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.
Proposes an angle-based framework for multicategory cost-sensitive classification.
Self-driving vehicles have expanded dramatically over the last few years. Udacity has release a dataset containing, among other data, a set of images with the steering angle captured during driving. The Udacity challenge aimed to predict steering angle based on only the provided images. We explore two different models …
We compute, using a formula of Dittmann, the Bures metric tensor (g) for the eight-dimensional convex set of three-level quantum systems, employing a newly-developed Euler angle-based parameterization of the 3 x 3 density matrices. Most of the individual metric elements (g_{ij}) are found to be expressible in relativel…
An optimal dynamic treatment regime (DTR) consists of a sequence of decision rules in maximizing long-term benefits, which is applicable for chronic diseases such as HIV infection or cancer. In this paper, we develop a novel angle-based approach to search the optimal DTR under a multicategory treatment framework for su…
New method estimates intrinsic dimensionality using angles, not distances.
Integrative analysis of disparate data blocks measured on a common set of experimental subjects is a major challenge in modern data analysis. This data structure naturally motivates the simultaneous exploration of the joint and individual variation within each data block resulting in new insights. For instance, there i…
Classification is an important statistical learning tool. In real application, besides high prediction accuracy, it is often desirable to estimate class conditional probabilities for new observations. For traditional problems where the number of observations is large, there exist many well developed approaches. Recentl…
Curvature regularization prevents distortion in graph embeddings.
Interpretable ML models for missing data and visualisation.
Proposes HeteroJIVE for joint subspace estimation in multi-view data with statistical and structural heterogeneity.
LOCUS separates brain network connectivity matrices efficiently.
This paper analyzes AJIVE for estimating shared subspace across multiple datasets, revealing its strengths and limitations.
Domain adaptation leverages the knowledge in one domain - the source domain - to improve learning efficiency in another domain - the target domain. Existing heterogeneous domain adaptation research is relatively well-progressed, but only in situations where the target domain contains at least a few labeled instances. I…
The paper explains how ReLU nets converge globally in high dimensions without strict assumptions.
New method for robust financial portfolio analysis.