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.

168,742 papers · 148 categories

Trend · papers per month

count % of corpus

3 results for “variance-free”

Quantized Variational Inferencestat.ML

Quantized Variational Inference improves ELBO optimization with fast convergence.

problem Maximizing Evidence Lower Bound (ELBO) for variational inference.

method Optimal Voronoi Tesselation for variance-free gradients, Richardson extrapolation for asymptotic improvement.

result Quantized Variational Inference leads to fast convergence with comparable computational cost.

Variational Inference ELBO Optimization Optimal Voronoi Tesselation Richardson Extrapolation Score Function Estimation

2020-11-04abs ↗pdf ↗

Robust variance-regularized risk minimization with concomitant scalingstat.ML

Simplifies risk minimization combining mean and standard deviation.

problem Minimizing mean and standard deviation under heavy-tailed losses.

method Adapting robust mean estimation technique to include standard deviation.

result Simple approach performs as well or better than alternative risk criteria.

risk minimization standard deviation heavy-tailed losses gradient-based solvers

2023-01-27abs ↗pdf ↗

Optimal Sub-Gaussian Mean Estimation in

\mathbb{R}

math.ST

New estimator accurately estimates mean of real-valued distributions without variance knowledge.

problem Estimating the mean of real-valued distributions without prior variance knowledge.

method Introduces a novel estimator that converges sub-Gaussian and works across distributions with bounded variance.

result The estimator achieves accuracy of σ·(1+o(1))√(2log(1/δ)/n) with parameters n, δ, and σ².

mean estimation sub-Gaussian convergence variance-free bounded variance dependent random variables

2020-11-17abs ↗pdf ↗