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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.

169,051 papers · 148 categories

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62124186248 · Jun 202019922001200920182026
48 results for simpler assumptions

Local probabilistic models simplify Bayesian classification for complex data.

problem Complex real-world data requires simpler models than global ones.
method Establish local probabilistic models for local regions, relaxing global assumptions.
result Local probabilistic models improve classification accuracy on real-world datasets.

We show how to control the generalization error of time series models wherein past values of the outcome are used to predict future values. The results are based on a generalization of standard i.i.d. concentration inequalities to dependent data without the mixing assumptions common in the time series setting. Our proo…

2011-06-03abs ↗pdf ↗

New criteria distinguish cause from effect in data, overcoming statistical limitations.

problem Determining causal direction from statistical dependence alone.
method Intuitive criteria based on simplicity of prediction, tested on synthetic data.
result Criteria accurately distinguish cause from effect in various scenarios.

Paper proposes a new method to minimize submodular functions with fewer calls to simpler oracles.

problem Minimizing the sum of submodular set functions with limited information.
method Introduces a modified convex problem requiring constrained total variation oracles that can be solved with fewer calls to minimization oracles.
result Shows significant reduction in the number of calls to minimization oracles.

Faster mean estimation with sub-Gaussian error bounds.

problem Estimating the mean of a random vector with optimal statistical efficiency.
method An estimator for the mean of a random vector in R^d with optimal statistical efficiency and sub-Gaussian error bounds.
result Achieves optimal statistical efficiency with sub-Gaussian error bounds and a significantly faster runtime.

We extend the concept of genuine rigidity of submanifolds by allowing mild singularities, mainly to obtain new global rigidity results and unify the known ones. As one of the consequences, we simultaneously extend and unify Sacksteder and Dajczer-Gromoll theorems by showing that any compact nn-dimensional submanifold …

2018-03-16abs ↗pdf ↗

The paper shows how to simplify complex optimization problems into simpler ones.

problem Complex multiobjective optimization problems.
method Proving strongly convex problems are simplicial under certain conditions and demonstrating transformations.
result Strongly convex problems can be simplified into simpler ones via generic linear perturbations.

New framework improves restless bandit policies for large numbers of arms.

problem Efficiently compute policies for large numbers of arms in restless bandit problems.
method Follow-the-Virtual-Advice framework, converting single-armed policies to N-armed policies.
result Achieves an O(1/\sqrt{N}) optimality gap in both discrete and continuous settings.

We find Weitzenböck formula for the Fueter-Dirac operator which controls the infinitesimal deformations of an associative submanifold in a 77--manifold with a G2G_2--structure. We establish a vanishing theorem to conclude rigidity under some positivity assumptions on curvature, which are particularly mild in the nearl…

2017-01-21abs ↗pdf ↗

Faster algorithm reduces contextual bandit regret with fewer offline regression calls.

problem Optimizing reward in contextual bandits with unknown functions.
method Designing a simple algorithm with O(logT){O}(\log T) offline regression calls.
result Achieves statistically optimal regret with minimal offline calls.

We prove that every one-dimensional real Ambrosio-Kirchheim normal current in a Polish (i.e. complete separable metric) space can be naturally represented as an integral of simpler currents associated to Lipschitz curves. As a consequence a representation of every such current with zero boundary (i.e. a cycle) as an in…

2013-03-22abs ↗pdf ↗

This work closes the theory-practice gap for distributed optimization methods by introducing a new regularity condition.

problem Existing convergence conditions for distributed optimization methods are violated by nearly all kernels used in practice.
method Introduces Hessian relative uniform continuity (HRUC) to guarantee convergence under mild conditions.
result Derives convergence guarantees for mirror descent-based gradient tracking without restrictive assumptions.

We define a new Hurwitz problem which is essentially a small core of the simple Hurwitz problem. The corresponding Hurwitz numbers have simpler formulae, satisfy effective recursion relations and determine the simple Hurwitz numbers. We also apply this idea of finding a smaller simpler enumerative problem to orbifold H…

2013-12-29abs ↗pdf ↗

We provide an alternative, simpler proof of the existence of thick triangulations for noncompact C1\mathcal{C}^1 manifolds. Moreover, this proof is simpler than the original one given in \cite{pe}, since it mainly uses tools of elementary differential topology. The role played by curvatures in this construction is also…

2008-12-02abs ↗pdf ↗

Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density pp^* is such that logp\log p^* is LL smooth and mm strongly convex, discrete Langevin diffusion produces a distribution pp with KL(pp)εKL(p||p^*)\leq ε in O~(dε)\tilde{O}(\frac{d}ε) steps,…

2017-05-25abs ↗pdf ↗

PAC-Bayesian learning bounds are of the utmost interest to the learning community. Their role is to connect the generalization ability of an aggregation distribution ρρ to its empirical risk and to its Kullback-Leibler divergence with respect to some prior distribution ππ. Unfortunately, most of the available bounds …

2016-10-23abs ↗pdf ↗

Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However, without proper tuning, this technique implies a high rejection rate. Several methods h…

2018-10-22abs ↗pdf ↗

Neural networks learn more efficiently with hidden factorial structures.

problem Challenges in high-dimensional statistical learning.
method Controlled experimental framework to test neural networks' ability to exploit hidden factorial structures.
result Neural networks can leverage hidden factorial structures to learn discrete distributions more efficiently.

A common assumption in causal modeling posits that the data is generated by a set of independent mechanisms, and algorithms should aim to recover this structure. Standard unsupervised learning, however, is often concerned with training a single model to capture the overall distribution or aspects thereof. Inspired by c…

2018-04-30abs ↗pdf ↗

A very simple R3\mathbb R^3 realization of the Möbius strip, significantly simpler than the common one, is given. For any, however large width/length ratio of the strip, it is shown that this realization, in contrast with the common one, is the union of a vertical segment and the graph of a simple rational function on …

2018-08-12abs ↗pdf ↗

Noise increases the Rashomon ratio, leading simpler models to perform similarly to complex ones.

problem Why simpler models perform similarly to complex models on noisy datasets.
method Analyzed the data generation process and model training choices, introduced pattern diversity.
result Noisier datasets lead to larger Rashomon ratios, explaining simpler models' performance.

Controller-Augmented Hidden Markov Models (CHMMs) are a framework for constrained sequential inference.

problem Hidden Markov models fail under pathwise constraints like precedence, visitation, or monotonic state progression.
method CHMMs compile constraints into finite-state controllers, then use standard forward-backward and Viterbi recursions to compute exact constrained posteriors and paths.
result CHMMs provide exact constrained inference, monotone ascent in constrained EM, and linear complexity in controller cardinality.

We introduce and analyze stochastic optimization methods where the input to each gradient update is perturbed by bounded noise. We show that this framework forms the basis of a unified approach to analyze asynchronous implementations of stochastic optimization algorithms.In this framework, asynchronous stochastic optim…

2015-07-24abs ↗pdf ↗

Tree ensembles, such as random forest and boosted trees, are renowned for their high prediction performance, whereas their interpretability is critically limited. In this paper, we propose a post processing method that improves the model interpretability of tree ensembles. After learning a complex tree ensembles in a s…

2016-06-17abs ↗pdf ↗

Let XX be an asymptotically hyperbolic manifold and MM its conformal infinity. This paper is devoted to deduce several existence results of the fractional Yamabe problem on MM under various geometric assumptions on XX and MM: Firstly, we handle when the boundary MM has a point at which the mean curvature is negat…

2016-03-21abs ↗pdf ↗

We address challenges in estimating parameters from adaptively collected data.

problem Estimating parameters from data collected adaptively leads to non-normal asymptotic distributions.
method We develop semi-parametric estimators that account for adaptivity in data collection.
result Our estimators are asymptotically normal under certain conditions.

Develops a robust GMM estimator for outlier-tolerant inference.

problem Sensitive GMM estimation to outliers in inference problems.
method Robustified GMM estimator with computational efficiency and recovery guarantees.
result First computationally efficient GMM estimator for εε fraction of adversarial outliers with O(ε)O(\sqrtε) recovery guarantee.

In this article, we will prove that the subsectors of αα-induced sectors for MG^MM \rtimes \hat{G} \supset M forms a modular category, where MG^M \rtimes \hat{G} is the crossed product of MM by the group dual G^\hat{G} of a finite group GG. In fact, we will prove that it is equivalent to Müger's crossed product. By usi…

2004-04-28abs ↗pdf ↗