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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.

168,657 papers · 148 categories

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2955908841,179 · Jun 202019922001200920172026
48 results for Sparse data

Sparse coding approximates the data sample as a sparse linear combination of some basic codewords and uses the sparse codes as new presentations. In this paper, we investigate learning discriminative sparse codes by sparse coding in a semi-supervised manner, where only a few training samples are labeled. By using the m…

2013-11-26abs ↗pdf ↗

A new method for sparse PCA using orthogonal rotations and soft-thresholding.

problem Sparse PCA with a new basis using orthogonal rotations.
method Initialize with leading principal components, apply kimeskk imes k orthogonal rotation, and soft-threshold the rotated components.
result The proposed method is more stable and explains more variance compared to alternatives.

Sparse APCA identifies sparse factors in financial returns over time.

problem Analyzing co-movements of high-dimensional panel data over time.
method Sparse asymptotic PCA with truncated power method for sparse factors and sequential deflation for multi-factor cases.
result Identification of nine risk factors influencing the S&P 500 stock market.

Entropy regularization improves sparse model discovery in federated learning.

problem Sparse model discovery in federated learning with limited data.
method Entropy regularization of gate distributions for probabilistic sparse model exploration.
result Entropy regularization leads to better sparse model recovery and performance.

Picasso is a new library for sparse learning problems in R and Python.

problem Sparse learning problems in high-dimensional data analysis.
method Unified framework of pathwise coordinate optimization with efficient active set selection strategies.
result picasso can efficiently handle large-scale problems.

We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the original data matrix, then one can recover a near optimal solution to the optimiza…

2015-03-12abs ↗pdf ↗

CDSSD detects sparse changes in partially observable data streams.

problem Online change detection of sparse changes in partially observable high-dimensional data streams.
method Smooth-sparse decomposition, spike-slab variational Bayesian inference, adaptive sampling via Thompson sampling.
result CDSSD effectively detects sparse changes in partially observable data streams.

New method discovers causal relationships in sparse linear data.

problem Discovering cause-effect relationships in sparse linear data.
method Uses structural matrix to reconstruct data and identify causal structures without independence tests.
result Outperforms existing methods in sparse causal structure recovery.

We introduce a new algorithm, called adaptive sparse backfitting algorithm, for solving high dimensional Sparse Additive Model (SpAM) utilizing symmetric, non-negative definite smoothers. Unlike the previous sparse backfitting algorithm, our method is essentially a block coordinate descent algorithm that guarantees to …

2014-09-08abs ↗pdf ↗

In many real-world problems, we are dealing with collections of high-dimensional data, such as images, videos, text and web documents, DNA microarray data, and more. Often, high-dimensional data lie close to low-dimensional structures corresponding to several classes or categories the data belongs to. In this paper, we…

2012-03-05abs ↗pdf ↗

Develops SGP-VAE for efficient sparse GP inference in multi-dimensional datasets.

problem Sparse GP approximations and missing data in multi-dimensional spatio-temporal datasets.
method Leverages partial inference networks for sparse GP approximations and amortized variational inference.
result Outperforms multi-output GPs and structured VAEs in various experiments.

We consider the scenario where one observes an outcome variable and sets of features from multiple assays, all measured on the same set of samples. One approach that has been proposed for dealing with this type of data is ``sparse multiple canonical correlation analysis'' (sparse mCCA). All of the current sparse mCCA t…

2014-01-22abs ↗pdf ↗

Sparse coding, which represents a data point as a sparse reconstruction code with regard to a dictionary, has been a popular data representation method. Meanwhile, in database retrieval problems, learning the ranking scores from data points plays an important role. Up to now, these two problems have always been conside…

2014-09-08abs ↗pdf ↗

We propose a parallelizable sparse inverse formulation Gaussian process (SpInGP) for temporal models. It uses a sparse precision GP formulation and sparse matrix routines to speed up the computations. Due to the state-space formulation used in the algorithm, the time complexity of the basic SpInGP is linear, and becaus…

2016-10-25abs ↗pdf ↗

The paper uses TDA to select stocks for a sparse portfolio, improving performance across market scenarios.

problem Sparse portfolio selection in financial markets.
method Topological data analysis (TDA) for clustering stock price movements.
result The TDA-based clustering strategy significantly enhances sparse portfolio performance.

In this paper we formally analyse the use of sparse filtering algorithms to perform covariate shift adaptation. We provide a theoretical analysis of sparse filtering by evaluating the conditions required to perform covariate shift adaptation. We prove that sparse filtering can perform adaptation only if the conditional…

2016-07-22abs ↗pdf ↗

DFR reduces the computational cost of sparse-group lasso and adaptive sparse-group lasso.

problem Sparse-group lasso's computational expense and need for tuning.
method Dual Feature Reduction (DFR) using strong screening rules and dual norms.
result DFR drastically reduces computational cost without affecting solution optimality.

Stochastic Sparse Subspace Clustering improves subspace clustering by reducing over-segmentation through dropout.

problem Over-segmentation in subspace clustering.
method Introducing dropout regularization to enforce denser connections between points from the same subspace.
result Stochastic Sparse Subspace Clustering effectively handles large datasets and reduces over-segmentation.

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 ↗

Sparse coding has shown its power as an effective data representation method. However, up to now, all the sparse coding approaches are limited within the single domain learning problem. In this paper, we extend the sparse coding to cross domain learning problem, which tries to learn from a source domain to a target dom…

2013-11-27abs ↗pdf ↗

In compressed sensing, we wish to reconstruct a sparse signal xx from observed data yy. In sparse coding, on the other hand, we wish to find a representation of an observed signal yy as a sparse linear combination, with coefficients xx, of elements from an overcomplete dictionary. While many algorithms are competit…

2013-10-31abs ↗pdf ↗

We consider an important class of signal processing problems where the signal of interest is known to be sparse, and can be recovered from data given auxiliary information about how the data was generated. For example, a sparse Green's function may be recovered from seismic experimental data using sparsity optimization…

2012-12-05abs ↗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.

A faster Wasserstein k-means algorithm for histogram data reduces computation and maintains clustering quality.

problem Efficiently clustering histogram data with reduced computation time.
method Sparse simplex projection to reduce data samples, centroids, and ground cost matrix, dynamically removing lower-valued samples.
result Significant reduction in computational complexity without compromising clustering quality.

The MIT/IEEE/Amazon GraphChallenge.org encourages community approaches to developing new solutions for analyzing graphs and sparse data. Sparse AI analytics present unique scalability difficulties. The proposed Sparse Deep Neural Network (DNN) Challenge draws upon prior challenges from machine learning, high performanc…

2019-09-02abs ↗pdf ↗

FLASH-MAX predicts electromagnetic fields from sparse data in seconds.

problem Predicting homogeneous electromagnetic fields from sparse pointwise observations.
method Exact-by-construction neural network architecture that satisfies Maxwell's equations symbolically.
result FLASH-MAX achieves sub-1% relative validation error from 1K sparse observations in seconds.

Sparse deep learning improves prediction uncertainty for time series data.

problem Uncertainty quantification for dependent data like time series.
method Sparse recurrent neural networks (RNNs) for time series data.
result Sparse deep learning can consistently estimate and predict time series data with correct uncertainty quantification.

Efficiently estimates sparse linear regression with heavy-tailed data and outliers.

problem Sparse estimation of linear regression coefficients with heavy-tailed covariates and noises, including outliers.
method Efficient computation of robust estimator with nearly optimal error bound.
result Nearly optimal error bound for robust sparse estimation.

Paper proposes distributed sparse multicategory discriminant analysis for classification.

problem Sparse multicategory classification with distributed data.
method Convex formulation, distributed setting, invariant discriminant subspace recovery.
result Distributed sparse multicategory linear discriminant analysis performs as good as centralized version after a few rounds of communications.

In this paper, we propose a semi-supervised dictionary learning method that uses both the information in labelled and unlabelled data and jointly trains a linear classifier embedded on the sparse codes. The manifold structure of the data in the sparse code space is preserved using the same approach as the Locally Linea…

2018-12-11abs ↗pdf ↗

Sparse coding is a crucial subroutine in algorithms for various signal processing, deep learning, and other machine learning applications. The central goal is to learn an overcomplete dictionary that can sparsely represent a given input dataset. However, a key challenge is that storage, transmission, and processing of …

2017-11-09abs ↗pdf ↗