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.
We introduce an algorithm for model-based hierarchical reinforcement learning to acquire self-contained transition and reward models suitable for probabilistic planning at multiple levels of abstraction. We call this framework Planning with Abstract Learned Models (PALM). By representing subtasks symbolically using a n…
Non-negative matrix factorization is a problem of dimensionality reduction and source separation of data that has been widely used in many fields since it was studied in depth in 1999 by Lee and Seung, including in compression of data, document clustering, processing of audio spectrograms and astronomy. In this work we…
Sparse Blind Source Separation (sparse BSS) is a key method to analyze multichannel data in fields ranging from medical imaging to astrophysics. However, since it relies on seeking the solution of a non-convex penalized matrix factorization problem, its performances largely depend on the optimization strategy. In this …
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.
We study the hyperbolic random geometric graph introduced in Krioukov et al. For a sequence Rn→∞, we define these graphs to have the vertex set as Poisson points distributed uniformly in balls B(0,Rn)⊂Bdα, the d-dimensional Poincaré ball (unit d-ball with the Poincaré metric dα correspondi…