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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.

168,982 papers · 148 categories

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3436861,0281,371 · Jun 202019922001200920172026
48 results for Sparse data structures

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 present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespecified set of shapes. This \emph{structured sparse PCA} is based on a structured regularization recently introduced by [1]. While classical spa…

2009-09-08abs ↗pdf ↗

SpinSVAR estimates SVAR models with sparse input, improving accuracy and scalability.

problem Estimating SVAR models with sparse input assumptions.
method SpinSVAR models input as independent Laplacian variables, enforcing sparsity and using least absolute error regression.
result SpinSVAR outperforms state-of-the-art methods in accuracy and runtime, identifying significant structural shocks.

This paper investigates the computational complexity of sparse label propagation which has been proposed recently for processing network structured data. Sparse label propagation amounts to a convex optimization problem and might be considered as an extension of basis pursuit from sparse vectors to network structured d…

2018-04-25abs ↗pdf ↗

Learning the "blocking" structure is a central challenge for high dimensional data (e.g., gene expression data). Recently, a sparse singular value decomposition (SVD) has been used as a biclustering tool to achieve this goal. However, this model ignores the structural information between variables (e.g., gene interacti…

2016-03-19abs ↗pdf ↗

The paper improves GP regression for sparse sensor data in structural mode shape reconstruction.

problem Reconstructing full-field structural mode shapes from sparse sensor data.
method Physics-Constrained Single-Output Gaussian Process (CONS-SOGP) framework.
result The proposed method provides more accurate and reliable mode shapes.

Autoencoders fail to capture sparse structure in 1-bit data compression.

problem Proving the performance of shallow autoencoders on sparse data compression.
method Gradient descent analysis and approximate message passing.
result Gradient descent minimizer for sparse data is the identity (up to permutation) above critical sparsity.

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 ↗

This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the regression coefficients, and the proposed algorithm jointly learns the low-dimensional s…

2015-03-28abs ↗pdf ↗

In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We design an inference algorithm based on Expectation Propagation and evaluate the mode…

2017-04-27abs ↗pdf ↗

New estimators improve sparse semiparametric additive modeling.

problem Sparse semiparametric additive modeling with structured sparsity.
method Combines group subset selection with shrinkage for nonconvex optimization.
result New estimators outperform alternatives in synthetic and real-world data.

sBayFDNN bridges deep learning and functional data analysis for complex, structured data.

problem Challenges in functional data analysis, especially for complex, continuously structured data.
method Sparse Bayesian functional deep neural network (sBayFDNN) that learns adaptive functional embeddings and interpretable region selection.
result First theoretical guarantees for a Bayesian deep functional model, ensuring reliability and statistical rigor.

Paper proposes an efficient algorithm for learning sparse Bayesian networks from discrete high-dimensional data.

problem Learning sparse structure Bayesian networks from high-dimensional discrete data.
method Score function for sparse DAG, block-wise stochastic coordinate descent with variance reduction.
result The proposed algorithm outperforms existing methods in synthetic data benchmarks.

SDSPCAAN combines supervised and local data structures for better dimensionality reduction.

problem Preserving both global and local data structures for noisy high-dimensional data.
method Supervised discriminative sparse PCA with adaptive neighbors (SDSPCAAN).
result SDSPCAAN improves classification accuracy on high-dimensional datasets.

This paper proposes a method to reveal task relationships in multi-task learning models using sparse graphs.

problem Understanding the underlying task relationships in multi-task learning models.
method Proposes a bilevel formulation of multi-task learning that induces sparse graphs.
result The method improves interpretability of multi-task learning models without sacrificing generalization performance.

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 ↗

Graph-Dictionary model for sparse multivariate signal representation.

problem Capturing complex relational information in multivariate signals.
method Graph dictionaries and bilinear primal-dual splitting algorithm.
result Graph-dictionary model outperforms baselines in signal reconstruction and classification.

Online detection of abrupt changes in high-dimensional data streams.

problem Detecting abrupt changes in high-dimensional, streaming data with multiple subspaces.
method Dynamic sparse subspace learning approach with multiple structural change-point model, Bayesian information criterion for penalty coefficients selection, and Pruned Exact Linear Time algorithm.
result Effectiveness demonstrated through simulation and real gesture data studies.

Paper introduces machine learning for time series data, improving nowcasting accuracy.

problem Improving accuracy in nowcasting US GDP growth using machine learning.
method Sparse-group LASSO estimator for high-dimensional time series data, considering different sampling frequencies and financial/macroeconomic data tail properties.
result Sparse-group LASSO outperforms unstructured LASSO in nowcasting US GDP growth.

Sparse representations using data dictionaries provide an efficient model particularly for signals that do not enjoy alternate analytic sparsifying transformations. However, solving inverse problems with sparsifying dictionaries can be computationally expensive, especially when the dictionary under consideration has a …

2015-11-16abs ↗pdf ↗

A new matrix factorization method for high-dimensional data.

problem Exploiting sparse structures in complex data for better interpretability.
method Bayesian shrinkage priors and flexible sparse patterns modeled through row and column dependencies.
result Demonstrated practical advantages through simulation and soccer heatmap analysis.

A new method for sparse regression models using graph structure.

problem Sparse regression models for high-dimensional data.
method Decomposes coefficient vector into latent variables, performs regularization on latent variables, uses proximal projection.
result Stable performance compared to other models, especially for high-dimensional data.

A novel method for learning Bayesian network structures from decentralized data, balancing privacy and efficiency.

problem Privacy and communication costs in learning Bayesian network structures from decentralized data.
method Fed-Sparse-BNSL, combining differential privacy with greedy updates targeting only a few relevant edges per participant.
result Achieves utility close to non-private baselines while offering stronger privacy and communication efficiency.

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 ↗

Graph signals offer a very generic and natural representation for data that lives on networks or irregular structures. The actual data structure is however often unknown a priori but can sometimes be estimated from the knowledge of the application domain. If this is not possible, the data structure has to be inferred f…

2017-07-18abs ↗pdf ↗

Paper tackles sparse, unstructured data tensors by optimizing adaptive aggregation granularity.

problem Sparse, unstructured data tensors are hard to analyze.
method Introduces IceBreaker, a greedy algorithm that optimizes adaptive tensor aggregation.
result IceBreaker constructs tensors with high structure quality from various datasets.

Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating between distinct time scales. We demonstrate a robust and scalable SPCA algorithm b…

2018-04-01abs ↗pdf ↗

IVF k-means algorithm improves performance on large sparse data sets.

problem Efficiently clustering large-scale sparse data sets with numerous classes.
method Sparse data representation and inverted-file structure for high-speed and low-memory clustering.
result IVF achieves better performance than other algorithms on real document data sets.

Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally. Unfortunately, real-world data often does not fit well to sparse graphical models. I…

2014-06-10abs ↗pdf ↗

This paper presents a novel Block Iterative Bayesian Algorithm (Block-IBA) for reconstructing block-sparse signals with unknown block structures. Unlike the existing algorithms for block sparse signal recovery which assume the cluster structure of the nonzero elements of the unknown signal to be independent and identic…

2014-12-07abs ↗pdf ↗

Nash integrates covariate-specific side info into sparse regression via neural networks.

problem Sparse linear regression struggles with covariates exhibiting structure or coming from heterogeneous sources.
method Neural Adaptive Shrinkage (Nash) framework that integrates side information into sparse regression via neural networks. Uses split variational empirical Bayes algorithm.
result Nash improves accuracy and adaptability over existing methods in real data experiments.

New neural operators learn structured patterns efficiently.

problem Learning and representing complex, structured patterns in data.
method Sparse autoencoder neural operators (SAE-NOs) parameterize concepts as functions, enabling efficient and structured representation.
result SAE-FNOs learn localized patterns and generalize across different scales and discretizations.