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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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146291437582 · Jun 202019922001200920172026
48 results for total variation bound

The paper studies curves in Riemannian manifolds using total variation flow.

problem Analyzing the evolution of curves in Riemannian manifolds using total variation.
method Defining and proving the existence of strong solutions to the flow equations, showing variational equality, and proving convergence.
result Strong solutions converge to a constant map in finite time for non-positive sectional curvature.

Optimal pre-processing reduces disparate impact by minimizing total variation distance.

problem Achieving fairness in data outputs based on protected attributes.
method Using pre-processing to enforce fairness, minimizing total variation distance between pre-processed and original data distributions.
result The problem of fairness can be formulated as a linear program, efficiently solvable.

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 1o(1)1-o(1), where o(1)o(1) is of order 1/loglog(1/TV)1/\log\log(1/\mathrm{TV}).

Estimates parameters of interconnected linear systems using total variation penalization.

problem Joint estimation of parameters in interconnected linear dynamical systems.
method Total variation penalized least-squares estimator.
result The MSE goes to zero as the number of systems increases, even with constant trajectory length.

Paper establishes lower bounds for non-stationary kernelized bandits.

problem Optimizing functions with noisy observations in non-stationary scenarios.
method Develops algorithm-independent lower bounds for time-varying functions under total variation constraints.
result First algorithm-independent lower bounds for time-varying kernelized bandits.

The study improves PAC-Bayesian bounds for adversarial generative models.

problem Improving generalization bounds for adversarial generative models.
method Extending PAC-Bayesian theory to generative models, developing bounds for Wasserstein and total variation distances.
result New training objectives for Wasserstein and Energy-Based GANs.

The paper develops estimators for variance in graph structures using fused lasso.

problem Variance estimation in graph-structured problems.
method Developed linear time estimator for homoscedastic case and total variation regularization estimator for heteroscedastic case.
result Minimax rates and consistency for variance estimation in various graph structures.

New method relaxes TV distance for two-sample testing without distributional assumptions.

problem Challenges in certifying equality or providing tight bounds on TV distance for two distributions.
method Examined blurred total variation distance, a relaxation of TV distance.
result Provided theoretical guarantees for upper and lower bounds on blurred TV distance.

New method for tensor completion using nonconvex dual total variation.

problem Tensor completion from partial measurements with exponential-family noise.
method Proposed dual-TV (DTV) regularizers for tensor completion under exponential-family noise.
result Theoretical upper bounds on recovery error for tensor completion.

We consider undiscounted reinforcement learning in Markov decision processes (MDPs) where both the reward functions and the state-transition probabilities may vary (gradually or abruptly) over time. For this problem setting, we propose an algorithm and provide performance guarantees for the regret evaluated against the…

2019-05-14abs ↗pdf ↗

Algorithm learns affine transformations robustly from corrupted samples.

problem Learning affine transformations from corrupted samples.
method New geometric certificate and iterative improvement method.
result Total variation distance of O(ε)O(ε) between learned and original distributions.

Graphs with non-negative Ollivier-Ricci curvature cannot be expanders.

problem Understanding the relationship between graph curvature and expansion properties.
method Proving an inequality linking isoperimetric profiles to total variation decay of random walks.
result Graphs with non-negative Ollivier-Ricci curvature cannot be expanders.

We decompose the evidence lower bound to show the existence of a term measuring the total correlation between latent variables. We use this to motivate our ββ-TCVAE (Total Correlation Variational Autoencoder), a refinement of the state-of-the-art ββ-VAE objective for learning disentangled representations, requiring n…

2018-02-14abs ↗pdf ↗

We deal with irregular curves contained in smooth, closed, and compact surfaces. For curves with finite total intrinsic curvature, a weak notion of parallel transport of tangent vector fields is well-defined in the Sobolev setting. Also, the angle of the parallel transport is a function with bounded variation, and its …

2019-06-25abs ↗pdf ↗

Advances in unsupervised learning enable reconstruction and generation of samples from complex distributions, but this success is marred by the inscrutability of the representations learned. We propose an information-theoretic approach to characterizing disentanglement and dependence in representation learning using mu…

2018-02-16abs ↗pdf ↗

2D Total Variation Denoising (TVD) is a widely used technique for image denoising. It is also an important nonparametric regression method for estimating functions with heterogenous smoothness. Recent results have shown the TVD estimator to be nearly minimax rate optimal for the class of functions with bounded variatio…

2019-02-04abs ↗pdf ↗

The study bounds the stability of Gaussian mixtures under small perturbations.

problem Stability of Gaussian mixtures under small changes in distribution.
method Deriving an explicit bound on parameter stability of spherical Gaussian Mixture Models (sGMM) in a pre-defined model class.
result Upper bound on parameter distance of close sGMMs to the original sGMM, dependent only on the original model.

The paper shows diffusion models can converge faster to a target distribution with low-dimensional structure.

problem Improving the convergence rate of diffusion models to target distributions.
method Analyzing DDIM and DDPM samplers under low-dimensional structure assumptions.
result The iteration complexities of DDIM and DDPM are no greater than k/εk/\varepsilon in total variation distance.

This paper considers the subject of information losses arising from the finite datasets used in the training of neural classifiers. It proves a relationship between such losses as the product of the expected total variation of the estimated neural model with the information about the feature space contained in the hidd…

2019-02-15abs ↗pdf ↗

We consider the problem of online forecasting of sequences of length nn with total-variation at most CnC_n using observations contaminated by independent σσ-subgaussian noise. We design an O(nlogn)O(n\log n)-time algorithm that achieves a cumulative square error of O~(n1/3Cn2/3σ4/3+Cn2)\tilde{O}(n^{1/3}C_n^{2/3}σ^{4/3} + C_n^2) with high pro…

2019-06-08abs ↗pdf ↗

We establish adaptive results for trend filtering: least squares estimation with a penalty on the total variation of (k1)th(k-1)^{\rm th} order differences. Our approach is based on combining a general oracle inequality for the 1\ell_1-penalized least squares estimator with "interpolating vectors" to upper-bound the "effe…

2019-04-24abs ↗pdf ↗

Two algorithms learn Gaussian graphical models from Glauber dynamics trajectories.

problem Learning Gaussian graphical models from dependent data.
method Two complementary approaches: local edge-testing and burn-in/thinning reduction.
result Both approaches provide finite-sample recovery guarantees and empirical comparisons.

We study density estimation for classes of shift-invariant distributions over Rd\mathbb{R}^d. A multidimensional distribution is "shift-invariant" if, roughly speaking, it is close in total variation distance to a small shift of it in any direction. Shift-invariance relaxes smoothness assumptions commonly used in non-p…

2018-11-09abs ↗pdf ↗

New schemes improve error estimates for sampling from non-log-concave distributions.

problem Improving sampling from non-log-concave distributions with super-linear drift growth.
method Developed tamed Euler and randomized Euler schemes with error estimates.
result Near-optimal error bounds for sampling and optimization problems.

Unified analysis of MPLE for Ising models with bounded operator norm or infinity norm.

problem Estimating Ising models in Total Variation distance with limited samples.
method Maximum Pseudo-Likelihood Estimator (MPLE) for two general classes of Ising models.
result Unified framework for polynomial-time estimation in TV distance for two general classes of Ising models.

The study examines the limitations of bi-Lipschitz Normalizing Flows in approximating certain distributions.

problem The expressivity of bi-Lipschitz Normalizing Flows in approximating specific target distributions.
method Characterization of expressivity through lower bounds on Total Variation distance and discussion of potential remedies.
result Several target distributions are difficult to approximate using bi-Lipschitz Normalizing Flows, and lower bounds on their approximation are provided.

Ideas from the image processing literature have recently motivated a new set of clustering algorithms that rely on the concept of total variation. While these algorithms perform well for bi-partitioning tasks, their recursive extensions yield unimpressive results for multiclass clustering tasks. This paper presents a g…

2013-06-05abs ↗pdf ↗

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.

We study an extention of total variation denoising over images to over Cartesian power graphs and its applications to estimating non-parametric network models. The power graph fused lasso (PGFL) segments a matrix by exploiting a known graphical structure, GG, over the rows and columns. Our main results shows that for …

2018-05-25abs ↗pdf ↗

Unified federated learning via GTV minimization.

problem Training local models for decentralized datasets with network structure.
method Formulated federated learning as GTV minimization, developed a decentralized algorithm.
result Upper bound on local model parameters deviation, revealing conditions for pooling homogeneous datasets.

Improved error estimate for SGLD sampling algorithm.

problem Establishing a precise error bound for SGLD.
method Sharp uniform-in-time error estimate for SGLD under mild assumptions.
result Uniform-in-time O(η2)O(η^2) bound for KL-divergence between SGLD and Langevin diffusion.

We show a very simple and general total second variation formula for Perelman's W\mathcal{W}-functional at arbitrary points in the space of Riemannian metrics. Moreover we perform a study of the properties of the variations of Kähler structures. We deduce a quite simple and general total second variation formula for P…

2012-01-04abs ↗pdf ↗