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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.

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0111 · Mar 202019922001200920172026
1 result for “DiPCA”
On the Convergence of the Dynamic Inner PCA Algorithmeess.SY

DiPCA algorithm improves scalability and solution quality for time-dependent data.

problem Analyzing time-dependent multivariate data with dynamic latent variables.
method Solves a large-scale, dense, nonconvex NLP using a scalable decomposition algorithm.
result The decomposition algorithm is a specialized coordinate maximization algorithm, explaining its performance and guiding improvements.
DiPCAtime-dependent datadynamic latent variablesnonconvex NLPscalable decomposition
2020-03-12abs ↗pdf ↗