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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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2356 · Jun 202619922001200920172026
48 results for recoverability

New result on tensor recovery without strong assumptions.

problem Recoverability of randomly compressed tensors with low CP rank.
method Deriving restricted isometry property (R.I.P.) via set covering techniques.
result The tensor is recoverable if the number of measurements is proportional to the model parameters.

We analyze the information-theoretic limits for the recovery of node labels in several network models. This includes the Stochastic Block Model, the Exponential Random Graph Model, the Latent Space Model, the Directed Preferential Attachment Model, and the Directed Small-world Model. For the Stochastic Block Model, the…

2018-02-16abs ↗pdf ↗

Detecting and recovering labels in binomial logistic mixtures is challenging due to an information gap.

problem Detecting and recovering labels in binomial logistic mixtures
method Propose two feasibility-aware inference procedures
result Avoid misleading component selections and improve label probability calibration

New algorithms recover clusters with minimal queries, connecting margins to recoverability.

problem Active cluster recovery with oracle queries for minimal cost.
method Introducing margin-based clustering, designing algorithms for various spaces.
result Achieve O(logn)O(\log n) queries for general pseudometric spaces and convex clusters.

Neural interaction discoveries can be real or artifacts of model flexibility.

problem Identifying real neural interactions from data.
method Using a multiplicative-gating extension of neural additive vector autoregression.
result Effective rank of the joint lag-block covariance predicts interaction recoverability.

Unified framework for imitation learning via moment matching.

problem Closing the gap between imitation and real-world performance.
method Classifying imitation learning algorithms based on reward or action-value moment matching, considering adversarial divergences.
result Derivation of bounds on policy performance for all algorithms in each class, and introduction of moment recoverability.

We discuss a variant of Thompson sampling for nonparametric reinforcement learning in a countable classes of general stochastic environments. These environments can be non-Markov, non-ergodic, and partially observable. We show that Thompson sampling learns the environment class in the sense that (1) asymptotically its …

2016-02-25abs ↗pdf ↗

Aggregation distorts causal discovery results but recovery is possible with partial linearity or prior.

problem Understanding how temporal aggregation affects causal discovery in aggregated data.
method Functional consistency and conditional independence consistency methods.
result Causal discovery results may be distorted by aggregation, but recovery is possible with certain conditions.

A probabilistic query may not be estimable from observed data corrupted by missing values if the data are not missing at random (MAR). It is therefore of theoretical interest and practical importance to determine in principle whether a probabilistic query is estimable from missing data or not when the data are not MAR.…

2016-11-15abs ↗pdf ↗

The paper learns particle swarming models from data using Gaussian processes.

problem Understanding the link between individual interaction rules and swarming behavior.
method Proposes a learning approach using Gaussian processes to model latent radial interaction functions and scalar parameters in non-collective friction forces.
result Establishes that a coercivity condition is sufficient for recoverability and provides a finite-sample analysis showing optimal convergence rates.

Study uses Bayes Hilbert framework to recover probability measure flows from sensors.

problem Recovering probability measure flows from moving sensors in a Hilbert space.
method Bayes Hilbert framework, minimum-energy transport, linearization, variational theory.
result Localized sensors can recover reduced path directions but not full state space.

We give a topological model for a polynomial map from $\C^n$ to $\C$ in the neighborhood of a fiber with isolated singularities. This is motivated out of the ``unfolding of links'' described earlier by the first author and Lee Rudolph. The topological model gives a useful encoding of the local and global monodromy for …

1999-10-11abs ↗pdf ↗

Consider a noisy linear observation model with an unknown permutation, based on observing y=ΠAx+wy = Π^* A x^* + w, where xRdx^* \in \mathbb{R}^d is an unknown vector, ΠΠ^* is an unknown n×nn \times n permutation matrix, and wRnw \in \mathbb{R}^n is additive Gaussian noise. We analyze the problem of permutation recovery in a …

2016-08-09abs ↗pdf ↗

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a low-rank core and the corresponding sparse residual. Rigorous theoretical analysis of t…

2017-09-14abs ↗pdf ↗

All DeFi markets are essentially CFMMs with increasing invariants.

problem Ensuring DeFi markets are free of arbitrage opportunities.
method Formalizing DeFi markets as CFMMs and proving the existence of increasing invariants.
result A DeFi market is arbitrage-free if and only if it has an increasing invariant.

We establish a foundation for multivariate counterfactual identification using dynamic optimal transport.

problem Addressing the open question of counterfactual identification for high-dimensional multivariate outcomes from observational data.
method Establish a foundation for multivariate counterfactual identification using continuous-time flows, including non-Markovian settings, with tools from dynamic optimal transport.
result Characterise the conditions under which flow matching yields a unique, monotone, and rank-preserving counterfactual transport map, ensuring consistent inference.

Network growth processes can be understood as generative models of the structure and history of complex networks. This point of view naturally leads to the problem of network archaeology: reconstructing all the past states of a network from its structure---a difficult permutation inference problem. In this paper, we in…

2018-03-25abs ↗pdf ↗

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study the problem of robust low-rank tensor recovery in a convex optimization framework,…

2013-11-24abs ↗pdf ↗

GNMR controls runtime stability in low-precision language model training.

problem Efficient low-precision training faces numerical risks at specific operators.
method GNMR compares gradient norms to historical means, applying bounded recovery actions.
result GNMR preserves high-fidelity quality with sparse, budgeted recovery.

Study shows DNNs can recover functions with fewer samples than model parameters at overparameterization.

problem Determining reliable function recovery in overparameterized deep neural networks.
method Introducing 'local linear recovery' (LLR) and proving upper bounds on sample sizes for recovery.
result Upper bounds on optimistic sample sizes for function recovery in overparameterized DNNs are achieved.

Study determines minimal surfaces from boundary data, proving topological and conformal recoverability.

problem Determining minimal surfaces from boundary data.
method Developed a semiclassical nonlinear calculus for complex geometric optics solutions.
result Minimal surfaces can be recovered from the Dirichlet-to-Neumann map under certain conditions.

Analyzes how financial network dependencies can lead to multiple equilibrium outcomes and optimal bailout strategies.

problem Multiple equilibrium outcomes in financial networks due to dependency cycles.
method Characterized necessary and sufficient conditions for bank solvency, and provided upper bounds on optimal bailout payments.
result Minimum bailout payments needed to ensure systemic solvency and prevent cascading defaults.

This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but little was known for non-convex problems. We propose a novel analytical framework an…

2017-04-27abs ↗pdf ↗

This paper presents the first theoretical results showing that stable identification of overcomplete μμ-coherent dictionaries ΦRd×KΦ\in \mathbb{R}^{d\times K} is locally possible from training signals with sparsity levels SS up to the order O(μ2)O(μ^{-2}) and signal to noise ratios up to O(d)O(\sqrt{d}). In particular the di…

2014-01-24abs ↗pdf ↗

A new diffusion model improves time-series forecasting by preserving seasonal patterns.

problem Improving time-series forecasting accuracy, especially for seasonal data.
method A forward diffusion process that decomposes signals into spectral components, altering only the diffusion process.
result The method maintains high signal-to-noise ratios for dominant frequencies, improving long-term pattern recovery.

LEAP identifies latent causal variables from temporal data.

problem Recovering time-delayed latent causal variables from general temporal data.
method Proposes LEAP, a framework that extends VAEs with constraints for temporally causal latent processes.
result Successfully identifies temporally causal latent processes from observed variables under various dependency structures.

This research tackles sample complexity in causal graph recovery with temporal heterogeneity.

problem Recovering a unique causal graph from observational data with temporal heterogeneity.
method Integrates time-series dynamics and multi-environment heterogeneity to constrain the problem, enabling a rigorous analysis of statistical limits.
result Unified necessary identifiability conditions and explicit information-theoretic bounds quantify the sample complexity under different noise distributions.

New method improves robustness of large models without sacrificing accuracy.

problem Improving robustness of large pre-trained models without accuracy loss.
method Multi-scale diffusion denoised smoothing, selectively applying smoothing at multiple noise scales.
result Strong certified robustness at high noise levels with accuracy close to non-smoothed classifiers.

Framework selects real estate redevelopment uses by integrating value, risk, complexity, and irreversibility.

problem Persistent underperformance of real estate assets due to structural misalignment.
method Integrates real-options logic and multi-criteria decision analysis.
result Reduces over-complexification and misalignment in strategic use selection.

Study dynamic equilibrium with insider and general uninformed agent preferences.

problem Analyzing asymmetric information and general utility functions in a continuous-time economy.
method Introducing a new method to prove existence of a partial communication equilibrium (PCE) for agents with general utility functions.
result Identify the equilibrium price in the small and large risk aversion limits for agents with power utility.

In dictionary learning, also known as sparse coding, the algorithm is given samples of the form y=Axy = Ax where xRmx\in \mathbb{R}^m is an unknown random sparse vector and AA is an unknown dictionary matrix in Rn×m\mathbb{R}^{n\times m} (usually m>nm > n, which is the overcomplete case). The goal is to learn AA and xx. T…

2014-01-03abs ↗pdf ↗

New method for separating mixed signals with nonlinear functions.

problem Recovering source signals from nonlinear mixtures.
method Optimisation-based function approximation to minimize mutual statistical dependence.
result The method can recover source signals from nonlinear mixtures under certain conditions.