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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.

169,291 papers · 148 categories

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86172258344 · Jun 202019922001200920182026
48 results for L1-norm error fitting

Novel L1-norm and L2-norm LDA methods improve discriminant analysis.

problem Improving linear discriminant analysis for robustness and adaptability.
method Proposes L1BLDA and L2BLDA using Bhattacharyya error bound, maximizing between-class scatters and minimizing within-class scatters.
result Proposed methods avoid SSS and have no rank limit, demonstrating robust performance and effectiveness.

A l1-norm penalized orthogonal forward regression (l1-POFR) algorithm is proposed based on the concept of leaveone- out mean square error (LOOMSE). Firstly, a new l1-norm penalized cost function is defined in the constructed orthogonal space, and each orthogonal basis is associated with an individually tunable regulari…

2015-09-04abs ↗pdf ↗

Study models arrival rates and cancellation rates of limit orders in Borsa Istanbul.

problem Understanding order dynamics in Borsa Istanbul's stock market.
method Used limit order book data from Garanti Bank. Tested three discrete probability distributions and two theoretical models for arrival rates. Examined cancellation rates using L1 norms.
result Modelled daily, weekly, and monthly arrival rates of limit orders in the first fifteen bid and ask price levels.

A fast algorithm for L1-norm kernel PCA with convergence analysis.

problem Finding an optimal solution for L1-norm kernel PCA due to its non-convexity and non-smoothness.
method A fixed-point type algorithm that iteratively computes binary weights for each observation, based on a geometrically interpretable reformulation of the problem.
result The algorithm converges to a local optimal solution in a finite number of steps and the sequence of objective values converges at a linear rate.

Smoothed analysis shows that many classes become learnable from positive-only samples.

problem Learning from positive-only samples is challenging due to negative results in worst-case settings.
method Smoothed analysis of positive-only learning, assuming samples from a reference distribution smooth with respect to the true distribution.
result All VC classes become learnable in the smoothed model with O(VC/ε2)O(VC/ε^2) positive samples for εε classification error.

Targeting at sparse learning, we construct Banach spaces B of functions on an input space X with the properties that (1) B possesses an l1 norm in the sense that it is isometrically isomorphic to the Banach space of integrable functions on X with respect to the counting measure; (2) point evaluations are continuous lin…

2011-01-23abs ↗pdf ↗

To recover a sparse signal from an underdetermined system, we often solve a constrained L1-norm minimization problem. In many cases, the signal sparsity and the recovery performance can be further improved by replacing the L1 norm with a "weighted" L1 norm. Without any prior information about nonzero elements of the si…

2012-08-03abs ↗pdf ↗

New theoretical framework improves error rates for sparse learning with convex regularization.

problem Improving error rates for sparse learning with convex regularization.
method Proposed a new theoretical framework using common assumptions to derive high-dimensional estimation bounds.
result Improved error rates for L1, Slope, and Group L1-L2 regularizations, matching or exceeding existing results.

Two sparsity-aware NSAF algorithms improve sparse system identification with lower complexity.

problem Sparse system identification with improved performance and lower complexity.
method Gradient descent method to minimize combined cost function and l1-norm penalty on filter coefficients.
result Proposed algorithms achieve comparable performance with lower computational complexity.

Proposes a method to emulate sparse priors using L1 regularization without complex transformations.

problem Sparse priors in under-determined estimation problems.
method Parameter transform to emulate sparse priors under L2 regularization.
result L1 regularization can be achieved with a remapping of parameters under normal priors.

Network anomaly detection is still a vibrant research area. As the fast growth of network bandwidth and the tremendous traffic on the network, there arises an extremely challengeable question: How to efficiently and accurately detect the anomaly on multiple traffic? In multi-task learning, the traffic consisting of flo…

2014-03-17abs ↗pdf ↗

Proposes a new SVM model for binary classification with theoretical and practical advantages.

problem Binary classification in supervised learning.
method Quadratic surface support vector machine with L1 norm regularization.
result The model can detect true sparsity patterns and is efficient for both synthetic and real data.

Study shows how varying levels of supervision and orthonormality constraints affect generalization errors in subspace fitting.

problem Effects of varying levels of supervision and orthonormality constraints on generalization errors in subspace fitting.
method Flexible family of problems connecting unsupervised and supervised subspace fitting tasks, explored over a supervision-orthonormality plane.
result Generalization errors of subspace fitting problems follow double descent trends as they become more supervised and less orthonormally constrained.

Noise injection before gradient steps helps in regularization for neural networks.

problem Improving generalization in overparametrized neural networks.
method Injecting small noise perturbations before computing gradient steps, especially in layer-wise fashion.
result Small noise perturbations can explicitly regularize neural networks without variance explosion.

Study evaluates different mathematical models for three case studies using statistical fitting.

problem Estimating outcomes in population dynamics, temperature variations, and market equilibrium.
method Applied various statistical equations (e.g., fractional exponential, sinusoidal) to three case studies.
result Optimal models differ by case study (fractional exponential for population dynamics, sinusoidal for temperature and market equilibrium).

New algorithm targets nonsmooth constraints for robust data interpolation and denoising.

problem Robust data interpolation and denoising with large outliers and varying amplitudes.
method Flexible algorithmic framework targeting nonsmooth level-set constraints (L1, Linf, L0 norms).
result Improved robustness to large outliers and significant amplitude variations in seismic data.

This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding non-convex optimization. For this purpose, this paper describes the design and use of…

2013-02-22abs ↗pdf ↗

Estimates hybrid dynamical systems with polynomial expansions and Markovian switching.

problem Identifying hybrid dynamical systems with nonlinear autoregressive exogenous (NARX) components and Markovian switching.
method Probabilistic framework using Expectation Maximization for parameter estimation, including submodel coefficients, hidden state values, and transition probabilities. Disentangles mode classification and NARX regression tasks. Uses soft-labels and coordinate descent approach for parameter fitting.
result Demonstrated on a SMNARX problem with three nonlinear sub-models, achieving parsimonious models through l1-norm bridge estimation and hard-thresholding.

A novel approach to regression fitting over various quantiles of target variable.

problem Error between predicted and actual values has varying behavior across quantiles of dependent variable.
method Segmented behavior understanding and retrospective fitting based on each quantile behavior.
result Significantly improved eccentric behavior of error distance between predicted and actual values.

Most of the existing methods for sparse signal recovery assume a static system: the unknown signal is a finite-length vector for which a fixed set of linear measurements and a sparse representation basis are available and an L1-norm minimization program is solved for the reconstruction. However, the same representation…

2013-06-14abs ↗pdf ↗

New method stabilizes FQE by reweighting Bellman targets.

problem Stability guarantees for FQE often rely on Bellman completeness, which can fail with function approximation.
method Proposes stationary-weighted FQE, reweighting Bellman targets by stationary target-to-behavior density ratio.
result Proves finite-sample linear convergence to stationary projected Bellman fixed point without Bellman completeness.

When the in-sample Sharpe ratio is obtained by optimizing over a k-dimensional parameter space, it is a biased estimator for what can be expected on unseen data (out-of-sample). We derive (1) an unbiased estimator adjusting for both sources of bias: noise fit and estimation error. We then show (2) how to use the adjust…

2016-02-19abs ↗pdf ↗

Suppose that two large, multi-dimensional data sets are each noisy measurements of the same underlying random process, and principle components analysis is performed separately on the data sets to reduce their dimensionality. In some circumstances it may happen that the two lower-dimensional data sets have an inordinat…

2013-01-09abs ↗pdf ↗

Paper proposes a new method for recovering missing samples in images.

problem Missing sample recovery in image signals.
method Iterative sparse recovery algorithm using constrained l1l_1-norm minimization with a new CSIM fidelity metric.
result Simulation results demonstrate the efficiency of the proposed method.

This study evaluates Lx-norm penalties for resolving complex LC-MS data.

problem Resolving complex LC-MS data with rotational ambiguity.
method Simulated LC-MS data and grid search strategy to compare L0-, L1-, and L2-norm penalties.
result L1-norm penalty (Lasso) provides more sparse solutions and reduces rotational ambiguity.