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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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183365548730 · Jun 202019922001200920172026
48 results for various distributions

We survey the use of dynamics of SL(2,R)SL(2, \R)-actions to understand gap distributions for various sequences of subsets of [0,1)[0, 1), particularly those arising from special trajectories of various two-dimensional dynamical systems. We state and prove an abstract theorem that gives a unified explanation for some of the ex…

2012-10-02abs ↗pdf ↗

We introduce blockchains and distributed ledgers and describe their potential applications to money and banking. The analysis compares public and private ledgers and outlines the suitability of various types of ledgers for different purposes. Furthermore, a few historical prototypes of blockchains and distributed ledge…

2017-03-04abs ↗pdf ↗

Gradient descent with random weights in linear regression analyzed for various noise types.

problem Analyzing the impact of random noise on gradient descent in linear regression.
method Gradient descent with randomly weighted data points, various weighting distributions, geometric moment contraction.
result Characterization of implicit regularization and non-asymptotic convergence bounds.

Greedy algorithm achieves sublinear regret for various distributions.

problem Efficient performance of greedy algorithms in linear contextual bandit problems.
method Introduced Local Anti-Concentration (LAC) condition to ensure sublinear regret.
result Greedy algorithm achieves O(polylogT)O(\operatorname{poly} \log T) cumulative expected regret.

Deep learning has led to tremendous advancements in the field of Artificial Intelligence. One caveat however is the substantial amount of compute needed to train these deep learning models. Training a benchmark dataset like ImageNet on a single machine with a modern GPU can take upto a week, distributing training on mu…

2018-10-28abs ↗pdf ↗

Sum Product Networks (SPNs) are a recently developed class of deep generative models which compute their associated unnormalized density functions using a special type of arithmetic circuit. When certain sufficient conditions, called the decomposability and completeness conditions (or "D&C" conditions), are imposed on …

2014-11-27abs ↗pdf ↗

The property of perfectness plays an important role in the theory of Bayesian networks. First, the existence of perfect distributions for arbitrary sets of variables and directed acyclic graphs implies that various methods for reading independence from the structure of the graph (e.g., Pearl, 1988; Lauritzen, Dawid, La…

2012-10-19abs ↗pdf ↗

It is well known that the distribution of returns from various financial instruments are leptokurtic, meaning that the distributions have "fatter tails" than a Normal distribution, and have skew toward zero. This paper presents a graceful micro-level explanation for such fat-tailed outcomes, using agents whose private …

2013-04-02abs ↗pdf ↗

AdapTable adapts tabular models to shifts without source data, improving HELOC performance.

problem Distribution shifts in tabular data threaten model performance.
method Shift-aware uncertainty calibrator and label distribution handler.
result Up to 16% improvement on HELOC dataset.

Method enhances anomaly detection using contrastive learning and out-of-distribution data.

problem Improving anomaly detection in datasets with limited out-of-distribution data.
method Proposes a contrastive learning method that incorporates out-of-distribution data to enhance anomaly detection performance.
result The method significantly improves anomaly detection performance, even with limited out-of-distribution data.

The distribution of money is analysed in connection with the Boltzmann distribution of energy in the degenerate states of molecules. Plots of the population density of income distribution for various countries are well reproduced by a Gamma function, confirming the validity of the statistical distribution at equilibriu…

2003-06-12abs ↗pdf ↗

Increasingly, a huge amount of statistics have been gathered which clearly indicates that income and wealth distributions in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas in equilibrium. However, it also deviates in the low income and more significantl…

2007-09-11abs ↗pdf ↗

The paper develops a new framework for detecting distributional drifts conditioned on context.

problem Detecting distributional drifts in machine learning systems when context changes.
method Develops a framework using two-sample tests for conditional distributional treatment effects.
result Demonstrates effectiveness for detecting drift in subpopulations of data.

Mounting evidences are being gathered suggesting that income and wealth distribution in various countries or societies follow a robust pattern, close to the Gibbs distribution of energy in an ideal gas in equilibrium, but also deviating significantly for high income groups. Application of physics models seem to provide…

2007-03-21abs ↗pdf ↗

Enhances data valuation by integrating global and local statistical properties.

problem Insufficient consideration of global and local statistical properties in data valuation methods.
method Proposes a method that fuses global and local statistical properties into regularization terms for Shapley value estimation and dynamic data valuation.
result Demonstrates improved performance and efficiency of data valuation methods through integration of global and local statistical properties.

UncertaintyPlayground simplifies uncertainty estimation in Python.

problem Uncertainty estimation in supervised learning tasks.
method Sparse and Variational Gaussian Process Regressions for normally distributed outcomes, Mixed Density Networks for mixed distributions.
result Fast and simplified uncertainty estimation through Python library.

Unified framework analyzes privacy risks from gradients in distributed learning.

problem Analyzing inference privacy risks from gradients in machine learning.
method Unified game-based framework for various attacks, including attribute, property, distributional, and user disclosures.
result Demonstrates inefficacy of data aggregation for privacy against inference attacks.

The use of momentum in stochastic gradient methods has become a widespread practice in machine learning. Different variants of momentum, including heavy-ball momentum, Nesterov's accelerated gradient (NAG), and quasi-hyperbolic momentum (QHM), have demonstrated success on various tasks. Despite these empirical successe…

2019-10-30abs ↗pdf ↗

Paper tackles robust federated learning for affine distribution shifts.

problem Statistical heterogeneity and distribution shifts degrade model performance in federated learning.
method Develops a robust federated learning algorithm (FLRA) for affine distribution shifts.
result FLRA achieves significant performance gains against affine distribution shifts.

A new method simplifies sampling from complex distributions without using diffusions.

problem Sampling from complex, high-dimensional distributions efficiently.
method Reduces sampling to solving a sequence of 'nice' sampling problems using SLC distributions.
result Shows how to traverse backwards paths using high-accuracy routines for SLC distributions.

We study the wealth distribution of the Bouchaud--Mézard (BM) model on complex networks. It has been known that this distribution depends on the topology of network by numerical simulations, however, no one have succeeded to explain it. Using "adiabatic" and "independent" assumptions along with the central-limit theore…

2012-09-13abs ↗pdf ↗

Variational inference methods often focus on the problem of efficient model optimization, with little emphasis on the choice of the approximating posterior. In this paper, we review and implement the various methods that enable us to develop a rich family of approximating posteriors. We show that one particular method …

2017-07-09abs ↗pdf ↗

A new CoVaR framework integrates expert views using entropy pooling.

problem Risk assessment and spillover effects from diverse expert views.
method Entropy pooling method to integrate expert views and compute general CoVaR.
result General CoVaR shows linear relationships with expectations and differences in expectations, and nonlinear dependencies with variance, quantiles, and correlation.

We present in this article a survey of recent results in value distribution theory for the Gauss maps of several classes of immersed surfaces in space forms, for example, minimal surfaces in Euclidean nn-space (nn=3 or 4), improper affine spheres in the affine 3-space and flat surfaces in hyperbolic 3-space. In parti…

2017-07-12abs ↗pdf ↗

New framework transforms labeled datasets for various machine learning tasks.

problem Lack of principled methods to transform labeled datasets.
method Wasserstein gradient flows in probability space for optimization of data-generating distributions.
result Framework can impose constraints, adapt for transfer learning, or re-purpose models.