Research
On-device research index

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

Trend · papers per month

219438656875 · Jun 202019922001200920172026
48 results for algorithmic contiguity

STICC clusters geographic objects considering both spatial contiguity and attributes.

problem Discovering repeated geographic patterns with spatial contiguity.
method Spatial Toeplitz Inverse Covariance-Based Clustering (STICC) method.
result STICC significantly outperforms baseline methods in adjusted rand index and macro-F1 score.

We prove lognormal distribution for symmetric perceptron model, solving key conjectures.

problem Understanding the performance of learning algorithms in neural networks.
method Lognormal distribution characterization and small graph conditioning method.
result Established lognormal distribution and several conjectures for the symmetric perceptron model.

Identification of regions of interest (ROI) associated with certain disease has a great impact on public health. Imposing sparsity of pixel values and extracting active regions simultaneously greatly complicate the image analysis. We address these challenges by introducing a novel region-selection penalty in the framew…

2016-05-27abs ↗pdf ↗

Sharp thresholds and contiguity for community detection in contextual SBM.

problem Community detection in graphs with high-dimensional node-covariates.
method Contextual Stochastic Block Model, non-rigorous cavity method, information theory.
result Established the sharp threshold for detection and weak recovery in the contextual SBM.

Paper proves computational hardness for graph matching and detection problems.

problem Computational hardness for graph matching and detection problems in correlated random graphs.
method Algorithmic contiguity and low-degree advantage bounds.
result No efficient algorithms exist for certain graph matching and detection problems.

New method explains computational barriers in high-dimensional statistical models.

problem Understanding detection-recovery gaps in high-dimensional inference.
method Combining algorithmic contiguity and cross-validation reduction to obtain conditional computational lower bounds.
result Mild control of low-degree advantage is sufficient to explain computational barriers for recovery.

The paper develops distribution-free methods for ordinal classification.

problem Constructing valid prediction sets for ordinal classification problems.
method Leveraging conformal prediction and multiple testing with FWER control.
result The proposed methods achieve satisfactory levels of marginal and class-specific conditional coverages.

The classic double bubble theorem says that the least-perimeter way to enclose and separate two prescribed volumes in RN\mathbb{R}^N is the standard double bubble. We seek the optimal double bubble in RN\mathbb{R}^N with density, which we assume to be strictly log-convex. For N=1N=1 we show that the solution is sometime…

2017-08-10abs ↗pdf ↗

We consider the problems of detection and localization of a contiguous block of weak activation in a large matrix, from a small number of noisy, possibly adaptive, compressive (linear) measurements. This is closely related to the problem of compressed sensing, where the task is to estimate a sparse vector using a small…

2012-09-15abs ↗pdf ↗

Using ideas from shape theory we embed the coarse category of metric spaces into the category of direct sequences of simplicial complexes with bonding maps being simplicial. Two direct sequences of simplicial complexes are equivalent if one of them can be transformed to the other by contiguous factorizations of bonding…

2009-06-07abs ↗pdf ↗

This paper proposes new search algorithms for counterfactual explanations based upon mixed integer programming. We are concerned with complex data in which variables may take any value from a contiguous range or an additional set of discrete states. We propose a novel set of constraints that we refer to as a "mixed pol…

2019-01-02abs ↗pdf ↗

Complex non-linear interactions between banks and assets we model by two time-dependent Erdős Renyi network models where each node, representing bank, can invest either to a single asset (model I) or multiple assets (model II). We use dynamical network approach to evaluate the collective financial failure---systemic ri…

2014-03-22abs ↗pdf ↗

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides a straightforward way of favouring prescribed sparsity patterns, such as orderin…

2011-06-26abs ↗pdf ↗

Scalable method for regionalizing and extracting temporal patterns from time series data.

problem Static spatial snapshots and ad hoc regularization limit effective spatial analysis and resource management.
method Minimum description length principle for fully nonparametric spatial partitioning and time series archetypes.
result Accurately recovers planted regional structure and drivers in synthetic and empirical data.

New insights into bias-variance tradeoff for data-driven optimization under local misspecification.

problem Understanding the relative performance of SAA, IEO, and ETO under local misspecification.
method Developed a local misspecification perspective using contiguity theory in statistics.
result Explicit expressions for decision bias and geometric understanding of variance.

Improves multi-objective learning by adapting to local subintervals.

problem Learning a predictor satisfying multiple objectives in an online, changing data setting.
method Adapting an existing multi-objective learning method with an adaptive online algorithm.
result Improves predictions over subgroups and remains robust under distribution shift.

In this paper, we propose a Ward-like hierarchical clustering algorithm including spatial/geographical constraints. Two dissimilarity matrices D0D_0 and D1D_1 are inputted, along with a mixing parameter α[0,1]α\in [0,1]. The dissimilarities can be non-Euclidean and the weights of the observations can be non-uniform. The fi…

2017-07-12abs ↗pdf ↗

SEEK algorithm selects minimal state in reinforcement learning for better policy learning.

problem Challenges in obtaining a state representation that is parsimonious and satisfies the Markov property.
method SEEK algorithm estimates the minimal sufficient state in reinforcement learning.
result The SEEK algorithm achieves selection consistency in large samples.

In this paper, we work to construct mosaic representations of knots on the torus, rather than in the plane. This consists of a particular choice of the ambient group, as well as different definitions of contiguous and suitably connected. We present conditions under which mosaic numbers might decrease by this projection…

2012-06-18abs ↗pdf ↗

This paper sharpens privacy guarantees for high-dimensional PCA under differential privacy.

problem Understanding the exact privacy loss in high-dimensional PCA with differential privacy.
method Analyzes the exponential mechanism in a model-free setting for high-dimensional PCA.
result Sharp utility and privacy characterizations in high dimensions show the difficulty of detecting a target individual's presence.

Autonomous systems can be used to search for sparse signals in a large space; e.g., aerial robots can be deployed to localize threats, detect gas leaks, or respond to distress calls. Intuitively, search algorithms may increase efficiency by collecting aggregate measurements summarizing large contiguous regions. However…

2016-12-02abs ↗pdf ↗

Multi-SpaCE generates valid counterfactual explanations for multivariate time series data.

problem Lack of transparency in deep learning models for multivariate time series data.
method Multi-objective counterfactual explanation method using NSGA-II for multivariate time series data.
result Ensures perfect validity and superior performance compared to existing methods.

Maximum A posteriori Probability (MAP) inference in graphical models amounts to solving a graph-structured combinatorial optimization problem. Popular inference algorithms such as belief propagation (BP) and generalized belief propagation (GBP) are intimately related to linear programming (LP) relaxation within the She…

2017-09-19abs ↗pdf ↗

We compute exact values respectively bounds of "distances" - in the sense of (transforms of) power divergences and relative entropy - between two discrete-time Galton-Watson branching processes with immigration GWI for which the offspring as well as the immigration is arbitrarily Poisson-distributed (leading to arbitra…

2010-05-20abs ↗pdf ↗

In this paper, we prove than given two cubic knots K1K_1, K2K_2 in R3\mathbb{R}^3, they are isotopic if and only if one can pass from one to the other by a finite sequence of cubulated moves. These moves are analogous to the Reidemeister moves for classical tame knots. We use the fact that a cubic knot is determined by…

2013-02-08abs ↗pdf ↗

Markov regime switching models have been used in numerous empirical studies in economics and finance. However, the asymptotic distribution of the likelihood ratio test statistic for testing the number of regimes in Markov regime switching models has been an unresolved problem. This paper derives the asymptotic distribu…

2018-01-21abs ↗pdf ↗

Biclustering techniques have been widely used to identify homogeneous subgroups within large data matrices, such as subsets of genes similarly expressed across subsets of patients. Mining a max-sum sub-matrix is a related but distinct problem for which one looks for a (non-necessarily contiguous) rectangular sub-matrix…

2017-09-25abs ↗pdf ↗

Rényi divergence is related to Rényi entropy much like Kullback-Leibler divergence is related to Shannon's entropy, and comes up in many settings. It was introduced by Rényi as a measure of information that satisfies almost the same axioms as Kullback-Leibler divergence, and depends on a parameter that is called its or…

2012-06-12abs ↗pdf ↗

DRL agents learn to trade Intel stock with stable positive returns.

problem Active high frequency trading in the stock market.
method End-to-end DRL framework using Proximal Policy Optimization, Sequential Model Based Optimization, and LOB-based meta-features.
result DRL agents create dynamic trading strategies with stable positive returns.

Associating distinct groups of objects (clusters) with contiguous regions of high probability density (high-density clusters), is central to many statistical and machine learning approaches to the classification of unlabelled data. We propose a novel hyperplane classifier for clustering and semi-supervised classificati…

2015-07-15abs ↗pdf ↗

New algorithms improve uncertainty estimation in satellite precipitation predictions.

problem Lack of uncertainty estimates in machine learning spatial precipitation predictions from satellite data.
method Benchmarked six algorithms including LightGBM, compared using quantile scoring functions and rules.
result LightGBM outperformed other algorithms in quantile scoring rule by 11.10%.

A new method for faster spatial modeling on exascale computers.

problem Scalable, memory-efficient machine learning for spatially distributed data.
method Partitioned Sparse Variational Gaussian Process (PSVGP) with decentralized communication.
result Improved spatial predictions and better model fit with minimal overhead.