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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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285785113 · Jun 202019922001200920172026
48 results for view bootstrapping

Method captures shared information across many views robustly.

problem Modeling hundreds of views per event and learning robust embeddings without view knowledge.
method View bootstrapping using multi-view correlation and matrix concentration theory.
result View bootstrapping captures shared information across many views robustly.

Paper explores using bootstrap methods to improve SGD's stability and robustness.

problem Improving the stability and robustness of SGD.
method Investigates empirical bootstrap approaches for SGD from algorithmic stability and statistical robustness perspectives.
result Demonstrates construction of purely distribution-free confidence intervals using bootstrap SGD.

Equity-Directed Bootstrapping improves model performance across groups in imbalanced datasets.

problem Improving model performance across different groups in imbalanced datasets.
method Equity-Directed Bootstrapping to balance training data with respect to both labels and group identity.
result The equity-directed bootstrap brings test set sensitivities and specificities closer to satisfying the equal odds criterion.

The paper explores how prior functions and bootstrapping improve ensemble uncertainty estimation.

problem Improving uncertainty estimation in machine learning models.
method Investigates the benefits of prior functions and bootstrapping in ensemble models.
result Prior functions and bootstrapping enhance ensemble agents' uncertainty estimation across different inputs.

A method for identifying joint and individual subspaces from multi-view data.

problem Unclear conditions for reliably identifying joint and individual subspaces from noisy, high-dimensional measurements.
method Rigorously quantifies conditions based on signal rank, principal angles, and noise levels. Characterizes spectrum perturbations of product of projection matrices.
result Estimates joint and individual subspaces more accurately than existing approaches in simulations and real-world applications.

The paper connects neural network ensembles to Bayesian inference using variational methods.

problem Explaining the behavior of ensemble methods in neural networks.
method Deriving conditions for ensemble optimization to reduce divergence to the posterior distribution.
result Ensemble methods can be a valid alternative to approximate Bayesian inference.

Optimizes a small set of centroid points to approximate bootstrap distribution.

problem Computational inefficiency of standard bootstrap methods in large-scale machine learning.
method Explicitly optimizes a small set of high quality centroid points to approximate the ideal bootstrap distribution.
result Accurately estimates uncertainty with a small number of bootstrap centroids, outperforming i.i.d. sampling.

AR-Sieve Bootstrap improves Random Forest time series prediction accuracy.

problem Inaccurate time series prediction due to inadequate resampling methods.
method Combines Random Forest with AR-Sieve Bootstrap for better resampling.
result AR-Sieve Bootstrap leads to more accurate predictions compared to other methods.

We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where p<np<n but p/np/n is not close to zero. We consider ordinary least-squares as well as robust regression methods and adopt a minimalist performance requirement: can the bootstrap give us good confidence intervals fo…

2016-08-02abs ↗pdf ↗

New bootstraps improve speed and accuracy for graph count functionals.

problem Efficiently counting subgraphs in large graphs.
method Developed two types of multiplier bootstraps: a fast, approximate linear one and a quadratic one for denser graphs.
result Both bootstraps provide valid inference and higher-order accuracy under different graph sparsity conditions.

This paper addresses clustering with missing data using Rubin's rules.

problem How to pool partitions and assess instability when data are incomplete after multiple imputation.
method Consensus clustering and bootstrap theory are used to address the problem.
result New rules for pooling partitions and assessing instability are proposed and validated.

Three bootstrap tests compare categorical time series generating processes.

problem Testing equality of generating processes in categorical time series.
method Proposes three tests using dissimilarity measures and bootstrap methods.
result Advantages and disadvantages of each bootstrap method discussed.

Bootstrap method for Markov chains in reinforcement learning.

problem Distributional consistency in finite controlled Markov chains with unknown control policies.
method Model-based bootstrap with novel LLN and CLT for visitation counts and transition increments.
result Asymptotically valid confidence intervals for value and QQ-functions in offline RL.

The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets---which are increasingly prevalent---the computation of bootstrap-based quantities can be prohibitively demanding computationally. While variants such as subsampling and the mm out o…

2011-12-21abs ↗pdf ↗

New framework for inference with LAR, explaining variable contributions and providing stopping rules.

problem LAR's lack of well-understood termination point and basic behavioral properties.
method Developed a novel framework for inference with LAR, providing new mathematical properties and stopping rules.
result LAR estimates of non-zero population correlations have independent normal distributions for inference, and zero-valued correlations have a non-normal joint distribution.

Validates network bootstraps for uncertainty quantification in network visualisation.

problem Quantifying uncertainty in network embeddings when only a single observation is available.
method Statistical indistinguishable embeddings using k-nearest neighbour smoothing, validated by an exchangeable network test.
result Proposes a principled, distribution-free network bootstrap that passes the exchangeable network test.

New DP bootstrap method for statistical inference with improved privacy and accuracy.

problem Lack of general techniques for conducting statistical inference under differential privacy.
method DP bootstrap procedure to infer sampling distribution and construct confidence intervals.
result DP bootstrap estimates provide consistent point estimates and asymptotically valid standard CIs.

We propose a bootstrap-based robust high-confidence level upper bound (Robust H-CLUB) for assessing the risks of large portfolios. The proposed approach exploits rank-based and quantile-based estimators, and can be viewed as a robust extension of the H-CLUB method (Fan et al., 2015). Such an extension allows us to hand…

2015-01-10abs ↗pdf ↗

A new bootstrapping method reduces key sizes and runtime in FHE.

problem Large plaintext evaluation in FHE increases bootstrapping complexity.
method New polynomial vector representation and monic monomial permutation matrices.
result Polynomial factor improvement in key size and constant factor in runtime.

The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets, the computation of bootstrap-based quantities can be prohibitively demanding. As an alternative, we present the Bag of Little Bootstraps (BLB), a new procedure which incorporates fea…

2012-06-27abs ↗pdf ↗

A new algorithm improves stochastic linear bandit performance using residual bootstrap.

problem Improving performance in stochastic linear bandit problems.
method Residual bootstrap exploration to estimate mean reward and pull the arm with the highest estimate.
result Proposed algorithm exttt{LinReBoot} achieves high-probability sub-linear regret under mild conditions.

Paper improves bootstrapping for off-policy reinforcement learning inference.

problem Improving bootstrapping for off-policy reinforcement learning inference.
method Proposes a bootstrapping FQE method for off-policy statistical inference and a subsampling procedure to improve runtime.
result Asymptotically efficient and distributionally consistent bootstrapping FQE method for off-policy inference.

Delta method vs Bootstrap for deep learning classification shows strong linear relationship and faster computation.

problem Validating the Delta method for deep learning classification.
method Comparison of Delta method and Bootstrap on LeNet-based neural networks using MNIST and CIFAR-10 datasets.
result The Delta method provides a five times faster computation with strong linear predictive uncertainty relationship.

Recently, multilayer bootstrap network (MBN) has demonstrated promising performance in unsupervised dimensionality reduction. It can learn compact representations in standard data sets, i.e. MNIST and RCV1. However, as a bootstrap method, the prediction complexity of MBN is high. In this paper, we propose an unsupervis…

2015-03-22abs ↗pdf ↗

A wild bootstrap method for nonparametric hypothesis tests based on kernel distribution embeddings is proposed. This bootstrap method is used to construct provably consistent tests that apply to random processes, for which the naive permutation-based bootstrap fails. It applies to a large group of kernel tests based on…

2014-08-23abs ↗pdf ↗

Paper presents methods to create stock price confidence intervals using LSTM models.

problem Creating accurate confidence intervals for LSTM-estimated stock prices.
method Three bootstrap methods for dependent data, optimal block length selection, and benchmark comparison.
result Illustrated through stock price data, different bootstrap strategies provide varying confidence intervals.

Efficient exploration in complex environments remains a major challenge for reinforcement learning. We propose bootstrapped DQN, a simple algorithm that explores in a computationally and statistically efficient manner through use of randomized value functions. Unlike dithering strategies such as epsilon-greedy explorat…

2016-02-15abs ↗pdf ↗

Bootstrapping regularizes singular correlation matrices, reducing the need for complex regularization.

problem Singular correlation matrices in large datasets.
method Averaging bootstrapped correlation matrices to ensure positive-definiteness.
result The averaged correlation matrix is almost surely positive-definite with a sufficient number of bootstraps.

The paper improves the empirical bootstrap method for non-normal estimators.

problem Theoretical properties of empirical bootstrap for non-asymptotically normal estimators.
method Establishing limiting distribution, deriving consistency conditions, proposing alternative methods.
result The empirical bootstrap method can be asymptotically consistent under stability conditions.

Regularization is an important component of predictive model building. The hybrid bootstrap is a regularization technique that functions similarly to dropout except that features are resampled from other training points rather than replaced with zeros. We show that the hybrid bootstrap offers superior performance to dr…

2018-01-22abs ↗pdf ↗

Structural equation models and Bayesian networks have been widely used to study causal relationships between continuous variables. Recently, a non-Gaussian method called LiNGAM was proposed to discover such causal models and has been extended in various directions. An important problem with LiNGAM is that the results a…

2009-09-16abs ↗pdf ↗

A novel deep bootstrap framework for nonparametric regression using conditional diffusion models.

problem Nonparametric regression with efficient sampling and accurate estimation.
method Conditional diffusion model for learning conditional distributions, integrating sampling and regression into a unified generative framework.
result Established optimal convergence rates in the Wasserstein distance and convergence guarantees for the bootstrap procedure.

We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an estimator based on a ratio of realized power variations. Our new resampling method,…

2016-05-03abs ↗pdf ↗

Develops statistical confidence sets for multidimensional scaling.

problem Statistical uncertainty in multidimensional scaling of noisy data.
method Formal statistical framework, distributional convergence results, uniform confidence sets, bootstrap procedures.
result Construction of reliable confidence sets for latent configurations in multidimensional scaling.

LOBSTUR-GNN adapts bootstrapping for unsupervised GNNs, improving node representation learning.

problem Hyperparameter tuning and lack of established methodologies for unsupervised GNNs.
method Adapts bootstrapping techniques for local graph dependencies and uses CCA for embedding consistency.
result 65.9% improvement in classification accuracy compared to uninformed hyperparameter selection.