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.

168,657 papers · 148 categories

Trend · papers per month

10192938 · Jun 202019922001200920172026
48 results for studentized median

Optimal multitask learning method for sparse heterogeneous datasets.

problem Efficiently learning from multiple related datasets with sparse task-specific differences.
method MOLAR estimator, combining weighted median and shrinkage.
result Improves estimation error dependence on data dimension compared to task-wise least squares.

The paper provides rigorous guarantees for m-out-of-n bootstrap estimators of sample quantiles.

problem Lack of parameter-free guarantees for robust inference with heavy-tailed data.
method Central limit theorem and Edgeworth expansion for m-out-of-n bootstrap estimators of sample quantiles.
result Established rigorous guarantees for the soundness of m-out-of-n bootstrap estimators of sample quantiles.

We construct compactifications for median spaces with compact intervals, generalising Roller boundaries of CAT(0){\rm CAT}(0) cube complexes. Examples of median spaces with compact intervals include all finite rank median spaces and all proper median spaces of infinite rank. Our methods also work for general median algebra…

2017-08-03abs ↗pdf ↗

ACFS optimizes spectral risk under decision-dependent uncertainty using adaptive forest sampling.

problem Minimizing spectral risk with decision-dependent uncertainty.
method ACFS integrates Generalised Random Forests, CEM-guided exploration, rank-weighted augmentation, and multi-start refinement.
result ACFS achieves lowest median oracle spectral risk on both benchmarks.

Study on median algebra structures on Euclidean spaces and manifolds with local CAT(0) cubulation.

problem Understanding median algebra structures on Euclidean spaces and manifolds.
method Showed local CAT(0) cubulation for median structures on ER homology manifolds.
result Median structures on ER homology manifolds have a local CAT(0) cubulation structure.

We prove a version of the Tits alternative for groups acting on complete, finite rank median spaces. This shows that group actions on finite rank median spaces are much more restricted than actions on general median spaces. Along the way, we extend to median spaces the Caprace-Sageev machinery and part of Hagen's theor…

2017-08-03abs ↗pdf ↗

We show that uniform lattices of isometries of products of real hyperbolic spaces act properly discontinuously and cocompactly on a median space. For lattices in products of at least two factors, this is the strongest degree of compatibility possible with the median geometry. Our theorem is also relevant for potential …

2017-08-01abs ↗pdf ↗

We introduce and begin to explore the mean and median of finite sets of shapes represented as integral currents. The median can be computed efficiently in practice, and we focus most of our theoretical and computational attention on medians. We consider questions on the existence and regularity of medians. While the me…

2018-02-14abs ↗pdf ↗

A method for estimating the median of gradients in stochastic optimization.

problem Robust gradient estimation in stochastic optimization for various applications.
method Stochastic Proximal Point Method for median gradient estimation.
result The proposed method can converge even under heavy-tailed, state-dependent noise.

This paper introduces online algorithms to estimate robust geometric median in large data streams.

problem Detecting outliers in large data sets using robust statistical measures.
method Online stochastic Newton methods for estimating the geometric median.
result Rates of convergence for online estimation of the geometric median.

The study finds that maximizing median returns is the only viable strategy in portfolio selection.

problem Difficulties in studying optimal portfolio strategies due to discontinuity and time inconsistency in maximizing median and quantile returns.
method Used intra-personal equilibrium approach to analyze portfolio selection under median and quantile maximization.
result Median maximization is the only viable strategy, with no investment in risky assets for other quantiles.

The consistency of Fréchet medians is proved for probability measures in proper metric spaces. In the context of Riemannian manifolds, assuming that the probability measure has more than a half mass lying in a convex ball and verifies some concentration conditions, the positions of its Fréchet medians are estimated. It…

2011-10-18abs ↗pdf ↗

In high dimensions, the mean and geometric median are nearly identical.

problem Understanding the relationship between mean and geometric median in high-dimensional spaces.
method Analytical derivation and simulation of the distance between mean and geometric median.
result The distance between mean and geometric median vanishes with dimensionality in high dimensions.

This article is devoted to the problem of predicting the value taken by a random permutation ΣΣ, describing the preferences of an individual over a set of numbered items {1,  ,  n}\{1,\; \ldots,\; n\} say, based on the observation of an input/explanatory r.v. XX e.g. characteristics of the individual), when error is measured…

2017-10-31abs ↗pdf ↗

Median-of-means sampling outperforms mean-of-means for large sample sizes in numerical integration.

problem Improving numerical integration accuracy in high dimensions.
method Median-of-means sampling compared to mean-of-means using RQMC methods.
result Median-of-means sampling is superior for large sample sizes, while mean-of-means is better for smaller sample sizes.

Upper bound for Hausdorff distance between hyperbolic space and its medianization.

problem Calculating the Hausdorff distance between hyperbolic space and its medianization.
method Using de Sitter space to model finite-dimensional hyperbolic space and its medianization, calculating the Hausdorff distance.
result An upper bound for the Hausdorff distance between hyperbolic space and its medianization is calculated.

Paper proposes a novel method to improve matrix completion with median loss for large datasets.

problem Matrix completion with absolute deviation loss for large-scale data.
method Proposes a refinement step using pseudo data to improve inefficient estimators of median matrix completion.
result Turns inefficient estimators into a rate (near-)optimal matrix completion procedure.

Marine buoys aid in the battle against Illegal, Unreported and Unregulated (IUU) fishing by detecting fishing vessels in their vicinity. Marine buoys, however, may be disrupted by natural causes and buoy vandalism. In this paper, we formulate marine buoy placement as a clustering problem, and propose dropout k-means an…

2020-01-02abs ↗pdf ↗

In kernel methods, the median heuristic has been widely used as a way of setting the bandwidth of RBF kernels. While its empirical performances make it a safe choice under many circumstances, there is little theoretical understanding of why this is the case. Our aim in this paper is to advance our understanding of the …

2017-07-23abs ↗pdf ↗

The study uses Hidden Markov Models to analyze student enrollment patterns and academic performance.

problem Limited understanding of how enrollment patterns affect academic performance.
method Applied Hidden Markov Models to categorize enrollment strategies and compare academic outcomes.
result Mixed enrollment strategies lead to better academic performance, especially during part-time semesters.

Study shows Roller compactification's median graph has limited asymptotic dimension.

problem Understanding the asymptotic dimension of Roller compactifications.
method Proved using finite dimensional CAT(0) cube complexes and Borel median graph.
result Borel asymptotic dimension is bounded by the complex's dimension.

Improved private geometric median estimation with nearly-linear time complexity.

problem Estimating the geometric median of a dataset while maintaining privacy.
method Improved algorithm using subsampling and geometric aggregation, achieving nearly-linear runtime.
result Achieves the same approximation quality as previous methods but with nearly-linear runtime.

Predicts student performance in interactive online question pools using GNNs.

problem Predicting student performance in interactive online question pools with evolving knowledge.
method Proposes R^2GCN, a GNN model for heterogeneous networks to predict student performance.
result Achieves higher accuracy in student performance prediction than traditional methods.

New method explains survival analysis models using median-SHAP.

problem Need for explainable AI in medical applications, especially for survival analysis.
method Introduces median-SHAP for explaining survival analysis models.
result Conventionally used mean anchor point can lead to misleading interpretations; median-SHAP provides a better approach.

We describe in this paper the theory and practice behind a new modal clustering method for binary data. Our approach (BinNNMS) is based on the nearest neighbor median shift. The median shift is an extension of the well-known mean shift, which was designed for continuous data, to handle binary data. We demonstrate that …

2019-02-11abs ↗pdf ↗

Groups with specific properties have similar cubulations and coarse median structures.

problem Understanding the structure of certain groups through cubical coarsening.
method Analyzing right-angled Artin and Coxeter groups, focusing on automorphisms and cubulations.
result Automorphisms of specific groups preserve coarse median structures and have nice fixed subgroups.

We consider the non-parametric regression problem under Huber's εε-contamination model, in which an εε fraction of observations are subject to arbitrary adversarial noise. We first show that a simple local binning median step can effectively remove the adversary noise and this median estimator is minimax optimal up t…

2018-05-26abs ↗pdf ↗

Each year, roughly 30% of first-year students at US baccalaureate institutions do not return for their second year and over $9 billion is spent educating these students. Yet, little quantitative research has analyzed the causes and possible remedies for student attrition. Here, we describe initial efforts to model stud…

2016-06-20abs ↗pdf ↗