惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Microsoft Azure Blog
Microsoft Azure Blog
WordPress大学
WordPress大学
Google DeepMind News
Google DeepMind News
美团技术团队
大猫的无限游戏
大猫的无限游戏
H
Help Net Security
小众软件
小众软件
aimingoo的专栏
aimingoo的专栏
博客园 - 聂微东
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
M
MIT News - Artificial intelligence
酷 壳 – CoolShell
酷 壳 – CoolShell
博客园 - Franky
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
Microsoft Security Blog
Microsoft Security Blog
F
Fortinet All Blogs
A
About on SuperTechFans
Recent Announcements
Recent Announcements
D
Docker
Vercel News
Vercel News
Engineering at Meta
Engineering at Meta
腾讯CDC
Martin Fowler
Martin Fowler
阮一峰的网络日志
阮一峰的网络日志

stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Model-free filtering in high dimensions via projection an...
Sören Christensen, Jan Kallsen, Claudia Strauch, Lukas Trottner · 2025-10-27 · via stat.ML updates on arXiv.org

We consider the problem of recovering a latent signal $X$ from its noisy observation $Y$. The unknown law $\mathbb{P}^X$ of $X$, and in particular its support $\mathscr{M}$, are accessible only through a large sample of i.i.d.\ observations. We further assume $\mathscr{M}$ to be a low-dimensional submanifold of a high-dimensional Euclidean space $\mathbb{R}^d$. As a filter or denoiser $\widehat X$, we suggest an estimator of the metric projection $π_{\mathscr{M}}(Y)$ of $Y$ onto the manifold $\mathscr{M}$. To compute this estimator, we study an auxiliary semiparametric model in which $Y$ is obtained by adding isotropic Laplace noise to $X$. Using score matching within a corresponding diffusion model, we obtain an estimator of the Bayesian posterior $\mathbb{P}^{X \mid Y}$ in this setup. Our main theoretical results show that, in the limit of high dimension $d$, this posterior $\mathbb{P}^{X\mid Y}$ is concentrated near the desired metric projection $π_{\mathscr{M}}(Y)$.