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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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3 results for “SOFARI”

SOFARI: High-Dimensional Manifold-Based Inferencestat.ME

SOFARI improves inference on multi-task learning latent factors.

problem Challenges in precise inference on multi-task learning latent factor matrices.

method High-dimensional manifold-based Neyman near-orthogonality inference on Stiefel manifold structure.

result Easy-to-use bias-corrected estimators for latent factor vectors and singular values with asymptotic normal distributions.

multi-task learning sparse orthogonal factor regression SOFAR Stiefel manifold Neyman near-orthogonality

2023-09-26abs ↗pdf ↗

SOFARI-R: High-Dimensional Manifold-Based Inference for Latent Responsesstat.ME

New method for high-dimensional manifold-based inference tackles latent responses.

problem Inference on latent right factor vectors in multi-task learning with large numbers of responses and features.

method SOFARI-R method with two variants: one for strongly orthogonal factors and another for weakly orthogonal factors.

result Bias-corrected estimators for latent right factor vectors with asymptotically normal distributions and justified asymptotic variance estimates.

multi-task learning latent responses high-dimensional manifold SOFARI-R asymptotic normality

2025-04-24abs ↗pdf ↗

LIDS: LLM Summary Inference Under the Layered Lenscs.LG

LIDS assesses LLM summaries with interpretable key words.

problem Challenges in evaluating the quality of LLM summaries.

method BERT-SVD-based direction metric and SOFARI for key word extraction.

result LIDS provides interpretable key words for layered themes.

LLM summaries BERT-SVD SOFARI key words layered themes

2026-02-18abs ↗pdf ↗