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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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2905818711,161 · Jun 202019922001200920172026
48 results for Nonlinear Data

AdaKoop efficiently models nonlinear dynamics from nonstationary data streams.

problem Capturing nonlinear dynamics in nonstationary data streams with computational efficiency.
method Koopman operator theory and probabilistic framework for streaming data.
result AdaKoop outperforms state-of-the-art methods in real-time forecasting accuracy and efficiency.

Private method measures nonlinear correlations between data hosted across two entities.

problem Measuring nonlinear correlations between sensitive data hosted across multiple parties while preserving privacy.
method Differentially private estimator of distance correlation.
result First private estimator of nonlinear correlations in a multi-party setup.

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…

2019-12-27abs ↗pdf ↗

Develops a new method for nonlinear dimension reduction using random features.

problem Statistical challenges in generalizing Gaussian process-based latent variable models to non-Gaussian data.
method Random feature latent variable models (RFLVMs) that approximate nonlinear relationships with linear functions of random features.
result RFLVMs produce comparable results to state-of-the-art methods on various data types.

Unified analysis for nonlinear parametric models in Bayesian optimization.

problem Limited theoretical guarantees for nonlinear parametric models in Bayesian optimization.
method Kernel-based framework for analyzing regularized nonlinear parametric models trained on adaptively collected data.
result Unified convergence guarantees for nonlinear acquisition and surrogate models.

QENDy learns quadratic dynamics from nonlinear systems data.

problem Identifying governing equations of highly nonlinear dynamical systems.
method QENDy embeds nonlinear dynamics into a quadratic feature space, requiring trajectory data and preselected basis functions.
result QENDy accurately identifies quadratic dynamics and outperforms SINDy and deep learning methods.

New framework for identifying spatial data components using TP latent components.

problem Identifying complex dependencies in spatial data.
method Introduces a new nonlinear ICA framework with tt-process latent components and develops a learning and inference algorithm.
result Identifiability of TP independent components under general conditions and Gaussian Process limit.

The paper introduces a fast algorithm for learning and forecasting nonlinear dynamics from noisy time series data.

problem Challenges in capturing nonlinear dynamics from noisy time series data.
method A projected nonlinear state-space model with kernel functions applied to projected lines.
result The model effectively learns and forecasts complex nonlinear dynamics with computational efficiency.

The paper tackles data-driven optimal control of unknown nonlinear systems using RKHS.

problem Unknown nonlinear dynamics and stage cost functions.
method Embed state densities into RKHS, learn Markov operators, solve Hamilton-Jacobi-Bellman recursions.
result Solves a wide range of nonlinear control problems, including depth regulation.

Stochastic VB improves nonlinear model inference speed and accuracy.

problem Bayesian inference of nonlinear models from noisy data.
method Stochastic Variational Bayesian (VB) inference for nonlinear models.
result Stochastic VB achieves comparable parameter recovery to analytical solution but is faster.

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…

2020-01-13abs ↗pdf ↗

CDSSL improves representation quality by integrating linear and nonlinear dependencies.

problem Scarcity of labeled data and neglect of nonlinear dependencies in SSL.
method CDSSL combines linear correlations and nonlinear dependencies using HSIC in RKHS.
result CDSSL enhances representation quality on diverse benchmarks.

DKLM learns adaptive kernels for robust nonlinear subspace clustering.

problem Nonlinear structures in data and challenges with kernel-based clustering.
method Data-driven kernel learning with adaptive weighting and optimal block-diagonal affinity matrix.
result DKLM enhances robustness and preserves manifold structure in nonlinear space.

Adaptive algorithm improves nonlinear data assimilation for non-Gaussian systems.

problem Challenges of non-Gaussian statistics in data assimilation.
method Triangular measure transport with P-spline basis functions and an information criterion.
result Automatic selection of parsimonious parametrization for efficient adaptation.

Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations.

problem Understanding moduli of continuity for fully nonlinear parabolic equations.
method Proving moduli of continuity of viscosity solutions are subsolutions of one-dimensional parabolic equations.
result Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations with bounded initial data.

This paper extends performative prediction to nonlinear cases.

problem Performative prediction's effectiveness is limited by linear assumptions in real-world applications.
method Formulated a maximum margin approach loss function and extended it to nonlinear spaces using kernel methods.
result Derived conditions for performative stability in both linear and nonlinear cases.

Paper connects contrastive learning to MI maximization and establishes robust methods for nonlinear ICA and subspace estimation.

problem Understanding and improving unsupervised representation learning and density ratio estimation.
method The paper connects contrastive learning to MI maximization, establishes new recovery conditions for nonlinear ICA, and proposes a practical outlier-robust method for nonlinear subspace estimation.
result The proposed methods can be seen as maximizing MI, performing nonlinear ICA, or estimating nonlinear subspaces, and are robust to outliers.

We learn linear models from nonlinear systems using multiple trajectories and regularization.

problem Identifying linear models from data when the underlying dynamics are nonlinear.
method Multiple trajectories data acquisition followed by regularized least squares.
result Learn linearized dynamics with arbitrarily small error given enough samples.

TRNN combines tensor geometry with neural network nonlinearity for HD data.

problem Modeling high-dimensional data with preserved tensor geometry and nonlinear interactions.
method Introduces TRNN that integrates tensor geometry and neural network nonlinearity.
result TRNN preserves tensor geometry while offering nonlinearity.

NKI integrates obfuscated datasets using nonlinear kernels for improved data collaboration.

problem Privacy-preserving data collaboration with reduced reconstruction risk.
method Formulates linear kernel integration, kernelizes it, and introduces graph regularization and centering constraints.
result NKI improves classification accuracy over existing linear integration methods under nonlinear dimensionality reduction.

We identify linear models from nonlinear systems with initialization constraints.

problem Identifying linear models from nonlinear systems with initialization constraints.
method Multiple trajectories-based deterministic data acquisition algorithm followed by regularized least squares.
result We provide a finite sample error bound on the learned linearized dynamics.

Framework for reconstructing nonlinear systems from multi-modal time series data.

problem Reconstructing nonlinear dynamical systems from multi-modal time series data.
method Dynamic interpretable recurrent neural networks coupled with generalized linear models for multi-modal data integration.
result Framework efficiently compensates for noisy or missing information in one data channel using other channels.

Detects model misspecifications in causal models using observational data.

problem Identifying predictor variables with causal effects in misspecified models.
method Develops a general framework based on observational data distribution and proposes an algorithm for finite sample data.
result Identifies predictor variables for causal effects even in misspecified models.

Proposes an INLA-based method for state and parameter estimation in nonlinear systems.

problem Difficulty in learning parameters accurately in nonlinear dynamical systems.
method Iterated INLA for state and parameter estimation in nonlinear dynamical systems.
result Outperforms existing methods on data assimilation tasks.

Bayesian method improves predictions in overparameterized nonlinear regression.

problem Understanding overparameterization in nonlinear regression models.
method Bayesian framework with adaptive prior considering data spectral structure.
result Posterior contraction established for generalized linear and single-neuron models, demonstrating prediction consistency.

New method recovers causal networks from short time-series data.

problem Inferring causal relationships from short time-series data in complex systems.
method Large-scale Nonlinear Granger Causality (lsNGC) approach.
result Captures meaningful interactions from limited observational data.

We analyze SA with Markovian data and nonlinear updates, overcoming prior limitations.

problem Analyzing stochastic approximation with Markovian data and nonlinear updates.
method Fine-grained analysis of SA iterates and Markovian data, leveraging smoothness and recurrence properties.
result Established weak convergence and precise asymptotic bias of SA iterates.

Shallow nonlinear networks can separate classes linearly with polynomially scaling width.

problem Understanding the linear separability of deep networks' features.
method Modeling inputs as a union of low-dimensional subspaces and using random weights and quadratic activations.
result Shallow nonlinear networks can achieve linear separation with polynomially scaling width.

Researchers identify latent variables and causal structures from nonlinear hierarchical models.

problem Challenging task of identifying latent variables and causal structures from observational data, especially when relationships are nonlinear.
method Investigated nonlinear latent hierarchical causal models, developed identification criterion, and constructed an estimation procedure.
result Identifiability of causal structures and latent variables achieved under mild assumptions.