New ELM algorithms reduce computation time and complexity.
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.
Trend · papers per month
A bidirectional loss function improves label distribution learning and enhancement.
Enhances LDL by integrating distance and directional information for more robust label feature representation.
Enhances labels from unlabeled data using sample correlations.
Develops a fast algorithm for fitting multilevel factor models.
New methods for -transform inversion and Wiener-Hopf factorization.
Efficient algorithm removes redundant nodes and obsolete samples in machine learning.
Two efficient ridge solutions improve BLS for new inputs, enhancing accuracy and speed.
SINGD improves KFAC for memory-efficiency and stability in low-precision training.
Two new ridge solutions improve BLS on added nodes, achieving better accuracy.
Causal deep learning tackles causal inference using tensor factor analysis.
A new retraction on Stiefel manifold with a closed-form inverse.
Inverse scattering result on AH manifolds determines metric up to diffeo and conformal factor.
Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose to refine the SIR algorithm through an overlapping slicing scheme. The new algor…
A framework uses variational Bayes for solving inverse problems efficiently.
No regularization needed for InLDL, achieving efficient and effective model.
New distribution simplifies covariance matrix inference.
Paper addresses travel time tomography stability and statistical inversion.
We consider forecasting a single time series using a large number of predictors in the presence of a possible nonlinear forecast function. Assuming that the predictors affect the response through the latent factors, we propose to first conduct factor analysis and then apply sufficient dimension reduction on the estimat…
This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian processes framework, the computational bottlenecks are the inversion of the (regulariz…
Study determines minimal surfaces from boundary data, proving topological and conformal recoverability.
WideBNet learns inverse scattering from wide-band data efficiently and stably.
With the increasing availability of wearable devices, continuous monitoring of individuals' physiological and behavioral patterns has become significantly more accessible. Access to these continuous patterns about individuals' statuses offers an unprecedented opportunity for studying complex diseases and health conditi…
We introduce a methodology to construct parsimonious probabilistic models. This method makes use of Information Filtering Networks to produce a robust estimate of the global sparse inverse covariance from a simple sum of local inverse covariances computed on small sub-parts of the network. Being based on local and low-…
The paper derives formulas for option pricing and random walk expectations.
While the Matrix Generalized Inverse Gaussian () distribution arises naturally in some settings as a distribution over symmetric positive semi-definite matrices, certain key properties of the distribution and effective ways of sampling from the distribution have not been carefully studied. In this paper…
A new optimization method reduces memory and compute requirements for deep learning.
New retraction on symplectic Stiefel manifold with closed-form inverse.
New algorithm extends Greville's method for partitioned matrices efficiently and stably.
Scalable approach for high-dimensional dynamical systems with noise filtering and parameter estimation.
In extension theory, in particular in dimension theory, it is frequently useful to represent a given compact metrizable space X as the limit of an inverse sequence of compact polyhedra. We are going to show that, for the purposes of extension theory, it is possible to replace such an X by a better metrizable compactum …
Given a bounded domain in with a conformally Euclidean metric , in this paper we consider the inverse problem of recovering a semigeodesic neighborhood of a domain and the conformal factor in the neighborhood from the travel time data (defined below) and the Carte…
Deep learning improves damage localization in ultrasonic waves under uncertainty.
Inverse classification, the process of making meaningful perturbations to a test point such that it is more likely to have a desired classification, has previously been addressed using data from a single static point in time. Such an approach yields inflated probability estimates, stemming from an implicitly made assum…
Noninvasive reconstruction of cardiac transmembrane potential (TMP) from surface electrocardiograms (ECG) involves an ill-posed inverse problem. Model-constrained regularization is powerful for incorporating rich physiological knowledge about spatiotemporal TMP dynamics. These models are controlled by high-dimensional …
New method improves source separation using adversarial NMF.
Geometrically studies Moore-Penrose inverse and polar decomposition continuity.
We study inverse mean curvature flows of starshaped, mean convex hypersurfaces in warped product manifolds with a positive warping factor . If and , we show that these flows exist for all times, remain starshaped and mean convex. Plus the positivity of and …
We derive explicit reconstruction formulas for the attenuated geodesic X-ray transform over functions and, in the case of non-vanishing attenuation, vector fields, on a class of simple Riemannian surfaces with boundary. These formulas partly rely on new explicit approaches to construct continuous right-inverses for bac…
The paper proposes differentially private sliced inverse regression algorithms for high-dimensional data.
The wavelet Maximum Entropy on the Mean (wMEM) approach to the MEG inverse problem is revisited and extended to infer brain activity from full space-time data. The resulting dimensionality increase is tackled using a collection of techniques , that includes time and space dimension reduction (using respectively wavelet…
We study the problem of inverting a deep generative model with ReLU activations. Inversion corresponds to finding a latent code vector that explains observed measurements as much as possible. In most prior works this is performed by attempting to solve a non-convex optimization problem involving the generator. In this …
FIDDLE uses deep learning to estimate ATE from complex data.
Genome-wide association studies (GWAS) have emerged as a rich source of genetic clues into disease biology, and they have revealed strong genetic correlations among many diseases and traits. Some of these genetic correlations may reflect causal relationships. We developed a method to quantify causal relationships betwe…
Injectivity of ReLU networks is characterized for generative models and inverse problems.
Report presents analysis of empirical distribution of future returns of bitcoin (BTC) from BTUSD inverse option prices. Logistic pdf is chosen as underlying distribution to fit option prices. The result is satisfactory and suggests that these prices can be described with just three or even one parameter. Fitted Logisti…
The 1-d Schrodinger flow on 2-sphere, the Gauss-Codazzi equation for flat Lagrangian submanifolds in C^n, and the space-time monopole equation are all examples of geometric soliton equations. The linear systems with a spectral parameter (Lax pair) associated to these equations satisfy the reality condition associated t…
We provide a full classification of all attainable term structure shapes in the two-factor Vasicek model of interest rates. In particular, we show that the shapes normal, inverse, humped, dipped and hump-dip are always attainable. In certain parameter regimes up to four additional shapes can be produced. Our results ap…