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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.

169,341 papers · 148 categories

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150301451601 · Jun 202019922001200920182026
48 results for Sequential Principal Curves Analysis

Algorithm learns principal curves from data streams in a sequential manner.

problem Summarizing large data streams using PCA is challenging due to theoretical and algorithmic issues.
method Proposes a novel sequential algorithm for learning principal curves from data streams.
result Supports regret bounds with optimal sublinear remainder terms.

New method explains color vision's nonlinearities and adaptability.

problem Understanding human color vision's nonlinear and adaptive aspects.
method Sequential Principal Curves Analysis (SPCA) with local metric.
result Color discrimination thresholds and illuminant discount emerge from realistic data.

Novel prior for orthogonal functions improves functional component estimation.

problem Improving orthogonality in functional principal component analysis.
method Sequential adaptive priors for orthogonal functions using hierarchical conditionally normal distributions.
result Proposed prior leads to nearly orthogonal posterior estimates.

The paper introduces a method for interpretable principal component analysis of high-dimensional time series.

problem Inconsistent and difficult-to-interpret principal component estimates in high-dimensional regimes.
method Localized sparse principal component analysis of spectral density matrices in frequency domain.
result Efficient algorithm for sparse-localized estimates of principal subspaces.

Principal Component Analysis (PCA) is the most common nonparametric method for estimating the volatility structure of Gaussian interest rate models. One major difficulty in the estimation of these models is the fact that forward rate curves are not directly observable from the market so that non-trivial observational e…

2014-08-26abs ↗pdf ↗

The paper extends square root velocity framework to curves in homogeneous spaces.

problem Computing metrics and analyzing curves in homogeneous spaces.
method Generalized square root velocity framework to homogeneous spaces, identifying curves with horizontal lifts in GG, computing geodesics, and performing quotient operations.
result Geodesics and Karcher means can be computed in quotient spaces of curves in homogeneous spaces.

Study explores K-means clustering of variables and its relation to PCA.

problem Exploring the relationship between K-means clustering of variables and PCA.
method Apply PCA to original data and K-means to transposed data, quantify variable contributions to principal components.
result Identifies how variable clusters contribute to principal components identified by PCA.

This paper develops GPCA for probability distributions using Otto-Wasserstein geometry.

problem Analyzing modes of variation in datasets of probability measures.
method Geodesic Principal Component Analysis (GPCA) on Wasserstein space with neural networks.
result Identification of geodesic curves that capture modes of variation in probability distributions.

Analyzes dependencies in sequential datasets to improve deep neural architectures.

problem Improving deep recurrent neural architectures by understanding long distance dependencies.
method Detailed analysis of dependency decay curves in various datasets, testing factors affecting decay, generating synthesized datasets.
result Factors influencing dependency decay curves (number of unique symbols, dataset size, interacting symbols, distance between symbols) can inform optimal hyper-parameters.

A new method uses Gram matrix for efficient multivariate functional principal components.

problem Efficiently estimating eigencomponents of multidimensional functional datasets.
method Proposes using inner-product matrix to estimate eigenelements of multivariate and multidimensional functional datasets.
result Established relationship between eigenelements of covariance operator and inner-product matrix.

A new method selects PCA components based on residual memory, outperforming existing techniques.

problem Selecting the optimal number of components in PCA for data with long memory effects.
method Sequentially removes components, stopping when maximum memory accounted for.
result Our method outperforms existing techniques in computational efficiency and accuracy.

Study identifies and estimates treatment effect heterogeneity within principal stratification subpopulations.

problem Causal inference with intermediate outcomes and treatment effect heterogeneity.
method Proposes a novel doubly cross-fit doubly robust machine learner to efficiently learn conditional principal causal effects under principal ignorability.
result Demonstrates informative patterns of treatment effect heterogeneity within the always-survivor subpopulation in an acute lung injury trial.

In the recent years, Riemannian shape analysis of curves and surfaces has found several applications in medical image analysis. In this paper we present a numerical discretization of second order Sobolev metrics on the space of regular curves in Euclidean space. This class of metrics has several desirable mathematical …

2015-06-29abs ↗pdf ↗

Enhances Random Forest for imbalanced functional data classification.

problem Challenges in classifying imbalanced functional data.
method Functional Random Forest with Adaptive Cost-Sensitive Splitting (FRF-ACS).
result Significantly improves minority class recall and predictive performance.

Study the geometry of a surface formed by extending a Whitney umbrella.

problem Investigate the geometric properties of a specific surface formed by extending a Whitney umbrella.
method Analyze the intersection with the normal plane, geodesic and normal curvatures, Gaussian and mean curvatures.
result Determine the zeros of curvature functions and deduce geometric relationships.

The study connects conic connections and torsion-free principal connections on G-structures.

problem Relating torsion tensors of principal connections to characteristic conic connections.
method Formulating and verifying conditions for the existence of characteristic conic connections implying torsion-free principal connections.
result Conditions for the existence of characteristic conic connections imply the existence of torsion-free principal connections, verified for adjoint varieties of simple Lie algebras.

In this article, we investigate Bertrand curves corresponding to the spherical images of the tangent, binormal, principal normal and Darboux indicatrices of a space curve in Euclidean 3-space. As a result, in case of a space curve is a general helix, we show that the curves corresponding to the spherical images of its …

2010-10-18abs ↗pdf ↗

Paper describes principal boundaries of moduli spaces for abelian and quadratic differentials.

problem Understanding the structure of moduli spaces of abelian and quadratic differentials.
method Flat geometric degeneration and smoothing techniques.
result Described the principal boundary for each configuration in terms of twisted differentials.

Paper extends RPD for better handling multiple modalities and non-convexity.

problem Handling multiple modalities and non-convexity in data clouds.
method Computes RPD in a reproducing kernel Hilbert space using kernel principal component analysis.
result The method outperforms RPD and is comparable to other models on benchmark datasets.

The paper defines and classifies special curves in Riemannian manifolds.

problem Characterizing curves in Riemannian manifolds.
method Defined and characterized anti-torqued slant helices and torqued curves through differential equations.
result Characterized and classified anti-torqued slant helices and torqued curves.

Proposes estimators for complex dose-response curves using kernel methods.

problem Estimating complex dose-response curves with continuous treatments, mediators, and covariates.
method Kernel ridge regression with sequential kernel embedding technique.
result Simple estimators for mediated and time-varying dose response curves with nonasymptotic uniform rates.

Lower bound derived for spectral threshold in curved quantum layers.

problem Finding a lower bound for the spectral threshold in curved quantum layers.
method Deriving a lower bound using the lowest eigenvalue of a one-dimensional operator.
result The derived lower bound is optimal for non-negatively curved surfaces.

Paper develops a framework for learning interpretable representations of sequential decision behavior.

problem Obtaining a transparent description of existing behavior.
method Inverse decision modeling framework, formalizing both forward and inverse problems.
result Learning interpretable representations of behavior, including suboptimal actions, biased beliefs, and imperfect knowledge.

Study bifurcations of curves on surfaces in Minkowski 3-space.

problem Understanding the behavior of curves on surfaces in Minkowski 3-space.
method Analyzing the degeneracy of induced pseudo metric, discriminant of principal curvatures, parabolic curve, and mean curvature vanishing points.
result Bifurcations of robust features on surfaces in Minkowski 3-space.