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.
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…
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 …
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.…
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.
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 …
Consider a noisy linear observation model with an unknown permutation, based on observing y=Π∗Ax∗+w, where x∗∈Rd is an unknown vector, Π∗ is an unknown n×n permutation matrix, and w∈Rn is additive Gaussian noise. We analyze the problem of permutation recovery in a …
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…
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…
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,…
Learning optimal dictionaries for sparse coding has exposed characteristic sparse features of many natural signals. However, universal guarantees of the stability of such features in the presence of noise are lacking. Here, we provide very general conditions guaranteeing when dictionaries yielding the sparsest encoding…
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…
Deep Convolutional Sparse Coding (D-CSC) is a framework reminiscent of deep convolutional neural networks (DCNNs), but by omitting the learning of the dictionaries one can more transparently analyse the role of the activation function and its ability to recover activation paths through the layers. Papyan, Romano, and E…
This paper presents the first theoretical results showing that stable identification of overcomplete μ-coherent dictionaries Φ∈Rd×K is locally possible from training signals with sparsity levels S up to the order O(μ−2) and signal to noise ratios up to O(d). In particular the di…
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.
Volterra and polynomial regression models play a major role in nonlinear system identification and inference tasks. Exciting applications ranging from neuroscience to genome-wide association analysis build on these models with the additional requirement of parsimony. This requirement has high interpretative value, but …
This paper considers the problem of estimating an unknown high dimensional signal from noisy linear measurements, {when} the signal is assumed to possess a \emph{group-sparse} structure in a {known,} fixed dictionary. We consider signals generated according to a natural probabilistic model, and establish new conditions…
In dictionary learning, also known as sparse coding, the algorithm is given samples of the form y=Ax where x∈Rm is an unknown random sparse vector and A is an unknown dictionary matrix in Rn×m (usually m>n, which is the overcomplete case). The goal is to learn A and x. T…