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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.

168,695 papers · 148 categories

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198396593791 · Jun 202019922001200920172026
48 results for Unknown Link Function

Proposes a new model for high-dimensional data analysis with unknown link function.

problem Estimating link function, component functions, and variable interactions in high-dimensional data.
method Generalized Sparse Additive Model with Unknown Link Function (GSAMUL) using B-spline basis and MLP network for link estimation, with 2,1\ell_{2,1}-norm regularizer for variable selection.
result Can realize both variable selection and hidden interaction.

Study tackles nonlinear factor models with unknown monotone links from incomplete and noisy data.

problem Learning nonlinear factor models with unknown monotone links from incomplete and noisy data.
method Formulated as joint recovery of low-rank factors, loadings, and nonlinear link function; proposed BCD algorithm with regularization.
result Established convergence guarantees and sublinear regret bounds for link-function updates.

New method optimizes policies without assuming known link functions between preferences and rewards.

problem Policy alignment with unknown and unrestricted link functions.
method Formulates an ff-divergence-constrained reward maximization problem, learning policies directly.
result Induces a semiparametric single-index binary choice model for policy alignment.

This work uses diffusion models for accurate signal recovery from semi-parametric models.

problem Recovering signals from semi-parametric single index models with discontinuous link functions.
method Proposes an efficient reconstruction method using diffusion models that requires one round of sampling and inversion.
result Demonstrates more accurate reconstructions with fewer evaluations compared to competing methods.

A new growth model for dynamic networks using Markovian latent points.

problem Modeling temporal dynamic networks with latent points and distances.
method Markovian latent space dynamic with Euclidean Sphere sampling and connection probabilities based on geodesic distances.
result Theoretical guarantees for non-parametric estimation of the latitude and envelope functions.

Existing nonconvex statistical optimization theory and methods crucially rely on the correct specification of the underlying "true" statistical models. To address this issue, we take a first step towards taming model misspecification by studying the high-dimensional sparse phase retrieval problem with misspecified link…

2017-12-18abs ↗pdf ↗

New algorithms for generalized linear bandits with unknown reward functions.

problem Misspecification of reward functions in existing bandit algorithms.
method Introducing single index bandits, proposing STOR, ESTOR, and GSTOR algorithms.
result Achieved nearly optimal regret bound of ildeOT(T) ilde{O}_T(\sqrt{T}).

We present a max-margin nonparametric latent feature model, which unites the ideas of max-margin learning and Bayesian nonparametrics to discover discriminative latent features for link prediction and automatically infer the unknown latent social dimension. By minimizing a hinge-loss using the linear expectation operat…

2012-06-18abs ↗pdf ↗

Efficiently learns Single-Index Models with constant factor approximation.

problem Learning Single-Index Models under L22L_2^2 loss with unknown link functions.
method An efficient algorithm using alignment sharpness for optimization.
result Achieves constant factor approximation to optimal loss for various distributions and link functions.

Linear regression studies the problem of estimating a model parameter βRpβ^* \in \mathbb{R}^p, from nn observations {(yi,xi)}i=1n\{(y_i,\mathbf{x}_i)\}_{i=1}^n from linear model yi=xi,β+εiy_i = \langle \mathbf{x}_i,β^* \rangle + ε_i. We consider a significant generalization in which the relationship between $\langle \mathbf{x}_i,β^* \ran…

2015-05-13abs ↗pdf ↗

The colored Jones polynomial is a qq-polynomial invariant of links colored by irreducible representations of a simple Lie algebra. A qq-series called a tail is obtained as the limit of the sl2\mathfrak{sl}_2 colored Jones polynomials {Jn(K;q)}n\{J_n(K;q)\}_n for some link KK, for example, an alternating link. For the $\mathf…

2016-12-07abs ↗pdf ↗

Solves inventory control with unknown demand trend using singular control.

problem Optimally managing inventory with an unknown demand trend.
method Formulates as a stochastic control problem under partial observation, solves equivalent separated problem using transition between formulations, and applies viscosity theory.
result Constructs an optimal control rule and shows bounded Lipschitz continuity of free boundaries.

We study the problem of recovering a structured signal x0\mathbf{x}_0 from high-dimensional data yi=f(aiTx0)\mathbf{y}_i=f(\mathbf{a}_i^T\mathbf{x}_0) for some nonlinear (and potentially unknown) link function ff, when the regressors ai\mathbf{a}_i are iid Gaussian. Brillinger (1982) showed that ordinary least-squares estimate…

2017-12-11abs ↗pdf ↗

Link prediction is a fundamental task in statistical network analysis. Recent advances have been made on learning flexible nonparametric Bayesian latent feature models for link prediction. In this paper, we present a max-margin learning method for such nonparametric latent feature relational models. Our approach attemp…

2016-02-24abs ↗pdf ↗

In this paper we give two new criteria of detecting the checkerboard colorability of virtual links by using odd writhe and arrow polynomial of virtual links, respectively. By applying new criteria, we prove that 6 virtual knots are not checkerboard colorable, leaving only one virtual knot whose checkerboard colorabilit…

2020-02-18abs ↗pdf ↗

Random geometric graphs are a popular choice for a latent points generative model for networks. Their definition is based on a sample of nn points X1,X2,,XnX_1,X_2,\cdots,X_n on the Euclidean sphere~Sd1\mathbb{S}^{d-1} which represents the latent positions of nodes of the network. The connection probabilities between the node…

2019-09-15abs ↗pdf ↗

A path integral on a link complement of a three-sphere fixes a vector (the "link state") in Chern-Simons theory. The link state can be written in a certain basis with the colored link invariants as its coefficients. We use symmetric webs to systematically compute the colored link invariants, by which we can write down …

2017-07-12abs ↗pdf ↗

Proposes a transfer learning framework for sparse SIMs without raw source data.

problem Lack of direct access to raw source data and known link functions in transfer learning.
method Source-data-free framework based on SIM, using summary statistics and a multilayer perceptron.
result Consistent improvements over existing approaches in synthetic and real-world data.

In this paper, we propose an unifying view of several recently proposed structured sparsity-inducing norms. We consider the situation of a model simultaneously (a) penalized by a set- function de ned on the support of the unknown parameter vector which represents prior knowledge on supports, and (b) regularized in Lp-n…

2012-05-06abs ↗pdf ↗

Computing unlinking number is usually very difficult and complex problem, therefore we define BJ-unlinking number and recall Bernhard-Jablan conjecture stating that the classical unknotting/unlinking number is equal to the BJ-unlinking number. We compute BJ-unlinking number for various families of knots and links for w…

2005-03-14abs ↗pdf ↗

We consider ill-posed inverse problems where the forward operator TT is unknown, and instead we have access to training data consisting of functions fif_i and their noisy images TfiTf_i. This is a practically relevant and challenging problem which current methods are able to solve only under strong assumptions on the t…

2021-08-05abs ↗pdf ↗

FILTER model uses fusion penalized logistic threshold regression for high-dimensional data with unknown cut points.

problem Modeling high-dimensional data with unknown cut points and binary responses.
method Fusion penalized logistic threshold regression (FILTER) model with fused lasso penalty for variable selection.
result Established non-asymptotic error bounds for coefficient estimation and model selection consistency.

Reconstructing weighted networks from partial information is necessary in many important circumstances, e.g. for a correct estimation of systemic risk. It has been shown that, in order to achieve an accurate reconstruction, it is crucial to reliably replicate the empirical degree sequence, which is however unknown in m…

2016-10-18abs ↗pdf ↗

New upper bound on Jones polynomial for fibered positive links.

problem Classifying positive and non-positive knots of crossing number ≤ 12.
method Proved a new upper bound on the maximum degree of Jones polynomial for fibered positive knots.
result Maximum degree of Jones polynomial for fibered positive knots is at most four times the minimum degree.

New formulas for spatial 2-bouquet graphs discovered.

problem Finding formulas for Vassiliev invariants of spatial 2-bouquet graphs.
method Introducing new Gauss diagram formulas for flat vertex isotopy classes of spatial 2-bouquet graphs.
result First simple example of a Gauss diagram formula for spatial 2-bouquet graphs.

New obstructions show links with vanishing Milnor invariants may not be concordant to homology boundary links.

problem Understanding links with vanishing Milnor invariants and their concordance properties.
method Developing new obstructions and examples within the solvable filtration framework.
result Existence of links with vanishing Milnor invariants that are not concordant to homology boundary links.

Dualities are widely used in quantum field theories and string theory to obtain correlation functions at high accuracy. Here we present examples where dual data representations are useful in supervised classification, linking machine learning and typical tasks in theoretical physics. We then discuss how such beneficial…

2020-02-12abs ↗pdf ↗

We introduce a matrix representation of a chord on a tangle which leads us to representing tangle chord diagrams as stacks of matrices that we call books. We show that band sum moves, Reidemeister moves as well as orientation changes are implemented on \widetilde{Z}_f - a framed link invariant constructed from the Kont…

2010-10-14abs ↗pdf ↗

The universal sl_2 invariant of string links has a universality property for the colored Jones polynomial of links, and takes values in the h-adic completed tensor powers of the quantized enveloping algebra of sl_2. In this paper, we exhibit explicit relationships between the universal sl_2 invariant and Milnor invaria…

2014-05-13abs ↗pdf ↗

The paper models and predicts co-occurrence counts using Gamma regression.

problem Predicting relevance between items or users from high-dimensional sparse co-occurrence count data.
method Shared parameter alternating zero-inflated Gamma regression models (SA-ZIG) with Fisher scoring and learning rate adjustment.
result SA-ZIG with learning rate adjustment performs satisfactorily in predicting relevance.

AI agent learns to handle unknown unknown states in reinforcement learning.

problem Handling unexpected, previously unseen states in reinforcement learning.
method Proposes EMDP-GA model with NIVE approach to expand value functions.
result Asymptotically consistent regret and comparable computational complexity.

A new GP framework for discovering unknown functions and hypergraph structure.

problem Discovering unknown functions and hypergraph structure in data.
method Interpretable Gaussian Process framework for Type 3 problems.
result Polynomial complexity for data-driven discovery of unknown functions and hypergraph structure.

PGD algorithms solve nonlinear inverse problems with generative priors using noisy measurements.

problem Signal estimation from noisy nonlinear measurements with generative priors.
method Projected gradient descent algorithms for two cases: unknown and known nonlinearity.
result PGD algorithms converge linearly to optimal statistical rates using arbitrary initialization.

Gradient descent can efficiently learn a target function with diverse and near-orthogonal features.

problem Learning a target function with additive structure and diverse features.
method Gradient descent training of a two-layer neural network.
result A large subset of polynomial target functions can be efficiently learned.

We show that the Artin representation on concordance classes of string links induces a well-defined epimorphism modulo order n twisted Whitney tower concordance, and that the kernel of this map is generated by band sums of iterated Bing-doubles of any string knot with nonzero Arf invariant. We also continue J. Levine's…

2012-02-12abs ↗pdf ↗

New method for fair resource allocation in AI-aware networks with unknown utility functions.

problem Fair resource allocation in AI-aware communication networks with unknown utility functions.
method Distributed, data-driven bilevel optimization approach to learn surrogate utility functions.
result The proposed algorithm learns from data to autotune surrogate utility functions for unknown utility functions.

New method approximates M-estimator and predictions without solving fixed-point equations.

problem Characterize behavior of M-estimator and predictions in single index models.
method Develops data-driven observable adjustments to proximal operators.
result Empirical distributions of M-estimator and predictions are approximated without solving fixed-point equations.

For links with vanishing pairwise linking numbers, the link components bound pairwise disjoint surfaces in B4B^{4}. In this paper, we describe the set of genera of such surfaces in terms of the hh-function, which is a link invariant from Heegaard Floer homology. In particular, we use the hh-function to give lower bou…

2018-05-05abs ↗pdf ↗

Paper calculates braid indices for reverse parallel links of alternating knots.

problem Determining braid indices for arbitrary knots is challenging.
method Developed a precise formula for braid indices of reverse parallel links of alternating knots.
result A formula to calculate braid indices of reverse parallel links of alternating knots.

A new estimator for evaluating policies in unknown environments.

problem Evaluating policies when both logging policy and value function are unknown.
method Doubly-Robust (DR) off-policy evaluation (OPE) estimator, DRUnknown, that estimates both the logging policy and value function.
result DRUnknown achieves the smallest asymptotic variance and is optimal when both models are correctly specified.

Kernelized bandit algorithm tackles adaptive contextual bandits with single-index models.

problem Adaptive contextual bandits with single-index models and unknown link functions.
method Kernelized ε-greedy algorithm combining Stein-based index estimation and kernel ridge regression for reward functions.
result Unified framework for simultaneous learning and inference in single-index contextual bandits.