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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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3517021,0531,404 · Jun 202019922001200920172026
48 results for Hotelling model

One of the first things to do while planning a trip is to book a good place to stay. Booking a hotel online can be an overwhelming task with thousands of hotels to choose from, for every destination. Motivated by the importance of these situations, we decided to work on the task of recommending hotels to users. We used…

2019-08-20abs ↗pdf ↗

Recognizing a hotel from an image of a hotel room is important for human trafficking investigations. Images directly link victims to places and can help verify where victims have been trafficked, and where their traffickers might move them or others in the future. Recognizing the hotel from images is challenging becaus…

2019-01-26abs ↗pdf ↗

In this paper, we present a real-world conversational AI system to search for and book hotels through text messaging. Our architecture consists of a frame-based dialogue management system, which calls machine learning models for intent classification, named entity recognition, and information retrieval subtasks. Our ch…

2019-08-27abs ↗pdf ↗

Study analyzes Hotelling-type tensor deflation for spiked tensors, providing insights into signal and noise.

problem Characterizing singular values and alignments in Hotelling-type tensor deflation.
method Asymptotic study of Hotelling-type tensor deflation in large dimensional regime using random tensor theory.
result Characterization of singular values and alignments at each step of the deflation procedure.

Proposes RTL model for sentiment classification and key word detection in online reviews.

problem Sentiment classification and key word detection in online reviews for hospitality industry.
method Regularized Text Logistic (RTL) regression model.
result RTL model achieves satisfactory classification performance and identifies key word features.

Researchers solved a model of an exhaustible resource with stochastic discoveries.

problem Optimal exploration of an exhaustible resource with uncertain discoveries.
method Impulse control and Poisson process of new discoveries.
result A frontier of critical levels of proven reserves exists, above which exploration is stopped.

H. Hotelling proved that in the n-dimensional Euclidean or spherical space, the volume of a tube of small radius about a curve depends only on the length of the curve and the radius. A. Gray and L. Vanhecke extended Hotelling's theorem to rank one symmetric spaces computing the volumes of the tubes explicitly in these …

2015-06-08abs ↗pdf ↗

Study analyzes accuracy of tensor deflation in noisy conditions.

problem Analyzing accuracy of tensor deflation in noisy conditions.
method Asymptotic study of Hotelling-type tensor deflation in large tensor dimensions.
result Characterization of estimated singular values and singular vector alignments.

Canonical correlation analysis was proposed by Hotelling [6] and it measures linear relationship between two multidimensional variables. In high dimensional setting, the classical canonical correlation analysis breaks down. We propose a sparse canonical correlation analysis by adding l1 constraints on the canonical vec…

2017-05-30abs ↗pdf ↗

We introduce a semi-supervised discrete choice model to calibrate discrete choice models when relatively few requests have both choice sets and stated preferences but the majority only have the choice sets. Two classic semi-supervised learning algorithms, the expectation maximization algorithm and the cluster-and-label…

2017-02-16abs ↗pdf ↗

When data analysts train a classifier and check if its accuracy is significantly different from chance, they are implicitly performing a two-sample test. We investigate the statistical properties of this flexible approach in the high-dimensional setting. We prove two results that hold for all classifiers in any dimensi…

2016-02-06abs ↗pdf ↗

Our society has been computerised and globalised due to emergence and spread of information and communication technology (ICT). This enables us to investigate our own socio-economic systems based on large amounts of data on human activities. In this article, methods of treating complexity arising from a vast amount of …

2012-10-17abs ↗pdf ↗

The paper analyzes deflation for estimating a low-rank spike in large tensors with noise.

problem Estimating a low-rank symmetric spike in large tensors with additive Gaussian noise.
method Characterization of deflation performance in terms of vector alignments and weights.
result Understanding deflation mechanism in noisy conditions and designing more efficient methods.

The asymptotic distribution of the Markowitz portfolio is derived, for the general case (assuming fourth moments of returns exist), and for the case of multivariate normal returns. The derivation allows for inference which is robust to heteroskedasticity and autocorrelation of moments up to order four. As a side effect…

2013-12-02abs ↗pdf ↗

We consider the problem of identifying universal low-dimensional features from high-dimensional data for inference tasks in settings involving learning. For such problems, we introduce natural notions of universality and we show a local equivalence among them. Our analysis is naturally expressed via information geometr…

2019-11-20abs ↗pdf ↗

A new algorithm improves efficiency and robustness of heuristic optimization in simulation-based problems.

problem Optimizing input parameters for stochastic simulation-based optimization.
method Reactive sample size algorithm based on parametric tests and indifference-zone selection.
result The reactive method improves efficiency and robustness of heuristic optimization techniques.

Statistical tests that compare classification algorithms are univariate and use a single performance measure, e.g., misclassification error, FF measure, AUC, and so on. In multivariate tests, comparison is done using multiple measures simultaneously. For example, error is the sum of false positives and false negatives…

2014-09-16abs ↗pdf ↗

Study optimizes pricing under uncertainty and capacity constraints.

problem Optimizing pricing decisions under demand uncertainty and capacity constraints.
method Analyzes linear demand, stochastic noise, and finite capacity; uses certified demand forecasts and control variates.
result Certified demand forecasts reduce regret from O(T)O(\sqrt{T}) to O(logT)O(\log T) under certain conditions.

Paper presents a new framework for optimal asset and signal combination.

problem Optimal asset and signal combination problem.
method Two-stage approach: reformulate dynamic portfolio selection problem, then use Canonical Correlation Analysis.
result Improved performance of proposed method over natural benchmarks.

Generative model learns object variability from MRI measurements.

problem Establishing stochastic object models from medical imaging data.
method Advanced AmbientGANs with multiresolution training.
result AmbientGANs reliably learn object distributions from incomplete or noisy data.

It is common in modern prediction problems for many predictor variables to be counts of rarely occurring events. This leads to design matrices in which many columns are highly sparse. The challenge posed by such "rare features" has received little attention despite its prevalence in diverse areas, ranging from natural …

2018-03-18abs ↗pdf ↗

Paper tackles dynamic assortment with dual contexts, improving revenue in e-commerce.

problem Maximizing revenue in e-commerce with personalized recommendations from vast catalogs.
method Low-rank dynamic assortment model and upper confidence bound approach.
result Regret bound of ildeO((d1+d2)rT) ilde{O}((d_1+d_2)r\sqrt{T}) for dynamic assortment problem.

We study a general problem of allocating limited resources to heterogeneous customers over time under model uncertainty. Each type of customer can be serviced using different actions, each of which stochastically consumes some combination of resources, and returns different rewards for the resources consumed. We consid…

2018-10-11abs ↗pdf ↗

Network data is prevalent in many contemporary big data applications in which a common interest is to unveil important latent links between different pairs of nodes. Yet a simple fundamental question of how to precisely quantify the statistical uncertainty associated with the identification of latent links still remain…

2019-10-03abs ↗pdf ↗

New method detects bearing faults using multivariate statistical process control.

problem Early detection of bearing faults in rotating machinery.
method Multivariate statistical process control charts applied to Fourier transform features of fixed-time batches.
result Effectiveness in detecting bearing faults across different conditions.

Generative model for hypergraph clustering improves detection of higher-order structure.

problem Detecting clusters in complex relational systems modeled as hypergraphs.
method Poisson degree-corrected hypergraph stochastic blockmodel (DCHSBM) and Louvain-type algorithms.
result AON hypergraph Louvain algorithm efficiently detects higher-order structure in large hypergraphs.

FRONT optimizes decisions with interference, reducing regret over time.

problem Short-sighted policies in online decision-making due to ignoring interference.
method FRONT considers long-term impacts of decisions, using exploratory and exploitative strategies.
result FRONT achieves sublinear regret in both immediate and consequential impacts.

Support Vector Data Description (SVDD) is a machine learning technique used for single class classification and outlier detection. SVDD based K-chart was first introduced by Sun and Tsung for monitoring multivariate processes when underlying distribution of process parameters or quality characteristics depart from Norm…

2016-07-25abs ↗pdf ↗

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.