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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.

168,694 papers · 148 categories

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20405979 · Jun 202019922001200920172026
48 results for Non-linear splits

Paper proposes a novel SVM method for creating survival trees.

problem Creating non-linear survival trees for right-censored data.
method L2-regularized dipole splitting criteria with kernel methods.
result Non-linear splits using polynomial and Gaussian kernels show similar predictive power but often smaller tree sizes.

The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range constraints. Split feasibility generalizes important inverse problems including con…

2016-12-16abs ↗pdf ↗

Novel approach for creating interpretable classifiers using bilevel optimization of split-rules in NLDTs.

problem Creating highly accurate and easily interpretable classifiers for practical applications.
method Representing classifiers as assemblies of simple mathematical rules using NLDTs with evolutionary bilevel optimization.
result The approach ensures interpretability while achieving high accuracy on various classification problems.

Study numerical methods for singular FBSDEs with degenerate forward component.

problem Numerical approximation of singular fully coupled FBSDEs with degenerate forward component and non-smooth terminal condition.
method Splitting approach to treat diffusion and transport parts separately.
result The splitting method converges with rate 1/2 under structural condition.

A new type of distributional regression tree uses soft split rules for better predictive performance.

problem Estimating complete conditional distributions in regression.
method Distributional adaptive soft regression trees using multivariate soft split rules.
result The method outperforms various benchmark methods, especially in complex non-linear interactions.

Study bi-Hermitian metrics on complex surfaces and solve geometric PDEs.

problem Construct canonical metrics on complex surfaces with split tangent bundle.
method Introduced new fully non-linear geometric PDEs and established smooth solutions.
result Solved the prescribed Bismut Ricci problem on complex surfaces.

We develop an approach to construct Poisson algebras for non-linear scalar field theories that is based on the Cahiers topos model for synthetic differential geometry. In this framework the solution space of the field equation carries a natural smooth structure and, following Zuckerman's ideas, we can endow it with a p…

2016-02-01abs ↗pdf ↗

Paper generalizes extragradient methods for solving equations and inclusions with improved convergence rates.

problem Solving equations and inclusions using extragradient methods.
method Unified and generalized extragradient methods for a broader class of algorithms, analyzing sublinear convergence rates.
result Unified and improved convergence results for various extragradient variants.

This paper introduces a class of k-nearest neighbor (kk-NN) estimators called bipartite plug-in (BPI) estimators for estimating integrals of non-linear functions of a probability density, such as Shannon entropy and Rényi entropy. The density is assumed to be smooth, have bounded support, and be uniformly bounded from…

2010-12-19abs ↗pdf ↗

Optimal data splitting improves covariance matrix estimation in large datasets.

problem Improving large covariance matrix estimation in high-dimensional settings.
method Focus on holdout method, derive closed-form error expression, connect to eigenvalue variance.
result Optimal train-test split scales as square root of matrix dimension.

BART and MOTR-BART improve tree-based predictions with local linear models.

problem Non-linearity and high-order interactions in data.
method Bayesian Additive Regression Trees (BART) and Model Trees BART (MOTR-BART) using piecewise linear functions.
result MOTR-BART achieves equal or better performance with fewer trees than BART.

Regression Trees analyze stock returns, revealing market excess return as the most informative factor.

problem Understanding informational content of three factors in stock returns.
method Joint regression tree analysis of daily stock return data for 5 major US corporations.
result The market excess return factor is always the most informative in all cases (solo and joint).

This paper proposes a novel model for the rating prediction task in recommender systems which significantly outperforms previous state-of-the art models on a time-split Netflix data set. Our model is based on deep autoencoder with 6 layers and is trained end-to-end without any layer-wise pre-training. We empirically de…

2017-08-05abs ↗pdf ↗

A common approach to statistical learning with big-data is to randomly split it among mm machines and learn the parameter of interest by averaging the mm individual estimates. In this paper, focusing on empirical risk minimization, or equivalently M-estimation, we study the statistical error incurred by this strategy…

2014-07-10abs ↗pdf ↗

This work briefly explores the possibility of approximating spatial distance (alternatively, similarity) between data points using the Isolation Forest method envisioned for outlier detection. The logic is similar to that of isolation: the more similar or closer two points are, the more random splits it will take to se…

2019-10-27abs ↗pdf ↗

Optimal persuasion involves projecting state vectors onto lower-dimensional 'optimal information manifolds'.

problem Optimal persuasion of another agent observing multi-dimensional data.
method Performing non-linear dimension reduction by projecting state vectors onto the 'optimal information manifold'.
result Optimal information design splits information into 'good' and 'bad' components, revealing only the direction of good information.

The paper proposes AIS for Bayesian inversion of multioutput signals with covariance estimation.

problem Performing uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals.
method Adaptive Importance Sampling (AIS) scheme, split variables, frequentist approach for noise covariance, prior density over covariance matrix.
result Estimation of model parameters and covariance matrix of noise.

SPlit optimizes dataset splitting for better model performance.

problem Improving model performance through optimal dataset splitting.
method Adapting Support Points (SP) algorithm for subsampling and categorical variables in a sequential nearest neighbor approach.
result SPlit significantly improves worst-case testing performance compared to random splitting.

The paper extends keenness concept to bridge splittings and finds conditions for existence.

problem Extending keenness concept to bridge splittings and finding conditions for existence.
method Extending the concept of keenness to bridge splittings and proving existence conditions.
result Existence of strongly keen (g,b)(g,b)-splitting of a link with distance nn for certain integers gg, bb, and nn.

Non-split almost complex supermanifolds and non-split Riemannian supermanifolds are studied. The first obstacle for a splitting is parametrized by group orbits on an infinite dimensional vector space. Further it is shown that non-split structures appear in the first case as deformations of a split reduction and in the …

2015-01-28abs ↗pdf ↗

Chimera state refers to coexistence of coherent and non-coherent phases in identically coupled dynamical units found in various complex dynamical systems. Identification of Chimera, on one hand is essential due to its applicability in various areas including neuroscience, and on other hand is challenging due to its wid…

2020-01-16abs ↗pdf ↗

Classifies non-linear Fredholm maps linking to stable homotopy groups of spheres.

problem Classifying non-linear proper Fredholm maps between Hilbert spaces.
method Using stable homotopy groups of spheres to classify maps up to proper homotopy.
result Determines the non-trivial kernel of the map from stable homotopy groups to non-linear proper Fredholm maps.

We study the self-dual Yang-Mills equations in split signature. We give a special solution, called the basic split instanton, and describe the ADHM construction in the split signature. Moreover a split version of t'Hooft ansatz is described.

2009-02-03abs ↗pdf ↗

A new method for state space partitioning in block particle filtering reduces bias and variance.

problem Overcoming the curse of dimensionality in non-linear, non-Gaussian state space estimation.
method Formulates state space partitioning as a clustering problem and uses spectral clustering with constraints.
result The proposed method effectively groups correlated state variables into smaller blocks, reducing bias and variance.

New methods improve prediction regions for high-dimensional data.

problem Creating effective prediction regions for high-dimensional data.
method CD-split and HPD-split methods that combine split method and data-driven partition.
result CD-split and HPD-split converge to oracle highest predictive density set and satisfy local and asymptotic conditional validity.

Paper uses non-linear dimension reduction for better economic forecasting.

problem Analyzing economic effects of shocks in large datasets.
method Non-linear dimension reduction in factor-augmented vector autoregressions.
result Non-linear dimension reduction techniques improve forecasting, especially in volatile data.

TaCo prevents non-linear classifiers from detecting sensitive attributes.

problem Ensuring fairness in NLP models by preventing sensitive attribute detection.
method Targeted Concept Erasure (TaCo) removes sensitive information from final latent representations, even against non-linear classifiers.
result TaCo outperforms state-of-the-art methods in reducing sensitive attribute prediction accuracy while preserving overall task performance.

Proves energy estimates for tensorial wave equations, decoupling components for stability proof.

problem Proving stability of (1+3)(1+3)-Minkowski space-time with various non-linearities.
method Decouples energy estimates for tensorial wave equations, exploiting tensorial structure and Lie derivatives.
result Decoupled energy estimates for tensorial solutions, allowing new stability proofs.

We show that if a split link is obtained from a split link LL in S3S^3 by 1/n1/n-Dehn surgery along a trivial knot CC, then the link LCL\cup C is splittable. That is to say, it is impossible to obtain a split link from a split link via a non-trivial twisting. As its corollary, we completely determine when a trivial li…

2001-04-24abs ↗pdf ↗

WeSpeR speeds up non-linear shrinkage for high-dimensional weighted covariance.

problem Computing non-linear shrinkage formulas for high-dimensional weighted sample covariance.
method Derive extit{WeSpeR} algorithm using asymptotic sample spectrum properties.
result Significantly speeds up non-linear shrinkage in dimensions higher than 1000.

The splitting number of a link is the minimal number of crossing changes between different components required, on any diagram, to convert it to a split link. We introduce new techniques to compute the splitting number, involving covering links and Alexander invariants. As an application, we completely determine the sp…

2013-08-26abs ↗pdf ↗