Study LASSO for high-dimensional VAR models with weakly dependent innovations.
problem Understanding sparse regularization in high-dimensional VAR models with weakly dependent innovations.
method LASSO estimation for weakly sparse VAR models with heavy tailed innovations, under L1 mixingale condition. result Oracle properties of LASSO estimation in high-dimensional VAR models with weakly dependent innovations.
Develops inequalities for high-dimensional linear processes with dependent innovations.
problem Estimating high-dimensional VAR(p) systems and HAC covariance estimation.
method Concentration inequalities for l∞ norm of vector linear processes with sub-Weibull, mixingale innovations. result Obtained concentration bounds for the maximum entrywise norm of lag-h autocovariance matrices. We introduce a new functional measure of tail dependence for weakly dependent (asymptotically independent) random vectors, termed weak tail dependence function. The new measure is defined at the level of copulas and we compute it for several copula families such as the Gaussian copula, copulas of a class of Gaussian mi…
The paper develops a deep neural network estimator for weakly dependent processes with various loss functions.
problem Learning weakly dependent processes with a broad class of loss functions.
method Sparse-penalized deep neural networks with ψ-weak dependence structure and θ∞-coefficients. result Oracle inequalities for the excess risk of the sparse-penalized deep neural networks estimators.
New method improves tensor completion for weakly-dependent spatiotemporal data.
problem Improving tensor completion for weakly-dependent data on graphs.
method Introducing L1-norm and Graph Laplacian penalties for low-rank tensor decomposition and completion. result Improved performance in metro passenger flow prediction.
Deep neural nets learn from weakly dependent processes.
problem Learning from ψ-weakly dependent processes. method Deep neural networks for ψ-weakly dependent processes. result Established consistency of empirical risk minimization algorithm and generalization bound.
We propose a family of models that enable predictive estimation of time-varying extreme event probabilities in heavy-tailed and nonlinearly dependent time series. The models are a white noise process with conditionally log-Laplace stochastic volatility. In contrast to other, similar stochastic volatility formalisms, th…
The paper bounds the excess risk of deep neural networks for weakly dependent processes.
problem Learning with weakly dependent data using deep neural networks.
method Approximation of smooth functions by deep neural networks and a bound on excess risk.
result The excess risk bound for deep learning under weak dependence is close to O(n−1/2) for sufficiently smooth functions. New framework IIA identifies innovations in general nonlinear vector autoregressive processes.
problem Limited generality of NVAR models due to additive innovation assumption.
method Independent Innovation Analysis (IIA) framework, assuming mutual independence and modulation by an auxiliary variable.
result Guarantees identifiability of innovations with arbitrary nonlinearities, up to permutation and component-wise invertible nonlinearities.
Sparse-penalized deep neural networks improve performance in weakly dependent processes.
problem Nonparametric regression and classification under weak dependence.
method Sparse-penalized deep neural networks with oracle inequalities and convergence rates established.
result The proposed estimators outperform non-penalized ones in simulations.
Paper tackles robust deep learning from weakly dependent data with unbounded loss and input.
problem Tackles robust deep learning from weakly dependent data with unbounded loss and input.
method Establishes non-asymptotic bounds for expected excess risk under strong mixing and ψ-weak dependence assumptions. result Derives a relationship between bounds and r, and shows convergence rate close to i.i.d. results for r=∞. The present research aims to highlight the main factors influencing the development of entrepreneurial innovation in a rural environment and to perform an empirical study with the purpose of assessing the main problems in rural development. The research performed is mostly of a quantitative nature, being based on the u…
This study revisits Fama-French models using sample innovations to address misinterpretation of high R-squared values.
problem Misinterpretation of high R-squared values in Fama-French models due to serial dependence and volatility clustering.
method Use of sample innovations to derive standard econometrics time series models to overcome misinterpretation.
result Suggests the Fama-French model should consider heavy-tail distributions due to relevant tail behavior in financial data.
iSearch uses innovation directions for robust PCA and outlier detection.
problem Robust PCA and outlier detection in data with outliers.
method iSearch uses innovation directions to compute optimal data points and identify outliers.
result iSearch provides robust PCA and outlier detection with performance guarantees.
The study finds knots with specific surgeries that don't allow weak symplectic fillings.
problem Detecting weakly symplectic fillability of L-space knots after positive surgeries. method Analyzing arithmetic data from knot type and surgery coefficients to compute geometric invariants.
result Provides an infinite family of hyperbolic L-spaces that do not admit weakly symplectic fillings. As machine learning algorithms become increasingly sophisticated to exploit subtle features of the data, they often become more dependent on simulations. This paper presents a new approach called weakly supervised classification in which class proportions are the only input into the machine learning algorithm. Using on…
In this paper, we present the results of Monte Carlo simulations for two popular techniques of long-range correlations detection - classical and modified rescaled range analyses. A focus is put on an effect of different distributional properties on an ability of the methods to efficiently distinguish between short and …
Innovative extensions to option pricing models using asymmetric Brownian motion and random walk approaches.
problem Capturing empirical phenomena like return skewness, heavy tails, and volatility asymmetry in option pricing models.
method Developing the Geometric Asymmetric Brownian Motion (GABM) within the Bachelier--Black--Scholes--Merton framework.
result Deriving closed-form option pricing formulas and a discrete-time binomial tree algorithm that converges to the GABM limit.
Flat Yang-Mills connections on pinched manifolds.
problem Stability of Yang-Mills connections on compact manifolds.
method Pinching conditions and weak stability criteria.
result No non-flat weakly stable Yang-Mills connections on δ(n)-pinched compact simply-connected Riemannian manifolds.
Generative models learn rules at different timescales, revealing a 'innovation window'.
problem Generative models' convergence to empirical training distribution rather than population distribution.
method Rule-valid synthetic tasks, analyzing τrule and τmem across training timescales. result The 'innovation window' widens with increasing dataset size and narrows with rule complexity.
The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of a remote controller. The paper investigates a distributed reinforcement learnin…
Paper proposes an algorithm for sampling from complex mixture distributions without requiring smoothness.
problem Sampling from a mixture of weakly smooth potentials.
method Unadjusted Langevin algorithm with Euler discretization for a mixture of weakly smooth distributions.
result Convergence in Kullback-Leibler divergence and Lβ-Wasserstein metric with polynomial dependence on dimension. MixML unifies analysis of weakly consistent parallel learning.
problem Lack of insight into how communication structure affects convergence in parallel learning.
method Proposes MixML framework for analyzing convergence of weakly consistent parallel machine learning.
result Shows dependency of convergence on mixing time tmix.
Conventional economic analysis of stringent climate change mitigation policy generally concludes various levels of economic slowdown as a result of substantial spending on low carbon technology. Equilibrium economics however could not explain or predict the current economic crisis, which is of financial nature. Meanwhi…
Hierarchical text classification has many real-world applications. However, labeling a large number of documents is costly. In practice, we can use semi-supervised learning or weakly supervised learning (e.g., dataless classification) to reduce the labeling cost. In this paper, we propose a path cost-sensitive learning…
Paper analyzes convergence of stochastic methods under heavy-tailed noise.
problem Analyzing convergence of stochastic methods under heavy-tailed noise.
method Investigates vanilla and clipped stochastic subgradient descent methods.
result Demonstrates convergence properties under sub-Weibull and p-BCM noise assumptions.
Study rigidity in Penrose's singularity theorem with weakly trapped surfaces.
problem Understand the global structure of spacetimes with weakly trapped surfaces.
method Show foliation of MOTS generating totally geodesic null hypersurfaces.
result Obtain local or global rigidity results based on assumptions.
We consider the task of training classifiers without labels. We propose a weakly supervised method---adversarial label learning---that trains classifiers to perform well against an adversary that chooses labels for training data. The weak supervision constrains what labels the adversary can choose. The method therefore…
Paper improves MFC algorithm for clustering linear subspaces.
problem Challenges in subspace clustering, especially with close cluster spans.
method Integrates MFC and iPursuit algorithms, focusing on innovation components.
result MFC/iPursuit algorithms robust to cluster intersections and span closeness.
Optimizes learning policies in MDPs with weakly communicating structure.
problem Learning optimal policies in weakly communicating MDPs with generative model.
method Span-based approach, reducing to discounted MDPs for analysis.
result First minimax optimal sample complexity bound for weakly communicating MDPs.
Unified approach for multicalibration in weakly supervised learning.
problem Existing multicalibration methods require clean input-label pairs, which are unavailable in weakly supervised learning.
method Developed estimators and post-hoc correction methods for multicalibration under weak supervision.
result Unified framework for estimating and correcting multicalibration under weak supervision with finite-sample guarantees.
New algorithm reduces high-probability regret for time-varying feedback graphs.
problem High-probability regret bounds for adversarial bandits with time-varying feedback graphs.
method Online mirror descent framework with innovative techniques for pessimistic loss estimators.
result Achieves optimal high-probability regret bound for general and weakly observable graphs.
We discuss the pricing methodology for Bonus Certificates and Barrier Reverse-Convertible Structured Products. Pricing for a European barrier condition is straightforward for products of both types and depends on an efficient interpolation of observed market option pricing. Pricing products We discuss the pricing metho…
Study assesses weakly-supervised methods for rare outcomes in medical records.
problem Identifying patients with specific medical conditions using electronic health records.
method Compared three methods (PheNorm, MAP, and sureLDA) in simulations with varying outcomes and silver labels.
result No single method consistently outperformed others, but sureLDA often did well.
A new robust PCA method uses Innovation Search and Leverage Scores.
problem Outlier detection and robust PCA in data clustering.
method Innovation Search and Leverage Scores.
result The method provides theoretical guarantees and outperforms existing algorithms.
In the framework of prediction with expert advice, we consider a recently introduced kind of regret bounds: the bounds that depend on the effective instead of nominal number of experts. In contrast to the Normal- Hedge bound, which mainly depends on the effective number of experts but also weakly depends on the nominal…
Modern bio-technologies have produced a vast amount of high-throughput data with the number of predictors far greater than the sample size. In order to identify more novel biomarkers and understand biological mechanisms, it is vital to detect signals weakly associated with outcomes among ultrahigh-dimensional predictor…
Proposes a method to create predictive sets from partially labeled data.
problem Efficiently using weakly supervised data for structured prediction tasks.
method Introduces probe functions and a false discovery proportion-type loss.
result Validates the effectiveness of the proposed predictive set construction.
IAE extracts innovations sequences for non-Gaussian processes.
problem Extracting innovations sequences for non-Gaussian processes.
method Causal convolutional neural network.
result IAE effectively detects anomalies in non-Gaussian data.
This research provides theoretical guarantees for hyperparameter estimation in complex network dynamical systems.
problem Theoretical guarantees for hyperparameter estimation in large, inhomogeneous complex network dynamical systems.
method Formulating the system's evolution in a measure transport perspective, proposing a theoretical framework for estimating hyperparameters with mean-type observations.
result A nonasymptotic bound for the deviation of hyperparameter estimates in inhomogeneous complex network dynamical systems with respect to network population size.
Weakly Einstein Kähler surfaces are characterized and classified.
problem Characterizing and classifying weakly Einstein Kähler surfaces.
method Several conditions and constructions to characterize and classify weakly Einstein Kähler surfaces.
result Classification of weakly Einstein Kähler surfaces with specific properties and construction of new examples.
We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order to investigate in the asymptotical regime the error upper bounds for the broad …
Paper introduces MSA for weakly supervised covariance alignment in MEG signals.
problem Limited labeled signals in target datasets for MEG applications.
method Mixing model Stiefel Adaptation (MSA) leveraging unlabeled data.
result MSA outperforms recent methods in brain-age regression with MEG signals.
The study examines weakly Einstein Lie groups and proves non-existence for certain types.
problem Characterizing and proving the non-existence of weakly Einstein Lie groups.
method Analyzing left-invariant metrics on Lie groups and using algebraic properties.
result No weakly Einstein non-abelian 2-step nilpotent Lie groups exist.
Modeling government intervention's impact on company market technology growth.
problem Understanding how governments influence technology growth and innovation diffusion.
method Proposed a simple extension of TGID models, incorporating a government intervention parameter.
result High government intervention can destabilize market development, lowering technology levels.
For long time the measurement of innovation has been in the forefront of policy makers' and researchers' agenda worldwide. Therefore, there is an ongoing debate about which indicators should be used to measure innovation. Recent approaches have favoured the use of composite innovation indicators. However, there is no c…
Classifies weakly Einstein submanifolds in space forms satisfying specific equalities.
problem Characterizing submanifolds in space forms with certain geometric properties.
method Classification based on Chen's equality and semisymmetric conditions.
result Classification of weakly Einstein submanifolds in space forms.
The study explores weakly p-Kähler hyperbolic manifolds.
problem Generalization and application of weakly p-Kähler hyperbolic manifolds. method Investigation of generalizations and applications.
result Exploration of weakly p-Kähler hyperbolic manifolds.