Method selects valid IVs from a large set using clustering and test of overidentifying restrictions.
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.
Trend · papers per month
Paper proposes a robust test for high-dimensional models with large covariates and instruments.
SLIM efficiently solves overidentified models in a scalable manner.
New SGMM algorithm for efficient estimation of moment restriction models.
The present study introduce the human capital component to the Fama and French five-factor model proposing an equilibrium six-factor asset pricing model. The study employs an aggregate of four sets of portfolios mimicking size and industry with varying dimensions. The first set consists of three set of six portfolios e…
GIV methodology extends instrumental variable estimation for high-dimensional data.
We tackle causal inference under conditional moment restrictions using importance weighting.
Study restrictions on digitally continuous functions and their effects.
The study bounds quantum eigenfunctions on complex manifolds.
We address the restriction problem for viscosity subsolutions of a fully nonlinear PDE on a manifold Z. The constraints on the restrictions of smooth subsolutions to a submanifold X in Z determine a restricted subequation on X. The problem is to show that general (upper semi-continuous) subsolutions restrict to satisfy…
We investigate some basic questions concerning the relationship between the restricted Grassmannian and the theory of Banach Lie-Poisson spaces. By using universal central extensions of Lie algebras, we find that the restricted Grassmannian is symplectomorphic to symplectic leaves in certain Banach Lie-Poisson spaces, …
New findings restrict Heegaard Floer homology for certain rational homology spheres.
Introduces a restricted Chen-Nagano variational principle for the Einstein-Hilbert functional.
The study restricts groups in graph of groups structures.
New method improves estimation of complex models from conditional moment restrictions.
We study numerical restricted volumes of (1,1) classes on compact Kahler manifolds, as introduced by Boucksom. Inspired by work of Ein-Lazarsfeld-Mustata-Nakamaye-Popa on restricted volumes of line bundles on projective manifolds, we pose a natural conjecture to the effect that irreducible components of the non-Kahler …
New KCM tests improve specification testing via RKHS.
Constructs infinite-dimensional Siegel disc as symplectic and Kaehler quotient.
Algorithm samples composite logconcave densities efficiently.
Active-set algorithm improves Cox regression for shape-restricted covariates.
We consider a novel formulation of the multi-armed bandit model, which we call the contextual bandit with restricted context, where only a limited number of features can be accessed by the learner at every iteration. This novel formulation is motivated by different online problems arising in clinical trials, recommende…
We construct a two parameter family of eleven-dimensional indecomposable Cahen-Wallach spaces with irreducible, non-flat, non-restricted geometric supersymmetry of fraction . Its compactified moduli space can be parametrized by a compact interval with two points corresponding to two non-isometric, decom…
New proof shows inequality without restrictions.
Computes fundamental groups of restricted configuration spaces.
Study restricts causal graphs with expert knowledge.
We propose a relaxation-based approximate inference algorithm that samples near-MAP configurations of a binary pairwise Markov random field. We experiment on MAP inference tasks in several restricted Boltzmann machines. We also use our underlying sampler to estimate the log-partition function of restricted Boltzmann ma…
We show that the planar circular restricted three body problem is of restricted contact type for all energies below the first critical value (action of the first Lagrange point) and for energies slightly above it. This opens up the possibility of using the technology of Contact Topology to understand this particular dy…
Study expands classical harmonic function results to Riemannian manifolds.
Formulas derived for operators on forms in anti-de Sitter spaces.
This work defines a categorical notion of principal bundles.
New topological restrictions found for spaces with nonnegative Ricci curvature.
Explicit models for the restricted conformal group of the Einstein static universe of dimension greater than two and for its universal covering group are constructed. Based on these models, as an application we determine all oriented and time-oriented conformal Lorentz manifolds whose restricted conformal group has max…
In this note we present examples of -arrangements which admit a restriction which fails to be . This shows that asphericity is not hereditary among hyperplane arrangements.
We construct knot invariants from the radical part of projective modules of restricted quantum groups. We also show a relation between these invariants and the colored Alexander invariants.
Let be a connected Finsler space. An isometry of is called a Clifford-Wolf translation (or simply CW-translation) if it moves all points the same distance. The compact Finsler space is called restrictively Clifford-Wolf homogeneous (restrictively CW-homogeneous) if for any two sufficiently close…
This article is concerned with the Bridge Regression, which is a special family in penalized regression with penalty function with , in a linear model with linear restrictions. The proposed restricted bridge (RBRIDGE) estimator simultaneously estimates parameters and selects important varia…
Using an invariant defined by Rasmussen, we extend an argument given by Hedden and Watson which further restricts which Alexander polynomials can be realized by -space knots.
Study finds periodic orbits in a complex gravitational system.
We generalize the notion of involutivity to systems of differential equations of different orders and show that the classical results due to Guillemin and Quillen relating involutivity, restrictions, characteristics and characteristicity, known for first order systems, extend to the general context, though in a modifie…
It is known since 40 years old paper by M. Keane that minimality is a generic (i.e. holding with probability one) property of an irreducible interval exchange transformation. If one puts some integral linear restrictions on the parameters of the interval exchange transformation, then minimality may become an "exotic" p…
Khovanov multicurves are restricted to linear components.
A new permutation method improves two-sample testing power.
Learning in restricted Boltzmann machine is typically hard due to the computation of gradients of log-likelihood function. To describe the network state statistics of the restricted Boltzmann machine, we develop an advanced mean field theory based on the Bethe approximation. Our theory provides an efficient message pas…
The restricted Boltzmann machine is a network of stochastic units with undirected interactions between pairs of visible and hidden units. This model was popularized as a building block of deep learning architectures and has continued to play an important role in applied and theoretical machine learning. Restricted Bolt…
Conditional restricted Boltzmann machines are undirected stochastic neural networks with a layer of input and output units connected bipartitely to a layer of hidden units. These networks define models of conditional probability distributions on the states of the output units given the states of the input units, parame…
The paper analyzes Karcher means on restricted PSD matrices with statistical guarantees.
The paper uses deep neural networks to estimate economic models without separability restrictions.
We prove a couple of new endpoint geodesic restriction estimates for eigenfunctions. In the case of general 3-dimensional compact manifolds, after a argument, simply by using the -boundedness of the Hilbert transform on , we are able to improve the corresponding -restriction bounds of Burq, Gérard …