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.
The Wasserstein metric is an important measure of distance between probability distributions, with applications in machine learning, statistics, probability theory, and data analysis. This paper provides upper and lower bounds on statistical minimax rates for the problem of estimating a probability distribution under W…
To improve the off-sample generalization of classical procedures minimizing the empirical risk under potentially heavy-tailed data, new robust learning algorithms have been proposed in recent years, with generalized median-of-means strategies being particularly salient. These procedures enjoy performance guarantees in …
Isotonic regression is a standard problem in shape-constrained estimation where the goal is to estimate an unknown nondecreasing regression function f from independent pairs (xi,yi) where E[yi]=f(xi),i=1,…n. While this problem is well understood both statistically and computationally, much l…
Directed graphical models provide a useful framework for modeling causal or directional relationships for multivariate data. Prior work has largely focused on identifiability and search algorithms for directed acyclic graphical (DAG) models. In many applications, feedback naturally arises and directed graphical models …
For many interesting tasks, such as medical diagnosis and web page classification, a learner only has access to some positively labeled examples and many unlabeled examples. Learning from this type of data requires making assumptions about the true distribution of the classes and/or the mechanism that was used to selec…
The paper relaxes assumptions for analyzing stochastic optimization algorithms.
problem Analyzing the convergence of stochastic gradient algorithms under weaker variance assumptions.
method Building on and extending a connection to the Halpern iteration, the paper analyzes algorithms for convex nonsmooth optimization and min-max problems.
result Rates for optimality measures are obtained without requiring boundedness of the feasible set for problems beyond simple constrained optimization.
Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single treatment. In this work, we construct techniques for estimation with multiple treat…
Emputation learns imputation models guided by missingness assumptions.
problem Learning imputation models for missing data given observed data.
method Guided by specific missingness assumptions, Emputation trains a deep generative model to learn the extrapolation distribution of missing variables.
result The population minimizer of the emputation risk recovers the target extrapolation distribution under various identification assumptions.
The paper bounds and identifies joint probabilities in causal inference with monotonicity assumptions.
problem Bounding and identifying joint probabilities of potential outcomes and observed variables under monotonicity assumptions.
method Proposes new families of monotonicity assumptions, formulates bounding problem as linear programming, introduces new monotonicity assumption for identification.
result Validated methods through numerical experiments and applied to real-world datasets.
There is a large body of work on convergence rates either in passive or active learning. Here we first outline some of the main results that have been obtained, more specifically in a nonparametric setting under assumptions about the smoothness of the regression function (or the boundary between classes) and the margin…
For binary classification we establish learning rates up to the order of n−1 for support vector machines (SVMs) with hinge loss and Gaussian RBF kernels. These rates are in terms of two assumptions on the considered distributions: Tsybakov's noise assumption to establish a small estimation error, and a new geometr…
The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of consistency, and show that simple consistent algorithms exist, under most general non-parametric assumptions. The notion of consistency is as f…
The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of consistency, and show that simple consistent algorithms exist, under most general non-parametric assumptions. The notion of consistency is as f…
There is a large body of work on convergence rates either in passive or active learning. Here we outline some of the results that have been obtained, more specifically in a nonparametric setting under assumptions about the smoothness and the margin noise. We also discuss the relative merits of these underlying assumpti…
We obtain sharp quantitative Laplacian upper and lower estimates under no assumption on curvatures. As a result, we derive quantitative Laplacian, area and volume comparison theorems for tubes in Riemannian and Kähler manifolds under weak integral curvature assumptions. We also give some applications, such as a general…
This work addresses the following question: Under what assumptions on the data generating process can one infer the causal graph from the joint distribution? The approach taken by conditional independence-based causal discovery methods is based on two assumptions: the Markov condition and faithfulness. It has been show…
We make some improvements to our previous results. First, we prove a version of our volume growth theorem which does not require any assumption on the first Betti number. Second, we show that our local regularity theorem only requires a lower volume growth assumption, not a full Sobolev constant bound. These results al…