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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.

169,291 papers · 148 categories

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48 results for uniform deviation bounds

Paper provides uniform deviation bounds for unbounded loss functions, improving k-Means clustering bounds.

problem Uniform deviation bounds for unbounded loss functions, specifically k-Means clustering.
method Novel framework to obtain uniform deviation bounds for unbounded loss functions.
result Improved bounds for k-Means clustering under weak assumptions, achieving $\mathcal{O}\left(m^{-\frac12} ight)$ rate.

The paper provides a new uniform tail bound for empirical processes.

problem Developing a uniform tail bound for empirical processes indexed by a class of functions.
method Introducing a deflation step to the standard generic chaining argument, and using a natural seminorm based on Cramér functions.
result Established a new uniform tail bound for empirical processes.

Unified bounds for sketched bilinear forms in machine learning and statistics.

problem Uniform bounds on sketched bilinear forms for modern analyses.
method Generic chaining and new techniques for handling suprema over pairs of sets.
result Improved convergence bounds for sketched Federated Learning and bandit algorithms.

Study on order book dynamics with uniform catastrophes, explaining volatility and trends.

problem Understanding volatility and trends in financial markets with different types of liquidity.
method Stochastic models and population processes with uniform catastrophes.
result Law of large numbers, central limit theorem, and large deviations proved for the model.

Suppose kk centers are fit to mm points by heuristically minimizing the kk-means cost; what is the corresponding fit over the source distribution? This question is resolved here for distributions with p4p\geq 4 bounded moments; in particular, the difference between the sample cost and distribution cost decays with $…

2013-11-08abs ↗pdf ↗

Paper extends nonparametric regression bounds for dependent β\beta-mixing samples.

problem Analyzing error in nonparametric regression with dependent data.
method Extends uniform deviation inequalities from independent to dependent β\beta-mixing samples.
result Derives generalization bounds for nonparametric regression with dependent data.

Adding noise controls capacity of function compositions.

problem Large capacity of function compositions with bounded capacity classes.
method Adding Gaussian noise to the output of F\mathcal{F} before composing with H\mathcal{H}.
result Noise effectively controls the capacity of HF\mathcal{H} \circ \mathcal{F}, offering a general recipe for modular design.

We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression, and variants of this problem including constraints on the parameters of the linear combination. When the input distribution is known, there already exists an algorithm having an expected excess…

2009-02-10abs ↗pdf ↗

The paper provides a finite-sample deviation bound for stable autoregressive processes.

problem Deviation bounds for least squares estimators in Gaussian AR(n) processes.
method Utilizes martingale concentration inequalities and tail-bound for χ² distributed variables.
result Problem-dependent finite-time bound on the deviation probability of AR(n) process parameters.

Rank-statistic method approximates ff-divergences without density-ratio estimation.

problem Approximating ff-divergences without explicit density-ratio estimation.
method Mapping distribution rank histograms to discrete ff-divergence and averaging over random projections.
result The rank-statistic estimator is a lower bound of the true ff-divergence and converges under mild conditions.

Authors derive the first two terms of the Hartman-Watson distribution's expansion for small t.

problem The Hartman-Watson distribution's integral density is difficult to evaluate numerically for small t.
method Saddle point methods and numerical estimates of the integrand.
result Obtained the first two terms of the to0t o 0 expansion of the Hartman-Watson distribution.

Secure gradient descent method for high-dimensional learning with Byzantine workers.

problem Secure training in high-dimensional statistical learning with unreliable workers.
method Proposes a secure variant of gradient descent method that can tolerate up to a constant fraction of Byzantine workers.
result Converges in O(log N) rounds to O(√(q/N) + √(d/N)) error rate, achieving optimal error rate O(√(d/N)) when q=O(d).

In this paper, we study the risk bounds for samples independently drawn from an infinitely divisible (ID) distribution. In particular, based on a martingale method, we develop two deviation inequalities for a sequence of random variables of an ID distribution with zero Gaussian component. By applying the deviation ineq…

2012-02-14abs ↗pdf ↗

New uniform K-theory and Poincare duality established for manifolds.

problem Developing a new framework for K-theory and K-homology.
method Constructing uniform K-homology, defining external and cap products, proving homotopy invariance and Poincare duality.
result Established Poincare duality between uniform K-theory and uniform K-homology on spin-c manifolds.

Uniform entropy bound for Ricci shrinkers with bounded curvature.

problem Bounding entropy for Ricci shrinkers with specific curvature constraints.
method Establishing uniform entropy bounds for simply connected Ricci shrinkers with a finite second homotopy group and uniform curvature bounds.
result Uniform entropy bound for simply connected Ricci shrinkers with a finite second homotopy group and uniform curvature bounds.

This work certifies non-uniform bounds against adversarial attacks for neural networks.

problem Certifying robust regions around data points against non-uniform adversarial attacks.
method Formulated as an optimization problem with nonlinear constraints, using the augmented Lagrangian method for general feedforward neural networks.
result Non-uniform bounds have larger volumes and better interpretability compared to uniform bounds.

New method improves solving combinatorial optimization problems with smoothed policies.

problem Solving combinatorial optimization problems repeatedly with varying instances.
method Smoothed policies with controlled random perturbations to linear oracle, leading to differentiable surrogate risk.
result Generalization bound decomposes excess risk into bias, estimation, and optimization components.

Researchers introduce a method to assess the safety of interpretable machine learning models.

problem Ensuring safety in machine learning models that are easy to understand.
method Introduce maximum deviation as an optimization problem to find the largest deviation from a safe reference model.
result Interpretability helps in assessing the safety of machine learning models.

Deviation inequalities and limit laws for random walks on metric spaces.

problem Understanding random walks on metric spaces with contracting isometries.
method Adapting Gouëzel's pivotal time construction to establish deviation inequalities.
result Exponential bounds and limit laws for random walks on mapping class groups and CAT(0) spaces.

Study generalizes matrix completion with side info in low noise settings.

problem Matrix completion with side information in low noise conditions.
method Inductive matrix completion with i.i.d. subgaussian noise, uniform sampling, and side information.
result Generalization bounds with noise scaling, convergence to zero, and logarithmic dependence on matrix size.

This article provides a new toolbox to derive sparse recovery guarantees from small deviations on extreme singular values or extreme eigenvalues obtained in Random Matrix Theory. This work is based on Restricted Isometry Constants (RICs) which are a pivotal notion in Compressed Sensing and High-Dimensional Statistics a…

2016-04-05abs ↗pdf ↗

Study shows gap between uniform convergence and test error in random feature models.

problem Understanding the gap between uniform convergence and test error in random feature models.
method Analytical expressions for uniform convergence over norm balls, interpolators, and minimum norm interpolator risk derived and proved.
result Uniform convergence over interpolators still gives a non-trivial bound of test error even when classical uniform convergence is vacuous.

This paper proves properties of uniformly hyperbolic sets and constructs Markov partitions.

problem Establishing properties of uniformly hyperbolic sets and constructing Markov partitions.
method Backward graph transform, spectral decomposition, shadowing lemma, Markov partitions construction.
result Explicit bounds and Hölder continuity for the coding map.

The study provides a sample complexity estimate for multi-category classifiers with bounded variation.

problem Controlling the deviation between empirical and generalization performances of multi-category classifiers.
method Using the empirical L1-norm covering number and fat-shattering dimension, the study derives a sample size estimate for classifiers of bounded variation.
result The sample size estimate is sufficient for the performances to be close with high probability, improving the dependency on the number of classes.

A new method achieves optimal uniformity in designs with minimal flexibility.

problem Achieving optimal uniformity in designs with minimal flexibility.
method Derive a lower bound on the uniformity constant and use a greedy construction to achieve this bound, then extend the scheme for more flexibility.
result A simple greedy construction achieves the optimal uniformity constant.

Novel concentration inequalities are obtained for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We derive distribution-free deviation bounds with sublinear exponents in deviation size for missing mass and improve the results of Berend and Kontorovich (2013) and Yari Saeed…

2015-03-20abs ↗pdf ↗

Large deviation principle for deep neural networks with ReLU activation.

problem Understanding the behavior of deep neural networks with ReLU activation.
method Proving a large deviation principle for networks with Gaussian weights and ReLU activation functions.
result Simplified expressions and power-series expansions for the ReLU case.

Uniform bounds on harmonic Beltrami differentials and Weil-Petersson curvatures established.

problem Bounding the magnitude of harmonic Beltrami differentials and Weil-Petersson curvatures.
method Using the systole of a hyperbolic surface, the authors derive uniform bounds for the magnitude of harmonic Beltrami differentials and the Weil-Petersson Ricci curvature.
result Uniform bounds on Weil-Petersson curvatures and magnitudes of harmonic Beltrami differentials are established.

Study on U-statistics with heavy-tailed samples, providing tail bounds and LDP.

problem Deviation of U-statistics with heavy-tailed samples.
method Exponential tail bounds and Large Deviation Principle (LDP) for U-statistics.
result Obtained an exponential upper bound for U-statistics tail decay, showing two regions of decay.