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 describe a simple, efficient, permutation based procedure for selecting the penalty parameter in the LASSO. The procedure, which is intended for applications where variable selection is the primary focus, can be applied in a variety of structural settings, including generalized linear models. We briefly discuss conn…
Recently, the method of b-bit minwise hashing has been applied to large-scale linear learning and sublinear time near-neighbor search. The major drawback of minwise hashing is the expensive preprocessing cost, as the method requires applying (e.g.,) k=200 to 500 permutations on the data. The testing time can also be ex…
In regression analysis of multivariate data, it is tacitly assumed that response and predictor variables in each observed response-predictor pair correspond to the same entity or unit. In this paper, we consider the situation of "permuted data" in which this basic correspondence has been lost. Several recent papers hav…
Permutation testing is a non-parametric method for obtaining the max null distribution used to compute corrected p-values that provide strong control of false positives. In neuroimaging, however, the computational burden of running such an algorithm can be significant. We find that by viewing the permutation testing …
This paper analyzes Libor interest rates for seven different maturities and referred to operations in British Pounds, Euro, Swiss Francs and Japanese Yen, during the period years 2001 to 2015. The analysis is performed by means of two quantifiers derived from Information Theory: the permutation Shannon entropy and the …
This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and other important events. The series under study is the daily prices of West Texas Intermediate (WT…
A tacit assumption in linear regression is that (response, predictor)-pairs correspond to identical observational units. A series of recent works have studied scenarios in which this assumption is violated under terms such as ``Unlabeled Sensing and ``Regression with Unknown Permutation''. In this paper, we study the s…
Representations of sets are challenging to learn because operations on sets should be permutation-invariant. To this end, we propose a Permutation-Optimisation module that learns how to permute a set end-to-end. The permuted set can be further processed to learn a permutation-invariant representation of that set, avoid…
Least-squares models such as linear regression and Linear Discriminant Analysis (LDA) are amongst the most popular statistical learning techniques. However, since their computation time increases cubically with the number of features, they are inefficient in high-dimensional neuroimaging datasets. Fortunately, for k-fo…
In "Unlabeled Sensing", one observes a set of linear measurements of an underlying signal with incomplete or missing information about their ordering, which can be modeled in terms of an unknown permutation. Previous work on the case of a single noisy measurement vector has exposed two main challenges: 1) a high requir…
To model categorical response variables given their covariates, we propose a permuted and augmented stick-breaking (paSB) construction that one-to-one maps the observed categories to randomly permuted latent sticks. This new construction transforms multinomial regression into regression analysis of stick-specific binar…
We consider a simple and overarching representation for permutation-invariant functions of sequences (or multiset functions). Our approach, which we call Janossy pooling, expresses a permutation-invariant function as the average of a permutation-sensitive function applied to all reorderings of the input sequence. This …
ShuffleNet is a state-of-the-art light weight convolutional neural network architecture. Its basic operations include group, channel-wise convolution and channel shuffling. However, channel shuffling is manually designed empirically. Mathematically, shuffling is a multiplication by a permutation matrix. In this paper, …