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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.

168,657 papers · 148 categories

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4739451,4181,890 · Jun 202019922001200920172026
48 results for Generalized Additive Mixed Models

Reinforcement learning (RL) methods often rely on massive exploration data to search optimal policies, and suffer from poor sampling efficiency. This paper presents a mixed reinforcement learning (mixed RL) algorithm by simultaneously using dual representations of environmental dynamics to search the optimal policy wit…

2020-02-28abs ↗pdf ↗

Study uniform consistency in nonparametric mixture models and mixed regression.

problem Uniform consistency in nonparametric mixture models and mixed regression models.
method Construct uniformly consistent estimators under general conditions, develop novel technical tools.
result Prove uniform consistency results for nonparametric mixtures and mixed regression models.

Study compares neural and statistical models for Parkinson's disease progression from voice data.

problem Difficult statistical analysis of longitudinal voice biomarkers due to subject correlation, small cohorts, and varied disease trajectories.
method Evaluated Neural Mixed Effects (NME), Generalized Neural Network Mixed Models (GNMMs), and semi-parametric Generalized Additive Mixed Models (GAMMs).
result GAMMs achieve stronger predictive performance and retain interpretable smooth effects and subject-level structure.

Paper proposes a privacy-preserving method for estimating complex models.

problem Lack of flexibility in existing model classes for approximating data-generating processes.
method Privacy-preserving distributed estimation of generalized additive mixed models using component-wise gradient boosting.
result Proposed algorithm yields equivalent model estimates as component-wise gradient boosting on pooled data.

Characterizes continuity of monotone functionals in mixed topology.

problem Continuity of monotone functionals in mixed topology.
method Characterization through lower semicontinuity and dual representations.
result Continuity in mixed topology is equivalent to dual representation in terms of countably additive measures.

Bayesian econometrics improves nowcasting during pandemics.

problem Improving nowcasting during extreme economic events like pandemics.
method Bayesian econometric methods using non-parametric mixed frequency VARs with additive regression trees.
result Significant improvements in nowcasting performance compared to linear models.

ContextFlow++ improves generative models by conditioning on mixed-variable contexts.

problem Lack of effective methods for context conditioning in flow-based generative models.
method Proposes ContextFlow++ with additive conditioning and mixed-variable architecture.
result ContextFlow++ achieves higher performance metrics and faster training.

New method recovers causal DAGs from general environments without strict assumptions.

problem Recovering causal DAGs from real-world data with varying distributions.
method Formalizes desiderata for causal representation learning in general environments, leveraging sufficient change conditions up to third-order derivatives.
result Fully recovers latent DAG and identifies latent variables up to minor indeterminacies under nonparametric mixing.

Paper extends nonparametric regression bounds for dependent β\beta-mixing samples.

problem Analyzing error in nonparametric regression with dependent data.
method Extends uniform deviation inequalities from independent to dependent β\beta-mixing samples.
result Derives generalization bounds for nonparametric regression with dependent data.

Improves model predictability by mixing forecasts and orthogonalizing models.

problem Redundant models contaminate model space and degrade predictive performance.
method Principal Component Analysis for model orthogonalization in Bayesian forecast mixing.
result Better prediction accuracy and excellent uncertainty quantification.

We consider the mixed ray transform of tensor fields on a three-dimensional compact simple Riemannian manifold with boundary. We prove the injectivity of the transform, up to natural obstructions, and establish stability estimates for the normal operator on generic three dimensional simple manifold in the case of 1+1 a…

2019-09-24abs ↗pdf ↗

DeepPAMM models complex survival data with deep learning, improving predictive performance.

problem Complex hazard structures in survival analysis with small data sets and censoring.
method Deep learning framework for piecewise exponential models, addressing high-dimensional feature settings.
result DeepPAMM outperforms other machine learning approaches in predictive performance.

The spectral asymptotics for linear elasticity with mixed boundary conditions are shown to be old results.

problem Analyzing the spectral asymptotics for linear elasticity with mixed boundary conditions.
method Demonstrating that the results are essentially old well-known results by other authors.
result The spectral asymptotics results for linear elasticity with mixed boundary conditions are shown to be old results by other authors.

We study the stochastic multi-armed bandit problem in the case when the arm samples are dependent over time and generated from so-called weak $\cC$-mixing processes. We establish a $\cC-$Mix Improved UCB agorithm and provide both problem-dependent and independent regret analysis in two different scenarios. In the first…

2019-06-25abs ↗pdf ↗

The study prevents model collapse in overparameterized linear regression by mixing real and synthetic labels.

problem Preventing model collapse in overparameterized linear regression.
method Iterative mixing of real and synthetic labels, deriving generalization error formulae.
result Optimal mixing ratio converges to the reciprocal of the golden ratio for isotropic features.

ARMED models improve deep learning interpretability and generalize better on clustered data.

problem Clustered data leads to spurious associations and poor model fitting.
method Adversarial regularization and mixed effects subnetworks.
result ARMED models outperform conventional methods in accuracy and generalization.

Research on mixed polynomials, extending non-degeneracy concepts to complex variables.

problem Extending non-degeneracy concepts to mixed polynomials in complex variables.
method Generalization of Mondal's partial non-degeneracy to mixed polynomials, introducing new concepts and proving properties.
result Strong partial non-degeneracy implies isolated singularities, and mixed polynomials that are strongly inner non-degenerate satisfy the strong Milnor condition.

Directional and pairwise measurements are often used to model inter-relationships in a social network setting. The Mixed-Membership Stochastic Blockmodel (MMSB) was a seminal work in this area, and many of its capabilities were extended since then. In this paper, we propose the \emph{Dynamic Infinite Mixed-Membership s…

2013-06-13abs ↗pdf ↗

Gradient Boosted Mixed Models estimate mean and variance components for clustered data.

problem Limited flexibility in linear mixed models for complex settings.
method Gradient Boosting extended to mixed models with likelihood-based gradients and flexible base learners.
result Accurate recovery of variance components and improved predictive accuracy.

SMT-EX enhances SMT for explaining surrogate models of mixed-variable design problems.

problem Making decisions and understanding complex systems using surrogate models of mixed-variable design problems.
method Integrates explainability techniques into SMT, including Shapley Additive Explanations, Partial Dependence Plot, and Individual Conditional Expectations.
result Demonstrates versatility in addressing diverse problem characteristics.

Bayesian optimization tackles mixed discrete-continuous problems with Gaussian processes.

problem Optimizing problems with both discrete and continuous variables using costly simulations.
method Relaxing discrete variables into continuous latent variables, using Bayesian optimization, and incorporating compatibility constraints with Lagrangians.
result Comparative analysis of different mixed Bayesian optimization approaches.

GLMM trees identify subgroups with different growth patterns in longitudinal data.

problem Identifying subgroups with distinct growth trajectories in longitudinal studies.
method Extended GLMM trees for longitudinal data.
result Extended GLMM trees outperform other methods in accuracy and speed.

New ICA method for sources with mixed spectra.

problem Inaccurate separation of sources with temporal autocorrelations and mixed spectra.
method Estimates spectral density functions and line spectra using cubic splines and indicator functions, then maximizes the Whittle likelihood function.
result Outperforms existing ICA methods in simulations and EEG data applications.

MixUp is a recently proposed data-augmentation scheme, which linearly interpolates a random pair of training examples and correspondingly the one-hot representations of their labels. Training deep neural networks with such additional data is shown capable of significantly improving the predictive accuracy of the curren…

2018-09-07abs ↗pdf ↗

We propose a stochastic gradient Markov chain Monte Carlo (SG-MCMC) algorithm for scalable inference in mixed-membership stochastic blockmodels (MMSB). Our algorithm is based on the stochastic gradient Riemannian Langevin sampler and achieves both faster speed and higher accuracy at every iteration than the current sta…

2015-10-16abs ↗pdf ↗

We improve Gaussian copula models for imputing mixed data types with precise approximations.

problem Imputing missing values with mixed data types in surveys and medical applications.
method We use randomized quasi-Monte Carlo procedures for direct and arbitrarily precise approximations of model estimation and imputation.
result Our method yields lower errors for model parameters and imputed values compared to existing methods.

TSL learns separable models to avoid signal cancellation and off-support extrapolation.

problem Signal cancellation and off-support extrapolation in additive models.
method Tensor Separation Learning (TSL) via stagewise greedy procedure with orthogonal refitting.
result TSL avoids information loss caused by marginalizing higher-order interactions.

We present an efficient algorithm for learning mixed membership models when the number of variables pp is much larger than the number of hidden components kk. This algorithm reduces the computational complexity of state-of-the-art tensor methods, which require decomposing an O(p3)O\left(p^3\right) tensor, to factorizing…

2017-02-25abs ↗pdf ↗

New method disentangles mixed interventional and observational data in SEMs.

problem Learning causal relationships from mixed interventional and observational data.
method Developed a method to disentangle mixed interventional and observational data in linear SEMs with Gaussian noise.
result The method can identify causal graphs up to their interventional Markov Equivalence Class.

A new portfolio optimization model minimizes maximum drawdown, offering faster and more robust solutions.

problem Optimizing portfolios during financial distress, especially during crises.
method Linearization of Markowitz model based on maximum drawdown, with a Mixed-Integer Linear Programming variation.
result 200 times faster solving time with a more profitable and robust solution.

FBMS R package simplifies Bayesian model selection and averaging.

problem Complex regression settings with multi-modal posterior landscapes.
method Efficient MJMCMC and GMJMCMC algorithms for Bayesian model exploration.
result FBMS effectively handles Bayesian generalized linear and nonlinear models.

Reweighted ALPS improves sampling from multimodal distributions using warm start points.

problem Sampling from multimodal distributions is hard due to exponential mixing times.
method Introduces Reweighted ALPS, a modified Annealed Leap-Point Sampler that uses warm start points.
result First polynomial-time bound for Re-ALPS in a general setting, under a natural assumption.