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.
Community detection is considered for a stochastic block model graph of n vertices, with K vertices in the planted community, edge probability p for pairs of vertices both in the community, and edge probability q for other pairs of vertices. The main focus of the paper is on weak recovery of the community based on the …
The stochastic block model (SBM) is a random graph model with different group of vertices connecting differently. It is widely employed as a canonical model to study clustering and community detection, and provides a fertile ground to study the information-theoretic and computational tradeoffs that arise in combinatori…
Nuclear norm minimization (NNM) has recently gained significant attention for its use in rank minimization problems. Similar to compressed sensing, using null space characterizations, recovery thresholds for NNM have been studied in \cite{arxiv,Recht_Xu_Hassibi}. However simulations show that the thresholds are far fro…
The study examines how side information quality and quantity affect community recovery in graphs.
problem Recovering a hidden community of size K=o(n) in a graph of size n.
method Maximum likelihood detection and belief propagation are used to calculate necessary and sufficient conditions for exact and weak recovery. A local voting procedure is also designed and analyzed.
result Tight necessary and sufficient conditions for exact and weak recovery are derived, showing how side information needs to evolve with n to improve recovery thresholds.
We study the problem of recovering a hidden community of cardinality K from an n×n symmetric data matrix A, where for distinct indices i,j, Aij∼P if i,j both belong to the community and Aij∼Q otherwise, for two known probability distributions P and Q depending on n. If $P={\r…
Flat minima lead to better generalization in low-rank matrix recovery models.
problem Understanding why flat minima generalize well in overparameterized models.
method Analysis of overparameterized matrix and bilinear sensing, robust PCA, covariance matrix estimation, and neural networks with quadratic activation functions.
result Flat minima, measured by the trace of the Hessian, exactly recover the ground truth in low-rank matrix recovery models under standard statistical assumptions.
We study the community detection and recovery problem in partially-labeled stochastic block models (SBM). We develop a fast linearized message-passing algorithm to reconstruct labels for SBM (with n nodes, k blocks, p,q intra and inter block connectivity) when δ proportion of node labels are revealed. The signa…
Adaptive algorithm for outlier detection by balancing arm exploration and threshold estimation.
problem Identifying outliers in a set of rewards where the threshold is a function of all rewards.
method Adaptively updated confidence interval for the threshold based on previous rounds' estimates, balancing exploration of individual arms and the outlier threshold.
result Efficient algorithm with reduced sample complexity for outlier detection.
In this paper we studied about the wavelet identification of the thresholds and time delay for more general case without the constraint that the time delay is smaller than the order of the model. Here we composed an empirical wavelet from the SETAR (Self-Exciting Threshold Autoregressive) model and identified the thres…
In this paper we consider the cluster estimation problem under the Stochastic Block Model. We show that the semidefinite programming (SDP) formulation for this problem achieves an error rate that decays exponentially in the signal-to-noise ratio. The error bound implies weak recovery in the sparse graph regime with bou…
In the work of Ammann, Dahl and Humbert it has turned out that the Yamabe invariant on closed manifolds is a bordism invariant below a certain threshold constant. A similar result holds for a spinorial analogon. These threshold constants are characterized through Yamabe-type equations on products of spheres with rescal…
New method trains neural networks with threshold activation functions efficiently.
problem Training neural networks with threshold activation functions is challenging due to zero gradients.
method We study weight decay regularized training problems of deep neural networks with threshold activations, showing they can be formulated as convex optimization problems.
result Regularized deep threshold network training problems can be formulated as standard convex optimization problems, paralleling the LASSO method.
The paper considers an investment timing problem appearing in real options theory. Present values from an investment project are modeled by general diffusion process. We prove necessary and sufficient conditions under which an optimal investment time is induced by threshold strategy. We study also the conditions of opt…