On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

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← all fields·2 papers on “covariance” in Statistical ML · 1 week

Optimizing Regretecon.EM

The paper optimizes regret using covariance between costs and decisions.

problem Optimizing expected regret in decision-making problems.

method Developed derivative theory of covariance regret functional, derived Gâteaux derivative, and extended to constrained optimization.

result Gradient of covariance regret is the cost covariance matrix, with implications for portfolio optimization.

regret minimization covariance derivative theory portfolio optimization steepest descent

2026-07-21abs ↗pdf ↗

COVAriance-Induced Fairness Gap Penalty for Subgroup-Fair Clusteringstat.ML

A new algorithm COVA-FC improves subgroup-fair clustering efficiency.

problem Challenges in making cluster assignments independent of sensitive attributes in subgroups.

method Defining a subgroup-fairness gap, deriving a covariance-based surrogate, and introducing a continuous relaxation for efficient optimization.

result COVA-FC achieves competitive cost-fairness trade-offs and improves computational efficiency.

subgroup-fair clustering covariance fairness gap subgroup-marginal-fairness efficient optimization

2026-07-20abs ↗pdf ↗