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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.

168,695 papers · 148 categories

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81162243324 · May 202619922001200920172026
48 results for statistical equivalence

Two statistical tasks are shown to have equivalent sample complexity.

problem Determining if a function depends on only a few variables and identifying those variables.
method Proved statistical equivalence of feature selection and junta testing through sample complexity analysis.
result Brute-force algorithm is sample-optimal for both tasks with optimal sample size.

Optimized Franz-Parisi criterion matches SQ lower bounds for various statistical models.

problem Understanding computational hardness in statistical inference.
method Proposed and refined Franz-Parisi criterion, established equivalence with SQ lower bounds.
result Optimized Franz-Parisi criterion is equivalent to Statistical Query (SQ) lower bounds.

New statistics are introduced that maintain the Fisher metric structure closely, akin to sufficient statistics.

problem Maintaining the Fisher metric structure in statistical models.
method Characterizing statistics that maintain the Fisher metric structure bi-Lipschitz equivalently.
result Characterized statistics that preserve the Fisher metric structure closely.

Statistical query algorithms and low-degree tests are nearly equivalent in high-dimensional hypothesis testing.

problem High-dimensional hypothesis testing and information-computation gaps.
method Analysis of statistical query framework and low-degree polynomials.
result Statistical query algorithms and low-degree polynomials are almost equivalent in power under mild conditions.

This study connects Gaussian processes and RKHS, bridging two machine learning communities.

problem Understanding the relationship between Gaussian processes and RKHS.
method Examining connections and equivalences in regression, interpolation, and other topics.
result Established the equivalence between Gaussian Hilbert space and RKHS.

Kernel tests assess equivalence between distributions without assuming specific moments.

problem Traditional goodness-of-fit tests fail to detect meaningful distributional differences.
method Proposes kernel-based tests using kernel Stein discrepancy and Maximum Mean Discrepancy.
result Tests assess the absence of meaningful distributional differences under controlled error rates.

Paper reviews algebraic research in machine learning theory.

problem Understanding phase transitions in machine learning models.
method Algebraic approaches in statistical mechanics.
result Algebraic methods are essential for analyzing machine learning models with singularities.

The abstract discusses transformations on statistical and semi-Weyl manifolds with torsion.

problem Invariance and structure preservation under conformal-projective transformations.
method Proof of invariance and preservation of structures under conformal-projective transformations.
result Semi-Weyl and statistical structures with torsion are invariant under conformal-projective transformations.

The paper analyzes the statistical properties of GANs using ff-divergence.

problem Understanding the statistical behavior of GANs and comparing different ff-divergences.
method Asymptotic analysis of ff-divergence GANs, including Kullback-Leibler divergence.
result Asymptotically equivalent GANs with the same discriminator classes for correctly specified models.

Study classifies mappings of bivariate normal densities, revealing three types with distinct geometric and statistical properties.

problem Understanding the properties of two-component bivariate normal mixtures.
method Classification via A\mathcal{A}-equivalence and statistical analysis.
result Three distinct types of mappings with specific geometric and statistical properties, and upper bounds for the number of modes.

We describe financial systems as condensates, similar to Bose-Einstein condensates, and calculate statistical distributions following from the model. The calculated distributions of investments into speculated financial assets are found equivalent to a Pareto distribution, and the calculated distributions of the price …

2003-03-14abs ↗pdf ↗

The φ-sectional curvature of statistical structures on almost contact metric manifolds is always non-positive.

problem Analyzing the φ-sectional curvature of statistical structures on almost contact metric manifolds.
method Investigating the φ-sectional curvature induced by a statistical structure and deriving sufficient conditions.
result The φ-sectional curvature is always non-positive.

Bidirectional attention is shown to be equivalent to a continuous bag of words model with mixture-of-experts.

problem Understanding the statistical underpinnings of bidirectional attention.
method Exploring bidirectional attention as a mixture-of-experts model and reparameterizing it.
result Bidirectional attention can be viewed as a continuous bag of words model with mixture-of-experts weights.

The paper introduces statistical and geometric structures on anti-commutable pre-Leibniz algebroids.

problem Generalizing differential geometric structures to algebroids.
method Introducing statistical, conjugate connection, and Hessian structures on anti-commutable pre-Leibniz algebroids.
result Statistical and conjugate connection structures are equivalent for admissible connections.

Two approaches to directly estimating Riesz representer are shown to be numerically equivalent under certain conditions.

problem Estimating Riesz representer in semiparametric statistics.
method Two distinct optimization problems solved by automatic debiased machine learning and sieve methods for conditional moment models.
result Numerical equivalence of estimators under specific regularization schemes, but not for others.

Study replicability in high-dimensional statistics, resolving open problems.

problem Ensuring consistent results in high-dimensional statistical tasks.
method Introduced replicable learning algorithms and established computational and statistical equivalence with high-dimensional isoperimetric tilings.
result Matching sample complexity upper and lower bounds for replicable mean estimation and coin problem.

This paper develops a general framework for analyzing asymptotics of VV-statistics. Previous literature on limiting distribution mainly focuses on the cases when nn \to \infty with fixed kernel size kk. Under some regularity conditions, we demonstrate asymptotic normality when kk grows with nn by utilizing existin…

2019-12-02abs ↗pdf ↗

PPI uses survey sampling methods for inference, bridging ML and statistics.

problem Combining machine learning predictions with small labeled data for valid inference.
method Equivalence of PPI estimators to survey sampling methods.
result PPI estimators are algebraically equivalent to survey sampling methods.

Equivalent tests for SGD batch size selection found.

problem Finding equivalent tests for adaptive batch size selection in SGD.
method Norm and inner product/orthogonality tests equivalence demonstration.
result Norm and inner product/orthogonality tests are equivalent under specific conditions.

This paper unifies two types of statistical methods for estimating treatment effects.

problem Isolating online A/B-tests and off-policy evaluation.
method Establishes formal equivalence between online Difference-in-Means and off-policy Inverse Propensity Scoring methods.
result Standard online methods are mathematically equivalent to off-policy methods with optimal control variates.

Study invariant connections on multivariate Gaussian distributions.

problem Understanding statistical connections on multivariate Gaussian distributions.
method Investigate invariant connections on N0n\mathcal{N}_0^n with the Fisher metric.
result Explicitly determined invariant connections and their moduli spaces.

A nonparametric two-sample test using a parametric integral probability metric

problem Detecting distributional differences between two independent samples
method Propose a new two-sample test statistic based on a newly introduced integral probability metric (IPM)
result Establish theoretical guarantees for the associated two-sample testing procedure

Analyzes SGD dynamics in high-dimensional settings for GLMs and multi-index models.

problem Understanding SGD learning in high-dimensional settings for generalized linear models and multi-index models.
method Deterministic equivalent of SGD as ODEs and simplified SDE for analysis.
result Obtained learning rate thresholds and convergence guarantees for SGD.

This paper studies moduli spaces of statistical structures on Lie groups.

problem Understanding statistical structures on Lie groups.
method Introduced and studied moduli spaces for left-invariant statistical structures on Lie groups.
result Moduli spaces of left-invariant Riemannian metrics are singletons for certain Lie groups.

A new method speeds up overlapping group lasso computations.

problem Time-consuming optimization of overlapping group lasso on large-scale problems.
method Non-overlapping statistical approximation to overlapping group lasso.
result The proposed penalty is statistically equivalent to overlapping group lasso.

Method detects neural network equivalence via matrix ensembles and spectral analysis.

problem Detecting equivalence among different deep learning architectures.
method Generating Mixed Matrix Ensembles (MMEs) and matching to conjugate circular ensembles.
result Empirical evidence shows vanishing differences in spectral densities with long tail decay rates.

For analysis of a high-dimensional dataset, a common approach is to test a null hypothesis of statistical independence on all variable pairs using a non-parametric measure of dependence. However, because this approach attempts to identify any non-trivial relationship no matter how weak, it often identifies too many rel…

2015-05-09abs ↗pdf ↗

Loopy belief propagation (LBP), which is equivalent to the Bethe approximation in statistical mechanics, is a message-passing-type inference method that is widely used to analyze systems based on Markov random fields (MRFs). In this paper, we propose a message-passing-type method to analytically evaluate the quenched a…

2015-03-16abs ↗pdf ↗

By analyzing the relationships between a socioeconomical system modeled through evolutionary game theory and a physical system modeled through quantum mechanics we show how although both systems are described through two theories apparently different both are analogous and thus exactly equivalents. The extensions of qu…

2007-04-30abs ↗pdf ↗

Paper defines new time series equivalence and distances for bushfire analysis.

problem Analyzing structural similarity in time series data during natural disasters.
method Introduces algebraic equivalence relations and LpL^p distances between time series.
result Demonstrates the existence of metrizable topologies on time series equivalence classes.

The paper optimizes interpolation schedules in generative models to improve sampling accuracy.

problem Improving sampling accuracy in generative models with fewer resources.
method Minimizing the averaged squared Lipschitzness of the drift field, using transfer formulas.
result Designed schedules yield more accurate fine-scale statistics at fixed integrator budget.

Paper solves a key problem in learning from high-dimensional covariance matrices.

problem Computing normalizing factors for Riemannian Gaussian distributions on high-dimensional covariance matrices.
method Equivalence with random matrix theory and log-normal matrix ensembles to approximate normalizing factors.
result Efficient approximation of normalizing factors with decreasing error as dimension increases.