Research
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.

168,695 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Dec 199219922001200920172026
48 results for Functional analysis

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

Regularized MFPCA smooths multivariate functional data for clearer patterns.

problem Challenges in controlling roughness of multivariate functional PCs.
method ReMFPCA incorporates a roughness penalty in a penalized framework to smooth PCs.
result Smoothed multivariate functional PCs reveal clearer patterns.

MFSSA improves reconstruction accuracy of multivariate functional time series.

problem Improving reconstruction accuracy of multivariate functional time series.
method Developed MFSSA, a functional extension of MSSA, for different dimensional domains.
result Better reconstruction accuracy of MFTS signals using MFSSA compared to other methods.

A new method uses Gram matrix for efficient multivariate functional principal components.

problem Efficiently estimating eigencomponents of multidimensional functional datasets.
method Proposes using inner-product matrix to estimate eigenelements of multivariate and multidimensional functional datasets.
result Established relationship between eigenelements of covariance operator and inner-product matrix.

Archetype and archetypoid analysis can be extended to functional data. Each function is represented as a mixture of actual observations (functional archetypoids) or functional archetypes, which are a mixture of observations in the data set. Well-known Canadian temperature data are used to illustrate the analysis develo…

2016-01-26abs ↗pdf ↗

Novel method converts time series data into functional data for high dimensional classification.

problem Small sample size problem in high dimensional time series data.
method Classwise Functional Principal Component Analysis (PCA) followed by Bayesian linear classifier.
result Demonstrated efficacy on synthetic and real data sets.

Improves online learning algorithms for functional models with capacity assumptions.

problem Convergence rates of online stochastic gradient descent algorithms for functional linear models.
method Characterizations of slope function regularity, kernel space capacity, and sampling process covariance operator.
result Capacity assumptions can alleviate saturation of convergence rates as function regularity increases.

DNAMite creates interpretable, calibrated survival analysis models.

problem Limited interpretability in survival analysis models, especially for healthcare applications.
method Feature discretization and kernel smoothing in embedding module for flexible shape functions.
result DNAMite produces calibrated shape functions interpretable as contributions to cumulative incidence function.

Neural network learns kernel functions for survival analysis and prediction intervals.

problem Predicting survival times for individuals based on similar training subjects.
method Develops a neural network framework to learn kernel functions for kernel survival analysis and uses these to construct valid prediction intervals.
result Neural network survival estimators are competitive with existing methods and provide valid prediction intervals.

The problem of complex data analysis is a central topic of modern statistical science and learning systems and is becoming of broader interest with the increasing prevalence of high-dimensional data. The challenge is to develop statistical models and autonomous algorithms that are able to acquire knowledge from raw dat…

2018-03-01abs ↗pdf ↗

A novel online framework for analyzing multidimensional functional data.

problem Analysis of multidimensional functional data streams poses significant challenges.
method Online functional principal component analysis using tensor product splines on a Stiefel manifold with Riemannian stochastic gradient descent.
result Efficient and scalable modeling of multidimensional functional data.

Research uses deep learning and copulas to predict multivariate survival data.

problem Handling right-censored and correlated multivariate survival data.
method Integrates deep learning, copula functions, and survival analysis. Uses copula-based activation functions to model nonlinear dependencies.
result Enhanced prediction accuracy for multivariate survival responses.

Paper improves stability analysis of SGD for various loss functions and data distributions.

problem Improving stability analysis of SGD for non-convex loss functions and data distributions.
method Analyzes stability of SGD for convex and non-convex loss functions, and improves data-dependent bounds.
result Improved stability bounds for non-convex loss functions and convex regularized loss functions.

In many applications, input data are sampled functions taking their values in infinite dimensional spaces rather than standard vectors. This fact has complex consequences on data analysis algorithms that motivate modifications of them. In fact most of the traditional data analysis tools for regression, classification a…

2007-05-02abs ↗pdf ↗

Set-functions appear in many areas of computer science and applied mathematics, such as machine learning, computer vision, operations research or electrical networks. Among these set-functions, submodular functions play an important role, similar to convex functions on vector spaces. In this tutorial, the theory of sub…

2010-10-20abs ↗pdf ↗

New method for analyzing multiple longitudinal data processes.

problem Exploring associations between multiple random processes observed jointly.
method Functional Generalized Canonical Correlation Analysis (FGCCA) based on multiblock Regularized Generalized Canonical Correlation Analysis (RGCCA).
result FGCCA framework is robust to sparsely and irregularly observed data.

Theoretical analysis of cross-entropy loss functions and their robustness.

problem Guarantees for using cross-entropy as a surrogate loss function.
method Theoretical analysis of a broad family of loss functions, including cross-entropy.
result First HH-consistency bounds for comp-sum losses and smooth adversarial comp-sum losses.

Proposes a neural network autoencoder for smoothing and representation learning of functional data.

problem Lack of sufficient nonlinear representations in existing methods for functional data analysis.
method Develops a neural network autoencoder architecture to process functional data directly, learning both smoothing and representation.
result Outperforms traditional methods in prediction, classification, and computational efficiency.

Novel prior for orthogonal functions improves functional component estimation.

problem Improving orthogonality in functional principal component analysis.
method Sequential adaptive priors for orthogonal functions using hierarchical conditionally normal distributions.
result Proposed prior leads to nearly orthogonal posterior estimates.

Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is…

2012-08-14abs ↗pdf ↗

Meta-learning for Koopman spectral analysis with short time-series data.

problem Lack of long time-series for training embedding functions in Koopman spectral analysis.
method Meta-learning approach using bidirectional LSTM and neural network to estimate embedding functions from short time-series.
result The proposed method achieves better performance in eigenvalue estimation and future prediction compared to existing methods.

Improved convergence speed of principal component analysis through modified learning rules.

problem Slow convergence for covariance matrices with close eigenvalues.
method Introduced an additional term to the objective function to mitigate convergence issues.
result Significantly improved convergence speed confirmed through simulations.

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics for comparing the performance of Bayesian optimization methods and propose a ran…

2016-03-31abs ↗pdf ↗

This work analyzes how different layers in deep neural networks contribute to generalization error.

problem Understanding the role of each layer in deep neural networks for generalization.
method Spectral analysis, Neural Tangent Kernel, Hermite polynomials, Spherical Harmonics.
result Initial layers in deep neural networks have a larger bias towards high-frequency functions.

Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments such as analysis of conditional convex risk measures and the related variational problems and optimization problems. Random convex analysis is …

2016-03-23abs ↗pdf ↗

Shape analysis and compuational anatomy both make use of sophisticated tools from infinite-dimensional differential manifolds and Riemannian geometry on spaces of functions. While comprehensive references for the mathematical foundations exist, it is sometimes difficult to gain an overview how differential geometry and…

2018-07-30abs ↗pdf ↗

Efficiently identifies key input variables for expensive functions using active learning.

problem Efficiently identify key input variables for expensive, black-box functions.
method Proposes novel active learning acquisition functions targeting derivative-based global sensitivity measures (DGSMs) under Gaussian process surrogate models.
result Active learning substantially enhances sample efficiency of DGSM estimation, especially with limited evaluation budgets.

DeepONet accelerates reliability analysis of stochastic nonlinear systems.

problem Time-dependent reliability analysis of systems with stochastic forcing.
method DeepONet, a novel operator network, learns function-to-function mappings.
result DeepONet efficiently and accurately predicts system responses.

We present an approach to analyze C1(Rm)C^1(\mathbb{R}^m) functions that addresses limitations present in the Active Subspaces (AS) method of Constantine et al.(2015; 2014). Under appropriate hypotheses, our Active Manifolds (AM) method identifies a 1-D curve in the domain (the active manifold) on which nearly all values o…

2019-04-30abs ↗pdf ↗

Enhances Cox model for survival analysis with symbolic non-linear log-risk functions.

problem Limited interpretability and non-linearity in traditional Cox models.
method Introduces GCPH model using Kolmogorov-Arnold Networks for symbolic non-linear log-risk functions.
result GCPH achieves competitive performance and superior interpretability.

Quantifies polynomial approximation rates for smooth functions under various distributions.

problem Approximating smooth functions with polynomials under different distributional constraints.
method Develops a quantitative analogue of Carleman's theorem using complex analysis.
result Establishes superexponential rates of approximation for certain function classes over general distributions.

Paper tackles functional linear regression using spectral algorithms with discrete observations.

problem Functional linear regression problem with discretely observed data.
method Combines distributed spectral algorithms with Sobolev kernels for regularization.
result Derives matching upper and lower bounds for convergence in Sobolev norm.