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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.

169,341 papers · 148 categories

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5101520 · Jun 202019922001200920182026
48 results for HSIC Lasso

GraphLIME explains GNN models by selecting key features locally.

problem Explaining the effectiveness of GNN models is challenging due to complex nonlinear transformations.
method GraphLIME uses HSIC Lasso for nonlinear feature selection in GNN models.
result GraphLIME provides more descriptive explanations than existing methods.

Maximizes image representation dependence for self-supervised learning.

problem Learning meaningful image representations from unlabeled data.
method Maximizes Hilbert-Schmidt Independence Criterion (HSIC) between image transformations and identity.
result Matches state-of-the-art performance on ImageNet and other vision tasks.

The paper explores tensor product kernels and their characteristic properties.

problem Understanding when HSIC characterizes independence and MMD with tensor product kernel discriminates probability distributions.
method Study of various notions of characteristic property of tensor product kernels.
result The paper answers questions about the characteristic and universal properties of tensor product kernels.

Sensitivity Maps improve HSIC for better interpretability and scalability.

problem High computational cost and lack of interpretability in HSIC.
method Introduce Sensitivity Maps (SMs) for HSIC, approximate kernels using random features, and provide convergence bounds.
result RHSIC and SMs efficiently approximate HSIC and provide scalable solutions.

Empirical study on dependency in auto-encoding networks using HSIC.

problem Inaccurate measurement of mutual information in DNNs.
method Proposed using Hilbert-Schmidt Independence Criterion (HSIC) to measure dependency between layers in auto-encoding architectures.
result HSIC can measure dependence without density estimation, improving generalization evaluation.

A statistical test of independence may be constructed using the Hilbert-Schmidt Independence Criterion (HSIC) as a test statistic. The HSIC is defined as the distance between the embedding of the joint distribution, and the embedding of the product of the marginals, in a Reproducing Kernel Hilbert Space (RKHS). It has …

2015-01-25abs ↗pdf ↗

This paper improves HSIC-based dimensionality reduction for non-linear kernels.

problem Non-convexity of HSIC objective function for non-linear kernels limits optimization efficiency.
method Spectral optimization algorithm with local guarantees and principled initialization.
result Empirical improvements by a factor of 10510^5 in runtime with lower errors.

New methods integrate nonlinear, sparse, and multi-view aspects for high-dimensional data analysis.

problem Integrating nonlinear dependence, sparsity, and multi-view data in high-dimensional datasets.
method Proposes HSIC-SGCCA, SA-KGCCA, and TS-KGCCA methods for multi-view high-dimensional data analysis.
result HSIC-SGCCA outperforms competing methods in multi-view variable selection.

The article introduces practical estimators for kernel discrepancies.

problem Estimating kernel discrepancies accurately and efficiently.
method Presented various estimators for MMD, HSIC, and KSD, including V-statistics, U-statistics, and incomplete U-statistics. Stressed the importance of kernel bandwidth and introduced adaptive estimators.
result Adaptive estimators combining multiple estimators with various kernels address the problem of kernel selection.

We describe a novel non-parametric statistical hypothesis test of relative dependence between a source variable and two candidate target variables. Such a test enables us to determine whether one source variable is significantly more dependent on a first target variable or a second. Dependence is measured via the Hilbe…

2014-06-15abs ↗pdf ↗

This work improves independence tests for high-dimensional data.

problem Detecting subtle dependencies between high-dimensional random variables with complex distributions.
method Develops two approaches to learn powerful independence tests using variational mutual information and HSIC.
result Optimized HSIC tests generally outperform other approaches on detecting structured dependence.

A new non parametric approach to the problem of testing the independence of two random process is developed. The test statistic is the Hilbert Schmidt Independence Criterion (HSIC), which was used previously in testing independence for i.i.d pairs of variables. The asymptotic behaviour of HSIC is established when compu…

2014-02-18abs ↗pdf ↗

Generative model for morphological continuum of normal and pathological states.

problem Identifying trends and features that separate normality and pathology in biomedical images.
method Wasserstein Auto-encoder with HSIC regularization for latent features.
result Model generates a continuum of morphological changes corresponding to side information.

Discusses MultiFIT for multivariate dependence, comparing it to HSIC tests.

problem Comparing Multiscale Fisher's Independence Test (MultiFIT) to HSIC tests for multivariate dependence.
method Compares MultiFIT to HSIC tests, highlighting exact level control and performance limitations.
result Observes performance limitations of MultiFIT in terms of test power.

CDSSL improves representation quality by integrating linear and nonlinear dependencies.

problem Scarcity of labeled data and neglect of nonlinear dependencies in SSL.
method CDSSL combines linear correlations and nonlinear dependencies using HSIC in RKHS.
result CDSSL enhances representation quality on diverse benchmarks.

This work learns kernels for structured prediction using polynomial transformations.

problem Learning effective kernel functions for structured prediction.
method Polynomial kernel transformations (Schoenberg transforms and Gegenbaur transforms) learned using HSIC and matrix decomposition.
result State-of-the-art results on real-world datasets.

The paper uses a graph autoencoder to learn unbiased plant-pollinator interaction embeddings.

problem Sampling bias in citizen science data affects ecological network analysis.
method Bipartite graph variational autoencoder with HSIC for fairness.
result The method mitigates sampling bias and provides unbiased embeddings.

Framework for generating multiple clusterings from multi-view data.

problem Challenges in finding optimal clustering criteria and handling incomplete multi-view data.
method DiMVMC framework that optimizes multiple decoder deep networks to complete data views and generate shared representations.
result DiMVMC outperforms state-of-the-art competitors in generating multiple clusterings with high diversity and quality.

New bounds for Lasso and Group Lasso in high dimensions derived.

problem Estimation error bounds for Lasso and Group Lasso in high-dimensional settings.
method Recent advances in high-dimensional statistics to derive new L2 estimation upper bounds.
result Bounds match optimal minimax rate for Lasso and improve over existing results for Group Lasso.

PLS-Lasso integrates dimension reduction into regression for financial index tracking.

problem Dimension reduction and regression are traditionally treated separately in multivariate data analysis.
method PLS-Lasso integrates dimension reduction directly into the regression process, presenting two formulations: PLS-Lasso-v1 and PLS-Lasso-v2.
result PLS-Lasso-v1 and PLS-Lasso-v2 outperform Lasso in financial index tracking.

The paper examines Adaptive Lasso and Transfer Lasso, highlighting their differences and proposing a new method.

problem Comparing and contrasting Adaptive Lasso and Transfer Lasso.
method Theoretical analysis of asymptotic properties and introduction of a new method.
result The Transfer Lasso method reduces non-asymptotic estimation errors compared to Adaptive Lasso.