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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.

169,291 papers · 148 categories

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8172533 · Jun 202019922001200920182026
48 results for SLOPE penalization

Sparse multinomial logistic regression for multiclass classification with feature selection.

problem High-dimensional multiclass classification with a focus on sparse models.
method Penalized maximum likelihood with complexity penalty, feature selection using group Lasso and Slope classifiers.
result Achievement of minimax order in both small and large number of classes regimes.

Paper proposes efficient algorithms for designing SLOPE penalty sequences.

problem Designing SLOPE penalty sequences is computationally expensive.
method Developed two efficient algorithms: PGD and CD for Gaussian and general data matrices respectively.
result Demonstrated improved mean squared error performance of SLOPE with designed penalties.

SLOPE optimizes portfolios by grouping similar assets and estimating weights with sorted 1\ell_1-Norm.

problem Optimizing financial portfolios with sparse selection.
method Sorted 1\ell_1-Norm penalization (SLOPE) and Alternating Direction Method of Multipliers (ADMM).
result SLOPE optimizes portfolios from minimum variance to equally weighted, improving out-of-sample performance.

New method for robust regression and outlier detection in high dimensions.

problem Outliers detection and robust regression in high-dimensional settings.
method SLOPE penalization for simultaneous estimation of intercepts and coefficients.
result Guaranteed FDR and statistical power control for support selection of intercepts.

Unified analysis of multi-task functional linear regression with manifold and composite penalties.

problem Estimating slope functions from functional data with multi-task learning.
method Penalized splines with manifold constraint and composite quadratic penalty.
result Unified convergence upper bound and phase transition behaviors for estimators.

Unified framework for pattern recovery in penalized and thresholded estimation.

problem Pattern recovery in penalized and thresholded estimation methods.
method Defining a novel pattern notion based on subdifferentials, introducing accessibility and noiseless recovery conditions.
result Unified and extended conditions for pattern recovery in a broad class of penalized estimators.

Framework for designing nonlinearities in neural networks with slope constraints.

problem Designing nonlinearities with specific properties for signal processing.
method Variational framework with regularization for slope constraints and optimization of adaptive splines.
result Adaptive nonuniform linear splines achieve global optimum in constrained optimization.

Proposes a model selection procedure for high-dimensional binary classification using sparse logistic regression.

problem High-dimensional binary classification with sparse logistic regression.
method Penalized maximum likelihood with complexity penalty on model size, Slope estimator for logistic regression.
result Proposed complexity penalty is rate-optimal in the minimax sense.

Paper extends chaining technique for empirical risk minimization bounds.

problem Empirical risk minimization with unbounded noise and estimates.
method Chaining technique applied to random design settings, proving excess risk bounds.
result Proves upper bounds for empirical risk minimization with sub-Gaussian or subexponential noise.

The slope conjecture proposed by Garoufalidis asserts that the Jones slopes given by the sequence of degrees of the colored Jones polynomials are boundary slopes. We verify the slope conjecture for graph knots, i.e. knots whose Gromov volume vanish.

2015-01-06abs ↗pdf ↗

Using the Hatcher-Oertel algorithm for finding boundary slopes of Montesinos knots, we prove the Slope Conjecture and the Strong Slope Conjecture for a family of 3-tangle pretzel knots. More precisely, we prove that the maximal degrees of the colored Jones polynomial of such knots determine a boundary slope as predicte…

2016-02-15abs ↗pdf ↗

The study identifies characterising slopes for hyperbolic knots and proves stronger results for L-space knots.

problem Characterizing slopes of hyperbolic knots and their properties.
method Combining Lackenby's proof and Heegaard Floer homology genus bounds.
result All but finitely many slopes are characterising for hyperbolic knots and L-space knots.

Bayesian SLOPE combines SLOPE with Bayesian methods for linear regression.

problem Estimating regression coefficients with variable selection and prediction properties.
method Introduces Bayesian SLOPE by treating the SLOPE estimate as the posterior mode and providing a Gibbs sampler for full Bayesian inference.
result Offers credible sets and standard error estimates for parameters, facilitating Bayesian prediction.

Rejoinder on slope heuristics for model selection in regression.

problem Model selection in least-squares fixed-design regression with biased models and general noise.
method Proves the slope heuristics works even with significant bias and computes expectations for Gaussian noise.
result The slope heuristics is valid even when models are biased and noise has a general dependence structure.

A non-trivial slope rr on a knot KK in S3S^3 is called a characterizing slope if whenever the result of rr-surgery on a knot KK' is orientation preservingly homeomorphic to the result of rr-surgery on KK, then KK' is isotopic to KK. Ni and Zhang ask: for any hyperbolic knot KK, is a slope r=p/qr = p/q with $|p| +…

2016-01-08abs ↗pdf ↗

Paper analyzes SLOPE via AMP, providing an asymptotically sharp analysis and algorithmic approach.

problem Analyzing SLOPE's solution under Gaussian random designs.
method Developed an asymptotically exact characterization using approximate message passing.
result AMP iterates converge to the SLOPE solution in an asymptotic sense.

Let X be a norm curve in the SL(2,C)-character variety of a knot exterior M. Let t = || b || / || a || be the ratio of the Culler-Shalen norms of two distinct non-zero classes a, b in H_1(\partial M, Z). We demonstrate that either X has exactly two associated strict boundary slopes \pm t, or else there are strict bound…

2002-11-08abs ↗pdf ↗

The study confirms conjectures about slopes of knots using knot Floer homology.

problem Verifying conjectures about non-integer characterizing slopes of knots.
method Using knot Floer homology, the study verifies conjectures for specific classes of knots.
result Almost all slopes are characterizing for many knots, and infinitely many for LL-space knots.

A slope pq\frac pq is called a characterizing slope for a given knot K0K_0 in S3S^3 if whenever the pq\frac pq-surgery on a knot KK in S3S^3 is homeomorphic to the pq\frac pq-surgery on K0K_0 via an orientation preserving homeomorphism, then K=K0K=K_0. In this paper we try to find characterizing slopes for torus knots $…

2012-06-25abs ↗pdf ↗

The paper studies slopes for knot fillings with left-orderable fundamental groups.

problem Understanding slopes for knot fillings with left-orderable fundamental groups.
method Using the Riley polynomial and root analysis, the paper computes and conjectures on slopes.
result The paper computes the range of rational slope rr for left-orderable fillings of two-bridge knots.