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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.

168,657 papers · 148 categories

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230460690920 · Jun 202019922001200920172026
48 results for sampling error bounds

New error bounds for flow matching methods using deterministic sampling.

problem Improving the accuracy of flow matching methods for generating probability distributions.
method Derived error bounds for flow matching methods under deterministic sampling conditions.
result Presented error bounds for flow matching methods using L2L^2 loss and regularity conditions.

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error rates of sample-consistent classifiers with monotonic error regions, in the real…

2015-12-22abs ↗pdf ↗

Neural network accuracy improves with denser training samples.

problem Improving neural network accuracy on unseen test samples.
method Bounding empirical training error smoothed across activation regions and using it to discard high-risk test samples.
result Discarding high-risk test samples based on error bounds improves prediction accuracy by up to 20%.

The paper analyzes LOCV for high-dimensional risk estimation, proving error bounds.

problem Estimating out-of-sample prediction error in high-dimensional settings.
method Theoretical analysis of leave-one-out cross validation (LOCV) in penalized regression.
result Finite sample upper bounds on LOCV error, showing it converges to zero as n,p → ∞.

Derives error bounds for stochastic iterative algorithms using Stein's method.

problem Bounding errors in stochastic iterative algorithms like SGD and SGLD.
method Uses infinite-dimensional Stein's method of exchangeable pairs to derive functional approximation error bounds.
result Establishes non-asymptotic error bounds for algorithm sample paths and variance of iterate averages.

Study precise sample covariance error for Gaussian centered data.

problem Precise characterization of sample covariance error for Gaussian data.
method Developed a Random Duality Theory (RDT) framework to determine upper and lower bounds.
result Upper and lower bounds match in large-dimensional contexts, matching the spectral norm's limiting value.

We introduce the speculate-correct method to derive error bounds for local classifiers. Using it, we show that k nearest neighbor classifiers, in spite of their famously fractured decision boundaries, have exponential error bounds with O(sqrt((k + ln n) / n)) error bound range for n in-sample examples.

2014-10-09abs ↗pdf ↗

This paper analyzes error bounds for biased SMC samplers in conditional sampling.

problem Analyzing error bounds for biased SMC samplers in conditional sampling.
method Develops a non-asymptotic error analysis for SMC samplers with biased mutation kernels.
result Derives the first non-asymptotic error bound for conditional sampling with score-based diffusion models.

The study sets lower bounds on MMSE for inferring sensitive features from noisy data.

problem Estimating sensitive features from noisy observations of correlated features.
method Adversarial evaluation framework based on MMSE estimation with theoretical lower bounds.
result Derives closed-form bounds for linear models, showing optimality in noise variance.

Improved sample complexity for training diffusion models.

problem How many samples are needed to train an accurate diffusion model?
method Analyzing the sample complexity of training diffusion models using neural networks.
result Exponential improvement in the dependence on Wasserstein error and depth, along with improved dependencies on other parameters.

Paper extends nonparametric regression bounds for dependent β\beta-mixing samples.

problem Analyzing error in nonparametric regression with dependent data.
method Extends uniform deviation inequalities from independent to dependent β\beta-mixing samples.
result Derives generalization bounds for nonparametric regression with dependent data.

This paper tightens information-theoretic bounds on generalization errors.

problem Understanding the discrepancy between training and testing data losses.
method Investigates the tightness of information-theoretic bounds on generalization error.
result The individual sample mutual information bound can be asymptotically tight under specific assumptions.

In this paper, we improve the PAC-Bayesian error bound for linear regression derived in Germain et al. [10]. The improvements are twofold. First, the proposed error bound is tighter, and converges to the generalization loss with a well-chosen temperature parameter. Second, the error bound also holds for training data t…

2019-12-06abs ↗pdf ↗

The paper analyzes the probabilistic structure of DDPMs and bounds their sampling error.

problem Understanding and controlling errors in discrete-time DDPMs.
method Structural analysis of score functions, Schrödinger's problem, and FBSDEs.
result Explicit upper bound for total variation distance between sampling and target distributions.

This work uses sampling theory to analyze smoothness and error bounds of finite neural networks.

problem Analyzing the function space of finite neural networks and providing error bounds.
method Applying sampling theory to finite neural networks with non-expansive activation functions, considering both deterministic and random sampling.
result Novel error bounds for univariate neural networks under band-limited input assumption, highlighting the advantage of deterministic uniform sampling.

Improved BO algorithms reduce prediction error under Gaussian noise.

problem Reducing prediction error in Bayesian optimization with Gaussian noise.
method Established new prediction error bounds for Gaussian process under frequentist setting.
result Proved improved convergence rates of cumulative regret for GP-UCB and GP-TS.

GANs learn distributions well from samples, with rates depending on intrinsic dimension.

problem Learning distributions from samples using GANs.
method Oracle inequality, Hölder functions approximation, neural network approximation, integral probability metrics.
result Convergence rates of GANs depend on intrinsic dimension, not ambient dimension.

New method improves privacy in linear regression with optimal error bounds.

problem Differentially private linear regression with suboptimal error bounds.
method One-pass mini-batch stochastic gradient descent (DP-AMBSSGD) with adaptive clipping.
result Nearly optimal error bounds in terms of key parameters like dimensionality, number of points, and noise standard deviation.

In this paper, we bound the error induced by using a weighted skeletonization of two data sets for computing a two sample test with kernel maximum mean discrepancy. The error is quantified in terms of the speed in which heat diffuses from those points to the rest of the data, as well as how at the weights on the refere…

2018-12-11abs ↗pdf ↗

Study shows gap between uniform convergence and test error in random feature models.

problem Understanding the gap between uniform convergence and test error in random feature models.
method Analytical expressions for uniform convergence over norm balls, interpolators, and minimum norm interpolator risk derived and proved.
result Uniform convergence over interpolators still gives a non-trivial bound of test error even when classical uniform convergence is vacuous.

Hierarchical Federated Learning bounds generalize using Wasserstein distance.

problem Bounding generalization error in Federated Learning with hierarchical sampling.
method Introduced a hierarchical sampling framework and derived generalization bounds using Wasserstein distance.
result Recover and strictly imply existing CMI bounds for bounded losses.

Improved bounds on learning algorithms' performance using conditional mutual information.

problem Bounding the generalization error of learning algorithms.
method Introducing conditional mutual information and disintegrated mutual information to tighten bounds.
result New bounds are tighter than previous ones, especially for noisy, iterative algorithms.

New sampling algorithms for complex distributions without log-concavity.

problem Efficient sampling from complex, high-dimensional distributions.
method Randomized splitting Langevin Monte Carlo (RSLMC) algorithm.
result Uniform-in-time error bounds for RSLMC and RLMC algorithms.

Sparse feature selection improves batch RL efficiency.

problem High-dimensional batch RL with many features.
method Sparse linear function approximation, Lasso, group Lasso, fitted Q-evaluation, fitted Q-iteration.
result Sparse feature selection makes batch RL more sample efficient.

The paper improves error bounds for Bayesian quadrature in noisy settings.

problem Improving error bounds for Bayesian quadrature in noisy settings.
method Develops a two-step meta-algorithm to relate average-case quadrature error to L2L^2-function approximation error.
result Provides new average-case results for various kernels and noise settings.

Improved efficient robust regression with near-linear time and subquadratic samples.

problem Robust linear regression with unknown covariance matrix under Gaussian covariates.
method Near-linear time algorithm using subquadratic samples, complemented by SQ and polynomial lower bounds.
result Achieves prediction error O(εκ)O(\sqrt{εκ}) for εκ1εκ\lesssim 1, improving over prior works.

The paper provides guarantees for feedback control with sensor errors.

problem Certifying performance and safety in feedback control systems with sensor errors.
method Solving a supervised learning problem to characterize sensor errors and providing uniform error bounds.
result Finite-time convergence rate on sub-optimality of using a regressor in closed-loop for waypoint tracking.

Novel bounds for SGLD show generalization error decreases with more samples.

problem Understanding the generalization error of SGLD in non-convex optimization.
method Information-theoretic approach focusing on Kullback-Leibler divergence and sub-exponential loss function.
result Time-independent generalization bounds for SGLD, independent of step size and number of iterations.

New offline RL algorithm with optimal sample complexity using LP and error bounds.

problem Finding optimal policies from offline data with limited coverage and function approximation.
method Developed a new LP reformulation with error bounds and constraints for offline RL.
result Achieved optimal O(1/n)O(1/\sqrt{n}) sample complexity under various assumptions.

Study shows sample complexity for multicalibration is Θ(ε^-3) with polylogarithmic factors.

problem Minimizing Expected Calibration Error (ECE) for predictors with respect to a family of groups.
method Proved necessary and sufficient sample complexity of Θ(ε^-3) for multicalibration, using online-to-batch reduction and lower bounds.
result Sample complexity of multicalibration is Θ(ε^-3) with polylogarithmic factors, distinguishing it from marginal calibration.

Estimates convex hulls of smooth function images with error bounds.

problem Estimating the convex hull of the image of a smooth boundary set.
method Using submersion properties and sampling inputs, derive bounds on Hausdorff distance.
result New tighter and more general error bounds for geometric inference.

New method improves understanding of machine learning model performance.

problem Understanding how well machine learning models generalize from training data to unseen data.
method Auxiliary Distribution Method to derive new generalization error bounds.
result Upper bounds on generalization errors are tighter and more applicable.

New algorithm learns changing discrete distributions with minimal drift error.

problem Learning discrete distributions that change over time with limited past samples.
method Adaptive algorithm using data-dependent bounds to balance statistical and drift errors.
result Tighter statistical error bounds for drifting distributions with or without finite support.

Study shows infoGAN's generalization error bound for two-layer networks.

problem Understanding generalization error in infoGAN for two-layer neural networks.
method Analyzes the difference between empirical and population objective functions, derives Rademacher complexity bounds.
result Derives error bound for infoGAN's generalization error in a two-layer network.

New bound on machine learning model performance using Jensen-Shannon information.

problem Understanding the performance of machine learning models.
method Proposes a new information-theoretic bound on generalization error.
result Shows that the new bound can be tighter than mutual information-based bounds under certain conditions.

End-to-end algorithm for controlling bilinear systems with probabilistic noise.

problem Controlling bilinear systems with noisy data.
method Proposes an end-to-end algorithm using statistical learning theory and robust controller design.
result Derived finite sample identification error bounds and structurally suitable for control.