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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.

168,657 papers · 148 categories

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2995998981,197 · Jun 202019922001200920172026
48 results for unknown base measure

New algorithm reduces dynamic regret for MDPs with unknown transition and adversarial rewards.

problem Episodic linear mixture MDPs with unknown transition and adversarial rewards.
method Combines occupancy-measure-based global optimization and policy-based variance-aware value-targeted regression.
result Achieves near-optimal dynamic regret of O~(dH3K+HK(H+PˉK))\widetilde{\mathcal{O}}(d \sqrt{H^3 K} + \sqrt{HK(H + \bar{P}_K)}).

Generative models solve medical imaging inverse problems without needing paired data.

problem Reconstructing medical images from partial measurements.
method Score-based generative models trained on medical images, then sampling to reconstruct images consistent with measurements and physical model.
result Comparable or better performance in CT and MRI tasks, with improved generalization to unknown measurement processes.

New algorithm reduces prediction error in online learning without knowing base measure.

problem Smoothed online learning without knowledge of base measure.
method R-Cover algorithm based on recursive coverings.
result First algorithm to guarantee sublinear regret for agnostic smoothed online learning without prior knowledge of base measure.

Paper proposes method for optimal control of unknown systems with latent states.

problem Jointly estimating dynamics and latent states in systems with unmeasurable states.
method Combination of particle Markov chain Monte Carlo methods and scenario theory.
result Probabilistic performance guarantees for optimal input trajectories.

New method uses PINNs to solve complex PDEs with sparse measurements.

problem Joint estimation of source and parameters in advection-diffusion equations with limited data.
method Weighted adaptive approach based on neural tangent kernel of PINNs.
result Successful estimation of source function, velocity, and diffusion parameters.

The theory of Compressed Sensing (CS) asserts that an unknown signal xRpx\in\mathbb{R}^p can be accurately recovered from an underdetermined set of nn linear measurements with npn\ll p, provided that xx is sufficiently sparse. However, in applications, the degree of sparsity x0\|x\|_0 is typically unknown, and the pro…

2015-07-25abs ↗pdf ↗

When eliciting judgements from humans for an unknown quantity, one often has the choice of making direct-scoring (cardinal) or comparative (ordinal) measurements. In this paper we study the relative merits of either choice, providing empirical and theoretical guidelines for the selection of a measurement scheme. We pro…

2014-06-25abs ↗pdf ↗

We consider the problem of recovering a function input of a differential equation formulated on an unknown domain MM. We assume to have access to a discrete domain Mn={x1,,xn}MM_n=\{x_1, \dots, x_n\} \subset M, and to noisy measurements of the output solution at pnp\le n of those points. We introduce a graph-based Bayesian inve…

2017-06-22abs ↗pdf ↗

Proposes a learned Bayesian Cramér-Rao bound for unknown measurement models.

problem Computing the Bayesian Cramér-Rao bound requires full knowledge of priors and measurement distributions.
method Introduces a Physics-encoded score neural network to learn priors and measurements.
result Demonstrates improved sample complexity and interpretability through domain knowledge incorporation.

We study the minimax optimal rate for estimating the Wasserstein-11 metric between two unknown probability measures based on nn i.i.d. empirical samples from them. We show that estimating the Wasserstein metric itself between probability measures, is not significantly easier than estimating the probability measures u…

2019-08-27abs ↗pdf ↗

We develop constructions for exchangeable sequences of point processes that are rendered conditionally-i.i.d. negative binomial processes by a (possibly unknown) random measure called the base measure. Negative binomial processes are useful in Bayesian nonparametrics as models for random multisets, and in applications …

2019-08-17abs ↗pdf ↗

The paper develops adaptive confidence intervals for Efron's Gaussian two-groups model with unknown contamination.

problem Developing robust uncertainty quantification for Efron's Gaussian two-groups model with unknown contamination fraction.
method The approach involves Fourier-based certification procedures to find minimax-optimal adaptive confidence intervals.
result The minimax-optimal length of adaptive confidence intervals is polynomially worse than when contamination fraction is known.

Proposes using equivariant generative models for compressed sensing with unknown orientations.

problem Recovering signals with unknown orientations from underdetermined systems of linear measurements.
method Equivariant variational autoencoder as a generative prior for compressed sensing.
result Signals with unknown orientations can be recovered using iterative gradient descent on the latent space of equivariant models.

We introduce a measure to quantify ambiguity in deep learning models, improving their reliability.

problem Deep learning models make mistakes on seemingly trivial cases and fail in recognizing what they don't know.
method We define ambiguity based on decision boundaries and convex hulls in feature space, developing a theoretical framework to identify unknowns.
result A single ambiguity measure can detect a significant portion of model mistakes, including adversarial and out-of-distribution inputs.

The paper assesses quality measures for machine learning models using cross-validation.

problem Evaluating the accuracy and robustness of quality measures for machine learning models.
method Cross-validation approach to estimate prediction error and quantify explained variation. Confidence bounds and local quality measures derived from residuals.
result The reliability and robustness of quality measures are assessed through numerical examples and confidence bounds.

Safe learning in uncertain systems with state measurements and optimization.

problem Safe learning in nonlinear control-affine systems with unknown additive uncertainty.
method Model uncertainty as Gaussian noise, learn mean and covariance, use optimization to adjust control input.
result Guaranteed safety with arbitrarily large probability while learning and control proceed simultaneously.

Quantum machine learning has received significant attention in recent years, and promising progress has been made in the development of quantum algorithms to speed up traditional machine learning tasks. In this work, however, we focus on investigating the information-theoretic upper bounds of sample complexity - how ma…

2015-01-03abs ↗pdf ↗

Estimates system parameters from a single observation using kernel-based score.

problem Estimating parameters of a dynamical system from a high-dimensional signal.
method Kernel-based score to compare temporal dependencies between signal and model.
result Accuracy and efficiency demonstrated on chaotic systems.

Study on recovering supports of multiple sparse vectors from mixed linear measurements.

problem Recovering supports of multiple sparse vectors from a mixture of linear measurements.
method Developed algorithms to identify the support of all component vectors using polynomial and quasi-polynomial number of measurements.
result Polynomial and quasi-polynomial number of measurements sufficient for recovering the supports of all component vectors.

Researchers reconstruct simple Riemannian manifolds from boundary wave arrival times.

problem Reconstructing Riemannian manifolds from unknown interior sources and arrival times.
method Discrete metric approximation using labeled Gromov--Hausdorff distance.
result Finite-time approximations converge to the true Riemannian manifold.

We consider the robust phase retrieval problem of recovering the unknown signal from the magnitude-only measurements, where the measurements can be contaminated by both sparse arbitrary corruption and bounded random noise. We propose a new nonconvex algorithm for robust phase retrieval, namely Robust Wirtinger Flow to …

2017-04-20abs ↗pdf ↗

Paper infers intrinsic dimension from quasi-convex measurements.

problem Inferring intrinsic dimension from measurements by quasi-convex functions.
method Developed a method using filtration of Dowker complexes based on discrete data of point orderings.
result Correct intrinsic dimension can be inferred in the limit of large data under generic assumptions.

Pattern recognition is a central topic in Learning Theory with numerous applications such as voice and text recognition, image analysis, computer diagnosis. The statistical set-up in classification is the following: we are given an i.i.d. training set (X1,Y1),...(Xn,Yn)(X_{1},Y_{1}),... (X_{n},Y_{n}) where XiX_{i} represents a feature…

2010-04-14abs ↗pdf ↗

A federated learning algorithm tackles unknown contexts in multi-arm bandits.

problem Learning optimal actions in federated multi-arm bandits with unobserved contexts.
method Elimination-based algorithm for linearly parametrized reward functions.
result Proved regret bound for linearly parametrized reward functions.

Low-rank matrix regression refers to the instances of recovering a low-rank matrix based on specially designed measurements and the corresponding noisy outcomes. In the last decade, numerous statistical methodologies have been developed for efficiently recovering the unknown low-rank matrices. However, in some applicat…

2018-05-24abs ↗pdf ↗

In target tracking, the estimation of an unknown weaving target frequency is crucial for improving the miss distance. The estimation process is commonly carried out in a Kalman framework. The objective of this paper is to examine the potential of using neural networks in target tracking applications. To that end, we pr…

2018-06-13abs ↗pdf ↗

Paper tackles measure estimation in barycentric coding model.

problem Estimating an unknown measure in the barycentric coding model.
method Geometric, statistical, and computational insights; quadratic optimization problem; empirical i.i.d. samples algorithm.
result Proves precise rates of convergence for algorithm, ensuring statistical consistency.

Independent component analysis (ICA) is a method for recovering statistically independent signals from observations of unknown linear combinations of the sources. Some of the most accurate ICA decomposition methods require searching for the inverse transformation which minimizes different approximations of the Mutual I…

2016-09-22abs ↗pdf ↗

The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence measures. Surprisingly, an equally important problem, estimating an unknown Markov ch…

2018-10-28abs ↗pdf ↗

In the theory of compressed sensing (CS), the sparsity ||x||_0 of the unknown signal x\in\R^p is commonly assumed to be a known parameter. However, it is typically unknown in practice. Due to the fact that many aspects of CS depend on knowing ||x||_0, it is important to estimate this parameter in a data-driven way. A s…

2012-04-19abs ↗pdf ↗