pith:6J4VU6N2
Plug-In Classification of Drift Functions in Diffusion Processes Using Neural Networks
A plug-in classifier estimates class-specific drift functions of diffusion processes with neural networks to achieve explicit convergence rates for excess misclassification risk.
arxiv:2602.02791 v2 · 2026-02-02 · stat.ML · cs.LG · math.ST · stat.TH
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Claims
Under standard regularity assumptions, we establish convergence rates for the excess misclassification risk, making explicit the contributions of drift estimation, time discretization, and dimension. Our analysis also highlights the benefit of exploiting the diffusion structure: the drift is learned from all observed increments, leading to sharper guarantees than direct trajectory-based neural classifiers.
Standard regularity assumptions on the diffusion processes, drift functions, and neural network approximation capabilities hold, together with the requirement that drift functions admit a compositional structure for effective performance in higher dimensions.
A neural-network plug-in classifier for multiclass diffusion processes achieves explicit convergence rates for excess misclassification risk by estimating class-specific drifts from discrete increments.
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| First computed | 2026-05-18T02:45:05.544893Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
f2795a79bae4085efea6e0c3ecff8a276a20811fa5fbbefbad70a0542db0d7a1
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/6J4VU6N24QEF57VG4DB6Z74KE5 \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
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Canonical record JSON
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