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.
Sharp inequality between TV and Hellinger distances for Gaussian mixtures.
problem Understanding the relationship between total variation and Hellinger distances for Gaussian mixtures.
method Established a general upper bound on Hellinger distance in terms of TV distance raised to a power, demonstrating sharpness with specific examples.
result The Hellinger distance between two Gaussian mixtures is bounded by the TV distance raised to a power 1−o(1), where o(1) is of order 1/loglog(1/TV).
Study on kinetic Langevin diffusions and their couplings, showing subtle TV bounds and new non-Markovian couplings.
problem Understanding and quantifying the TV distance between solutions of kinetic Langevin diffusions with different initial values.
method Established new non-Markovian couplings for kinetic Langevin diffusions, derived from optimal coalescence trajectories, and analyzed their TV bounds.
result No Markovian coupling can capture the asymptotic decay rate of the TV distance between solutions of kinetic Langevin diffusions with different initial values.
Characterizing the phase transitions of convex optimizations in recovering structured signals or data is of central importance in compressed sensing, machine learning and statistics. The phase transitions of many convex optimization signal recovery methods such as ℓ1 minimization and nuclear norm minimization are…
Decision trees and shallow neural networks have different geometric complexities, impacting their interpretability and accuracy.
problem The geometric simplicity of decision boundaries in decision trees conflicts with the approximation capabilities of shallow neural networks.
method Analysis of the Radon total variation (RTV) seminorm to compare geometric complexity of decision regions and neural network approximations.
result Smooth barrier scores can approximate decision regions with finite RTV, but their performance depends on the tube-mass condition near the decision boundary.
A generalized additive model (GAM, Hastie and Tibshirani (1987)) is a nonparametric model by the sum of univariate functions with respect to each explanatory variable, i.e., f(x)=∑fj(xj), where xj∈R is j-th component of a sample x∈Rp. In this paper, we introd…
Improved sampling from high-dimensional Gaussians using smoothed scores.
problem Sampling from high-dimensional Gaussian distributions with gradient information.
method Using smoothed scores, which are gradients of the logarithms of Gaussian-convolved densities, to overcome approximation barriers.
result Improved sampling efficiency with a complexity of \(O\left(\left(\logκ+\log(e\sqrt d/δ_{
m TV})
ight)\log(e\sqrt d/δ_{
m TV})
ight)\) smoothed-score queries.
In recent years, total variation (TV) and Euler's elastica (EE) have been successfully applied to image processing tasks such as denoising and inpainting. This paper investigates how to extend TV and EE to the supervised learning settings on high dimensional data. The supervised learning problem can be formulated as an…
We study \emph{TV regularization}, a widely used technique for eliciting structured sparsity. In particular, we propose efficient algorithms for computing prox-operators for ℓp-norm TV. The most important among these is ℓ1-norm TV, for whose prox-operator we present a new geometric analysis which unveils a …
Study sample complexity of robust binary hypothesis testing under different contamination models.
problem Analyzing the sample complexity of robust binary hypothesis testing under various contamination models.
method Examined three standard contamination models: ε-additive (Huber), ε-subtractive, and ε-total variation (TV). Provided explicit formulas for least favourable distributions and compared sample complexities across models.
result Sample complexities are highly unstable in the contamination parameter ε and comparable up to constant-factor rescaling of ε across models.
Consider the following problem: given two arbitrary densities q1,q2 and a sample-access to an unknown target density p, find which of the qi's is closer to p in total variation. A remarkable result due to Yatracos shows that this problem is tractable in the following sense: there exists an algorithm that use…
This paper deals with continuity preservation when minimizing generalized total variation with a L2 fidelity term or a Dirichlet boundary condition. We extend several recent results in the two cases, mainly by showing comparison principles for the prescribed mean curvature problem satisfied by the level-sets of such…
The total variation (TV) penalty, as many other analysis-sparsity problems, does not lead to separable factors or a proximal operatorwith a closed-form expression, such as soft thresholding for the ℓ_1 penalty. As a result, in a variational formulation of an inverse problem or statisticallearning estimation, it l…
The use of machine-learning in neuroimaging offers new perspectives in early diagnosis and prognosis of brain diseases. Although such multivariate methods can capture complex relationships in the data, traditional approaches provide irregular (l2 penalty) or scattered (l1 penalty) predictive pattern with a very limited…
Estimating the level set of a signal from measurements is a task that arises in a variety of fields, including medical imaging, astronomy, and digital elevation mapping. Motivated by scenarios where accurate and complete measurements of the signal may not available, we examine here a simple procedure for estimating the…
We propose and analyze a method for semi-supervised learning from partially-labeled network-structured data. Our approach is based on a graph signal recovery interpretation under a clustering hypothesis that labels of data points belonging to the same well-connected subset (cluster) are similar valued. This lends natur…
This work formulates a novel song recommender system as a matrix completion problem that benefits from collaborative filtering through Non-negative Matrix Factorization (NMF) and content-based filtering via total variation (TV) on graphs. The graphs encode both playlist proximity information and song similarity, using …
Principal component analysis (PCA) is an exploratory tool widely used in data analysis to uncover dominant patterns of variability within a population. Despite its ability to represent a data set in a low-dimensional space, the interpretability of PCA remains limited. However, in neuroimaging, it is essential to uncove…