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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.

168,657 papers · 148 categories

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2795588361,115 · Jun 202019922001200920172026
48 results for Mixed-Sign Data

We obtain a vanishing theorem for the kernel of a Dirac operator on a Clifford module twisted by a sufficiently large power of a line bundle, whose curvature is non-degenerate at any point of the base manifold. In particular, if the base manifold is almost complex, we prove a vanishing theorem for the kernel of a $\spi…

1998-05-27abs ↗pdf ↗

We prove an existence result for the deformed Hermitian Yang-Mills equation for the full admissible range of the phase parameter, i.e., θ^(π2,3π2)\hatθ \in (\fracπ{2},\frac{3π}{2}), on compact complex three-folds conditioned on a necessary subsolution condition. Our proof hinges on a delicate analysis of a new continuity path …

2019-10-04abs ↗pdf ↗

We define a generalization of Coxeter graphs and an associated Coxeter system and Coxeter mapping class. These can be used to construct periodic Coxeter mapping classes on surfaces with arbitrarily large genus, preserving lots of symmetries. The periodic mapping classes can in turn be used to construct sequences of pse…

2011-10-05abs ↗pdf ↗

Study long-only minimum variance portfolio in one-factor market with arbitrary sign betas.

problem Characterize the long-only minimum variance portfolio in a one-factor market with mixed-sign betas.
method Explicit solution for long-only minimum variance portfolio, explicit characterization of active set, asymptotic analysis in high-dimensional regime.
result Proportion of active assets in LOMV portfolio converges to F(β)F(β^*) in high-dimensional regime, with rate O(F(0)1/3)O(F(0)^{1/3}) when F(0)>0F(0) > 0.

Let MM be an oriented even-dimensional Riemannian manifold on which a discrete group ΓΓ of orientation-preserving isometries acts freely, so that the quotient X=M/ΓX=M/Γ is compact. We prove a vanishing theorem for a half-kernel of a ΓΓ-invariant Dirac operator on a ΓΓ-equivariant Clifford module over MM, twisted by …

1998-09-24abs ↗pdf ↗

A new algorithm solves signed Fréchet regression on manifolds with bounded curvature.

problem Signed Fréchet regression on Riemannian manifolds with bounded curvature.
method Proximal DC algorithm (FRIDA) for computing signed Fréchet regression fits.
result Existence and interiority of minimizers, strong convexity of proximal subproblems, and convergence to stationary points.

Big data sets must be carefully partitioned into statistically similar data subsets that can be used as representative samples for big data analysis tasks. In this paper, we propose the random sample partition (RSP) data model to represent a big data set as a set of non-overlapping data subsets, called RSP data blocks,…

2017-12-12abs ↗pdf ↗

Prevents sensitive data generation in diffusion models using labeled and unlabeled data.

problem Generating sensitive data in diffusion models using unlabeled data.
method Positive-Unlabeled Diffusion Models, approximating ELBO with labeled and unlabeled data.
result Prevents the generation of sensitive data without compromising image quality.

Study reveals Data Shapley's inconsistent performance in data selection tasks.

problem Inconsistency of Data Shapley's performance in data selection across different settings.
method Hypothesis testing framework and identification of utility functions.
result Data Shapley's performance is no better than random selection without specific constraints.

PRRO generates synthetic tabular data that improves SL performance and class distribution.

problem Low SL utility of synthetic data due to class imbalance and overlooked data relationships.
method Data pruning and column reordering to optimize SL utility.
result Synthetic data generated with PRRO enhances predictive performance and class distribution.

Defines data science as a natural ecosystem with challenges and missions.

problem Challenges and missions in data science due to 5D complexities and data life cycle phases.
method Systemic and data-centric view of data science as a fusion of data universe and its challenges, formalizing a general-purpose architecture.
result Essential data science as a natural ecosystem integrating specific disciplines and high-impact applications.

Differential privacy allows quantifying privacy loss resulting from accessing sensitive personal data. Repeated accesses to underlying data incur increasing loss. Releasing data as privacy-preserving synthetic data would avoid this limitation, but would leave open the problem of designing what kind of synthetic data. W…

2019-12-10abs ↗pdf ↗

Paper creates fair synthetic data ensuring equal predictions across sensitive attributes.

problem Ensuring fair predictions across sensitive attributes in synthetic data.
method Equalizing target probability distributions across sensitive attributes in synthetic data generation.
result Synthetic data provides strong fair predictions, equal across all thresholds.

Efficient synthetic data generation improves model performance on tabular data.

problem Improving model robustness and performance with scarce or low-quality data.
method Hardness characterization to identify high-value training points, generating synthetic data only from these points.
result Synthetic data generated from hardest points outperforms non-targeted methods on tabular datasets.

For most problems in science and engineering we can obtain data sets that describe the observed system from various perspectives and record the behavior of its individual components. Heterogeneous data sets can be collectively mined by data fusion. Fusion can focus on a specific target relation and exploit directly ass…

2013-07-02abs ↗pdf ↗

DAERNN models censored data using neural networks with data augmentation.

problem Handling censored data in expectile regression.
method Data augmentation based Expectile Regression Neural Networks (ERNNs).
result DAERNN outperforms existing censored ERNNs methods and achieves comparable predictive performance to fully observed data.

Data preprocessing techniques are devoted to correct or alleviate errors in data. Discretization and feature selection are two of the most extended data preprocessing techniques. Although we can find many proposals for static Big Data preprocessing, there is little research devoted to the continuous Big Data problem. A…

2018-10-14abs ↗pdf ↗

Data stream classification methods demonstrate promising performance on a single data stream by exploring the cohesion in the data stream. However, multiple data streams that involve several correlated data streams are common in many practical scenarios, which can be viewed as multi-task data streams. Instead of handli…

2019-08-15abs ↗pdf ↗

This paper quantifies uncertainty in Data Shapley using statistical inference.

problem Uncertainty in data valuation due to dynamic data distribution.
method Established relationship with U-statistics and quantified uncertainty using statistical inference.
result Confidence intervals for Data Shapley estimations are provided.

DCoM uses deep neural networks to detect semantic data types from raw column values.

problem Detecting semantic data types from dirty and unseen data.
method DCoM employs multi-input NLP-based deep neural networks trained on 686,765 data columns.
result DCoM outperforms existing methods significantly on 78 different semantic data types.

Data mining is about obtaining new knowledge from existing datasets. However, the data in the existing datasets can be scattered, noisy, and even incomplete. Although lots of effort is spent on developing or fine-tuning data mining models to make them more robust to the noise of the input data, their qualities still st…

2019-06-20abs ↗pdf ↗

New algorithms for clustering and synthetic data generation of heterogeneous tabular datasets.

problem Clustering and generating synthetic data from heterogeneous tabular datasets with hidden cluster structure.
method Developed MMM and MMMsynth algorithms for clustering and synthetic data generation.
result MMMsynth algorithm outperforms other literature tabular-data generators and approaches real data performance.

A new method reduces data valuation variance for more trustworthy data trading.

problem Data valuation and trustworthy data trading in algorithmic prediction.
method Variance reduced Shapley value estimation using stratified sampling.
result VRDS method reduces estimation variance and improves data marketplace development.

Adapts data analysis for growing data, improving generalization guarantees.

problem Challenges of overfitting and statistical validity in adaptive workflows with growing data.
method Generalizes adaptive analysis on dynamic data, incorporating time-varying empirical accuracy bounds and mechanisms.
result First generalization bounds for adaptive analysis on dynamic data, matching prior works' improvement over data splitting.

VSAE learns from missing heterogeneous data by modeling latent dependencies.

problem Learning from partially-observed heterogeneous data with missingness.
method Variational selective autoencoder (VSAE) models joint distribution of observed, unobserved, and missing data.
result VSAE improves over state-of-the-art models in data generation and imputation tasks.

Improves anomaly detection with contaminated unlabeled data.

problem Weakness in existing semi-supervised anomaly detection methods when unlabeled data contain anomalies.
method Integrates positive-unlabeled learning with deep anomaly detection models.
result Achieves better detection performance on various datasets.

ArtificialReplay improves data efficiency in bandits using historical data.

problem Data inefficiency in warm-starting bandit algorithms.
method ArtificialReplay, a meta-algorithm for incorporating historical data into any bandit algorithm.
result ArtificialReplay uses only a fraction of historical data compared to a full warm-start approach, achieving identical regret.

Framework evaluates quality of synthetic data generated with differential privacy.

problem Ensuring synthetic data retains statistical quality after applying differential privacy.
method Developed a framework to evaluate synthetic data quality from a practical researcher's viewpoint.
result Synthetic data can be evaluated against training data or underlying populations, and for specific tasks like inference or prediction.

As data becomes the fuel driving technological and economic growth, a fundamental challenge is how to quantify the value of data in algorithmic predictions and decisions. For example, in healthcare and consumer markets, it has been suggested that individuals should be compensated for the data that they generate, but it…

2019-04-05abs ↗pdf ↗

Framework for pricing data products in data-poor markets.

problem Challenges in pricing advanced data products due to lack of transaction data.
method Prior-predictive Monte Carlo framework for generating probabilistic price bands.
result Stable probabilistic price bands for data products in data-poor markets.