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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.

169,181 papers · 148 categories

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188376564752 · Jun 202019922001200920182026
48 results for simple sampling

Study proper sampling for X-ray transforms on simple surfaces.

problem Proper discretizing and sampling issues related to geodesic X-ray transforms on simple surfaces.
method Provide minimal sampling rates for faithful reconstruction, quantify sampling quality, and predict artifacts.
result Minimal sampling rates and artifact prediction for geodesic X-ray transforms on simple surfaces.

Paper resolves open problems on sample complexity in binary hypothesis testing.

problem Open problems in distributed simple binary hypothesis testing under information constraints.
method One-shot lower bound on Bayes error, streamlined sample complexity formula, reverse data-processing inequality.
result Optimally tight sample complexity bounds for communication-constrained simple binary hypothesis testing.

A streamlined DRL algorithm improves sample efficiency without entropy maximization.

problem Improving sample efficiency in off-policy DRL algorithms.
method Output normalization and non-uniform sampling.
result Proposed algorithm matches SAC's performance without entropy maximization and improves sample efficiency.

SURF simplifies distribution estimation with simple, robust, and fast algorithms.

problem Efficient and accurate distribution estimation in statistics and machine learning.
method Piecewise polynomial approximation using empirical probability interpolation and divide-and-conquer merging.
result Surpassing state-of-the-art algorithms in efficiency and accuracy, SURF estimates distributions robustly and quickly.

Study hypothesis testing under quantized samples with communication constraints, achieving near-optimal sample complexity.

problem Optimizing hypothesis testing with quantized samples and communication constraints.
method Developed a polynomial-time algorithm achieving near-optimal sample complexity under communication constraints.
result Achieved near-optimal sample complexity under communication constraints, with a logarithmic factor increase over unconstrained setting.

This paper reviews various sampling methods from statistics and machine learning.

problem Addressing sampling methods in statistics and machine learning.
method Explains and reviews simple random sampling, bootstrapping, stratified sampling, cluster sampling, multistage sampling, network sampling, snowball sampling, and sampling from cumulative distribution function.
result Summarizes characteristics, pros, and cons of different sampling methods.

Diffusion models learn simple statistics before complex ones, revealing a sample complexity exponent.

problem Understanding the learning dynamics of diffusion models.
method Empirical observations and theoretical analysis of diffusion models and denoisers.
result Diffusion models learn simple statistics (pair-wise correlations) at linear sample complexity, while higher-order statistics (e.g., fourth cumulant) require cubic sample complexity.

A theorem for debiasing machine learning with finite sample guarantees.

problem Calculating confidence intervals for machine learning functionals.
method Debiased machine learning based on bias correction and sample splitting.
result Nonasymptotic debiased machine learning theorem with finite sample guarantees.

Optimistic NPG improves policy optimization in online RL with efficient sample complexity.

problem Limited theoretical understanding of policy optimization, especially in online RL.
method Combines natural policy gradient with optimistic policy evaluation.
result Achieves optimal dimension dependence sample complexity for learning near-optimal policies.

A simple modification improves GAN performance by discarding bad samples.

problem Improving GAN performance with minimal computational cost.
method Top-k update procedure: zero out gradient contributions from least realistic elements.
result Significant improvement in FID score for conditional generation on CIFAR-10.

This work proposes sample complexity bounds for Q-learning with random exploration.

problem Understanding the sample efficiency of simple exploration strategies in reinforcement learning.
method Problem-specific sample complexity bounds for Q-learning with random walk exploration.
result Proposes bounds that relate to empirical performance in benchmark domains.

Improved predictive posterior density estimation through optimized importance sampling.

problem Low signal-to-noise ratio in posterior predictive densities.
method Optimized importance sampling using a test-time variational proxy.
result Significantly improved estimates of predictive posterior densities.

Optimal private tests for simple hypotheses are characterized.

problem Private testing of simple hypotheses under differential privacy constraints.
method Characterization of sample complexity and optimal tests using log-likelihood ratio tests.
result Optimal sample complexity achieved by a specific randomized and clamped variant of the log-likelihood ratio test.

A new method interpolates between sampling and variational inference using stochastic mixtures.

problem Combining the strengths of sampling and variational inference methods.
method Develops a framework using stochastic mixtures of simple component distributions to interpolate between sampling and variational inference.
result Improves on both sampling and variational inference methods by reducing bias and variance.

Improved forecasting for irregularly-sampled time series using kernel flows.

problem Forecasting dynamical systems from irregularly-sampled time series data.
method Directly approximating the vector field using time differences in data-adapted kernels.
result Significant improvement in forecasting accuracy compared to classical methods.

The model is aimed to discriminate the 'good' and the 'bad' companies in Russian corporate sector based on their financial statements data based on Russian Accounting Standards. The data sample consists of 126 Russian public companies- issuers of Ruble bonds which represent about 36% of total number of corporate bonds …

2010-04-05abs ↗pdf ↗

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time significantly. For theoretical performance guarantees, each row must be sampled with pr…

2014-08-21abs ↗pdf ↗

Thompson sampling has emerged as an effective heuristic for a broad range of online decision problems. In its basic form, the algorithm requires computing and sampling from a posterior distribution over models, which is tractable only for simple special cases. This paper develops ensemble sampling, which aims to approx…

2017-05-20abs ↗pdf ↗

Paper proposes a method to break symmetries in Bayesian matrix factorization.

problem Symmetries in posterior distribution reduce MCMC sampling efficiency.
method Modification to Gaussian prior mean and covariance to break symmetries.
result Breaking symmetries leads to lower autocorrelation and reconstruction errors.

A new SGD variant chooses the sample with lowest loss to make the model more robust to outliers.

problem Outliers can skew the parameters of machine learning models trained via SGD.
method Choose a set of k samples, then select the one with the smallest current loss for update.
result The new method makes SGD more robust for ML problems that are sums of convex losses.

A new algorithm approximates logistic regression probabilities efficiently.

problem Efficiently approximating probabilities in logistic regression for large datasets.
method Randomized sampling-based algorithm with leverage scores.
result Accurate approximations to estimated probabilities with smaller sample sizes.

DPP-BBO diversifies batched Bayesian optimization using DPPs.

problem Efficiently proposing diverse and informative batches in batched Bayesian optimization.
method Introducing DPP-Batch Bayesian Optimization (DPP-BBO) with DPP-Thompson Sampling (DPP-TS).
result Novel Bayesian simple regret bounds for DPP-TS show improved performance over classical methods.

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 ↗

Proposes a new semi-supervised learning method to reduce distribution mismatch.

problem Empirical distribution mismatch between labeled and unlabeled data in semi-supervised learning.
method Adversarial training and interpolation strategy to align labeled and unlabeled data distributions.
result Demonstrates improved performance on benchmark datasets SVHN and CIFAR10.

Study binary hypothesis testing with privacy and communication constraints.

problem Binary hypothesis testing under local differential privacy and communication constraints.
method Qualifies results as minimax or instance optimal, develops instance-optimal algorithms.
result Achieves minimum possible sample complexity under both privacy and communication constraints.

A simple method treats heteroscedastic variance variatively, improving model calibration and sample quality.

problem Brittle optimization impacts model likelihoods for mean and variance estimation.
method Proposes a variational approach to heteroscedastic variance, improving predictive mean and variance calibration.
result The proposed method significantly improves parameter calibration and sample quality for regression and VAEs.

Importance sampling is widely used in machine learning and statistics, but its power is limited by the restriction of using simple proposals for which the importance weights can be tractably calculated. We address this problem by studying black-box importance sampling methods that calculate importance weights for sampl…

2016-10-17abs ↗pdf ↗

We propose a general semi-supervised inference framework focused on the estimation of the population mean. As usual in semi-supervised settings, there exists an unlabeled sample of covariate vectors and a labeled sample consisting of covariate vectors along with real-valued responses ("labels"). Otherwise, the formulat…

2016-06-23abs ↗pdf ↗

New method identifies wrongly predicted samples for active learning.

problem Identifying important samples for machine learning models.
method A sample selection criterion based on model prediction and its effect on generalization error.
result State-of-the-art results and better rates at identifying wrongly predicted samples.