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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.

168,657 papers · 148 categories

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134268401535 · Jun 202019922001200920172026
48 results for stratified sampling

A/B testing improves marketing decisions by selecting effective stratification variables.

problem Improving the sensitivity of A/B testing through stratified sampling.
method Designing an algorithm to select a subset of stratification variables for variance reduction.
result The subset selection method outperforms other variance reduction techniques in A/B testing.

Study minimax estimation of stratified structure from i.i.d. samples.

problem Estimating stratified structure from i.i.d. samples of stratified mixtures of immersed manifolds.
method Ascending hierarchical co-detection of points belonging to different layers, identifying number of layers and their dimensions, assigning points to layers accurately, estimating tangent spaces optimally.
result Achieves optimal estimation of mixture components at their optimal dimension-specific rates adaptively.

In classification problems, sampling bias between training data and testing data is critical to the ranking performance of classification scores. Such bias can be both unintentionally introduced by data collection and intentionally introduced by the algorithm, such as under-sampling or weighting techniques applied to i…

2017-10-31abs ↗pdf ↗

Paper finds efficient OPE estimator for multiple logging policies with minimum variance.

problem Finding optimal importance sampling weights for multiple logging policies with varying variances.
method Established efficiency bound under stratified sampling and proposed an estimator achieving this bound.
result Proposed estimator achieves minimum variance for any instance.

Stratified models depend in an arbitrary way on a selected categorical feature that takes KK values, and depend linearly on the other nn features. Laplacian regularization with respect to a graph on the feature values can greatly improve the performance of a stratified model, especially in the low-data regime. A sign…

2020-01-27abs ↗pdf ↗

StratPPI improves prediction-powered inference with stratified sampling.

problem Improving statistical estimates with limited human-labeled data.
method Combining small human-labeled data with large automatic-labeled data, stratifying data for tighter confidence intervals.
result StratPPI provides substantially tighter confidence intervals than unstratified approaches.

Optimizes survey design for private mean estimation with reduced variance.

problem Minimizing variance in private mean estimation with privacy constraints.
method Formulates optimal survey design as an optimization problem, determining optimal subsampling sizes to minimize variance.
result Identifies the first privacy-aware stratified sampling scheme that minimizes variance under different privacy mechanisms.

The performance of a machine learning system is usually evaluated by using i.i.d.\ observations with true labels. However, acquiring ground truth labels is expensive, while obtaining unlabeled samples may be cheaper. Stratified sampling can be beneficial in such settings and can reduce the number of true labels require…

2019-06-26abs ↗pdf ↗

A new method reduces data valuation variance for more trustworthy data trading.

problem Data valuation and trustworthy data trading in algorithmic prediction.
method Variance reduced Shapley value estimation using stratified sampling.
result VRDS method reduces estimation variance and improves data marketplace development.

MSTGD optimizes gradient descent with stratified sampling for faster convergence.

problem Fluctuation in gradient expectation and variance between iterations.
method Memory Stochastic Stratified Gradient Descent (MSTGD) with stratified sampling and variance reduction.
result MSTGD achieves an exponential convergence rate independent of dataset size and batch size.

Proposes a stratified sampling method for high-dimensional models using neural active manifolds.

problem Uncertainty propagation in computationally expensive models with many inputs.
method Neural active manifolds for nonlinear dimensionality reduction, followed by stratification in the reduced space.
result Effective variance reduction in high-dimensional models using stratified sampling.

SBSS uses similarity to split data for better classifier training.

problem Training better classifiers with realistic performance estimation.
method SBSS uses both input and output space information to split data using similarity functions.
result SBSS outperformed ordinary stratified 10-fold cross-validation in 75% of scenarios.

By considering homotopies that preserve the stratification, one obtains a natural notion of homotopy for stratified spaces. In this short note, we introduce invariants of stratified homotopy, the stratified homotopy groups. We show that they satisify a stratified version of Whitehead's theorem. As an example, we introd…

2019-04-03abs ↗pdf ↗

FedSTaS stratifies and samples clients for efficient FL.

problem Inefficient client sampling in federated learning.
method Stratifies clients based on compressed gradients, uses Neyman allocation for sampling, and samples local data uniformly.
result FedSTaS achieves higher accuracy than FedSTS in fixed training rounds.

New method accelerates large margin metric learning for nearest neighbor classification.

problem Efficiently learning metrics for nearest neighbor classification.
method Triplet mining and stratified sampling for large margin metric learning.
result Improved efficiency and scalability of optimization.

Paper proves Whitney stratified spaces can be given a conically smooth structure.

problem Proving Whitney stratified spaces can be given a conically smooth structure.
method Introduced conically smooth structure by Ayala, Francis, and Tanaka. Proved conjecture that any Whitney stratified space admits a canonical conically smooth structure.
result Established a connection between Whitney stratified spaces and conically smooth spaces.

We study a mini-batch diversification scheme for stochastic gradient descent (SGD). While classical SGD relies on uniformly sampling data points to form a mini-batch, we propose a non-uniform sampling scheme based on the Determinantal Point Process (DPP). The DPP relies on a similarity measure between data points and g…

2017-05-01abs ↗pdf ↗

We consider the problem of adaptive stratified sampling for Monte Carlo integration of a noisy function, given a finite budget n of noisy evaluations to the function. We tackle in this paper the problem of adapting to the function at the same time the number of samples into each stratum and the partition itself. More p…

2013-03-12abs ↗pdf ↗

We study bordism groups and bordism homology theories based on pseudomanifolds and stratified pseudomanifolds. The main seam of the paper demonstrates that when we uses classes of spaces determined by local link properties, the stratified and unstratified bordism theories are identical; this includes the known examples…

2013-11-11abs ↗pdf ↗

The paper proves symplectic neighbourhood theorems for stratified subspaces.

problem Finding symplectic neighbourhoods of stratified subspaces.
method Analogy with Weinstein's neighbourhood theorem, strong version of Moser's trick, and tubular neighbourhood theorem.
result Generalization of existing constructions for exotic Lagrangians.

Study shows gradient variance increases during deep learning training, contrary to common belief.

problem Understanding and minimizing gradient variance in deep learning models.
method Gradient Clustering method using stratified sampling to minimize gradient variance.
result Gradient variance increases during training, and smaller learning rates coincide with higher variance.

In this paper we introduce the notion of a smooth structure on a stratified space, the notion of a Poisson smooth structure and the notion of a weakly symplectic smooth structure on a stratified symplectic space, refining the concept of a stratified symplectic Poisson algebra introduced by Sjamaar and Lerman. We show t…

2010-11-01abs ↗pdf ↗

Skeleta and other pure subsets of manifold stratified spaces are shown to have neighborhoods which are teardrops of stratified approximate fibrations (under dimension and compactness assumptions). In general, the stratified approximate fibrations cannot be replaced by bundles, and the teardrops cannot be replaced by ma…

2005-01-07abs ↗pdf ↗

We show that conically smooth stratified spaces embed fully faithfully into \infty-categories. This articulates a stratified generalization of the homotopy hypothesis proposed by Grothendieck. As such, each \infty-category defines a stack on conically smooth stratified spaces, and we identify the descent conditions…

2015-02-05abs ↗pdf ↗

We develop a theory of tubular neighborhoods for the lower strata in manifold stratified spaces with two strata. In these topologically stratified spaces, manifold approximate fibrations and teardrops play the role that fibre bundles and mapping cylinders play in smoothly stratified spaces. Applications include the cla…

1998-08-27abs ↗pdf ↗

Studied L2L^2-invariants on stratified spaces, proving their stability.

problem Stability of L2L^2-invariants on stratified spaces.
method Defined and analyzed L2L^2-Betti numbers and Novikov-Shubin invariants for compact smoothly stratified pseudo-manifolds with a wedge metric, extending results to these pseudo-manifolds.
result Invariance of L2L^2-Betti numbers and Novikov-Shubin invariants under smoothly stratified, strongly stratum preserving homotopy equivalence.

Our objective is to develop a stratified Morse theory with tangential conditions. We define a continuous strata-wise smooth Morse function on an abstract stratified space by using control conditions and radiality assumptions on the gradient vector field. For critical points of a Morse function one can show that the loc…

2003-10-02abs ↗pdf ↗

Paper classifies pseudomanifolds over stratified spaces.

problem Classifying pseudomanifolds over stratified spaces.
method Introducing locally standard TT-pseudomanifolds and using characteristic data.
result Locally standard TT-pseudomanifolds over topological stratified pseudomanifolds are classified by their characteristic data.

We introduce a family of extremal polynomials associated with the prolongation of a stratified nilpotent Lie algebra. These polynomials are related to a new algebraic characterization of abnormal subriemannian geodesics in stratified nilpotent Lie groups. They satisfy a set of remarkable structure relations that are us…

2013-07-19abs ↗pdf ↗

A stratified bundle is a fibered space in which strata are classical bundles and in which attachment of strata is controlled by a structure category of fibers. Well known results on fibre bundles are shown to be true for stratified bundles; namely the pull back theorem, the bundle theorem and the principal bundle theor…

2002-08-23abs ↗pdf ↗

The study lists low-dimensional stratified groups and their properties.

problem Understanding the algebraic structure of stratified groups.
method Explicitly provided a list of low-dimensional stratified groups and their properties.
result All stratified groups in dimensions up to 7 and some free-nilpotent groups in dimensions up to 14 were studied.

A recently introduced Importance Sampling strategy based on a least squares optimization is applied to the Monte Carlo simulation of Libor Market Models. Such Least Squares Importance Sampling (LSIS) allows the automatic optimization of the sampling distribution within a trial class by means of a quick presimulation al…

2007-11-01abs ↗pdf ↗