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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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2965928881,184 · Jun 202019922001200920172026
48 results for strongly mixing data

Develops a deep learning framework for various data types.

problem Handling nonparametric regression and classification across different data types.
method Introduces a general framework with two estimators: NPDNN and SPDNN, based on data satisfying generalized Bernstein-type inequalities.
result Both NPDNN and SPDNN estimators are minimax optimal in many classical settings.

Study resolves polynomial germs, proving no mixed critical points and strict transform properties.

problem Resolving mixed critical points and properties of strict transforms of polynomial germs.
method Toric resolutions and modifications of weighted homogeneous polynomials.
result No mixed critical points and strict transform properties as germs.

The paper tackles deep learning from dependent data, achieving optimal performance.

problem Deep learning from strongly mixing observations, especially with regularization and optimality.
method Sparse-penalized regularization for deep neural networks, oracle inequality for expected excess risk.
result Deep neural network estimator achieves minimax optimal rate for nonparametric autoregression.

Paper proposes deep neural networks for nonparametric regression from dependent data.

problem Nonparametric regression from strongly mixing observations.
method Minimum error entropy principle applied to deep neural networks.
result Deep neural networks achieve minimax optimal convergence rates for Gaussian errors.

New method for conformal prediction under Markovian data reduces coverage gap.

problem Reducing coverage gap in conformal prediction for Markovian data.
method Split Conformal Prediction method adapted to Markovian data, with K-split CP for improved performance.
result Coverage gap typically scales as √(t_mix * ln(n) / n) for general Markov chains, and can be reduced to t_mix / (n * ln(n)) with K-split CP.

Fewer data weight updates lead to faster convergence in machine learning models.

problem Improving robustness of machine learning models through data mixing.
method Analyzing convergence behavior of data mixing with a finite number of inner steps.
result The optimal number of inner steps scales with the budget and type of gradients used.

We first show that every quasisimple sporadic group possesses an unmixed strongly real Beauville structure aside from the Mathieu groups M11 and M23 (and possibly 2B and M). We go on to show that no almost simple sporadic group possesses a mixed Beauville structure. We then go on to use the exceptional nature of the al…

2010-07-28abs ↗pdf ↗

Research on mixed polynomials, extending non-degeneracy concepts to complex variables.

problem Extending non-degeneracy concepts to mixed polynomials in complex variables.
method Generalization of Mondal's partial non-degeneracy to mixed polynomials, introducing new concepts and proving properties.
result Strong partial non-degeneracy implies isolated singularities, and mixed polynomials that are strongly inner non-degenerate satisfy the strong Milnor condition.

The paper analyzes convergence rates of Langevin dynamics and Proximal Sampler using ΦΦ-divergence.

problem Analyzing convergence rates of Langevin dynamics and Proximal Sampler.
method Extending mixing time analyses to ΦΦ-divergence, using strong data processing inequalities.
result Convergence of ΦΦ-divergence to 0 exponentially fast along Unadjusted Langevin Algorithm and Proximal Sampler.

The paper studies convergence of kernel autocovariance operators for stationary processes.

problem Estimating autocovariance operators of stationary processes on Polish spaces.
method Investigates convergence of empirical estimates of autocovariance operators under various conditions.
result Provides consistency results for kernel PCA and spectral analysis methods.

Study on counting orbits and Poincaré series for specific hyperbolic metrics.

problem Counting orbits and analyzing Poincaré series for strongly hyperbolic metrics.
method Combining ergodic theory techniques with topological flows and symbolic dynamics.
result Obtained orbital counting results and described the domain of analyticity for Poincaré series.

MALA mixes efficiently under smoothness and isoperimetry assumptions.

problem Sampling from target densities efficiently.
method Metropolis-Adjusted Langevin algorithm (MALA) with smoothness and isoperimetry assumptions.
result MALA mixes in $O\left(\frac{(LΥ)^{\frac12}}{ψ_μ^2} \log\left(\frac{1}ε ight) ight)$ iterations.

Gibbs sampler contracts entropy under strong log-concavity, improving mixing time.

problem Improving the mixing time of Gibbs sampler under strong log-concavity.
method Analyzing Gibbs sampler contraction under strong log-concavity, providing sharp contraction rate.
result Gibbs sampler contracts entropy linearly with condition number and independent of dimension under strong log-concavity.

Gradient EM converges exponentially to optimal solution in agnostic mixtures.

problem Fitting kk parametric functions to given data points without a generative model.
method Gradient EM algorithm for agnostic mixtures of arbitrary parametric functions.
result Gradient EM converges exponentially to population loss minimizers with high probability.

We show that the gradient norm f(x)\|\nabla f(x)\| for xexp(f(x))x \sim \exp(-f(x)), where ff is strongly convex and smooth, concentrates tightly around its mean. This removes a barrier in the prior state-of-the-art analysis for the well-studied Metropolized Hamiltonian Monte Carlo (HMC) algorithm for sampling from a strongly l…

2020-02-10abs ↗pdf ↗

New measure of maximal entropy found for a class of geometrically finite groups.

problem Finding a measure of maximal entropy for relatively Anosov groups.
method Constructing reparameterizations and using exponential expansion along unstable foliations.
result The Bowen-Margulis-Sullivan measure is finite and unique for relatively Anosov groups.

Strongly log-concave (SLC) distributions are a rich class of discrete probability distributions over subsets of some ground set. They are strictly more general than strongly Rayleigh (SR) distributions such as the well-known determinantal point process. While SR distributions offer elegant models of diversity, they lac…

2019-06-12abs ↗pdf ↗

The paper extends geometric results from negatively-curved spaces to strictly convex Hilbert geometry.

problem Extending geometric results from negatively-curved spaces to strictly convex Hilbert geometry.
method Demonstrates dynamical and counting results for geometrically-finite strictly convex projective structures with Hilbert metric.
result Hilbert geodesic flow is strongly mixing and orbits and primitive closed geodesics equidistribute.

Paper tackles robust deep learning from weakly dependent data with unbounded loss and input.

problem Tackles robust deep learning from weakly dependent data with unbounded loss and input.
method Establishes non-asymptotic bounds for expected excess risk under strong mixing and ψψ-weak dependence assumptions.
result Derives a relationship between bounds and rr, and shows convergence rate close to i.i.d. results for r=r=\infty.

A new framework uses an Incremental Transformer to design geopolymer mixtures efficiently.

problem Designing geopolymer mixtures with limited data and physical constraints.
method Topology-aware surrogate framework guided by Incremental Transformer.
result The design space is redundant, with fewer effective mixture regimes.

We extend Teichmueller dynamics to a flow on the total space of a flat bundle of deformation spaces of representations of the fundamental group of a fixed surface S in a Lie group G. The resulting dynamical system is a continuous version of the action of the mapping class group of S on the deformation space. We observe…

2017-07-11abs ↗pdf ↗

We study the generalization performance of online learning algorithms trained on samples coming from a dependent source of data. We show that the generalization error of any stable online algorithm concentrates around its regret--an easily computable statistic of the online performance of the algorithm--when the underl…

2011-10-11abs ↗pdf ↗

This paper resolves the Langevin Algorithm's mixing time for log-concave distributions.

problem Resolving the mixing time of the Langevin Algorithm for log-concave sampling.
method Introducing Privacy Amplification by Iteration to analyze Rényi divergence and Optimal Transport smoothing.
result Optimal mixing bounds for the Langevin Algorithm in log-concave sampling settings.

A fundamental result in differential privacy states that the privacy guarantees of a mechanism are preserved by any post-processing of its output. In this paper we investigate under what conditions stochastic post-processing can amplify the privacy of a mechanism. By interpreting post-processing as the application of a…

2019-05-29abs ↗pdf ↗

New bounds for mixing time and privacy in projected Langevin algorithm and noisy SGD.

problem Analyzing mixing times and privacy in projected Langevin algorithm and noisy SGD.
method New bounds derived using PABI framework and optimization problems.
result New bounds for mixing time and privacy in projected Langevin algorithm and noisy SGD, showing dependency on gradient regularity.

New MIP methods improve training of integer-valued neural networks.

problem Training integer-valued neural networks with limited data and resources.
method Formulated new MIP models to optimize training efficiency and handle more data.
result Significantly outperforms previous state-of-the-art methods in accuracy, training time, and data usage.

We study the problem of controlling linear time-invariant systems with known noisy dynamics and adversarially chosen quadratic losses. We present the first efficient online learning algorithms in this setting that guarantee O(T)O(\sqrt{T}) regret under mild assumptions, where TT is the time horizon. Our algorithms rely …

2018-06-19abs ↗pdf ↗

We consider the problem of sampling from a density of the form p(x)exp(f(x)g(x))p(x) \propto \exp(-f(x)- g(x)), where f:RdRf: \mathbb{R}^d \rightarrow \mathbb{R} is a smooth and strongly convex function and g:RdRg: \mathbb{R}^d \rightarrow \mathbb{R} is a convex and Lipschitz function. We propose a new algorithm based on the Metropolis-Has…

2019-10-01abs ↗pdf ↗

Independent component analysis (ICA) is a cornerstone of modern data analysis. Its goal is to recover a latent random vector S with independent components from samples of X=AS where A is an unknown mixing matrix. Critically, all existing methods for ICA rely on and exploit strongly the assumption that S is not Gaussian…

2018-04-02abs ↗pdf ↗

We consider the problem of sampling from a strongly log-concave density in Rd\mathbb{R}^d, and prove a non-asymptotic upper bound on the mixing time of the Metropolis-adjusted Langevin algorithm (MALA). The method draws samples by simulating a Markov chain obtained from the discretization of an appropriate Langevin dif…

2018-01-08abs ↗pdf ↗

Unified approach for first-order methods with Markovian noise in stochastic optimization and variational inequalities.

problem Stochastic optimization problems with Markovian noise.
method Unified theoretical analysis of first-order gradient methods using randomized batching and multilevel Monte Carlo.
result Optimal (linear) dependence on the mixing time of the noise sequence, eliminating previous limiting assumptions.

The literature on statistical learning for time series assumes the asymptotic independence or ``mixing' of the data-generating process. These mixing assumptions are never tested, nor are there methods for estimating mixing rates from data. We give an estimator for the ββ-mixing rate based on a single stationary sample…

2011-03-04abs ↗pdf ↗

Library learns Bayesian networks from mixed data without discretization.

problem Learning Bayesian networks from mixed data (discrete and continuous variables).
method Proposes an algorithm for structural and parameter learning of Bayesian networks from mixed data using a mixed MI score function and Gaussian approximation. Offers two graph structure enumeration algorithms.
result Advantages in solving approximation and gap recovery problems on synthetic and real datasets.

Study on Lane-Emden equation on curved spaces, revealing new existence and non-existence phenomena.

problem Existence and non-existence of positive solutions for the Lane-Emden equation on Riemannian models.
method Analysis of the subcritical Lane-Emden equation on various Riemannian manifolds with polynomial volume growth.
result Subcritical regime divides into three ranges with distinct existence and non-existence phenomena.