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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.

168,657 papers · 148 categories

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167334500667 · Jun 202019922001200920172026
48 results for weight estimation

The study analyzes weighted manifolds with curvature bounds, proving eigenvalue estimates and inequalities.

problem Analyzing geometric properties of weighted manifolds under Ricci curvature bounds.
method Develops geometric analysis techniques on weighted Riemannian manifolds with lower 00-weighted Ricci curvature bounds.
result Proves eigenvalue estimates for Steklov and ABP inequalities on weighted manifolds.

New nonparametric estimators improve causal effect estimation.

problem Estimation of causal effects with selection bias.
method Undersmoothing of the highly adaptive lasso for estimating the weighting mechanism.
result Asymptotic efficiency and convergence to nonparametric efficiency bound.

A new method corrects weight values to improve treatment effect estimation.

problem Estimating heterogeneous treatment effects in high-dimensional data with sample selection bias.
method Differentiable Pareto-Smoothed Weighting (DPSW) framework.
result Our method outperforms existing methods in treatment effect estimation.

Eigenvalue estimates for weighted manifolds with applications.

problem Eigenvalue estimates for weighted Riemannian manifolds.
method Derivation of various eigenvalue estimates for the Hodge Laplacian acting on differential forms.
result Derivation of an inequality relating eigenvalues of the Jacobi operator and the spectrum of the Hodge Laplacian.

Paper extends Aronson-Bénilan estimates for porous medium equations on manifolds with negative curvature.

problem Estimating gradients for porous medium equations on manifolds with negative curvature.
method Develops Aronson-Bénilan gradient estimates for porous medium equations under lower bounds of NN-weighted Ricci curvature with N<0N < 0.
result Generalizes gradient estimates for porous medium equations to manifolds with negative curvature.

Novel characterization of augmented balancing weights combining outcome and weighting models.

problem Improving estimation accuracy in machine learning models with balancing weights.
method Characterization of augmented balancing weights as linear models, extending to ridge and lasso regression.
result Equivalence and closed-form expressions for specific model choices, providing insights into performance.

The paper aims at proving global height estimates for Killing graphs defined over a complete manifold with nonempty boundary. To this end, we first point out how the geometric analysis on a Killing graph is naturally related to a weighted manifold structure, where the weight is defined in terms of the length of the Kil…

2016-12-05abs ↗pdf ↗

New method improves covariance estimation for weighted samples.

problem Improving covariance estimation for weighted sample data.
method Asymptotic non-linear shrinkage formulas for covariance and precision matrix estimators of weighted sample covariances.
result Asymptotic non-linear shrinkage formulas for covariance and precision matrix estimators of weighted sample covariances.

Study geometric and topological properties of Finsler manifolds with weighted Ricci curvature bounds.

problem Geometric and topological properties of Finsler metric measure manifolds with integral weighted Ricci curvature bounds.
method Establish Laplacian comparison theorem, volume comparison theorems, volume growth estimate, Gromov pre-compactness, local Dirichlet isoperimetric constant estimate.
result First Dirichlet eigenvalue estimate and gradient estimate for harmonic functions.

Reintroduces straight-through estimators for binary neural networks.

problem Training neural networks with binary weights and activations is challenging due to gradient issues and discrete weight optimization.
method Derives ST methods as estimators in the SBN model, analyzes properties and estimation accuracy, explains latent weights and mirror descent method.
result Reintroduces ST methods as sound approximations and provides clearer application and improvements.

Unified approach to linear regression using covariance fitting for optimal weights.

problem Finding optimal weights for linear regression models when weights are unknown.
method Covariance fitting SPICE-methodology to obtain data-adaptive weights.
result Tuned versions of known regularized estimators are unified under a common approach.

The paper estimates gradients for a weighted parabolic equation under geometric flow.

problem Estimating gradients for a specific parabolic equation on a weighted manifold.
method Obtained space-time gradient estimates through integrating the equation.
result Found corresponding Harnack inequalities through gradient estimates.

Article provides Bernstein gradient estimates for heat equations with potential terms.

problem Gradient estimates for heat equations with potential terms on weighted Riemannian manifolds.
method Derived Bernstein type gradient estimates for two systems of heat equations with linear, exponential, and combined potentials.
result Resolves part of the problem raised by Bhattacharyya et al. in \cite{SB-1}.

When the weights in a particle filter are not available analytically, standard resampling methods cannot be employed. To circumvent this problem state-of-the-art algorithms replace the true weights with non-negative unbiased estimates. This algorithm is still valid but at the cost of higher variance of the resulting fi…

2019-03-03abs ↗pdf ↗

Method identifies change points in high-dimensional models using sample weights.

problem Identifying change points in high-dimensional generalized linear models.
method Sample-weighted empirical risk minimization (Weighted ERM).
result Weighted ERM yields precise asymptotic performance characterization for Gaussian designs.

New method improves causal effect estimation by addressing imbalance in training data.

problem Imbalance between treatment and control groups in training data.
method Combines distributionally robust optimization and weight regularization.
result Consistent improvements over existing methods in experiments.

Estimates for harmonic functions in curved spaces.

problem Quantifying harmonic functions in curved spaces.
method Quantitative Sobolev estimates for pp-harmonic functions in manifolds with curvature conditions.
result Established a quantitative second order Sobolev estimate for pp-harmonic functions.

The paper derives new gradient and Hessian estimates for nonlinear parabolic equations.

problem Estimating solutions to nonlinear weighted parabolic equations.
method Derives Li-Yau and Hamilton type gradient estimates, and Hessian estimates.
result New gradient and Hessian estimates for positive solutions of nonlinear parabolic equations.

This paper explores how representation learning can improve design-based causal inference.

problem Estimating causal effects in design-based studies is challenging due to the need for optimal weights.
method The authors propose an end-to-end estimation procedure that learns a flexible representation to minimize the error in choosing a representation.
result The proposed method is competitive in various causal inference tasks and shows promise for improving design-based weights.

Estimation of importance sampling weights for off-policy evaluation of contextual bandits often results in imbalance - a mismatch between the desired and the actual distribution of state-action pairs after weighting. In this work we present balanced off-policy evaluation (B-OPE), a generic method for estimating weights…

2019-06-09abs ↗pdf ↗

We prove structure theorems for complete manifolds satisfying both the Ricci curvature lower bound and the weighted Poincaré inequality. In the process, a sharp decay estimate for the minimal positive Green's function is obtained. This estimate only depends on the weight function of the Poincaré inequality, and yields …

2007-01-24abs ↗pdf ↗

The paper provides precise estimates for isoperimetric inequalities on weighted manifolds.

problem Quantitative isoperimetric inequalities on weighted Riemannian manifolds.
method Analyzes L1L^1, LpL^p, and W2W_2 estimates for the push-forward of measures.
result Close approximation of the guiding function's push-forward to Gaussian measure.

U-statistics improve gradient estimation in importance-weighted variational inference.

problem High variance in gradient estimation for importance-weighted variational inference.
method Use U-statistics to average base gradient estimators on overlapping batches of size m, achieving lower variance.
result U-statistic variance reduction leads to modest to significant improvements in inference performance.

The paper proves lower bounds for Gaussian-weighted curvature integrals of self-shrinkers.

problem Proving lower bounds for Gaussian-weighted \(L^2\)-curvature integrals of self-shrinkers.
method Combining normal coordinate functions with weighted Poincaré inequalities and first-eigenvalue estimates.
result Explicit lower bounds in terms of entropy for closed self-shrinkers, leading to curvature gaps.

Study shows robust method for estimating density ratios even with heavy contamination.

problem Estimating density ratios in the presence of heavy contamination.
method Weighted density ratio estimation (DRE) with doubly strong robustness.
result Weighted DRE achieves sparse consistency under heavy contamination.

We propose a new framework for designing estimators for off-policy evaluation in contextual bandits. Our approach is based on the asymptotically optimal doubly robust estimator, but we shrink the importance weights to minimize a bound on the mean squared error, which results in a better bias-variance tradeoff in finite…

2019-07-22abs ↗pdf ↗

This paper compares gradient estimators in importance-weighted VI and justifies the superiority of DREP over REP.

problem Understanding the impact of gradient estimators on importance-weighted VI algorithms.
method Unified theoretical comparison of reparameterized and doubly-reparameterized gradient estimators tied to IWAE, VR, and VR-IWAE bounds.
result Formally justifies the superiority of doubly-reparameterized gradient estimators over reparameterized ones in importance-weighted VI.

Study shows how feature weighting affects neural network regularization.

problem Understanding how feature weighting influences neural network regularization.
method Derived equivalence paths connecting different weighting matrices and ridge regularization levels.
result Ridge estimators trained on weighted features are asymptotically equivalent when evaluated against test vectors.

Optimizes sliding window approach for tracking Gaussian densities.

problem Improving tracking performance of Gaussian density estimation.
method Theoretical analysis of sliding window Gaussian Kernel Density Estimators.
result Empirical evidence shows improved tracking performance with optimal weight sequence.