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.
The paper improves support recovery in high-dimensional precision matrix estimation using meta learning.
problem Support recovery in high-dimensional precision matrix estimation with reduced sample complexity.
method Pooling samples from different tasks and using an improper ℓ1-regularized log-determinant Bregman divergence to estimate a single precision matrix.
result The support of the improperly estimated single precision matrix is equal to the true support union with high probability.
Dictionary learning is a popular approach for inferring a hidden basis or dictionary in which data has a sparse representation. Data generated from the dictionary A (an n by m matrix, with m > n in the over-complete setting) is given by Y = AX where X is a matrix whose columns have supports chosen from a distribution o…
Sparse support vector machine (SVM) is a popular classification technique that can simultaneously learn a small set of the most interpretable features and identify the support vectors. It has achieved great successes in many real-world applications. However, for large-scale problems involving a huge number of samples a…
Often, when dealing with real-world recognition problems, we do not need, and often cannot have, knowledge of the entire set of possible classes that might appear during operational testing. In such cases, we need to think of robust classification methods able to deal with the "unknown" and properly reject samples belo…
In this paper, we consider asymptotic properties of the support vector machine (SVM) in high-dimension, low-sample-size (HDLSS) settings. We show that the hard-margin linear SVM holds a consistency property in which misclassification rates tend to zero as the dimension goes to infinity under certain severe conditions. …
Support Vector Data Description (SVDD) is a popular outlier detection technique which constructs a flexible description of the input data. SVDD computation time is high for large training datasets which limits its use in big-data process-monitoring applications. We propose a new iterative sampling-based method for SVDD…
Research shows guidance in diffusion models does not sample from intended distribution, affecting boundary sampling.
problem Clarifying the misconception that guidance modifies the data distribution in diffusion models.
method Rigorous proof and fine-grained analysis of guidance dynamics in two cases: mixtures of compactly supported distributions and mixtures of Gaussians.
result Guidance leads to sampling more heavily from the boundary of the support of the conditional distribution as the parameter increases.
Importance sampling is often used in machine learning when training and testing data come from different distributions. In this paper we propose a new variant of importance sampling that can reduce the variance of importance sampling-based estimates by orders of magnitude when the supports of the training and testing d…
Considering the classification problem, we summarize the nonparallel support vector machines with the nonparallel hyperplanes to two types of frameworks. The first type constructs the hyperplanes separately. It solves a series of small optimization problems to obtain a series of hyperplanes, but is hard to measure the …
MAGT generates data efficiently by aligning to manifold structure.
problem Efficiently generating data near a low-dimensional structure embedded in high-dimensional space.
method MAGT is a flow-like generator that learns a one-shot, manifold-aligned transport from a low-dimensional base distribution to the data space, using a fixed Gaussian smoothing level and self-normalized importance sampling.
result MAGT samples in a single forward pass, concentrates probability near the learned support, and induces an intrinsic density with respect to the manifold volume measure, enabling principled likelihood evaluation for generated samples.
We present a stochastic algorithm to compute the barycenter of a set of probability distributions under the Wasserstein metric from optimal transport. Unlike previous approaches, our method extends to continuous input distributions and allows the support of the barycenter to be adjusted in each iteration. We tackle the…
In this paper, we investigate a multivariate multi-response (MVMR) linear regression problem, which contains multiple linear regression models with differently distributed design matrices, and different regression and output vectors. The goal is to recover the support union of all regression vectors using l1/l2-reg…
When optimizing against the mean loss over a distribution of predictions in the context of a regression task, then even if there is a distribution of targets the optimal prediction distribution is always a delta function at a single value. Methods of constructing generative models need to overcome this tendency. We con…
We introduce the anti-profile Support Vector Machine (apSVM) as a novel algorithm to address the anomaly classification problem, an extension of anomaly detection where the goal is to distinguish data samples from a number of anomalous and heterogeneous classes based on their pattern of deviation from a normal stable c…