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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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173345518690 · Jun 202019922001200920172026
48 results for tight sample size

Improved statistical efficiency of Thompson Sampling for combinatorial semi-bandits.

problem Efficiency of policies in stochastic combinatorial multi-armed bandits with semi-bandit feedback.
method Analysis of Combinatorial Thompson Sampling (CTS) using Beta and Gaussian priors for mutually independent and multivariate sub-Gaussian outcomes.
result CTS provides an efficient policy with optimal asymptotic regret for both mutually independent and multivariate sub-Gaussian outcomes.

This paper tightens information-theoretic bounds on generalization errors.

problem Understanding the discrepancy between training and testing data losses.
method Investigates the tightness of information-theoretic bounds on generalization error.
result The individual sample mutual information bound can be asymptotically tight under specific assumptions.

We develop coresets for multiple ℓ_p regression problems, improving approximation sizes and efficiency.

problem Efficiently approximating multiple ℓ_p regression problems with coresets.
method Construct coresets of size sublinear in m for multiple ℓ_p regression, improving bounds for different p values.
result We construct coresets with size nearly optimal in d and independent of m for multiple ℓ_p regression.

Study clusters distributions with known or unknown clusters using distribution testing.

problem Cluster distributions that are ε\varepsilon-far in total variation.
method Distribution testing approach to establish upper and lower bounds on sample complexity.
result Achieves tight sample complexity bounds for all regimes (up to a logarithmic factor).

We propose and analyze StoROO, an algorithm for risk optimization on stochastic black-box functions derived from StoOO. Motivated by risk-averse decision making fields like agriculture, medicine, biology or finance, we do not focus on the mean payoff but on generic functionals of the return distribution. We provide a g…

2019-04-17abs ↗pdf ↗

New findings on boosting sample complexity and implications for hardcore theorem.

problem Understanding the sample complexity of smooth boosting and its implications.
method Analyzing the sample complexity of smooth boosting and relating it to the hardcore theorem.
result The sample complexity of smooth boosting matches existing overhead and provides a separation from distribution-independent boosting.

We design and mathematically analyze sampling-based algorithms for regularized loss minimization problems that are implementable in popular computational models for large data, in which the access to the data is restricted in some way. Our main result is that if the regularizer's effect does not become negligible as th…

2019-05-26abs ↗pdf ↗

In this paper we propose a fast online Kernel SVM algorithm under tight budget constraints. We propose to split the input space using LVQ and train a Kernel SVM in each cluster. To allow for online training, we propose to limit the size of the support vector set of each cluster using different strategies. We show in th…

2016-12-31abs ↗pdf ↗

The Mallows model, introduced in the seminal paper of Mallows 1957, is one of the most fundamental ranking distribution over the symmetric group SmS_m. To analyze more complex ranking data, several studies considered the Generalized Mallows model defined by Fligner and Verducci 1986. Despite the significant research in…

2019-06-03abs ↗pdf ↗

We consider here 6-regular plane graphs whose faces have size 1, 2 or 3. In Section 2 a practical enumeration method is given that allowed us to enumerate them up to 53 vertices. Subsequently, in Section 3 we enumerate all possible symmetry groups of the spheres that showed up. In Section 4 we introduce a new Goldberg-…

2010-07-27abs ↗pdf ↗

We obtain a tight distribution-specific characterization of the sample complexity of large-margin classification with L_2 regularization: We introduce the γ-adapted-dimension, which is a simple function of the spectrum of a distribution's covariance matrix, and show distribution-specific upper and lower bounds on the s…

2010-11-23abs ↗pdf ↗

Optimizes quadratic bandits with tight Hessian-dependent sample complexity bounds.

problem Understanding optimal sample complexity for quadratic functions.
method Introduces energy allocation and optimal energy spectrum to prove tight lower bounds. Solves for Hessian-independent optimal algorithm.
result Proves optimal Hessian-dependent sample complexities and existence of a universally optimal algorithm.

We study the problem of low-rank tensor factorization in the presence of missing data. We ask the following question: how many sampled entries do we need, to efficiently and exactly reconstruct a tensor with a low-rank orthogonal decomposition? We propose a novel alternating minimization based method which iteratively …

2014-06-11abs ↗pdf ↗

We study the problem of identifying correlations in multivariate data, under information constraints: Either on the amount of memory that can be used by the algorithm, or the amount of communication when the data is distributed across several machines. We prove a tight trade-off between the memory/communication complex…

2018-03-04abs ↗pdf ↗

Paper proposes a cost-sensitive conformal training method with provably controllable learning bounds.

problem Uncertainty quantification and learning bounds in conformal prediction.
method Cost-sensitive conformal training algorithm that minimizes the expected size of prediction sets using rank weighting.
result Theoretical analysis shows tightness between weighted objective and expected size of conformal prediction sets.

The study tightens bounds on binomial probabilities and minimums using KL-divergence.

problem Tightening bounds on binomial probabilities and minimums of i.i.d. Binomials.
method Applied Sanov's theorem to derive upper and lower bounds on binomial tail probabilities and minimums, expressed in terms of KL-divergence.
result High probability upper and lower bounds on the minimum of i.i.d. Binomial random variables, finite sample, asymptotically tight.

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.

An ε\varepsilon-coreset for Least-Mean-Squares (LMS) of a matrix ARn×dA\in{\mathbb{R}}^{n\times d} is a small weighted subset of its rows that approximates the sum of squared distances from its rows to every affine kk-dimensional subspace of Rd{\mathbb{R}}^d, up to a factor of 1±ε1\pm\varepsilon. Such coresets are useful…

2019-07-02abs ↗pdf ↗

We study the problem of high-dimensional linear regression in a robust model where an εε-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are drawn from a Gaussian distribution N(0,Σ)\mathcal{N}(0, Σ) on Rd\mathbb{R}^d. We give near…

2018-05-31abs ↗pdf ↗

FAQ efficiently evaluates LLMs with statistical guarantees using adaptive query selection.

problem Efficiently evaluating many LLMs on a large suite of benchmarks is expensive.
method FAQ uses Bayesian factor models, adaptive sampling, and proactive active inference to select queries.
result FAQ delivers up to 5x effective sample size gains over baselines, matching CI width with fewer queries.

Measuring Mutual Information (MI) between high-dimensional, continuous, random variables from observed samples has wide theoretical and practical applications. Recent work, MINE (Belghazi et al. 2018), focused on estimating tight variational lower bounds of MI using neural networks, but assumed unlimited supply of samp…

2019-05-08abs ↗pdf ↗

Meta learning of optimal classifier error rates allows an experimenter to empirically estimate the intrinsic ability of any estimator to discriminate between two populations, circumventing the difficult problem of estimating the optimal Bayes classifier. To this end we propose a weighted nearest neighbor (WNN) graph es…

2017-10-31abs ↗pdf ↗

Unified framework for SGMoE resolves estimation and selection issues.

problem Non-identifiability, coupled differential relations, and tight coupling in softmax-Gated models.
method Unified statistical framework with Voronoi-type loss functions and dendrograms of mixing measures.
result Consistent selection of the number of experts without model sweeps, optimal parameter rates under overfitting.

GOTabPFN improves tabular model performance with compact tokenization for HDLSS data.

problem Making tabular models effective for high-dimensional, low-sample size data without retraining.
method Introducing Graph-guided Ordering with Local Refinement (GO-LR) and Neuro-Inspired Subunit Compression (NSC) to create compact meta-features.
result GOTabPFN improves stability and accuracy in tabular benchmarks with compact tokenization.

Cer-Eval saves LLM evaluation costs while maintaining accuracy.

problem Challenges in evaluating large language models due to large dataset requirements.
method Adapts to different evaluation objectives, uses test sample complexity, and develops a partition-based algorithm.
result Cer-Eval can save 20-40% test points with comparable accuracy and 95% confidence guarantee.

A collection Δ Δ of simple closed curves on an orientable surface is an algebraic k k -system if the algebraic intersection number α,β\langle α,β\rangle is equal to kk in absolute value for every α,βΔ α, β\in Δ distinct. Generalizing a theorem of [MRT14] we compute that the maximum size of an algebraic kk-system of c…

2019-11-19abs ↗pdf ↗

This study tightens bounds on how GD and SGD generalize in smooth convex optimization problems.

problem Understanding how GD and SGD generalize in smooth stochastic convex optimization problems.
method Provided tight excess risk lower bounds for GD and SGD under different conditions.
result Lower bounds suggest overfitting occurs and gaps remain in some cases.