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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.

168,742 papers · 148 categories

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48 results for Sparse count matrices

This work compresses heavy-tailed weight matrices for tighter generalization bounds.

problem Empirical evidence linking heavy-tailed weight matrices to test set accuracy but lack of formal relationship with generalization bounds.
method Utilized the compression framework to show that heavy-tailed matrices can be compressed, resulting in sparse weight matrices.
result Demonstrated a non-vacuous generalization bound for compressed networks with heavy-tailed weight matrices.

A gamma process dynamic Poisson factor analysis model is proposed to factorize a dynamic count matrix, whose columns are sequentially observed count vectors. The model builds a novel Markov chain that sends the latent gamma random variables at time (t1)(t-1) as the shape parameters of those at time tt, which are linked …

2015-12-30abs ↗pdf ↗

CMF is a technique for simultaneously learning low-rank representations based on a collection of matrices with shared entities. A typical example is the joint modeling of user-item, item-property, and user-feature matrices in a recommender system. The key idea in CMF is that the embeddings are shared across the matrice…

2013-12-20abs ↗pdf ↗

Efficiently infers sparse networks from count data with reduced memory usage.

problem Sparse network inference for count data with high dimensions and dependencies.
method Improved Bigraphical Lasso using eigenvalue decomposition of Cartesian product graph.
result Reduced computational complexity from O(n2p2)O(n^2p^2) to O(n2+p2)O(n^2 + p^2).

In banking practice, rating transition matrices have become the standard approach of deriving multi-year probabilities of default (PDs) from one-year PDs, the latter normally being available from Basel ratings. Rating transition matrices have gained in importance with the newly adopted IFRS 9 accounting standard. Here,…

2017-07-31abs ↗pdf ↗

Based on a new atomic norm, we propose a new convex formulation for sparse matrix factorization problems in which the number of nonzero elements of the factors is assumed fixed and known. The formulation counts sparse PCA with multiple factors, subspace clustering and low-rank sparse bilinear regression as potential ap…

2014-07-19abs ↗pdf ↗

We describe a way of representing finite biquandles with n elements as 2n x 2n block matrices. Any finite biquandle defines an invariant of virtual knots through counting homomorphisms. The counting invariants of non-quandle biquandles can reveal information not present in the knot quandle, such as the non-triviality o…

2006-01-07abs ↗pdf ↗

Proposes PSCCA for estimating correlations and canonical correlations in sparse count data.

problem Estimating correlations and canonical correlations in sparse count data from next-generation sequencing.
method Probabilistic approach for sparse count data sets (PSCCA).
result PSCCA outperforms other methods in estimating true correlations and canonical correlations at the natural parameter level.

We tackle anomaly detection in sparse time series data.

problem Sparse time series with low signal-to-noise ratios and non-uniform performance.
method We introduce a novel generative procedure for benchmark datasets and demonstrate how anomaly score smoothing improves performance.
result Anomaly score smoothing consistently improves performance in low-count time series anomaly detection.

Sparse matrices are favorable objects in machine learning and optimization. When such matrices are used, in place of dense ones, the overall complexity requirements in optimization can be significantly reduced in practice, both in terms of space and run-time. Prompted by this observation, we study a convex optimization…

2016-03-21abs ↗pdf ↗

Paper proposes VAE-BPTF for better tensor factorization of sparse, imbalanced count data.

problem Inference of Bayesian Poisson-Gamma models for sparse and imbalanced count data is challenging.
method Variational auto-encoder framework with multi-layer perceptron networks for complex update information sharing and reweighting.
result VAE-BPTF outperforms current models in reconstruction errors and latent factor coherence across real-world datasets.

Random projections help in representing sparse graphs efficiently.

problem Efficiently representing sparse graphs of varying sizes and vertex sets.
method Random projection of adjacency matrices to retain graph functionality and properties.
result Random projections can accurately represent graphs of different sizes and vertex sets in the same space.

Pruning at initialization fails to find sparse subnetworks, revealing information-theoretic barriers.

problem Difficulty in finding sparse subnetworks without training the full model.
method Analysis of effective parameter count and mutual information between sparsity mask and data.
result Pruning at initialization cannot find sparse subnetworks due to high mutual information.

New bootstraps improve speed and accuracy for graph count functionals.

problem Efficiently counting subgraphs in large graphs.
method Developed two types of multiplier bootstraps: a fast, approximate linear one and a quadratic one for denser graphs.
result Both bootstraps provide valid inference and higher-order accuracy under different graph sparsity conditions.

This paper proposes learning to jump for generative modeling of sparse, skewed, heavy-tailed data.

problem Limited ability of diffusion models in modeling sparse, skewed, heavy-tailed data.
method Forward count thinning process and reverse count thickening process to train a deep neural network.
result Learning to jump performs better than learning to denoise for non-negative, sparse data.

A framework estimates multiple precision matrices with shared structures.

problem Estimating multiple precision matrices with shared structures.
method Penalized likelihood framework with iterative algorithm alternating between convex and clustering problems.
result The method outperforms competitors and performs similarly to methods using prior information.

Given two data matrices XX and YY, sparse canonical correlation analysis (SCCA) is to seek two sparse canonical vectors uu and vv to maximize the correlation between XuXu and YvYv. However, classical and sparse CCA models consider the contribution of all the samples of data matrices and thus cannot identify an unde…

2017-10-13abs ↗pdf ↗

Proposes a method to handle sparse multiway count data with false zeros using zero-truncated Poisson regression.

problem Handling sparse multiway count data corrupted by false zeros.
method Zero-truncated Poisson regression with tensor completion.
result Accurate estimation of multiway count data from approximately IR2log22(I)IR^2\log_2^2(I) non-zero counts.

Origin-destination (OD) matrices are often used in urban planning, where a city is partitioned into regions and an element (i, j) in an OD matrix records the cost (e.g., travel time, fuel consumption, or travel speed) from region i to region j. In this paper, we partition a day into multiple intervals, e.g., 96 15-min …

2018-11-13abs ↗pdf ↗

ENTED efficiently decomposes binary and count tensors using nonparametric Gaussian processes.

problem Handling high-dimensional and sparse binary and count data with traditional tensor decompositions.
method ENTED uses nonparametric Gaussian processes and sparse orthogonal variational inference to handle binary and count tensors.
result ENTED outperforms traditional methods in binary and count tensor completion tasks.

Improved COD algorithm reduces streaming AMM errors and uses less space.

problem Efficiently approximate matrix multiplication with limited memory.
method Tighter error bound for COD, space optimality, sparse matrix variant.
result Improved COD is space optimal and more efficient for sparse matrices.

We present a theory for Euclidean dimensionality reduction with subgaussian matrices which unifies several restricted isometry property and Johnson-Lindenstrauss type results obtained earlier for specific data sets. In particular, we recover and, in several cases, improve results for sets of sparse and structured spars…

2014-02-17abs ↗pdf ↗

Multiresolution Matrix Factorization (MMF) was recently introduced as a method for finding multiscale structure and defining wavelets on graphs/matrices. In this paper we derive pMMF, a parallel algorithm for computing the MMF factorization. Empirically, the running time of pMMF scales linearly in the dimension for spa…

2015-07-15abs ↗pdf ↗

Method estimates sparse inverse covariance and partial correlation matrices efficiently.

problem Sparse high-dimensional inverse covariance and partial correlation matrix estimation.
method Two-stage estimation method using partial regression with positive semi-definiteness.
result Efficient estimation of inverse covariance and partial correlation matrices with derived non-asymptotic rates.

New matrix reveals cluster info in sparse directed graphs.

problem Analyzing cluster information in directed graphs.
method Proposed complex non-backtracking matrix integrating Hermitian adjacency matrix and non-backtracking matrix properties.
result The complex non-backtracking matrix holds cluster information, especially for sparse directed graphs.