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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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115229344458 · Jun 202019922001200920172026
48 results for Low regularity coefficients

Develops local elliptic regularity for geometrically-natural operators with low regularity coefficients.

problem Local elliptic regularity for operators with low regularity coefficients in Sobolev-type spaces.
method Rescaling estimates and multiplication results for function spaces.
result Unified set of interior estimates and regularity inference for operators with Sobolev-type coefficients.

LIT-LVM improves linear predictors by estimating interaction terms with latent vectors.

problem Accurately estimating coefficients for interaction terms in linear predictors.
method Structured regularization using latent vectors to represent features.
result LIT-LVM achieves superior prediction accuracy compared to other methods.

Diffusion models adapt to low-dimensional data regardless of coefficient choices.

problem Understanding how diffusion models adapt to low-dimensional data structures.
method Analysis of diffusion models with flexible coefficient choices.
result Proven that O~(k/ε)\widetilde{O}(k/\varepsilon) iterations suffice for accurate sampling in total variation distance.

Paper studies quantized LRMR with random dithering for correlated tasks.

problem Estimating coefficient matrix in quantized multivariate regression.
method Uniform quantization with random dithering, constrained and regularized Lasso estimators.
result Achieves minimax optimal rate with dithering, slightly worsens quantization effect.

The nullspace and regularization impact high-dimensional linear regression interpretability.

problem Interpreting high-dimensional linear regression coefficients in complex data.
method Optimization formulation to compare coefficients and physical knowledge.
result Regularization and z-scoring choices affect interpretability and true coefficient closeness.

Analytic networks with bounded coefficients can't outperform polynomial approximations.

problem Approximation limits of neural networks with analytic activation functions under coefficient constraints.
method Deterministic analysis using comparison argument and Bernstein-type estimates.
result Networks with analytic activation functions and controlled coefficients cannot outperform classical polynomial approximation rates on non-analytic targets.

AER dynamically adjusts entropy regularization for better LLM reinforcement learning.

problem Policy entropy collapse in RLVR training limits exploration and reasoning performance.
method Adaptive Entropy Regularization (AER) with difficulty-aware coefficient allocation, initial-anchored target entropy, and dynamic global coefficient adjustment.
result AER consistently outperforms baselines on mathematical reasoning benchmarks, improving both accuracy and exploration.

The Isomorphism Conjecture is a conceptional approach towards a calculation of the algebraic K-theory of a group ring RG, where G is an infinite group. In this paper we prove the conjecture in dimensions n<2 for fundamental groups of closed Riemannian manifolds with strictly negative sectional curvature and an arbitrar…

2001-08-21abs ↗pdf ↗

Selective state-adaptive regularization improves offline RL performance.

problem Extrapolation errors and value overestimation in static dataset RL.
method State-adaptive regularization coefficients trust Bellman-driven results selectively.
result Significant improvement in performance on D4RL benchmark.

New method synthesizes and analyzes probability measures using entropy-regularized optimal transport.

problem Synthesize and analyze probability measures with entropy-regularized optimal transport.
method Entropy-regularized Wasserstein-2 cost and Sinkhorn divergence for synthesis and analysis.
result Computed barycentric coefficients and their stability for classification of corrupted point cloud data.

Existence of calibrated local stochastic volatility models proven for non-regular coefficients.

problem Existence of calibrated local stochastic volatility models in finance.
method Investigation of McKean--Vlasov equations with minimal continuity assumptions on coefficients, providing existence and propagation of chaos results.
result Existence of calibrated local stochastic volatility models for appropriate stochastic volatility parameters.

Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low-rank estimation for the underlying data. However, such max-norm regularized problems are typically formulated and solved in a batch manner, which prevents it from processing big data due to possible memory budget. In th…

2014-06-12abs ↗pdf ↗

The Finsleroid--Finsler space becomes regular when the norm b=c||b||=c of the input 1-form bb is taken to be an arbitrary positive scalar c(x)<1c(x) < 1. By performing required direct evaluations, the respective spray coefficients have been obtained in a simple and transparent form. The adequate continuation into the regul…

2007-11-27abs ↗pdf ↗

We simplify complex regression coefficients using linearization and feature comparison.

problem Interpreting high-dimensional regression coefficients from nonlinear responses.
method Developed a linearization method to derive feature coefficients and compare them with regression coefficients.
result Shows how regression coefficients relate to linearized feature coefficients and how they change under regularization.

Study online learning in RKHS with dependent processes, focusing on \(β\)- and \(φ\)-mixing.

problem Online learning in RKHS with dependent data.
method Online regularized learning algorithm in RKHS, analyzing \(β\)- and \(φ\)-mixing sequences.
result Probabilistic upper bounds and convergence rates for mixing coefficients.

Efficiently estimates shrinkage coefficient for RTME using LOOCV approximation.

problem Estimating optimal shrinkage coefficient for Regularized Tyler's M-estimator.
method Proposes an approximate LOOCV method to estimate αα efficiently.
result Significant speedup and accuracy improvement over existing methods.

A new algorithm for missing data imputation with low RMSE and explainability.

problem Missing data in various domains, especially in critical applications requiring low RMSE and explainability.
method DIMV algorithm that uses conditional distribution of features based on fully observed features.
result DIMV provides low RMSE, scalability, and explainability for imputed values.

We analyze the impact of the sampling interval on the estimation of Kramers-Moyal coefficients. We obtain the finite-time expressions of these coefficients for several standard processes. We also analyze extreme situations such as the independence and no-fluctuation limits that constitute useful references. Our results…

2010-10-05abs ↗pdf ↗

We study the problem of estimating multiple predictive functions from a dictionary of basis functions in the nonparametric regression setting. Our estimation scheme assumes that each predictive function can be estimated in the form of a linear combination of the basis functions. By assuming that the coefficient matrix …

2012-06-02abs ↗pdf ↗

In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison criterion to find the optimal regularization parameters. However, we show that fixing …

2018-12-30abs ↗pdf ↗

AIR-Net adapts low-rank regularization dynamically for better image completion.

problem Fixed low-rank regularization limits adaptability to different images.
method AIR-Net uses adaptive and implicit regularization parameterized by a dynamic Laplacian matrix.
result AIR-Net enhances implicit regularization and outperforms fixed methods in non-uniform missing data scenarios.

New algorithm recovers model coefficients and supports from noisy data.

problem Simultaneous estimation and support recovery in linear models with Gaussian noise.
method Projection-based algorithm for STG regularized minimization problem, proving convergence and support recovery guarantees.
result New algorithm outperforms existing methods in support recovery for various data setups.

We introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-Rényi Maximum Correlation Coefficient. RDC is defined in terms of correlation of random non-linear copula projections; it is invariant with respec…

2013-04-29abs ↗pdf ↗

Selecting appropriate regularization coefficients is critical to performance with respect to regularized empirical risk minimization problems. Existing theoretical approaches attempt to determine the coefficients in order for regularized empirical objectives to be upper-bounds of true objectives, uniformly over a hypot…

2019-09-04abs ↗pdf ↗

Locality regularized reconstruction finds sparse coefficients for sparse and structured data.

problem Finding sparse coefficients for linear representations of data.
method Solves a regularized least squares regression problem with a locality function promoting use of columns close to the target vector.
result Optimal coefficients have at most d+1d+1 non-zero entries, and can be supported on the vertices of the Delaunay simplex.

We propose a sparse and low-rank tensor regression model to relate a univariate outcome to a feature tensor, in which each unit-rank tensor from the CP decomposition of the coefficient tensor is assumed to be sparse. This structure is both parsimonious and highly interpretable, as it implies that the outcome is related…

2018-11-03abs ↗pdf ↗

ADSGD method speeds up model identification in sparse optimization.

problem Implicit model identification in sparse optimization problems.
method Accelerated Doubly Stochastic Gradient Method (ADSGD) for faster explicit model identification.
result ADSGD achieves faster explicit model identification and improved algorithm efficiency.

We consider the generic regularized optimization problem β^(λ)=argminβL(y,Xβ)+λJ(β)\hat{\mathsfβ}(λ)=\arg \min_βL({\sf{y}},X{\sfβ})+λJ({\sfβ}). Efron, Hastie, Johnstone and Tibshirani [Ann. Statist. 32 (2004) 407--499] have shown that for the LASSO--that is, if LL is squared error loss and J(β)=β1J(β)=\|β\|_1 is the 1\ell_1 norm of ββ--the opti…

2007-08-16abs ↗pdf ↗

This paper proposes robust matrix variate regression models with rank constraints and vector regularization.

problem High dimensional and noisy matrix-valued predictors in regression models.
method Rank constraint, vector regularization, alternating projected gradient descent algorithm.
result The proposed method achieves the minimax rate of estimation errors.

Unified framework for binary responses using AUC loss and low-rank constraint.

problem Statistical inefficiency and shared structure in fitting multiple binary responses.
method Pairwise AUC loss aggregation with low-rank constraint, scalable projected gradient descent.
result Unified framework outperforms likelihood-based approaches in challenging settings.

New nonconvex regularizer speeds up low-rank matrix completion.

problem Low-rank matrix completion with good theoretical and empirical performance.
method Proposes a new nonconvex regularizer with adaptive shrinkage, scalable, and fast optimization.
result Proposed method achieves state-of-the-art recovery performance and is the fastest.

Study proves solenoidal injectivity for tensor fields on curved manifolds with low regularity.

problem Injectivity for tensor fields on negatively curved manifolds with low regularity metrics.
method Pestov energy estimates for transport equation on non-smooth unit sphere bundle, keeping track of regularity, and using functions with more vertical than horizontal regularity.
result Proves solenoidal injectivity for tensor fields on simple Riemannian manifolds with C1,1C^{1,1} metrics and non-positive sectional curvature.