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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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3876114152 · Jun 202019922001200920172026
48 results for well-separated components

Algorithm distinguishes Gaussian mixtures from pure Gaussians in quasi-polynomial time.

problem Distinguishing mixtures of Gaussian components from pure Gaussians, especially when components are well-separated.
method Sum-of-Squares method, quasi-polynomial time algorithm, bipartitioning sample to separate components.
result Algorithm can reliably distinguish between mixtures and pure Gaussians in quasi-polynomial time.

Consistent estimator for mixtures of nonparametric elliptical distributions helps cluster analysis.

problem Consistency of maximum likelihood estimator for mixtures of nonparametric elliptical distributions.
method Maximum likelihood estimation for mixtures of elliptically-symmetric distributions under nonparametric PP.
result Components of the estimator correspond to well-separated components of the underlying distribution PP.

Constructs initial data for multiple black holes with specified ADM parameters.

problem Forming multiple black holes with specific ADM parameters.
method Smooth, asymptotically flat vacuum initial data with prescribed ADM energy, momentum, and angular momentum.
result Maximal development of data results in spacetimes containing multiple black holes.

Stochastic Neighbor Embedding and its variants are widely used dimensionality reduction techniques -- despite their popularity, no theoretical results are known. We prove that the optimal SNE embedding of well-separated clusters from high dimensions to any Euclidean space R^d manages to successfully separate the cluste…

2017-02-09abs ↗pdf ↗

Study reveals structure of local minima in GMMs, identifying key cluster centers.

problem Identifying optimal cluster centers in non-convex GMM landscapes.
method Analyzing the negative log-likelihood function of GMMs in the population limit.
result Local minima share a common structure that partially identifies true cluster centers.

We consider the problem of learning a mixture of Random Utility Models (RUMs). Despite the success of RUMs in various domains and the versatility of mixture RUMs to capture the heterogeneity in preferences, there has been only limited progress in learning a mixture of RUMs from partial data such as pairwise comparisons…

2018-12-31abs ↗pdf ↗

New method estimates density ratio for well-separated distributions using multi-class logistic regression.

problem Challenges in estimating density ratio for well-separated distributions.
method Uses multi-class logistic regression with auxiliary densities to estimate log(p/q).
result Demonstrates superior performance on density ratio estimation, mutual information, and representation learning tasks.

At critical coupling, the interactions of Ginzburg-Landau vortices are determined by the metric on the moduli space of static solutions. The asymptotic form of the metric for two well separated vortices is shown here to be expressible in terms of a Bessel function. A straightforward extension gives the metric for N vor…

2002-05-30abs ↗pdf ↗

This study examines when non-parametric methods are robust to adversarial examples.

problem Understanding when non-parametric methods are robust to adversarial examples.
method Examined general non-parametric methods and established conditions for r-consistency.
result Non-parametric methods like nearest neighbors and kernel classifiers are r-consistent when data is well-separated, while histograms are not.

We analyze the spectral clustering procedure for identifying coarse structure in a data set x1,,xnx_1, \dots, x_n, and in particular study the geometry of graph Laplacian embeddings which form the basis for spectral clustering algorithms. More precisely, we assume that the data is sampled from a mixture model supported on …

2019-01-30abs ↗pdf ↗

The paper analyzes the risk of CV-tuned regularized estimators and connects it to SURE.

problem Understanding the risk of CV-tuned regularized estimators.
method Derives asymptotic risk function of CV-tuned estimators and connects it to SURE.
result The risk function provides a more detailed picture of predictive performance than uniform bounds.

Gradient EM converges globally for over-parameterized Gaussian mixtures.

problem Recovering ground truth Gaussian mixtures with over-parameterized models.
method Gradient EM with over-parameterization, using Hermite polynomials and tensor decomposition.
result Gradient EM globally converges to ground truth with n=Ω(mlogm)n = Ω(m\log m) over-parameterization.

Relative moduli spaces of periodic monopoles provide novel examples of Asymptotically Locally Flat hyperkahler manifolds. By considering the interactions between well-separated periodic monopoles, we infer the asymptotic behavior of their metrics. When the monopole moduli space is four-dimensional, this construction yi…

2001-09-19abs ↗pdf ↗

Recent progress has shown that few-shot learning can be improved with access to unlabelled data, known as semi-supervised few-shot learning(SS-FSL). We introduce an SS-FSL approach, dubbed as Prototypical Random Walk Networks(PRWN), built on top of Prototypical Networks (PN). We develop a random walk semi-supervised lo…

2019-03-06abs ↗pdf ↗

Suppose M is a compact orientable irreducible 3-manifold with Heegaard splitting surfaces P and Q. Then either Q is isotopic to a possibly stabilized copy of P or the Hempel distance of the splitting P is no greater than twice the genus of Q. More generally, if P and Q are bicompressible but weakly incompressible conne…

2005-01-10abs ↗pdf ↗

We investigate the problem of nodes clustering under privacy constraints when representing a dataset as a graph. Our contribution is threefold. First we formally define the concept of differential privacy for structured databases such as graphs, and give an alternative definition based on a new neighborhood notion betw…

2018-01-19abs ↗pdf ↗

The main contribution of the paper is to show that Gaussian sketching of a kernel-Gram matrix K\boldsymbol K yields an operator whose counterpart in an RKHS H\mathcal H, is a \emph{random projection} operator---in the spirit of Johnson-Lindenstrauss (J-L) lemma. To be precise, given a random matrix ZZ with i.i.d. Ga…

2019-08-16abs ↗pdf ↗

Constructs classifiers for neural networks with specific data configurations.

problem Finding global minima of deep ReLU neural networks on sequentially separable data.
method Explicitly constructs zero loss neural network classifiers using cumulative parameters and truncation maps.
result Global minimizers can be described with a limited number of parameters based on the data structure.

On a complete manifold, such as Euclidean 3-space or hyperbolic 3-space, the limit at infinity of the norm of the Higgs field is called the mass of the monopole. We show the existence, on hypebolic 3-space, of monopoles with given magnetic charge and arbitrary mass. Previously, aside from charge one monopoles, existenc…

2012-10-02abs ↗pdf ↗

This work introduces a novel method to evaluate generative model novelty.

problem Evaluating the novelty of generative models compared to a reference model.
method Spectral approach to differential clustering and Kernel-based Entropic Novelty (KEN) score.
result The KEN score effectively detects novel modes and compares generative models.

We inspect a possible clustering structure of the corruption perception among 134 countries. Using the average linkage clustering, we uncover a well-defined hierarchy in the relationships among countries. Four main clusters are identified and they suggest that countries worldwide can be quite well separated according t…

2015-01-31abs ↗pdf ↗

Adaptive clustering and personalization algorithms minimize regret in multi-agent stochastic linear bandits.

problem Minimizing regret in a multi-agent stochastic linear bandits framework with user heterogeneity.
method Proposes a novel algorithm that refines cluster identities and minimizes regret, adapting to cluster separation and user parameter deviations.
result Regret scales as O(T/N)\mathcal{O}(\sqrt{T/N}) for well-separated clusters and O(T12+ε/(N)12ε)\mathcal{O}(T^{\frac{1}{2} + \varepsilon}/(N)^{\frac{1}{2} -\varepsilon}) for poorly separated clusters.

Improved sample complexity for Gaussian process approximations.

problem Efficiently approximating Gaussian processes with sparse spectrum.
method Improved sample complexity analysis and auto-encoding algorithm.
result Gaussian process predictions and model evidence can be well-approximated with low sample complexity.

WaveLSFormer learns profitable trading policies from financial time series data.

problem Challenges in learning profitable intraday trading policies from financial time series data.
method WaveLSFormer uses a learnable wavelet-based long-short Transformer to jointly perform multi-scale decomposition and return-oriented decision learning.
result WaveLSFormer consistently outperforms MLP, LSTM, and Transformer backbones in trading performance.

Sampling from posterior distributions using Markov chain Monte Carlo (MCMC) methods can require an exhaustive number of iterations, particularly when the posterior is multi-modal as the MCMC sampler can become trapped in a local mode for a large number of iterations. In this paper, we introduce the pseudo-extended MCMC…

2017-08-17abs ↗pdf ↗

Sparse subspace clustering (SSC) is an elegant approach for unsupervised segmentation if the data points of each cluster are located in linear subspaces. This model applies, for instance, in motion segmentation if some restrictions on the camera model hold. SSC requires that problems based on the l1l_1-norm are solved …

2016-09-16abs ↗pdf ↗

The nearest neighbor rule is proven consistent in a broad setting.

problem Proving consistency of the nearest neighbor rule in various settings.
method Proving online consistency for all measurable functions in doubling metric spaces under mild assumptions.
result The nearest neighbor rule is online consistent in all measurable functions in doubling metric spaces.

DDSME outperforms SME in estimating multimodal distributions.

problem Efficiency of score matching in multimodal distributions.
method Diffusion-based denoising score matching (DDSME) compared to vanilla score matching (SME).
result DDSME avoids the error bound deterioration of SME with increasing mode separation.