PriorVAE uses VAEs to efficiently encode spatial priors for small-area estimation.
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.
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Horseshoe priors improve small area estimation by borrowing strength globally but locally.
Random forests and LASSO methods improve small area estimation using auxiliary data.
In this paper we consider surfaces which are critical points of the Willmore functional subject to constrained area. In the case of small area we calculate the corrections to the intrinsic geometry induced by the ambient curvature. These estimates together with the choice of an adapted geometric center of mass lead to …
This is the second of a series of two papers where we construct embedded Willmore tori with small area constraint in Riemannian three-manifolds. In both papers the construction relies on a Lyapunov-Schmidt reduction, the difficulty being the Möbius degeneration of the tori. In the first paper the construction was perfo…
Paper proposes efficient multivariate spatial Fay-Herriot models using variational autoencoders.
Bayesian SAE model with spectral clustering and uncertainty quantification.
We analyze the level sets of the norm of the Witten spinor in an asymptotically flat Riemannian spin manifold of positive scalar curvature. Level sets of small area are constructed. We prove curvature estimates which quantify that, if the total mass becomes small, the manifold becomes flat with the exception of a set o…
Differential privacy for simple linear regression protects small datasets from individual data leaks.
TLRF improves timely COVID-19 outbreak detection with small sample size counties.
We construct embedded Willmore tori with small area constraint in Riemannian three-manifolds under some curvature condition used to prevent Möbius degeneration. The construction relies on a Lyapunov-Schmidt reduction; to this aim we establish new geometric expansions of exponentiated small symmetric Clifford tori and a…
holomorphic curves are solutions of a specific modification of the pseudoholomorphic curve equation in symplectizations involving a harmonic form as perturbation term. In this paper we study the asymptotics of holomorphic curves defined on a sequence of degenerating cylinders.
We show the existence of a smooth spherical surface minimizing the Willmore functional subject to an area constraint in a compact Riemannian three-manifold, provided the area is small enough. Moreover, we classify complete surfaces of Willmore type with positive mean curvature in Riemannian three-manifolds.
We show the existence of a local foliation of a three dimensional Riemannian manifold by critical points of the Willmore functional subject to a small area constraint around non-degenerate critical points of the scalar curvature. This adapts a method developed by Rugang Ye to construct foliations by surfaces of constan…
New condition ensures submanifolds are skew in small areas.
In this article, we use the harmonic sequence associated to a weakly conformal harmonic map in order to determine explicit examples of linearly full almost complex 2-spheres of with at most two singularities. We prove that the singularity type of these almost complex 2-spheres has an extra symmetry a…
We study the area preserving Willmore flow in an asymptotic region of an asymptotically flat manifold which is close to Schwarzschild. It was shown by Lamm, Metzger and Schulze that such an end is foliated by spheres of Willmore type. In this paper, we prove that the leaves of this foliation are stable under sm…
We study geometric properties of the Lagrangian self-shrinking tori in . When the area is bounded above uniformly, we prove that the entropy for the Lagrangian self-shrinking tori can only take finitely many values; this is done by deriving a Łojasiewicz-Simon type gradient inequality for the branched conf…
Our main result is that for all sufficiently large , the set of commensurability classes of arithmetic hyperbolic 2- or 3-orbifolds with fixed invariant trace field and systole bounded below by has density one within the set of all commensurability classes of arithmetic hyperbolic 2- or 3-orbifolds wit…
Let be a 3-dimensional Riemannian manifold. The goal of the paper it to show that if is a non-degenerate critical point of the scalar curvature, then a neighborhood of is foliated by area-constrained Willmore spheres. Such a foliation is unique among foliations by area-constrained Willmore …
In a plethora of applications dealing with inverse problems, e.g. in image processing, social networks, compressive sensing, biological data processing etc., the signal of interest is known to be structured in several ways at the same time. This premise has recently guided the research to the innovative and meaningful …
The Schwarzschild spacetime metric of negative mass is well-known to contain a naked singularity. In a spacelike slice, this singularity of the metric is characterized by the property that nearby surfaces have arbitrarily small area. We develop a theory of such "zero area singularities" in Riemannian manifolds, general…
New model maps malaria prevalence across Kenya's changing administrative boundaries.
Positive scalar curvature implies small 2-systoles in Kähler manifolds
Outliers in weights and activations pose a key challenge for fixed-point quantization of neural networks. While they can be addressed by fine-tuning, this is not practical for ML service providers (e.g., Google or Microsoft) who often receive customer models without training data. Specialized hardware for handling acti…
The arms race between attacks and defenses for machine learning models has come to a forefront in recent years, in both the security community and the privacy community. However, one big limitation of previous research is that the security domain and the privacy domain have typically been considered separately. It is t…
New findings show that not all area-minimizing surfaces are calibrated, even on complex manifolds.
New estimators outperform maximum likelihood without hyper-parameter estimation.
New estimator reduces kernel mean estimation error.
Dual Bayesian Affine Estimators for Wiener-type state-space models
Enhances gradient estimates for Hermitian Monge-Ampère equations.
Paper proposes robust estimators for GANs under Wasserstein contamination.
New framework converts offline to online estimation using black-box offline estimators.
Proposes variational autoencoder for efficient MMSE estimation.
Paper improves Fisher information estimation methods.
Proposes a robust estimator for RD designs.
New estimator reduces variance in discrete random variables.
SCOPE estimator improves covariance and precision matrix estimation.
We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…
Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…
The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able to efficiently estimate the variance of this estimator is very helpful to vario…
Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…
A new copula estimation method using classification.
This paper reviews SDR methods for multivariate response regression.
Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the estimated ratio toward infinity. In this paper, we present a robust estimator wh…
TAKDE optimizes kernel density estimation for real-time dynamic processes.
We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local -Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …
Paper bridges score estimation to parameter and density estimation in DDPMs.