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.

168,695 papers · 148 categories

Trend · papers per month

143285428570 · Jun 202019922001200920172026
48 results for uniform sampling

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.

New loss function equivalence reveals PER's uniform sampling can be improved.

problem Improving Prioritized Experience Replay (PER) for better learning efficiency.
method Transforming non-uniformly sampled data loss functions into uniformly sampled ones.
result Some environments can replace PER with a new loss function without performance loss.

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time significantly. For theoretical performance guarantees, each row must be sampled with pr…

2014-08-21abs ↗pdf ↗

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 ↗

New algorithms achieve uniform-PAC guarantees for RL with bounded eluder dimension.

problem Achieving strong performance guarantees in reinforcement learning.
method Proposes algorithms for nonlinear bandits and model-based episodic RL with a bounded eluder dimension.
result Achieves uniform-PAC sample complexity that matches state-of-the-art regret bounds or sample complexity guarantees.

Improved sampling accuracy in SG-MCMC methods via non-uniform gradient subsampling.

problem Computational inefficiency and sampling error in stochastic gradient MCMC methods.
method Proposes a non-uniform subsampling scheme to reduce sampling error in EWSG, a variant of SG-MCMC.
result EWSG reduces sampling error compared to uniform subsampling, improving accuracy without sacrificing convergence speed.

New sampler improves uniform sampling over convex bodies with fewer queries.

problem Improving uniform sampling over convex bodies with fewer queries.
method Proximal sampler with uniform ergodicity and annealing scheme.
result Converges in Rényi-infinity divergence with O~(d3extpolylog1ε)\widetilde{\mathcal{O}}(d^3\, ext{polylog} \frac{1}{\varepsilon}) query complexity.

SURF steers scalarization weights to uniformly traverse the Pareto front.

problem Non-uniform coverage of the Pareto front when using scalarization weights.
method Geometric analysis and CDF mapping to select weights for uniform coverage.
result SURF converges to uniform Pareto front coverage under provable conditions.

Learning ReLU networks to high uniform accuracy requires exponentially many samples.

problem Achieving high uniform accuracy on ReLU networks for security-critical applications.
method Quantified the number of training samples needed for any algorithm to guarantee uniform accuracy.
result The minimal number of training samples scales exponentially with network depth and input dimension.

New sampling bounds improve uniform coverage verification in machine learning.

problem Conservative bounds in classical coverage analyses at small failure probabilities.
method Variance-based analysis of uniform random sampling on a dd-dimensional unit hypercube.
result Sample complexity bound with logarithmic dependence on failure probability.

Improved matrix completion for non-uniformly sampled data.

problem Estimating unobserved entries in a matrix with varying sampling probabilities.
method Developed entry-specific bounds for low-rank matrix completion under structured non-uniform sampling.
result Error bounds for each entry match minimax lower bounds under certain conditions.

Wedge Sampling improves tensor completion with nearly-linear sample complexity.

problem Efficiently completing low-rank tensors from a subset of entries.
method Non-adaptive wedge sampling to promote structured connections in tensor completion.
result Polynomial-time algorithms achieve weak and exact recovery with nearly linear sample complexity.

Energy-efficient sampling for machine learning using magnetic tunnel junctions.

problem Costly and inefficient random sampling in machine learning.
method Energy-efficient algorithm using stochastic magnetic tunnel junctions for uniform Float16 sampling.
result Higher energy efficiency than state-of-the-art algorithms, with a minimum factor of 9721.

We propose a new setting for testing properties of distributions while receiving samples from several distributions, but few samples per distribution. Given samples from ss distributions, p1,p2,,psp_1, p_2, \ldots, p_s, we design testers for the following problems: (1) Uniformity Testing: Testing whether all the pip_i's are …

2019-11-17abs ↗pdf ↗

Validates conformal prediction for network data under non-uniform sampling.

problem Validity of conformal prediction for network data under non-representative sampling.
method Interprets sampling mechanisms as selection rules, studies validity conditional on selection events, uses permutation invariance and joint exchangeability.
result Finite-sample validity of conformal prediction for certain selection events and asymptotic validity for random walk sampling.

Adaptive sampling improves graph diffusion models by maintaining uniform information speed.

problem Standard diffusion models overlook non-homogeneous dynamics on complex manifolds.
method Information-geometric framework using Fisher-Rao metric and Drift Variation Score (DVS).
result DVS solver ensures uniform rate of distributional change, improving structural fidelity and efficiency.

We show that the sets in a family with finite VC dimension can be uniformly approximated within a given error by a finite partition. Immediate corollaries include the fact that VC classes have finite bracketing numbers, satisfy uniform laws of averages under strong dependence, and exhibit uniform mixing. Our results ar…

2010-07-23abs ↗pdf ↗

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 study distribution testing with communication and memory constraints in the following computational models: (1) The {\em one-pass streaming model} where the goal is to minimize the sample complexity of the protocol subject to a memory constraint, and (2) A {\em distributed model} where the data samples reside at mul…

2019-06-11abs ↗pdf ↗

Study tests uniformity of categorical data against missing-ball alternatives, finding chi-squared test outperforms.

problem Testing uniformity of categorical data against missing-ball alternatives.
method Characterizes minimax risk, uses collisions and chi-squared test, reduces to structured subset of alternatives.
result Minimax test outperforms chi-squared test under least favorable alternative.

Paper tackles estimating initial conditions of spatio-temporal processes from sparse data.

problem Estimating initial conditions of spatio-temporal advection-diffusion processes from sparse data.
method Regularized convex optimization problem with Alternating Direction Method of Multipliers.
result Efficient solutions for non-uniform and shifted uniform sampling schemes.

Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform sampling can guarantee that the sampled stochastic quantity is an unbiased estim…

2014-01-13abs ↗pdf ↗

Matrix completion has been well studied under the uniform sampling model and the trace-norm regularized methods perform well both theoretically and numerically in such a setting. However, the uniform sampling model is unrealistic for a range of applications and the standard trace-norm relaxation can behave very poorly …

2013-03-02abs ↗pdf ↗

New method improves active statistical inference by reducing noise.

problem Inaccurate uncertainty estimates in active sampling lead to noisy results.
method Robust sampling strategies that interpolate between uniform and active sampling based on uncertainty scores.
result The robust sampling ensures that the estimator is never worse than uniform sampling and usually outperforms active inference.

Generative Adversarial Networks (GAN) training process, in most cases, apply Uniform or Gaussian sampling methods in the latent space, which probably spends most of the computation on examples that can be properly handled and easy to generate. Theoretically, importance sampling speeds up stochastic optimization in supe…

2019-10-06abs ↗pdf ↗

GADD accelerates uniform-rate discrete diffusion models by 2 orders of magnitude.

problem Slow sampling in uniform-rate discrete diffusion models.
method Gibbs-based corrector (GADD) that constructs Gibbs posterior likelihoods directly from the concrete score function.
result Achieves an overall sampling complexity of O(polylog(ε1))\mathcal{O}(\mathrm{polylog} (\varepsilon^{-1})).

Residual neural networks don't help overcome sampling complexity issues.

problem Learning invertible residual neural networks from samples is hard due to the curse of dimensionality.
method Investigated invertible residual neural networks and their sampling complexity.
result Invertible residual neural networks still suffer from the curse of dimensionality in sampling complexity.

The paper analyzes convergence of neural SDEs as sample size increases.

problem Understanding the limiting behavior of neural SDEs as sample size grows.
method Analyzes Hamilton-Jacobi-Bellman equation and uses stochastic maximum principle.
result Convergence of minima and optimal parameters of neural SDEs as sample size increases.

Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the concept of an asymptotically linear estimator and the associated influence func…

2017-09-06abs ↗pdf ↗

New algorithm FLUTE achieves uniform-PAC convergence in RL with linear approx.

problem RL with linear function approximation lacks uniform-PAC guarantees.
method FLUTE algorithm with minimax value function estimator and multi-level partition scheme.
result Uniform-PAC convergence to optimal policy with high probability.

Driven by the need for parallelizable hyperparameter optimization methods, this paper studies \emph{open loop} search methods: sequences that are predetermined and can be generated before a single configuration is evaluated. Examples include grid search, uniform random search, low discrepancy sequences, and other sampl…

2017-06-06abs ↗pdf ↗

Uniform consistency proven for spatial distribution and depth estimators in any dimension.

problem Uniform consistency of spatial distribution and depth estimators in arbitrary dimensions.
method Proof of uniform L1L^1-consistency using sample size nn as the only dependency.
result Consistency rate is independent of dimension dd and sample size nn.