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.
The development of algorithms for unsupervised pattern recognition by nonlinear clustering is a notable problem in data science. Markov clustering (MCL) is a renowned algorithm that simulates stochastic flows on a network of sample similarities to detect the structural organization of clusters in the data, but it has n…
Independent Component Analysis (ICA) aims to find a coordinate system in which the components of the data are independent. In this paper we construct a new nonlinear ICA model, called WICA, which obtains better and more stable results than other algorithms. A crucial tool is given by a new efficient method of verifying…
Can we effectively learn a nonlinear representation in time comparable to linear learning? We describe a new algorithm that explicitly and adaptively expands higher-order interaction features over base linear representations. The algorithm is designed for extreme computational efficiency, and an extensive experimental …
RFMs transition from linear to nonlinear under specific input-label correlation.
problem Understanding the transition from linear to nonlinear behavior in RFMs.
method Analyzing RFMs under spiked covariance designs, characterizing the interaction between anisotropy and input-label correlation.
result The RFM generalization error is governed by the strength of input-label correlation, leading to a clear nonlinear advantage above a specific boundary.
Extracting and detecting spike activities from the fluorescence observations is an important step in understanding how neuron systems work. The main challenge lies in that the combination of the ambient noise with dynamic baseline fluctuation, often contaminates the observations, thereby deteriorating the reliability o…
problem Machine learning models can be misled by hidden confounders, leading to unreliable predictions.
method Develops a nonlinear spectral deconfounding framework for gradient boosting that modifies boosting dynamics to slow down in confounding-aligned directions.
result Spectrally deconfounded boosting improves estimation of the target function under hidden confounding and is more scalable.
Learning nonlinear dynamics from diffusion data is a challenging problem since the individuals observed may be different at different time points, generally following an aggregate behaviour. Existing work cannot handle the tasks well since they model such dynamics either directly on observations or enforce the availabi…
MASF improves score-based filters for high-dimensional nonlinear systems with spatially sparse measurements.
problem Challenges in data assimilation for nonlinear, high-dimensional systems with spatially sparse measurements.
method Developed a forward process tailored for filtering that transforms the system state toward the measurement space, enabling a theoretically sound formulation of the likelihood score.
result MASF shows improved performance over existing score-based filters and ensemble-type Kalman filters, achieving up to a 28.2× wall-clock speedup.
Finding an embedding space for a linear approximation of a nonlinear dynamical system enables efficient system identification and control synthesis. The Koopman operator theory lays the foundation for identifying the nonlinear-to-linear coordinate transformations with data-driven methods. Recently, researchers have pro…
New method recovers sparse signals from nonlinear observations with robust error bounds.
problem Recovering two sparse vectors from nonlinearly mixed observations with limited data.
method Regularization-based framework combining Huberized data fidelity and generalized folded-concave penalties with a proximal alternating algorithm.
result Estimation error bounds of order σslog(n)/m at every localized stationary point, with oracle rate σs/m under beta-min condition.
Determinantal point processes (DPPs) have attracted significant attention as an elegant model that is able to capture the balance between quality and diversity within sets. DPPs are parameterized by a positive semi-definite kernel matrix. While DPPs have substantial expressive power, they are fundamentally limited by t…
Missing values widely exist in many real-world datasets, which hinders the performing of advanced data analytics. Properly filling these missing values is crucial but challenging, especially when the missing rate is high. Many approaches have been proposed for missing value imputation (MVI), but they are mostly heurist…
Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the covariates and are convenient as they do not require estimation of the baseline hazard …
Central Pattern Generators (CPGs) are biological neural circuits capable of producing coordinated rhythmic outputs in the absence of rhythmic input. As a result, they are responsible for most rhythmic motion in living organisms. This rhythmic control is broadly applicable to fields such as locomotive robotics and medic…
Metrics specifying distances between data points can be learned in a discriminative manner or from generative models. In this paper, we show how to unify generative and discriminative learning of metrics via a kernel learning framework. Specifically, we learn local metrics optimized from parametric generative models. T…
The availability of a large amount of electronic health records (EHR) provides huge opportunities to improve health care service by mining these data. One important application is clinical endpoint prediction, which aims to predict whether a disease, a symptom or an abnormal lab test will happen in the future according…
How can we effectively encode evolving information over dynamic graphs into low-dimensional representations? In this paper, we propose DyRep, an inductive deep representation learning framework that learns a set of functions to efficiently produce low-dimensional node embeddings that evolves over time. The learned embe…