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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.

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2468 · Nov 202019922001200920172026
48 results for PLS

PLS-Lasso integrates dimension reduction into regression for financial index tracking.

problem Dimension reduction and regression are traditionally treated separately in multivariate data analysis.
method PLS-Lasso integrates dimension reduction directly into the regression process, presenting two formulations: PLS-Lasso-v1 and PLS-Lasso-v2.
result PLS-Lasso-v1 and PLS-Lasso-v2 outperform Lasso in financial index tracking.

We describe an algorithm to subdivide automatically a given set of PL n-manifolds (via coloured triangulations or, equivalently, via crystallizations) into classes whose elements are PL-homeomorphic. The algorithm, implemented in the case n=4, succeeds to solve completely the PL-homeomorphism problem among the catalogu…

2014-08-02abs ↗pdf ↗

Suppose M is a noncompact connected PL 2-manifold. In this paper we study the topological property of the triple (H(M)_0, H^PL(M)_0, H^PL, c(M)_0), where H(M)_0 is the identity component of the homeomorphism group {\cal H}(M) of M with the compact-open topology, and H^PL(M)_0 and H^PL, c(M)_0 are the identity component…

2000-10-24abs ↗pdf ↗

The purpose of this note is to scrutinize the proof of Burago and Zalgaller regarding the existence of PLPL isometric embeddings of PLPL compact surfaces into R3\mathbb{R}^3. We conclude that their proof does not admit a direct extension to higher dimensions. Moreover, we show that, in general, PLPL manifolds of dimens…

2010-09-29abs ↗pdf ↗

There are 2^n possible resolutions of a smooth pseudodiagram with n precrossings. If we consider piecewise-linear (PL) pseudodiagrams and resolutions that themselves are PL, certain resolutions of the pseudodiagram may not exist in three-space. We investigate this situation and its impact on the weighted resolution set…

2013-08-30abs ↗pdf ↗

Motivated by the Bagging Partial Least Squares (PLS) and Principal Component Analysis (PCA) algorithms, we propose a Principal Model Analysis (PMA) method in this paper. In the proposed PMA algorithm, the PCA and the PLS are combined. In the method, multiple PLS models are trained on sub-training sets, derived from the…

2019-02-06abs ↗pdf ↗

This study examines the relationship between PLS and OLS regression using eigenvalue distributions.

problem Analyzing the difference between PLS and OLS regression in terms of eigenvalue distributions.
method Examined the distance between PLS and OLS regression coefficients using the Mahalanobis distance and eigenvalue distributions of the regressor covariance matrix.
result Provided a bound on the distance between PLS and OLS regression coefficients that depends only on the eigenvalue distribution of the regressor covariance matrix.

Stochastic gradient methods are dominant in nonconvex optimization especially for deep models but have low asymptotical convergence due to the fixed smoothness. To address this problem, we propose a simple yet effective method for improving stochastic gradient methods named predictive local smoothness (PLS). First, we …

2018-05-23abs ↗pdf ↗

Study compact PL 4-manifolds with special handle decompositions.

problem Existence of special handlebody decompositions for simply-connected closed PL 4-manifolds.
method Investigate colored triangulations inducing handle decompositions without 1-handles or 1- and 3-handles.
result Detect a class of compact simply-connected PL 4-manifolds with empty or connected boundary that admit such decompositions.

New method speeds up NIR spectroscopy calibration by 400x.

problem Efficient preprocessing selection in NIR spectroscopy.
method Operator-adaptive PLS and Ridge regression.
result Significant reduction in fitting time with comparable prediction quality.

We extend results of Pachner and Casali to give finite sets of moves relating triangulations of PL manifolds respecting filtrations by locally flat manifolds and stratifications in which a finite family of simple local models exists for neighborhoods of strata.

2014-04-11abs ↗pdf ↗

After surveying classical notions of PL topology of the Seventies, we clarify the relation between Morse theory and its discretization by Forman. We show that PL handles theory and discrete Morse theory are equivalent, in the sense that every discrete Morse vector on some PL triangulation is also a PL handle vector, an…

2012-12-04abs ↗pdf ↗

R-PLS improves analysis of brain functional connectivity matrices.

problem Improving analysis of functional connectivity matrices in brain imaging.
method Introducing R-PLS, a generalization of PLS for symmetric positive definite matrices.
result R-PLS identifies key functional connections in brain imaging datasets.

Arguments on PL,(=piecewise linear) topology work over any ordered field in the same way as over the real field, and those on differential topology do over a real closed field R in an o-minimal structure that expands (R,<,0,1,+,cdot). One of the most fundamental properties of definable sets is that a compact definable …

2010-02-08abs ↗pdf ↗

This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained iteratively using the best possible linearisation of the conditional mean of the labels and accounting for the linearisation error. PL has s…

2018-09-13abs ↗pdf ↗

PL-MCMC samples from normalizing flows' conditional distributions.

problem Sampling from complex conditional distributions learned by normalizing flows.
method Metropolis-Hastings implementation of PL-MCMC.
result PL-MCMC asymptotically samples from exact conditional distributions.

New examples show non-locally-flat PL-disk bounds in rational homology balls but not in integer homology balls.

problem Characterizing knots that bound PL-disks in integer homology balls.
method Involutive Heegaard Floer homology formal properties.
result Found infinitely many manifold-knot pairs (Y, J) where J does not bound a PL-disk in an integer homology ball but does in a rational homology ball.

Let M be a PL 2-manifold and X be a compact subpolyhedron of M and let E(X, M) denote the space of embeddings of X into M with the compact-open topology. In this paper we study an extension property of embeddings of X into M and show that the restriction map from the homeomorphism group of M to E(X, M) is a principal b…

2000-10-24abs ↗pdf ↗

James McClure recently showed that the domain for the intersection pairing of PL chains on a PL manifold MM is a subcomplex of C(M)C(M)C_*(M)\otimes C_*(M) that is quasi-isomorphic to C(M)C(M)C_*(M)\otimes C_*(M) and, more generally, that the intersection pairing endows C(M)C_*(M) with the structure of a partially-defined commutati…

2008-08-12abs ↗pdf ↗

For a given polyhedron KMK\subset M the notation RM(K)R_M(K) denotes a regular neighborhood of KK in MM. We study the following problem: find all pairs (m,k)(m,k) such that if KK is a compact kk-polyhedron and MM a PL mm-manifold, then RM(fK)RM(gK)R_M(fK)\cong R_M(gK), for each two homotopic PL embeddings f,g:KMf,g:K\to M. We prove …

2006-08-27abs ↗pdf ↗

For d2d\geq 2, the regular genus of a closed connected PL dd-manifold MM is the least genus (resp., half of the genus) of an orientable (resp., a non-orientable) surface into which a crystallization of MM imbeds regularly. The regular genus of every orientable surface equals its genus, and the regular genus of every…

2016-06-23abs ↗pdf ↗

We generalize the PL intersection product for chains on PL manifolds and for intersection chains on PL stratified pseudomanifolds to products of locally finite chains on non-compact spaces that are natural with respect to restriction to open sets. This is necessary to sheafify the intersection product, an essential ste…

2016-09-20abs ↗pdf ↗

The paper studies special crystallizations of 4-manifolds to minimize certain PL-invariants.

problem Minimizing combinatorially defined PL-invariants in crystallizations of compact 4-manifolds.
method Analysis of semi-simple and weak semi-simple crystallizations to minimize regular genus, Gurau degree, gem-complexity, and trisection genus.
result An original theorem on the minimization of PL-invariants for compact 4-manifolds with weak semi-simple crystallizations.

In this article, we construct a crystallization of the mapping torus of some (PL) homeomorphisms f:MMf:M \to M for a certain class of PL-manifolds MM. These yield upper bounds for gem-complexity and regular genus of a large class of PL-manifolds. The bound for the regular genus is sharp for the mapping torus of some (PL…

2015-09-28abs ↗pdf ↗

Study reveals limits of PLS in multi-modal learning with correlated signals.

problem Understanding PLS performance in multi-modal learning with correlated signals.
method Random matrix theory analysis of spiked cross-covariance models.
result Identifies SNR and correlation regimes where PLS fails to recover any signal.

Data driven soft sensor design has recently gained immense popularity, due to advances in sensory devices, and a growing interest in data mining. While partial least squares (PLS) is traditionally used in the process literature for designing soft sensors, the statistical literature has focused on sparse learners, such …

2019-04-24abs ↗pdf ↗

We provide a simpler proof of the hard Lefschetz Theorem for face rings of PL spheres: While the algebraic theory remains the same, we replace the geometric constructions by Pachner's Theorem. This simplifies the reasoning for an important special case of the main result of the first author in arxiv:1812.10454, and alr…

2019-06-03abs ↗pdf ↗

Classifies semi-equivelar gems on surfaces with Euler characteristic -1.

problem Classifying semi-equivelar gems on surfaces with negative Euler characteristic.
method Regular colored graphs representing PL dd-manifolds, cyclic sequence of face degrees around vertices.
result Identifies 12 types of semi-equivelar gems for surfaces with Euler characteristic -1.

In this paper, we introduce a bordism category CdPL\mathcal{C}_d^{PL} whose objects are bundles of closed (d1)(d-1)-dimensional piecewise linear manifolds and whose morphisms are bundles of dd-dimensional piecewise linear cobordisms. In the main theorem of this article, we show that the classifying space $B\mathcal{C}_d^{…

2016-08-22abs ↗pdf ↗

We show that there exist non-trivial piecewise-linear (PL) knots with isolated singularities Sn2SnS^{n-2}\subset S^n, n5n\geq 5, whose complements have the homotopy type of a circle. This is in contrast to the case of smooth, PL locally-flat, and topological locally-flat knots, for which it is known that if the complement…

2004-08-24abs ↗pdf ↗

PLS-SVD struggles with missing data in multimodal datasets, showing a phase transition in performance.

problem Missing data in PLS-SVD for multimodal datasets.
method Replica-symmetric analysis of spiked rectangular random matrices with missing entries.
result PLS-SVD performance transitions from uninformative to informative singular vectors at a critical signal-to-noise threshold.