using only pairwise comparisons by strong models often do not cover the true ranking of human preferences.

We propose a number of techniques for obtaining a global ranking from data that may be incomplete and imbalanced -- characteristics almost universal to modern datasets coming from e-commerce and internet applications. We are primarily interested in score or rating-based cardinal data. From raw ranking data, we construc…

2008-11-07abs ↗pdf ↗

The paper ranks items based on top choices in multiway comparisons.

problem Ranking items based on top choices in multiway comparisons.
method Uniform sampling scheme, statistical rates of convergence, asymptotic normality, maximum likelihood estimator, Gaussian multiplier bootstrap.
result Proposed inference framework for ranking items through maximum pairwise difference statistic.

New method tackles over-parameterized matrix sensing with FGD, improving statistical and computational complexity.

problem Solving low rank matrix sensing with over-specified factors when rank is unknown.
method Decomposing the factorized matrix into column spaces to capture extra ranks and analyze convergence.
result Convergence to a statistical error of ildeO(kdσ2/n) ilde{\mathcal{O}} ({k d σ^2/n}) after ildeO(σrσnd) ilde{\mathcal{O}}(\frac{σ_{r}}σ\sqrt{\frac{n}{d}}) iterations.

Paper proposes a scoring function for detecting anomalies in large datasets.

problem Detecting outliers in large, feature-rich datasets.
method Binary classification problem with a two-sample linear rank statistic.
result Empirical results show the effectiveness of the proposed scoring function.