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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.

168,742 papers · 148 categories

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201402602803 · Jun 202019922001200920172026
48 results for Flexible Link Functions

New tests for VaR and ES forecast encompassing using flexible link functions.

problem Testing forecast encompassing for Value at Risk and Expected Shortfall.
method Flexible link functions for testing convex forecast combinations and nonstandard asymptotic theory for boundary parameters.
result Tests based on new link functions outperform unrestricted linear link functions for one-step and multi-step forecasts.

In this paper we define and study flexible links and flexible isotopy in projective space. Flexible links are meant to capture the topological properties of real algebraic links. We classify all flexible links up to flexible isotopy using Ekholms interpretation of Viros encomplexed writhe.

2012-12-15abs ↗pdf ↗

Bayesian model improves classification performance with flexible uncertainty modeling.

problem Improving classification performance with flexible uncertainty modeling.
method Combines Gaussian process and Dirichlet process priors for latent function and link function, respectively.
result Outperforms standard logistic regression on simulated data.

Gaussian process models are flexible, Bayesian non-parametric approaches to regression. Properties of multivariate Gaussians mean that they can be combined linearly in the manner of additive models and via a link function (like in generalized linear models) to handle non-Gaussian data. However, the link function formal…

2016-04-18abs ↗pdf ↗

Study tackles nonlinear factor models with unknown monotone links from incomplete and noisy data.

problem Learning nonlinear factor models with unknown monotone links from incomplete and noisy data.
method Formulated as joint recovery of low-rank factors, loadings, and nonlinear link function; proposed BCD algorithm with regularization.
result Established convergence guarantees and sublinear regret bounds for link-function updates.

Link prediction is a fundamental task in statistical network analysis. Recent advances have been made on learning flexible nonparametric Bayesian latent feature models for link prediction. In this paper, we present a max-margin learning method for such nonparametric latent feature relational models. Our approach attemp…

2016-02-24abs ↗pdf ↗

Flexible classifier using Mahalanobis distances for non-elliptical distributions.

problem Classifying non-elliptical and multimodal distributions.
method Semiparametric classifier based on Mahalanobis distances and generalized additive models.
result The proposed classifiers outperform traditional methods in high-dimensional, low-sample-size scenarios.

BIDIFAC+ factorizes linked matrices for cancer studies.

problem Integrating multiple omics platforms across various cancer types.
method Flexible approach to simultaneous factorization and decomposition of linked matrices using BIDIFAC+.
result Identifies shared and specific modes of variability across multiple omics platforms and cancer types.

Humans and animals show remarkable flexibility in adjusting their behaviour when their goals, or rewards in the environment change. While such flexibility is a hallmark of intelligent behaviour, these multi-task scenarios remain an important challenge for machine learning algorithms and neurobiological models alike. We…

2019-06-18abs ↗pdf ↗

Constrained clustering has been well-studied for algorithms such as KK-means and hierarchical clustering. However, how to satisfy many constraints in these algorithmic settings has been shown to be intractable. One alternative to encode many constraints is to use spectral clustering, which remains a developing area. I…

2012-01-25abs ↗pdf ↗

We propose a link prediction algorithm that is based on spring-electrical models. The idea to study these models came from the fact that spring-electrical models have been successfully used for networks visualization. A good network visualization usually implies that nodes similar in terms of network topology, e.g., co…

2019-05-24abs ↗pdf ↗

New method for efficient maximum likelihood estimation of pp-generalized probit regression.

problem Efficient estimation of pp-generalized probit regression models.
method Combining sketching techniques with importance subsampling to obtain a coreset.
result Maximum likelihood estimator can be approximated efficiently up to a factor of (1+ε)(1+\varepsilon) on large data.

A novel GNN architecture improves link prediction by combining positive and negative samples.

problem Link prediction accuracy limited by node-wise methods and increased model complexity of edge-wise methods.
method Proposes a novel GNN architecture that uses both positive and negative samples to inform node embeddings.
result The method retains the inference speed of node-wise models while achieving competitive accuracy with edge-wise alternatives.

Smoothing graphons improve link prediction in Bayesian SBM without increasing computational complexity.

problem Accurate modeling of exchangeable relational data with flexible and computationally efficient graphons.
method Introducing smoothing procedures to piecewise-constant graphons to create smoothing graphons, which allow continuous intensity values for relations.
result Smoothing graphons improve AUC and precision for link prediction in real-world data sets.

Researchers use estimated Kolmogorov complexity for better link prediction in graphs.

problem Improving link prediction accuracy in complex networks.
method Regularization based on an approximation of Kolmogorov complexity, which is differentiable and compatible with recent link prediction algorithms.
result The regularization method shows good performance on diverse real-world networks, but the success is likely due to an aggregation method rather than actual estimation of Kolmogorov complexity.

Relational data are usually highly incomplete in practice, which inspires us to leverage side information to improve the performance of community detection and link prediction. This paper presents a Bayesian probabilistic approach that incorporates various kinds of node attributes encoded in binary form in relational m…

2017-06-14abs ↗pdf ↗

Proposes a transfer learning framework for sparse SIMs without raw source data.

problem Lack of direct access to raw source data and known link functions in transfer learning.
method Source-data-free framework based on SIM, using summary statistics and a multilayer perceptron.
result Consistent improvements over existing approaches in synthetic and real-world data.

Introduces joint exclusivity (JE), a new form of negative dependence.

problem Negative dependence structures in probability distributions.
method Defines JE by exclusion of the interior of the non-negative orthant, establishes necessary and sufficient conditions for existence, proposes a canonical construction.
result Sharp necessary and sufficient condition for existence of JE random vectors with prescribed marginals.

Paper formalizes Simon's satisficing through FFSD, proving its equivalence to expected utility theory.

problem Formalizing Herbert Simon's bounded rationality concept in economic decision-making.
method Developed FFSD framework using Lean 4 theorem prover, proving equivalence to expected utility theory.
result Equivalence theorem linking FFSD to expected utility maximization for approximate indicator functions.

Semi-implicit graph variational auto-encoder (SIG-VAE) is proposed to expand the flexibility of variational graph auto-encoders (VGAE) to model graph data. SIG-VAE employs a hierarchical variational framework to enable neighboring node sharing for better generative modeling of graph dependency structure, together with …

2019-08-19abs ↗pdf ↗

We propose the use of statistical emulators for the purpose of valuing mortality-linked contracts in stochastic mortality models. Such models typically require (nested) evaluation of expected values of nonlinear functionals of multi-dimensional stochastic processes. Except in the simplest cases, no closed-form expressi…

2015-08-03abs ↗pdf ↗

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for efficient training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

Flexible spatial models improve predictive performance over nonstationary alternatives.

problem Improving predictive performance in nonstationary spatial modeling.
method Introduces a modular parametric covariance function that extends nonstationary spatial models.
result The proposed covariance function outperforms nonparametric methods in predictive performance.

The paper enhances representations to show left-orderability of certain 3-manifold groups.

problem Left-orderability of 3-manifold groups using enhanced representations.
method Recalibration of Calegari and Dunfield's flipping construction for $\mbox{Homeo}_+(S^1)$-representations.
result Branched covers of links are left-orderable, generalizing known results.

Flexible approach for normal approximations in geometric and topological statistics.

problem Normal approximation for complex statistics not expressible as sums of score functions.
method Flexible add-one cost operator combined with strong stabilization theory.
result Established normal approximation results for geometric and topological statistics.

For links with vanishing pairwise linking numbers, the link components bound pairwise disjoint surfaces in B4B^{4}. In this paper, we describe the set of genera of such surfaces in terms of the hh-function, which is a link invariant from Heegaard Floer homology. In particular, we use the hh-function to give lower bou…

2018-05-05abs ↗pdf ↗

Kernelized bandit algorithm tackles adaptive contextual bandits with single-index models.

problem Adaptive contextual bandits with single-index models and unknown link functions.
method Kernelized ε-greedy algorithm combining Stein-based index estimation and kernel ridge regression for reward functions.
result Unified framework for simultaneous learning and inference in single-index contextual bandits.

Contact surgeries yield algebraically overtwisted manifolds.

problem Understanding algebraically overtwisted contact manifolds through surgeries.
method Contact (+1)(+1)-surgeries on Legendrian spheres in flexibly fillable contact manifolds.
result Yielding algebraically overtwisted manifolds when the Legendrian's homology class is not annihilated.