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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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48 results for score function estimators

Langevin dynamics fails to produce accurate samples even with small score function errors.

problem Robustness of Langevin dynamics to score function errors.
method Analysis of Langevin dynamics and score function errors.
result Langevin dynamics produces a distribution far from the target distribution in TV distance even with small L2L^2 errors in the score function.

Proposes SD-KDE for density estimation using debiased kernel density with score-based adjustments.

problem Density estimation with bias in kernel density estimation.
method Adjusts data points by taking a step along the estimated score function, then applies standard KDE with modified bandwidth.
result Significantly reduces mean integrated squared error compared to standard Silverman KDE, especially with noisy score function estimates.

Improved score matching methods for estimating score functions and Hessians without high dimensionality.

problem Estimating score functions and Hessians efficiently in high-dimensional data.
method Implicit score matching and denoising score matching, leveraging Gagliardo-Nirenberg inequalities.
result Achieves convergence rates similar to denoising score matching and estimates Hessians without dimensionality issues.

Study finds simple model-agreement scores perform well in various error estimation scenarios.

problem Evaluating model performance on unseen distributions using disparate scoring functions.
method Rigorously studied popular scoring functions (confidence, local manifold smoothness, model agreement) independently of mechanism choice.
result Simple model-agreement scores outperform confidence- and smoothness-based scores in realistic settings with compromised training data.

Paper presents variational estimates for EBLVMs without structural assumptions.

problem Challenges in learning and evaluating EBLVMs due to intractable true posteriors and partition functions.
method Variational estimates of the score function and its gradient (VaES and VaGES) in a general EBLVM.
result The estimates can be applied to KSD and SM-based methods to learn EBLVMs and estimate Fisher divergence.

The paper establishes bounds for score-matching in causal discovery and generative modeling.

problem Estimating causal relationships from data.
method Training a deep neural network to estimate the score function and applying it to causal discovery.
result Bounds on the error rate of causal discovery methods using score-matching.

The paper investigates how calibrating propensity scores improves DML estimates of average treatment effects.

problem Improving the accuracy of DML estimates in finite samples.
method Propensity score calibration within the Double/debiased machine learning framework.
result Calibrating propensity scores reduces the root mean squared error of DML estimates of average treatment effects in finite samples.

New machine learning methods for inference from simulated data.

problem Modeling score and likelihood ratio functions from sampled data.
method InferoStatic Networks (ISN), Kernel Score Estimation (KSE), Kernel Likelihood Ratio Estimation (KLRE).
result Improved inference methods for complex models.

This paper improves diffusion models for low-dimensional data.

problem Theoretical foundations of diffusion models are lacking for low-dimensional data.
method Score approximation, estimation, and distribution recovery of diffusion models on low-dimensional data.
result Sample complexity bounds for distribution estimation using diffusion models are provided.

Density estimation is a fundamental problem in statistical learning. This problem is especially challenging for complex high-dimensional data due to the curse of dimensionality. A promising solution to this problem is given here in an inference-free hierarchical framework that is built on score matching. We revisit the…

2018-05-21abs ↗pdf ↗

Proposes methods to estimate posterior probability and propensity score functions without assuming constant propensity score.

problem Learning from biased positive-unlabeled data.
method Parametric approach to joint estimation of posterior probability and propensity score functions using maximum likelihood and alternating maximization.
result Proposed methods are comparable or better than existing methods based on Expectation-Maximisation scheme.

Study minimax risk of score estimation for log-concave distributions.

problem Minimizing risk in score estimation for log-concave distributions.
method Developed subclasses of log-concave densities and constructed a locally adaptive, multiscale estimator.
result Established minimax rates for score estimation over specific subclasses of log-concave densities.

Estimates system parameters from a single observation using kernel-based score.

problem Estimating parameters of a dynamical system from a high-dimensional signal.
method Kernel-based score to compare temporal dependencies between signal and model.
result Accuracy and efficiency demonstrated on chaotic systems.

New approach to score function in diffusion models using Malliavin calculus.

problem Estimating score function for complex data distributions.
method Combines Malliavin calculus with Bismut-type formula to derive exact score function expression.
result Derives exact, closed-form expression for score function in diffusion models.

The paper resolves the paradox of using unlabeled data for treatment effect estimation.

problem Using unlabeled data to estimate propensity scores for treatment effect estimation.
method Proposes a simple procedure to reconcile the use of estimated propensity scores with the advice to use true propensity scores.
result Direct regression may be preferable to inverse-propensity weighting in many circumstances.

A new method improves density ratio estimation efficiency and accuracy.

problem Density ratio estimation trade-off between quality and efficiency.
method One-step Score-based Density Ratio Estimation (OS-DRE) combining analytic and solver-free approach.
result OS-DRE offers a favorable balance between estimation quality and inference efficiency.

Paper presents a new policy gradient theorem using weak derivatives for reinforcement learning.

problem Continuous state-action reinforcement learning problems.
method Introduced an alternative policy gradient theorem using weak derivatives.
result The new approach yields algorithms that converge almost surely to stationary points of the value function.

The study provides guarantees for diffusion-based models under log-concave data, offering best-known convergence rates.

problem Theoretical guarantees for convergence of diffusion-based generative models under log-concave data distributions.
method Assumption of strongly log-concave data distributions, Lipschitz continuous functions for score estimation, and novel auxiliary process.
result Best known upper bounds for Wasserstein-2 distance between Gaussian distribution and sampling algorithm.

New method distinguishes cause from effect using causal velocity.

problem Inferring causal direction from bivariate data.
method Parametrization of bivariate SCMs in terms of causal velocity, using tools from measure transport.
result Method extends beyond known model classes and requires no assumptions on noise distributions.

A new method samples from a target density without initial samples using Monte Carlo estimation of the score.

problem Sampling from a target density without initial samples.
method Monte Carlo estimation of the score using oracle access to the log likelihood.
result Samples can be produced from the target density without needing initial samples.

This paper aims at formulating the issue of ranking multivariate unlabeled observations depending on their degree of abnormality as an unsupervised statistical learning task. In the 1-d situation, this problem is usually tackled by means of tail estimation techniques: univariate observations are viewed as all the more …

2017-05-03abs ↗pdf ↗

Paper efficiently infers differential parameters in time-varying models using time score matching.

problem Efficiently inferring differential parameters in time-varying probabilistic models.
method Directly estimates the differential parameter using time score matching and proves consistency of the method.
result Consistent estimation of parameter derivatives in high-dimensional settings.

SGMs fail to generate samples from complex distributions even when the score function is learned well.

problem Score-based Generative Models fail to produce high-quality samples from complex distributions.
method Score-based Generative Models (SGMs) are evaluated under conditions where the score function is learned well.
result SGMs can only generate Gaussian blurring of training data points, not complex distributions.

WS-KDE provides robust confidence bounds for stochastic functions.

problem Optimizing time-consuming black-box functions with stochastic outputs.
method Wilson Score Kernel Density Estimation (WS-KDE) for Bayesian optimization.
result WS-KDE provides reliable confidence bounds for any stochastic function.

A novel framework quantifies uncertainty using proper scores for various tasks.

problem Uncertainty quantification in machine learning for reliable applications.
method Proposes a general framework based on proper scores for epistemic, aleatoric uncertainty, and model calibration.
result Achieves state-of-the-art uncertainty estimation for large language models and generative models.

This paper presents the R package GAS for the analysis of time series under the Generalized Autoregressive Score (GAS) framework of Creal et al. (2013) and Harvey (2013). The distinctive feature of the GAS approach is the use of the score function as the driver of time-variation in the parameters of nonlinear models. T…

2016-09-08abs ↗pdf ↗