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

123246369492 · Jun 202019922001200920172026
48 results for weak side information

We study the effect of the quality and quantity of side information on the recovery of a hidden community of size K=o(n)K=o(n) in a graph of size nn. Side information for each node in the graph is modeled by a random vector with the following features: either the dimension of the vector is allowed to vary with nn, while …

2018-09-05abs ↗pdf ↗

We outline an inherent weakness of tensor factorization models when latent factors are expressed as a function of side information and propose a novel method to mitigate this weakness. We coin our method \textit{Kernel Fried Tensor}(KFT) and present it as a large scale forecasting tool for high dimensional data. Our re…

2020-02-11abs ↗pdf ↗

This paper employs the extrinsic information transfer (EXIT) method, a technique imported from the analysis of the iterative decoding of error control codes, to study the performance of belief propagation in community detection in the presence of side information. We consider both the detection of a single (hidden) com…

2019-01-08abs ↗pdf ↗

In this paper we prove an extrinsic one-sided curvature estimate for disks embedded in R3\mathbb{R}^3 with constant mean curvature which is independent of the value of the constant mean curvature. We apply this extrinsic one-sided curvature estimate in [24] to prove to prove a weak chord arc type result for these disks…

2014-08-22abs ↗pdf ↗

In modern recommender systems, both users and items are associated with rich side information, which can help understand users and items. Such information is typically heterogeneous and can be roughly categorized into flat and hierarchical side information. While side information has been proved to be valuable, the maj…

2019-07-18abs ↗pdf ↗

The paper examines how markets can anticipate and react to arbitrage opportunities, revealing biases and risks.

problem The tension between no arbitrage, information efficiency, and risk anticipation in markets.
method Continuous time analysis with model- or event-risk, allowing pre-horizon risk-resolution and Risk-Neutral Equivalent pricing.
result Optimised trading can suppress the anticipation of predictable risk-outcomes, creating an apparent Status Quo Bias.

Learning new tasks with few samples using related task evaluations.

problem Learning a new task with limited data and related task evaluations.
method Modeling task relatedness through weak monotonicity and leveraging it in transfer learning and model selection aggregation.
result Pruning the model class based on monotonicity and hedging on the task frontier.

This work improves wireless network learning by using side-information about interference.

problem Improving online learning algorithms in wireless networks.
method Exploiting side-information like interference levels to improve learning algorithms.
result Improved learning algorithms achieve higher throughput with fewer samples.

This paper improves sample efficiency in noisy inductive matrix completion with side-information.

problem Improving sample efficiency in noisy inductive matrix completion with side-information.
method Nonconvex projected gradient descent algorithm with spectral initialization.
result Achieves linear convergence and stable recovery at a sample complexity governed by the effective side-information dimension.

Very often features come with their own vectorial descriptions which provide detailed information about their properties. We refer to these vectorial descriptions as feature side-information. In the standard learning scenario, input is represented as a vector of features and the feature side-information is most often i…

2017-03-07abs ↗pdf ↗

We consider the complex Monge-Ampére equation on complete Kähler manifolds with cusp singularity along a divisor when the right hand side FF has rather weak regularity. We proved that when the right hand side FF is in some \emph{weighted} W1,p0W^{1,p_0} space for p0>2np_0 > 2n, the Monge-Ampére equation has a classical $W^…

2018-03-28abs ↗pdf ↗

We prove the existence of weak solutions of complex mm-Hessian equations on compact Hermitian manifolds for the nonnegative right hand side belonging to Lp,p>n/mL^p, p>n/m (nn is the dimension of the manifold). For smooth, positive data the equation has been recently solved by Szekelyhidi and Zhang. We also give a stabilit…

2015-07-24abs ↗pdf ↗

Paper uses SDP for community detection with side information.

problem Community detection in graphs with additional non-graph data.
method Formulates SDP relaxation for maximum likelihood node labeling with side information.
result SDP achieves same exact recovery threshold as maximum likelihood with side information.

This paper improves node classification using graph structure and side information.

problem Improving node classification in semi-supervised scenarios.
method Combines graph convolutional networks with extracted side information.
result The proposed model achieves higher prediction accuracy.

Study of Bayes optimal learning in high-dimensional linear regression with network side information.

problem Bayes optimal learning in high-dimensional linear regression with network side information.
method Introduce a Reg-Graph model and an iterative AMP algorithm for Bayes optimality under general conditions.
result Characterization of the limiting mutual information between latent signal and data observed.

Study shows offline RL with partial coverage and weak function classes is possible.

problem Learning optimal policies from logged data with function approximation.
method Marginalized Importance Sampling (MIS) with additional covering distribution.
result Finite-sample guarantees for sample-efficient offline RL for general MDPs.

Optimizes arm selection with side information in Gaussian bandits.

problem Optimizing arm selection with side information in Gaussian bandits.
method Constructs an LP-based asymptotic instance-dependent lower bound on the regret and develops the first known asymptotically optimal algorithm.
result First known asymptotically optimal algorithm for Gaussian bandits with side information.

nnLDA combines neural and probabilistic methods for better topic modeling with side information.

problem Lack of integration of auxiliary information in traditional topic models.
method nnLDA integrates side information through a neural prior mechanism, optimizing both neural and probabilistic components.
result nnLDA outperforms traditional models in topic coherence, perplexity, and classification.

Efficiently estimates distributed mean with side information, near-optimal and universal.

problem Distributed mean estimation with side information in communication constrained settings.
method Wyner-Ziv estimators for communication and computation efficiency.
result Near-optimal and universal recovery guarantees for distributed optimization and compression.

AdaDPS uses side information to improve private adaptive optimization.

problem Private adaptive optimization methods degrade when training with differential privacy.
method AdaDPS uses non-sensitive side information to precondition gradients.
result AdaDPS reduces the amount of noise needed for similar privacy guarantees, improving optimization performance.

Supervised, semi-supervised, and unsupervised learning estimate a function given input/output samples. Generalization of the learned function to unseen data can be improved by incorporating side information into learning. Side information are data that are neither from the input space nor from the output space of the f…

2015-11-19abs ↗pdf ↗

Study shows GPT's earnings forecasts are human-like but not always accurate.

problem Information friction in AI-generated financial analysis.
method Examined GPT's earnings forecasts following corporate earnings releases and proposed a diagnostic framework.
result GPT's narrative attention is consistent and human-like but not always associated with higher forecast accuracy.

Study shows financial value of weak information converges in discrete vs continuous markets.

problem Analyzing financial value of weak information in discrete vs continuous markets.
method Defined minimal probability measure and financial value of weak information, then showed convergence.
result Financial value of weak information converges in discrete vs continuous markets.

We give an online algorithm and prove novel mistake and regret bounds for online binary matrix completion with side information. The mistake bounds we prove are of the form O~(D/γ2)\tilde{O}(D/γ^2). The term 1/γ21/γ^2 is analogous to the usual margin term in SVM (perceptron) bounds. More specifically, if we assume that there i…

2019-06-17abs ↗pdf ↗

New algorithm improves signal reconstruction from noisy measurements with side information.

problem Reconstructing unknown signals from noisy linear measurements with side information.
method Integrates side information into approximate message passing (AMP) and tracks performance using state evolution.
result AMP-SI performance is accurately predicted by state evolution.

Investigates optimal portfolio strategies in markets with latent side information.

problem Investment problem in markets with latent dependence structure and side information.
method Dynamic and constant portfolio strategies, analyzing log-optimal portfolio as benchmark.
result Optimal dynamic strategy growth rate asymptotically converges to constant strategy in stationary markets.

RLFA estimates misstated monetary fraction with weighted sampling without replacement.

problem Estimating misstated monetary fraction with given accuracy and confidence.
method Developed new confidence sequences for weighted average of unknown values using randomized weighted sampling and side information.
result Adaptive methods improve accuracy of estimates based on side information's predictive power.

The paper proves a comparison principle for complex Monge-Ampère flows and solves a uniqueness problem.

problem Proving uniqueness of weak solutions to the pluripotential Cauchy-Dirichlet problem.
method Proving a comparison principle for the pluripotential complex Monge-Ampère flows.
result Proves the uniqueness of the weak solution to the pluripotential Cauchy-Dirichlet problem.

We study online learning of finite Markov decision process (MDP) problems when a side information vector is available. The problem is motivated by applications such as clinical trials, recommendation systems, etc. Such applications have an episodic structure, where each episode corresponds to a patient/customer. Our ob…

2014-06-26abs ↗pdf ↗

Study minimax regret in sequential probability assignment with and without side information.

problem Minimax regret analysis in sequential probability assignment.
method Upper and lower bounds on minimax regret using square-root entropy.
result Lower bound matches upper bound for Donsker classes, up to log factors.