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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.

169,341 papers · 148 categories

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12.5%25.0%37.5%50.0% · Dec 199319922001200920182026
48 results for MM method

Deep-learning improves 6x6-mm OCTA angiograms by reducing noise and artifacts.

problem Reduced scan quality in 6x6-mm OCTA angiograms due to undersampling.
method Deep-learning-based high-resolution angiogram reconstruction network (HARNet) trained on 3x3-mm and 6x6-mm angiogram data.
result Reconstructed 6x6-mm angiograms have lower noise and better vascular connectivity.

Non-convex optimization is ubiquitous in machine learning. Majorization-Minimization (MM) is a powerful iterative procedure for optimizing non-convex functions that works by optimizing a sequence of bounds on the function. In MM, the bound at each iteration is required to \emph{touch} the objective function at the opti…

2015-06-25abs ↗pdf ↗

Paper accelerates MM algorithm for faster inference of ranking scores from comparison data.

problem Inference of Bradley-Terry model parameters from comparison data.
method Developed and analyzed MM algorithm for maximum likelihood and Bayesian estimation, proposed an accelerated version.
result Accelerated MM algorithm achieves faster convergence rates compared to classical MM algorithm.

A novel MM algorithm optimizes DCOV for SDR and SVS.

problem Dimension reduction and variable selection in nonparametric settings.
method Formulated as a DC program, MM algorithm solves quadratic subproblems on the Stiefel manifold.
result Improves computation efficiency and robustness across various settings.

Unified approach for federated learning using MM optimization.

problem Scaling stochastic optimization to federated learning.
method Unified Majorize-Minimize (MM) framework for stochastic optimization, extended to federated learning.
result Unified algorithm \QSMM\ for federated learning that aggregates surrogate majorizing functions.

Proposes MM-KTD for efficient RL learning with reduced sample size.

problem High sensitivity to parameter selection and overfitting in DNN-based RL methods.
method Adapts Kalman filter parameters using observed states and rewards, enhances sampling efficiency through active learning.
result Significantly reduced number of samples needed to learn optimal policy.

The purpose of this paper is the study of the roots in the mapping class groups. Let ΣΣ be a compact oriented surface, possibly with boundary, let $\PP$ be a finite set of punctures in the interior of ΣΣ, and let $\MM (Σ, \PP)$ denote the mapping class group of $(Σ, \PP)$. We prove that, if ΣΣ is of genus 0, then ea…

2006-07-12abs ↗pdf ↗

The paper classifies Poincaré complexes as topological manifolds.

problem Classifying Poincaré complexes as topological manifolds.
method Using spherical fibrations and CW-complexes, the paper proves stability and homotopy equivalence.
result A sufficient condition for Poincaré complexes to be homotopy types of topological manifolds.

This paper proposes MM-DAGs for analyzing traffic congestion, learning multiple DAGs jointly.

problem Analyzing multi-modal traffic data with overlapping and distinct variables.
method Developed MM-DAGs for multi-task, multi-modal DAG learning, using multi-modal regression and CD measure.
result Proved the effectiveness of MM-DAGs in traffic congestion analysis.

MM-DREX adapts LLM experts for financial trading via dynamic routing.

problem Challenges of non-stationary financial markets and static expert designs.
method MM-DREX uses a VLM-powered dynamic router to allocate expert weights and designs heterogeneous trading experts.
result Significantly outperforms 15 baselines across key metrics.

New IRLS algorithms for SVM fitting via MM approach.

problem Fitting support vector machines (SVMs) via quadratic programming.
method Majorization--Minimization (MM) paradigm for iteratively-reweighted least-squares (IRLS) algorithms.
result IRLS algorithms for SVM risk minimization problems with various losses and penalties.

A new method trains physics-constrained neural networks more efficiently.

problem Training machine learning tools with limited data and physical constraints.
method Dual-Dimer method for searching saddle points in nonconvex-nonconcave functions.
result The Dual-Dimer method improves training efficiency and convergence speed.

New methods for parameter estimation in mechanistic models using data-consistent inversion.

problem Parameter estimation bias in Bayesian analysis for mechanistic models.
method Data-consistent inversion methods based on rejection sampling, MCMC, GANs, and constrained optimization.
result Improved parameter estimation without bias from uninformative priors.

Paper proposes an efficient MM method for optimizing mean-reverting portfolios in finance.

problem Optimizing mean-reverting portfolios in financial markets considering mean-reversion strength, variance, and investment constraints.
method Majorization-Minimization (MM) method.
result The proposed method significantly outperforms other methods in financial market simulations.

Proposes a new method for estimating sparse precision matrices in GMRF-MM models.

problem Difficulty in learning GMMs with large parameters and limited data.
method Restricts GMM to GMRF-MM, proposes efficient optimization for sparse precision matrices, and debiases the estimates.
result Debiasing approach outperforms GLASSO in single-GMRF and GMRF-MM cases.

The article explains how to use Mixture-of-Experts models for complex data.

problem Modeling complex data generating processes (DGPs).
method Constructing Mixture-of-Experts (MoE) models using maximum quasi-likelihood (MQL) estimators and blockwise-MM algorithms.
result MQL estimators are consistent and asymptotically normal under certain conditions.

Study uses logistic regression and association rules to identify early symptoms of malignant mesothelioma.

problem Difficult diagnosis of malignant mesothelioma leading to late-stage detection and poor patient survival.
method Implemented logistic regression and developed association rules to identify early symptoms.
result Categorical logistic regression improved training accuracy from 72.30% to 81.40%.

Let EfE_f be the energy of some knot ττ for any ff from certain class of functions. The problem is to find knots with extremal values of energy. We discuss the notion of the locally perturbed knot. The knot circle minimizes some energies EfE_f and maximizes some others. So, is there any energy such that the circle ne…

2004-11-03abs ↗pdf ↗

IMM uses imitation learning and predictive representation learning to improve market making strategies.

problem Challenges in training RL agents for multi-price level market making strategies.
method IMM combines RL and imitation learning, introducing effective state and action representations and a representation learning unit.
result IMM outperforms existing RL-based market making strategies in financial criteria.

Bayesian optimization for function-valued responses, addressing worst case deviations.

problem Optimizing expensive functions with functional responses, focusing on worst case performance.
method Min-Max Functional Bayesian Optimization (MM-FBO) using Gaussian process surrogates and functional principal component analysis.
result MM-FBO consistently outperforms existing methods in synthetic and real-world applications.

Models interactions among market participants in a financial asset's order book.

problem Understanding dynamic interactions among market participants in a financial asset's order book.
method Derives variational partial differential equations for MM and HFT strategies, and explains almost optimal control.
result Illustrates interactions between market participants through simulations of an order book.

Proposes MM-DUST for efficient generalized lasso solution paths.

problem Efficiently solve generalized lasso problems in large-scale and non-linear models.
method Majorization-minimization dual stagewise algorithm incorporating quadratic majorizers and stagewise learning.
result Established the uniform convergence of approximated solution paths.

New algorithm improves on EM for streaming data, outperforming existing methods.

problem Processing high-volume, streaming data efficiently.
method Incremental stochastic Majorization-Minimization (MM) algorithm.
result The algorithm converges to a stationary point with vanishing gradient.

This paper uses deep RL to optimize market quotes from LOB data.

problem Optimizing quotes for market making from complex LOB data.
method Attn-LOB neural network with convolutional filters and attention mechanism for feature extraction; hybrid reward function for continuous action space.
result The RL agent outperforms traditional methods in market making tasks.

Study confirms the Epps effect using different volume time averaging methods for JSE stocks.

problem Demonstrating the Epps effect in stock market data using various aggregation methods.
method Used two non-parametric covariance estimators (Malliavin and Mancino, Hayashi and Yoshida) and two volume time averaging methods (asset intrinsic and synchronised volume time).
result MM estimator more representative of trade time reality, confirming market phenomenology.

A new method estimates expectations from subtractive mixture models without sampling.

problem Estimating expectations from multimodal distributions using SMMs.
method Difference representation of SMMs to create unbiased IS estimator (ΔextExΔ ext{Ex}).
result Demonstrates that ΔextExΔ ext{Ex} can achieve comparable estimation quality to auto-regressive sampling but is faster.

RobustTrend filters time series trends robustly against outliers and abrupt changes.

problem Extracting accurate trend signals from noisy, potentially abrupt-changing time series.
method Uses Huber loss for outlier suppression and a combination of first and second order differences for regularization.
result Our algorithm outperforms existing methods in synthetic and real-world datasets.

New method uses subtractive mixture models for approximate inference.

problem How to effectively use subtractive mixture models for approximate inference.
method Design expectation estimators for IS and learning schemes for VI with SMMs.
result Empirical evaluation shows SMMs can approximate distributions effectively.

Estimates deformation of elastic objects using neural networks from few observations.

problem Estimating deformation of elastic objects using limited data.
method Learning approach with a neural network to estimate entire deformation from few observations.
result Average estimation error of 0.041 mm for human liver model under significant deformation.

New method clusters time-evolving networks using exponential-family models.

problem Detecting community structure in time-evolving networks.
method Model-based clustering using temporal Exponential-Family Random Graph Models (ERGMs).
result Efficient variational EM algorithm for large-scale networks.