Research
On-device research index

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

Trend · papers per month

6111722 · Jun 202019922001200920172026
48 results for Slab SVMs

Spike-and-slab priors are improved for high-dimensional Bayesian regression.

problem Prohibitive computational costs for existing samplers in high-dimensional settings.
method Proposes Scalable Spike-and-Slab (S3S^3) for high-dimensional Bayesian regression.
result Improves computational cost to max{n2pt,np}\max\{ n^2 p_t, np \} per iteration, demonstrating significant speed-ups and quality gains.

We prove, in all dimensions n2n\geq 2, that there exists a convex translator lying in a slab of width πsecθπ\secθ in Rn+1\mathbb{R}^{n+1} (and in no smaller slab) if and only if θ[0,π2]θ\in[0,\fracπ{2}]. We also obtain convexity and regularity results for translators which admit appropriate symmetries and study the asymptotics a…

2018-05-14abs ↗pdf ↗

Paper proposes a new method for Bayesian linear regression using spike-and-slab priors.

problem Identifying predictors with similar relationships in linear regression models.
method Hierarchical Bayesian models with spike-and-slab priors and a Gibbs sampler.
result The proposed method outperforms previous methods in simulations and real data analysis.

The study restricts surfaces in a specific geometry to certain configurations, proving no annular ends can be contained in horizontal slabs.

problem Properly embedded surfaces with constant mean curvature in a specific geometric setting.
method Proof of geometric restrictions using slab and halfspace theorems.
result Surfaces with constant mean curvature are confined to specific configurations, including graphs over simply connected domains.

Consider a non-planar orientable minimal surface S in a slab which is possibly with genus or with more than two boundary components. We show that there exists a catenoidal waist W in the slab whose flux has the same vertical component as S such that Area(S)>= Area(W), provided the intersections of S with horizontal pla…

2015-03-10abs ↗pdf ↗

New algorithms improve Bayesian linear regression with spike-and-slab priors.

problem Efficiently sampling from Bayesian linear regression models with sparsity-inducing priors.
method Design of two sampling algorithms: Gibbs sampling and Stochastic Localization.
result Stochastic Localization sampler shows significant advantage for poorly designed data matrices.

We construct a compact, convex ancient solution of mean curvature flow in Rn+1\mathbb R^{n+1} with O(1)×O(n)O(1)\times O(n) symmetry that lies in a slab of width ππ. We provide detailed asymptotics for this solution and show that, up to rigid motions, it is the only compact, convex, O(n)O(n)-invariant ancient solution that lies …

2017-05-19abs ↗pdf ↗

The paper extends and applies a new shrinkage prior in Bayesian factor analysis.

problem Estimating the number of factors in sparse Bayesian factor analysis.
method Introduces and extends a generalized cumulative shrinkage process (CUSP) prior.
result Exchangeable spike-and-slab shrinkage priors imply increasing shrinkage as the column index increases.

We study stable immersed capillary hypersurfaces in a domain B\mathcal B which is either a half-space or a slab in the Euclidean space Rn+1.\Bbb R^{n+1}. We prove that such a hypersurface ΣΣ is rotationally symmetric in the following cases: (1) n=2n=2, B\mathcal B is a slab and ΣΣ has genus zero, (2) n2n\geq 2, $\mathc…

2014-11-16abs ↗pdf ↗

The X-ray transform on the periodic slab [0,1]×Tn[0,1]\times\mathbb T^n, n0n\geq0, has a non-trivial kernel due to the symmetry of the manifold and presence of trapped geodesics. For tensor fields gauge freedom increases the kernel further, and the X-ray transform is not solenoidally injective unless n=0n=0. We characterize t…

2017-07-05abs ↗pdf ↗

New algorithms sample spike-and-slab priors efficiently in high dimensions.

problem Sampling from spike-and-slab priors in high-dimensional settings.
method Provably efficient algorithms for posterior sampling with sublinear measurement count.
result First provable algorithms for spike-and-slab posterior sampling without strong SNR assumptions.

A fast and scalable method for variable selection in high-dimensional Gaussian processes.

problem Inefficient variable selection in high-dimensional Gaussian processes.
method Developed a fast and scalable variational inference algorithm for spike and slab Gaussian processes.
result Consistently outperforms vanilla and sparse variational GPs while retaining similar runtimes.

Unlike R3\mathbb{R}^{3}, the homogeneous spaces E(1,τ)\mathbb{E}(-1,τ) have a great variety of entire vertical minimal graphs. In this paper we explore conditions which guarantees that a minimal surface in E(1,τ)\mathbb{E}(-1,τ) is such a graph. More specifically: we introduce the definition of a generalized slab in $\mathbb{E…

2015-11-10abs ↗pdf ↗

In this work we show that 22-dimensional, simply connected, translating solitons of the mean curvature flow embedded in a slab of R3\mathbb{R}^3 with entropy strictly less than 33 must be mean convex and thus, thanks to a result by J. Spruck and L. Xiao, are convex. Recently, such 22-dimensional convex translating s…

2019-12-28abs ↗pdf ↗

In this work, we address the problem of solving a series of underdetermined linear inverse problems subject to a sparsity constraint. We generalize the spike-and-slab prior distribution to encode a priori correlation of the support of the solution in both space and time by imposing a transformed Gaussian process on the…

2015-09-15abs ↗pdf ↗

We study inference and learning based on a sparse coding model with `spike-and-slab' prior. As in standard sparse coding, the model used assumes independent latent sources that linearly combine to generate data points. However, instead of using a standard sparse prior such as a Laplace distribution, we study the applic…

2012-11-15abs ↗pdf ↗

Improved VB algorithm for high-dimensional logistic regression with theoretical guarantees.

problem Sparse high-dimensional logistic regression model selection.
method Spike and slab variational Bayes approximation.
result Optimal convergence rates in 2\ell_2 and prediction loss for sparse truths.

A new method discovers equations from data using Bayesian and kernel techniques.

problem Discovering equations from data is hard due to sparsity and noise.
method Kernel regression for function estimation and Bayesian spike-and-slab prior for uncertainty quantification.
result KBASS method outperforms state-of-the-art methods on benchmark tasks.

Bayesian SPCA method tackles orthogonality constraint with spike and slab prior.

problem Bayesian SPCA method for high-dimensional data with orthogonality constraint.
method Parameter-expanded coordinate ascent variational inference (PX-CAVI) with spike and slab prior.
result PX-CAVI algorithm outperforms existing SPCA approaches in performance.

Bayesian l0l_0-regularized least squares is a variable selection technique for high dimensional predictors. The challenge is optimizing a non-convex objective function via search over model space consisting of all possible predictor combinations. Spike-and-slab (a.k.a. Bernoulli-Gaussian) priors are the gold standard f…

2017-05-31abs ↗pdf ↗

The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the GP-LVM and propose an efficient variational inference procedure that gives a lower …

2015-05-10abs ↗pdf ↗

We consider the problem of object recognition with a large number of classes. In order to overcome the low amount of labeled examples available in this setting, we introduce a new feature learning and extraction procedure based on a factor model we call spike-and-slab sparse coding (S3C). Prior work on S3C has not prio…

2012-06-27abs ↗pdf ↗

In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and extend them to a continuous spike-and-slab framework to allow self-adaptive shr…

2018-05-18abs ↗pdf ↗

We consider the problem of using a factor model we call {\em spike-and-slab sparse coding} (S3C) to learn features for a classification task. The S3C model resembles both the spike-and-slab RBM and sparse coding. Since exact inference in this model is intractable, we derive a structured variational inference procedure …

2012-01-16abs ↗pdf ↗

The use of L1 regularisation for sparse learning has generated immense research interest, with successful application in such diverse areas as signal acquisition, image coding, genomics and collaborative filtering. While existing work highlights the many advantages of L1 methods, in this paper we find that L1 regularis…

2011-06-06abs ↗pdf ↗

Support Vector Machines, SVMs, and the Large Margin Nearest Neighbor algorithm, LMNN, are two very popular learning algorithms with quite different learning biases. In this paper we bring them into a unified view and show that they have a much stronger relation than what is commonly thought. We analyze SVMs from a metr…

2012-01-23abs ↗pdf ↗

We study stable constant mean curvature (CMC) hypersurfaces ΣΣ in slabs in a product space M×,˚M\times\r, where MM is an orientable Riemannian manifold. We obtain a characterization of stable cylinders and prove that if ΣΣ is not a cylinder then it is locally a vertical graph. Moreover, in case MM is $\h^n,\r^n$ or $…

2018-02-19abs ↗pdf ↗

Support vector machines (SVMs) are invaluable tools for many practical applications in artificial intelligence, e.g., classification and event recognition. However, popular SVM solvers are not sufficiently efficient for applications with a great deal of samples as well as a large number of features. In this paper, thus…

2010-08-24abs ↗pdf ↗

Paper proposes new Bayesian neural network models for efficient learning.

problem Efficient learning and model compression in deep neural networks.
method Proposes Spike-and-Slab Group Lasso (SS-GL) and Spike-and-Slab Group Horseshoe (SS-GHS) priors for structured sparsity in Bayesian neural networks.
result Establishes competitive performance in prediction accuracy, model compression, and inference latency compared to baseline models.