Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Feb 199419922001200920172026
48 results for statistical problems

This paper tackles constrained statistical learning problems by proposing a new approach.

problem Statistical learning problems with constraints are challenging and scarce.
method Directly tackling the constrained problem using finite dimensional parameterizations, sample averages, and duality theory.
result We bound the empirical duality gap, showing the effectiveness of the constrained formulation.

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important problem of estimating high dimensional covariance matrix. Then we explore some …

2018-08-08abs ↗pdf ↗

Convolutional neural networks learn effective summary statistics for ABC inference.

problem Selecting high-quality summary statistics for accurate ABC inference in complex systems.
method Proposes a CNN architecture to automatically learn informative summary statistics from time series data.
result CNNs can effectively circumvent the statistics selection problem in ABC inference.

Efficiently transforms samples from various statistical models.

problem Approximately transforming samples from one statistical model to another without knowing the source model's parameters.
method Constructs computationally efficient procedures to reduce uniform, Erlang, and Laplace models to general target families.
result Establishes nonasymptotic reductions between canonical high-dimensional problems, such as mixtures of experts, phase retrieval, and signal denoising.

Cookbook transforms constrained statistical inference into unconstrained problems.

problem Transforming constrained statistical inference into unconstrained problems.
method Bijective and diffeomorphisms parametrizations.
result Maintains statistical inference properties like identifiability.

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.

Reduces IB problem to a simpler, lower-dimensional problem.

problem Information bottleneck problem in high-dimensional spaces.
method Identifies sufficient statistic that factors conditional distribution, reducing IB to a lower-dimensional problem.
result Preserves full IB curve and optimal representations, making IB tractable.

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.

Framework for efficient statistical estimation with privacy guarantees.

problem Statistical estimation problems with differential privacy constraints.
method High-dimensional Propose-Test-Release (HPTR) framework combining exponential mechanism, robust statistics, and resilience.
result Near-optimal utility guarantees and tight local sensitivity bounds for various statistical problems.

Paper studies statistical-computational trade-offs in tensor PCA and related problems.

problem Statistical-computational gap in tensor PCA estimation.
method Derives computational lower bounds using communication complexity.
result Lower bounds specify trade-off among passes, sample size, and memory.

Statistical methods remain relevant for ODE inverse problems, especially with sparse data.

problem The relevance of statistical methods in the era of deep learning for ODE inverse problems.
method Employed physics-informed neural networks (PINN) and manifold-constrained Gaussian process inference (MAGI) to compare statistical and deep learning approaches.
result Statistically principled methods outperform deep learning models in tasks like parameter inference and trajectory reconstruction.

Large graphs abound in machine learning, data mining, and several related areas. A useful step towards analyzing such graphs is that of obtaining certain summary statistics - e.g., or the expected length of a shortest path between two nodes, or the expected weight of a minimum spanning tree of the graph, etc. These sta…

2013-11-29abs ↗pdf ↗

Survey on using low-degree polynomials to assess statistical tasks complexity.

problem Understanding the complexity of statistical tasks using polynomial functions.
method Applying low-degree polynomials to measure the complexity of statistical tasks, including detection, recovery, and estimation.
result Low-degree polynomials provide a framework to predict and explain statistical-computational tradeoffs.

This paper advances FL algorithms for composite optimization and statistical recovery.

problem Federated learning optimization and statistical recovery in composite settings.
method Proposes Fast Federated Dual Averaging for strongly convex and smooth loss, and Multi-stage Federated Dual Averaging for restricted strongly convex and smooth loss.
result Establishes state-of-the-art iteration and communication complexity, and high probability complexity bound with linear speedup.

We consider a two-sample hypothesis testing problem, where the distributions are defined on the space of undirected graphs, and one has access to only one observation from each model. A motivating example for this problem is comparing the friendship networks on Facebook and LinkedIn. The practical approach to such prob…

2017-05-17abs ↗pdf ↗

Paper optimizes statistical estimation for randomized smoothing to reduce adversarial robustness certification time.

problem Efficiently estimating robustness of points against adversarial attacks.
method Developed estimation procedures using confidence sequences and randomized Clopper-Pearson intervals.
result Achieved optimal sample complexities and stronger certificates with reduced computational burden.

Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this paper, we study the statistical limits of convex relaxations. Particularly, we con…

2015-03-04abs ↗pdf ↗

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.

Paper discusses the Fisher metric and differentiability in statistical models.

problem Understanding the relationship between Fisher metric and differentiability in statistical models.
method Comparison of different concepts and models in Information Geometry, mathematical statistics, and measure theory.
result Discussion of various models and their differentiability properties.

Study on GEPs with generative priors, showing optimal statistical rates and proposing an iterative algorithm.

problem Generalized eigenvalue problems with generative priors.
method Assumption of Lipschitz continuous generative model, Projected Rayleigh Flow Method (PRFM).
result PRFM converges linearly to an estimated vector achieving the optimal statistical rate.

New computational lower bounds for clustering and related problems.

problem Statistical-computational gaps in high-dimensional clustering problems.
method Investigation of low-degree polynomials in latent space models to derive lower bounds.
result New and sharper computational lower bounds for clustering, sparse clustering, and biclustering.

Paper develops online statistical inference methods for stochastic optimization using Kiefer-Wolfowitz algorithms.

problem Online statistical inference of model parameters in stochastic optimization problems.
method Kiefer-Wolfowitz algorithm with random search directions, asymptotic distribution analysis.
result Developed valid confidence intervals for online statistical inference.

The paper analyzes Tikhonov regularization in Hilbert scales for statistical inverse problems.

problem Statistical inverse problems in Hilbert scales with general noise.
method Tikhonov regularization scheme with conditional stability estimates and high probability error bounds.
result Explicit rates of convergence for oversmoothing and regular cases over defined regularity classes.

Efficiently learns Ising model parameters with limited statistics.

problem Learning Ising model parameters with limited sample configurations.
method Examines trade-offs between computation and observation, using Ising model as example.
result Reconstructs model parameters with statistics up to order O(γ)O(γ) for 1\ell_1 width γγ.

Develops a new method for statistical optimal allocation problems.

problem Statistical optimal allocation problems with constraints.
method Functional differentiability approach and Hadamard differentiability of value functions.
result Validates margin assumption for fast convergence rate of plug-in methods.

Random projections offer an appealing and flexible approach to a wide range of large-scale statistical problems. They are particularly useful in high-dimensional settings, where we have many covariates recorded for each observation. In classification problems there are two general techniques using random projections. T…

2019-11-25abs ↗pdf ↗

Paper uses SGD for solving linear inverse problems, improving empirical performance.

problem Solving statistical inverse problems in science and engineering.
method Stochastic Gradient Descent (SGD) for linear inverse problems, with smoothing techniques.
result Consistency and finite sample bounds for excess risk demonstrated.

New model enhances SPIM for solving low-rank combinatorial optimization and statistical learning problems.

problem Solving large-scale combinatorial optimization problems efficiently.
method Proposed a new computing model for SPIM that can handle low-rank interaction matrices.
result Demonstrated efficient learning, classification, and sampling of MNIST images using the model.

We consider the problem of parametric statistical inference when likelihood computations are prohibitively expensive but sampling from the model is possible. Several so-called likelihood-free methods have been developed to perform inference in the absence of a likelihood function. The popular synthetic likelihood appro…

2016-11-30abs ↗pdf ↗

We present a novel method for frequentist statistical inference in MM-estimation problems, based on stochastic gradient descent (SGD) with a fixed step size: we demonstrate that the average of such SGD sequences can be used for statistical inference, after proper scaling. An intuitive analysis using the Ornstein-Uhlen…

2017-05-21abs ↗pdf ↗