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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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54108161215 · Jun 202019922001200920172026
48 results for weak-moment assumption

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…

2018-02-24abs ↗pdf ↗

The paper analyzes the performance of empirical risk minimization for pp-norm linear regression.

problem Empirical risk minimization on pp-norm linear regression.
method Analyzes performance under various conditions and moment assumptions.
result High probability excess risk bounds for empirical risk minimizer, matching asymptotic rates.

AdaBoost improves binary classification in robust one-bit compressed sensing with adversarial errors.

problem Binary classification in robust one-bit compressed sensing with adversarial errors.
method AdaBoost and max-1\ell_1-margin-classifier approach, with convergence rates improved under certain feature conditions.
result Improved convergence rates and explanation for harmless interpolating adversarial noise.

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 …

2018-10-15abs ↗pdf ↗

Isotonic regression is a standard problem in shape-constrained estimation where the goal is to estimate an unknown nondecreasing regression function ff from independent pairs (xi,yi)(x_i, y_i) where E[yi]=f(xi),i=1,n\mathbb{E}[y_i]=f(x_i), i=1, \ldots n. While this problem is well understood both statistically and computationally, much l…

2018-06-27abs ↗pdf ↗

Study improves robust nonparametric regression in heavy-tailed noise.

problem Robust nonparametric regression with heavy-tailed noise and unbounded functions.
method Huber regression in reproducing kernel Hilbert spaces (RKHS), probabilistic effective hypothesis space, new comparison theorems.
result Explicit finite-sample error bounds and convergence rates for Huber regression in RKHS under heavy-tailed noise.

New procedures distinguish between two models with limited samples.

problem Distinguishing between two unknown models with minimal samples.
method Developed procedures for linear and parametric models with bounds on sample complexity.
result Sample complexity bounds of min{1/Δ2,r/Δ}\min\{1/Δ^2,\sqrt{r}/Δ\} up to a constant factor.

New method improves solving combinatorial optimization problems with smoothed policies.

problem Solving combinatorial optimization problems repeatedly with varying instances.
method Smoothed policies with controlled random perturbations to linear oracle, leading to differentiable surrogate risk.
result Generalization bound decomposes excess risk into bias, estimation, and optimization components.

Study finds rigidity of biconservative hypersurfaces in space forms without curvature assumptions.

problem Investigating biconservative hypersurfaces in space forms without scalar curvature assumptions.
method Introduced a novel divergence-free tensor to derive results without curvature assumptions.
result Rigidity results for biconservative hypersurfaces in space forms without scalar curvature assumptions.

Paper relaxes independence assumption for non-centered data.

problem Failing to account for dependencies in data leads to model failures.
method Proposes 'Kronecker-sum-structured mean' assumption to relax zero-mean requirement.
result Models with nonconvex but unimodal log-likelihoods can be solved efficiently.

The paper clarifies the distinction between CATE and ITE under ignorability assumptions.

problem Confusion between CATE and ITE hinders personalized effect estimation.
method Clarifies the distinction between CATE and ITE under ignorability assumptions.
result CATE and ITE are not necessarily the same under ignorability assumptions.

New assumptions and algorithm solve offline two-player zero-sum Markov games.

problem Solving offline two-player zero-sum Markov games under insufficient assumptions.
method Proposed unilateral concentration assumption and pessimism-type algorithm.
result Algorithm efficiently learns Nash equilibrium under unilateral concentration.

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…

2018-05-21abs ↗pdf ↗

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.

A new learning method uses data to learn from large model sets.

problem Learning with large sets of candidate models where uniform convergence is hard.
method Data-dependent learning that incorporates empirical data less reliant on prior assumptions.
result Demonstrates improved generalization in various learning 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…

2020-01-17abs ↗pdf ↗

For binary classification we establish learning rates up to the order of n1n^{-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…

2007-08-14abs ↗pdf ↗

Neurosymbolic predictors fail to model uncertainty under independence assumption.

problem Neurosymbolic predictors' reliance on independence assumption limits their ability to model uncertainty.
method Formal analysis of NeSy predictors under independence assumption.
result Assuming independence among symbolic concepts prevents NeSy predictors from representing uncertainty.

Clarifies the theory of the deconfounder by Imai and Jiang.

problem Theoretical requirements for the deconfounder algorithm.
method Clarifies the assumption of 'no unobserved single-cause confounders' using empirical studies.
result Imai and Jiang's clarification of the assumption does not hold for counterexamples proposed by Ogburn et al. (2020).

Study reward-free RL in non-linear settings, improving efficiency and removing assumptions.

problem Improving sample efficiency in reward-free reinforcement learning for non-linear function approximation.
method Proposed RFOLIVE algorithm for minimal structural assumptions, analyzed hardness results for reward-free and reward-aware exploration.
result Statistical efficiency and hardness results under various structural assumptions, no need for reachability or explorability assumptions.

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…

2010-05-05abs ↗pdf ↗

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…

2010-04-29abs ↗pdf ↗

Improves online learning algorithms for functional models with capacity assumptions.

problem Convergence rates of online stochastic gradient descent algorithms for functional linear models.
method Characterizations of slope function regularity, kernel space capacity, and sampling process covariance operator.
result Capacity assumptions can alleviate saturation of convergence rates as function regularity increases.

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…

2019-02-08abs ↗pdf ↗

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…

2019-04-18abs ↗pdf ↗

Develops methods for constructing likelihoods and priors for Bayesian networks.

problem Learning parameters and structure of Bayesian networks from limited data.
method Introduces assumptions for constructing likelihoods and priors from small assessments.
result Allows construction of likelihoods and priors for a wide range of network structures.

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…

2012-02-14abs ↗pdf ↗

Paper tackles offline RL with weak assumptions on both function classes and data coverage.

problem Achieve sample-efficient offline RL with weak assumptions on both factors.
method Simple algorithm based on primal-dual formulation of MDPs, with density-ratio function modeling dual variables.
result Polynomial sample complexity achieved under realizability and single-policy concentrability.

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…

2006-12-17abs ↗pdf ↗

This paper evaluates knowledge graph completion models under the open-world assumption, revealing unexpected behavior of metrics.

problem Evaluation of knowledge graph completion models often assumes a closed-world assumption, which can lead to misleading results.
method The paper studies KGC evaluation under the open-world assumption, analyzing the behavior of metrics like MRR and Hits@K.
result Metrics like MRR and Hits@K can show significant degradation under the open-world assumption, leading to incorrect model comparisons.