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.
New algorithm finds global minimum for TREX, controlling FDR.
Bayes-TrEx finds in-distribution examples for model inspection.
Lasso is a seminal contribution to high-dimensional statistics, but it hinges on a tuning parameter that is difficult to calibrate in practice. A partial remedy for this problem is Square-Root Lasso, because it inherently calibrates to the noise variance. However, Square-Root Lasso still requires the calibration of a t…
TREX explains tree ensembles by identifying key training examples.
TRex framework improves sparse view X-ray tomography reconstruction.
We introduce Graphical TREX (GTREX), a novel method for graph estimation in high-dimensional Gaussian graphical models. By conducting neighborhood selection with TREX, GTREX avoids tuning parameters and is adaptive to the graph topology. We compare GTREX with standard methods on a new simulation set-up that is designed…