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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.

168,695 papers · 148 categories

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56112168224 · Jun 202019922001200920172026
48 results for PLS regression

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.

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.

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 ↗

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.

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.

Dual-sPLS improves feature selection and prediction in high-dimensional data.

problem Relating variables to a response in high-dimensional chemometric problems.
method Generalizes PLS1 algorithm with dual norm penalizations and a shrinking ratio parameter.
result Favorably compares to similar regression methods on simulated and real chemical data.

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 ↗

Functional PLS improves prediction and inference for scalar responses from functional predictors.

problem Estimating scalar responses from functional predictors in an ill-posed inverse problem.
method Functional partial least squares (PLS) estimator with adaptive early stopping and new tests.
result PLS attains nearly minimax-optimal convergence rates and detects local alternatives.

There have been different strategies to improve the performance of a machine learning model, e.g., increasing the depth, width, and/or nonlinearity of the model, and using ensemble learning to aggregate multiple base/weak learners in parallel or in series. This paper proposes a novel strategy called patch learning (PL)…

2019-06-01abs ↗pdf ↗

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 ↗

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.

Many modern data mining applications are concerned with the analysis of datasets in which the observations are described by paired high-dimensional vectorial representations or "views". Some typical examples can be found in web mining and genomics applications. In this article we present an algorithm for data clusterin…

2012-02-02abs ↗pdf ↗

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 ↗

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 ↗