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 solves phase retrieval with adaptive stopping criteria.
Testing two potentially multivariate variables for statistical dependence on the basis finite samples is a fundamental statistical challenge. Here we explore a family of tests that adapt to the complexity of the relationship between the variables, promising robust power across scenarios. Building on the distance correl…
Unified perspective unites Bayesian optimization and active learning for efficient goal-oriented optimization.
The paper introduces a new model selection criterion for various time series models.
Fairness of classification and regression has received much attention recently and various, partially non-compatible, criteria have been proposed. The fairness criteria can be enforced for a given classifier or, alternatively, the data can be adapated to ensure that every classifier trained on the data will adhere to d…
Model selection based on classical information criteria, such as BIC, is generally computationally demanding, but its properties are well studied. On the other hand, model selection based on parameter shrinkage by -type penalties is computationally efficient. In this paper we make an attempt to combine their st…
Locally adaptive clustering for tree delineation.
New approach to adaptively select bandwidths in nonparametric regression.
New method for dynamic valuation in markets with random endowments.
We propose a new formulation for pruning convolutional kernels in neural networks to enable efficient inference. We interleave greedy criteria-based pruning with fine-tuning by backpropagation - a computationally efficient procedure that maintains good generalization in the pruned network. We propose a new criterion ba…
Characterizing a patient's progression through stages of sepsis is critical for enabling risk stratification and adaptive, personalized treatment. However, commonly used sepsis diagnostic criteria fail to account for significant underlying heterogeneity, both between patients as well as over time in a single patient. W…
In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a semiparametric modeling where the emission distributions are a mixture of parametric distr…
This paper presents a novel signal compression algorithm based on the Blaschke unwinding adaptive Fourier decomposition (AFD). The Blaschke unwinding AFD is a newly developed signal decomposition theory. It utilizes the Nevanlinna factorization and the maximal selection principle in each decomposition step, and achieve…
We propose the Margin Adaptation for Generative Adversarial Networks (MAGANs) algorithm, a novel training procedure for GANs to improve stability and performance by using an adaptive hinge loss function. We estimate the appropriate hinge loss margin with the expected energy of the target distribution, and derive princi…
We consider the problem of estimating the set of all inputs that leads a system to some particular behavior. The system is modeled by an expensive-to-evaluate function, such as a computer experiment, and we are interested in its excursion set, i.e. the set of points where the function takes values above or below some p…
Gonogo offers tools for sensitivity experiments in R.
Multiple query criteria active learning (MQCAL) methods have a higher potential performance than conventional active learning methods in which only one criterion is deployed for sample selection. A central issue related to MQCAL methods concerns the development of an integration criteria strategy (ICS) that makes full …
Meta-analysis improves personalized treatment rules across multiple sites.
The regret bound of an optimization algorithms is one of the basic criteria for evaluating the performance of the given algorithm. By inspecting the differences between the regret bounds of traditional algorithms and adaptive one, we provide a guide for choosing an optimizer with respect to the given data set and the l…
New pruning methods improve dynamic sparse training performance.
Unified theory for optimal execution through signal-adaptive quotes in limit order books.
Paper proposes a new method to compare classifiers across multiple datasets.
Discriminative active learning reduces data annotation costs for domain adaptation.
Kernel methods are popular in clustering due to their generality and discriminating power. However, we show that many kernel clustering criteria have density biases theoretically explaining some practically significant artifacts empirically observed in the past. For example, we provide conditions and formally prove the…
Multi-label classification (MLC) is an important class of machine learning problems that come with a wide spectrum of applications, each demanding a possibly different evaluation criterion. When solving the MLC problems, we generally expect the learning algorithm to take the hidden correlation of the labels into accoun…
Fisher loss improves deep domain adaptation by learning discriminative within-class compact and between-class separable representations.
We use variational Gaussian approximations to analyze parametric models with unknown data-generating distributions.
Paper proposes Adaptive Pareto Exploration for identifying Pareto optimal arms in multi-objective scenarios.
We consider variational inequalities coming from monotone operators, a setting that includes convex minimization and convex-concave saddle-point problems. We assume an access to potentially noisy unbiased values of the monotone operators and assess convergence through a compatible gap function which corresponds to the …
Standard agglomerative clustering suggests establishing a new reliable linkage at every step. However, in order to provide adaptive, density-consistent and flexible solutions, we study extracting all the reliable linkages at each step, instead of the smallest one. Such a strategy can be applied with all common criteria…
Adaptive framework improves nonparametric dimensionality reduction.
We give some general criteria of being a homeomorphism for continuous mappings of topological manifolds, as well as criteria of being a diffeomorphism for smooth mappings of smooth manifolds. As an illustration, we apply these criteria to the problems arising in two- and three-dimensional grid generation.
The study reveals flaws in pruning criteria and proposes a new assumption for better filter selection.
New method finds optimal hyperparameters for multiple tasks and criteria.
Recently, there has been rising interest in Bayesian optimization -- the optimization of an unknown function with assumptions usually expressed by a Gaussian Process (GP) prior. We study an optimization strategy that directly uses an estimate of the argmax of the function. This strategy offers both practical and theore…
The paper uses quaternions to model quantum learning on devices.
We solve a version of the optimal trade execution problem when the mid asset price follows a displaced diffusion. Optimal strategies in the adapted class under various risk criteria, namely value-at-risk, expected shortfall and a new criterion called "squared asset expectation" (SAE), related to a version of the cost v…
New criteria for Heegaard splittings ensure strong irreducibility and finite Goeritz groups.
In this paper, we present a machine learning approach for estimating the number of incident wavefronts in a direction of arrival scenario. In contrast to previous works, a multilayer neural network with a cross-entropy objective is trained. Furthermore, we investigate an online training procedure that allows an adaptio…
In this paper, based on theories of complex adaptive systems, I argue that the main case for antitrust policy should be extended to include the criteria of "evolvability." To date, the main case focuses on economizing, including market power as a key filter for identifying suspect cases. Both production and transaction…
The assumption that training and testing samples are generated from the same distribution does not always hold for real-world machine-learning applications. The procedure of tackling this discrepancy between the training (source) and testing (target) domains is known as domain adaptation. We propose an unsupervised ver…
Multi-criteria recommender systems have been increasingly valuable for helping consumers identify the most relevant items based on different dimensions of user experiences. However, previously proposed multi-criteria models did not take into account latent embeddings generated from user reviews, which capture latent se…
Robo-advisors use MPC to create dynamic investment strategies.
Risk monitoring detects when TTA models degrade at test time.
Develops scenario theory for multi-criteria decision making.
We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. In most anomaly detection algorithms, the dissimilarity between data samples is calculated by a single criterion, such as Euclidean distance. However, in many cases there may not exist …
NeAda solves nonconvex minimax optimization by balancing primal and dual variables adaptively.
The paper evaluates criteria for selecting cryptocurrencies based on historical data.