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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.

169,291 papers · 148 categories

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48 results for algorithm choice

Estimates multi-attribute choice preferences using private signals and matrix factorization.

problem Modeling multi-attribute choice preferences under weak assumptions.
method Generative choice model with latent factor matrices and private signals; multi-stage matrix factorization.
result Validated estimation performance of novel algorithm through simulations.

Proposes new methods for Markov chain choice models with panel data.

problem Dependence among transactions for the same customer in historical data.
method Expectation-maximization (EM) algorithms incorporating partial-ordering preference information.
result EM algorithms outperform traditional methods on synthetic and real datasets.

Study binary choice with asymmetric loss, offering simple solutions.

problem Binary choice with asymmetric loss in data-rich environments.
method Loss-based reweighting of logistic regression or machine learning techniques.
result Valid decisions on binary outcomes with general loss functions.

Bayesian active learning finds individual's most preferred choice with deep Gaussian processes.

problem Finding individual's most preferred choice through pairwise comparisons.
method Active learning scheme using probabilistic models based on choice models and deep Gaussian processes, with a novel acquisition function.
result Effectiveness of the proposed active learning algorithm and models as demonstrated by experiments.

The paper connects discrete choice models to multi-armed bandit algorithms with sublinear regret bounds.

problem Optimizing user choices in a multi-armed bandit setting.
method Establishes connections between discrete choice models and multi-armed bandit algorithms, providing sublinear regret bounds and novel algorithms.
result Sublinear regret bounds for a family of algorithms, including the Exp3 algorithm.

Simple algorithms identify best items or full rankings from choice-based feedback.

problem Learning to identify the best item or full ranking from choice-based feedback.
method Nested Elimination (NE) and Nested Partition (NP) algorithms.
result NE is worst-case asymptotically optimal, NP is optimal up to a constant factor.

Study improves choice model accuracy and heterogeneity representation using mixture models.

problem Improving prediction accuracy and heterogeneity representation in choice models.
method Semi-nonparametric Latent Class Choice Model with mixture models and EM algorithm.
result Mixture models enhance prediction accuracy and heterogeneity representation without sacrificing interpretability.

The paper proposes a new method to learn choice functions using Pareto-embeddings.

problem Learning subset choices from feature vectors.
method Embedding choice alternatives into a higher-dimensional utility space and identifying choice sets with Pareto-optimal points. Minimizing a differentiable loss function.
result The feasibility of learning a Pareto-embedding demonstrated on benchmark datasets.

Optimizes Metropolis-Hastings algorithms for efficient sampling in high dimensions.

problem Efficiently sampling from complex target distributions in high-dimensional spaces.
method Analyzes and optimizes the Barker proposal and other locally-balanced algorithms.
result Derives optimal noise distribution and balancing function for the Barker proposal.

A new method reduces complexity in estimating dynamic choice models.

problem Estimating structural parameters in dynamic discrete choice models using behavioral data.
method Two-stage approach: inverse reinforcement learning for Q-function estimation, state selection via clustering, and maximum likelihood estimation with nested fixed-point algorithm.
result The method mitigates the curse of dimensionality and provides finite-sample bounds on estimation error.

Paper recovers top-two answers and confusion probability in multi-choice crowdsourcing.

problem Recovering top-two answers and confusion probability in multi-choice crowdsourcing tasks.
method Proposes a two-stage inference algorithm based on a model quantifying task difficulty and worker reliability.
result Achieves minimax optimal convergence rate and outperforms other algorithms in synthetic and real data experiments.

Binary choice forests model customer choices in retailing.

problem Estimating DCMs using transaction data is challenging and prone to misspecification.
method Random forest of binary decision trees to represent DCMs, interpretable and consistent predictions.
result Random forest can predict choice probabilities and assortments unseen in training data.

Graph neural networks improve residential location choice predictions.

problem Capturing spatial dependence in discrete choice models.
method Graph Neural Networks (GNN) for analyzing spatial alternatives.
result GNN-DCMs outperform classical models in residential location choice predictions.

A general class of Newton algorithms on Graßmann and Lagrange-Graßmann manifolds is introduced, that depends on an arbitrary pair of local coordinates. Local quadratic convergence of the algorithm is shown under a suitable condition on the choice of coordinate systems. Our result extends and unifies previous convergenc…

2007-09-14abs ↗pdf ↗

Study identifies Markov chain model parameters from small assortments.

problem Identifying parameters of Markov chain choice models from large assortments.
method Simple and efficient algorithm to recover parameters from assortments of sizes two and three.
result Parameters of the Markov chain choice model can be identified from assortments of sizes two and three.

Algorithm maximizes revenue from user choices with contextual information.

problem Maximizing revenue from user choices with contextual preference information.
method Proposes an algorithm that learns from user feedback and achieves a revenue regret of order \( \widetilde{O}(d \sqrt{K T} / L_0 ) \).
result Achieves a revenue regret of order \( \widetilde{O}(d \sqrt{K T} / L_0 ) \) and a lower bound of order \( \Omega(d \sqrt{T}/ L_0) \).

A learner selects subsets of choices for a user who then picks from them, aiming to minimize regret.

problem Optimizing subset selection for user choices in a stochastic setting.
method Introduces a new problem and defines regret, then proposes algorithms with matching upper and lower bounds.
result Upper and lower bounds on expected regret match up to a logarithmic term, demonstrating algorithm efficiency.

This study examines how learning algorithms affect collective action in machine learning.

problem The impact of collective action on machine learning is limited when not considering the choice of learning algorithms.
method Focuses on distributionally robust optimization and stochastic gradient descent, analyzing their effects on collective success.
result The choice of learning algorithm significantly impacts the effective size and success of a collective in machine learning.

The paper introduces V(I) to guide algorithm choice and parameter tuning in financial forecasting.

problem Selecting optimal algorithms and tuning parameters for financial time-series forecasting.
method Estimating Shannon's mutual information and using it to define performance bounds.
result Illustrates the value of information for mean-square error minimization in cryptocurrency forecasts.

Signature Isolation Forest removes constraints from FIF by using rough path theory's signature transform.

problem Challenges in FIF's linear inner product and dictionary choices leading to unreliable results.
method Introduces Signature Isolation Forest using rough path theory's signature transform to remove linearity constraints.
result Demonstrates relevance of methods through numerical experiments and real-world applications.

The study estimates how changing words in sentences affects audience perception.

problem Estimating the causal effect of lexical choice on audience perception.
method Two classes of methods: quasi-experimental designs and classification problems.
result Algorithmic estimates align with randomized-control trials and can be transferred across domains.

DMNL bandits optimize assortment choices balancing relevance and diversity.

problem Balancing relevance-driven choice with within-assortment diversity.
method Augments MNL choice probabilities with a submodular diversity function, proposing a white-box UCB-based algorithm.
result Achieves at least a (11e+1)(1-\frac{1}{e+1})-approximate regret bound of $ ilde{O}\left(d \sqrt{T/K} ight)$.

A new method reduces high-dimensional state space for dynamic choice models.

problem Estimation of dynamic discrete choice models is computationally intensive and infeasible in high-dimensional settings.
method Recursive partitioning algorithm to reduce dimensionality of high-dimensional state space.
result Our method reduces estimation bias and makes estimation feasible.

A hierarchical clustering algorithm for data clouds without structure assumptions.

problem Exploring data clouds without making structure assumptions.
method Hierarchical topological clustering algorithm that infers persistence of outliers and clusters of arbitrary shape from data hierarchy.
result The algorithm can provide meaningful clusters in complex datasets.

This paper defines resource-constrained classifier performance and its impact on algorithm choice.

problem Classification tasks in resource-constrained settings where actions are limited.
method Defines resource-constrained classifier performance and discusses gains and lift.
result Gains and lift metrics can lead to different algorithm choices.

New model improves website ranking by considering user choices as a whole.

problem Optimizing content ordering for user clicks in website design.
method Introduced multinomial logit (MNL) choice model to LTR framework, proposing UCB algorithms.
result Proved theoretical bounds on regret for UCB algorithms in both known and unknown position parameter settings.

We explain an algorithm for finding a boundary link Seifert matrix for a given Alexander polynomial. The algorithm depends on several choices and therefore makes it possible to find non-equivalent Seifert matrices for a given Alexander polynomial.

2003-05-28abs ↗pdf ↗

The paper tackles scalable simulation of discrete random variables.

problem Simulating discrete random variables with general and varying distributions in a scalable framework.
method Inspired by discrete choice models, the paper introduces parallelized randomness and a single associative operation for simulation.
result Characterization of algorithms for scalable simulation of discrete random variables.