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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.

169,181 papers · 148 categories

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48 results for basis adaptation

This paper optimizes PCE for efficient surrogate modeling in engineering.

problem Efficiently selecting polynomial regressors for surrogate modeling in computationally expensive models.
method Three state-of-the-art basis-adaptive sparse PCE methods are compared and analyzed.
result Automatic selection of the best solver and basis-adaptive scheme improves surrogate model accuracy.

New algorithm improves asset pricing model for high-dimensional financial data.

problem Estimating high-dimensional financial data with many risk-factors.
method Groupwise Interpretable Basis Selection (GIBS) algorithm for adaptive multi-factor model.
result AMF model outperforms Fama-French 5-factor model in fitting and prediction.

Improves deep neural network training and accuracy with adaptive basis approach.

problem Gap between theoretical and practical performance of deep neural networks.
method Adaptive basis viewpoint, novel initializations, hybrid optimizer.
result Dramatic increases in accuracy and convergence rate for various DNN applications.

New algorithm improves polynomial chaos approximations using compressive sensing.

problem Improving the efficiency and accuracy of polynomial chaos expansions.
method Develops a two-step optimization procedure combining compressive sensing with basis adaptation.
result Optimal sparsity in polynomial chaos approximations with reduced dimensionality.

Recently there has been renewed interest in the mapping-class group of a compact surface of genus g2g \ge 2 and also in its finite order elements. A finite order element of the mapping-class group will be a conformal automorphisms on some Riemann surface of genus gg. Here we give the details of the proof that there is…

2007-01-10abs ↗pdf ↗

This paper proposes a new method to adapt ROMs for new parameter settings.

problem ROMs lack robustness when applied to new parameter settings.
method Regression trees on Grassmann Manifold to learn the mapping between parameters and POD bases.
result The proposed method is capable of establishing the mapping between parameters and POD bases, thus adapting ROMs for new parameters.

Adaptive neural networks learn functional data bases for improved performance.

problem Applying deep learning to functional data is challenging due to high dimensionality.
method Proposes adaptive neural networks with Basis Layers that learn relevant basis functions.
result Empirically outperforms other neural network approaches across various tasks.

Adaptive RBF-KAN improves KANs by dynamically adjusting kernel parameters.

problem Efficiently approximating multivariate functions using learnable univariate edge functions.
method Integrates LOOCV-based kernel scale estimation with adaptive kernel learning.
result Adaptive RBF-KAN outperforms fixed kernel KANs on various benchmark functions.

Paper proposes a new adaptive multiscale value function approximation for reinforcement learning.

problem Value function approximation in reinforcement learning with varying complexity.
method Adaptive multiscale approximation using multiresolution analysis and tree approximation.
result Convergence rate of the multiscale approximation is independent of basis function regularity.

Study adaptive sensing of Cox processes using posterior sampling and positive bases.

problem Adaptive sensing of Cox point processes with intensity function modeling.
method Model intensity function as truncated Gaussian process in positive basis, use Langevin dynamics and posterior sampling.
result Demonstrated improved sensing compared to classical Bayesian experimental design.

New model explains low-volatility anomaly using adaptive multi-factor approach.

problem Explaining the low-volatility anomaly in stock markets.
method Used Adaptive Multi-Factor (AMF) model with GIBS algorithm to identify significant risk factors.
result Low-volatility portfolios perform better due to loaded risk factors, not just low volatility.

Max-plus algebra approximates MDP value iteration for reduced state space.

problem Approximating optimal value function in high-dimensional MDPs.
method Uses max-plus algebra to represent value functions in a smaller dictionary, leading to an adaptive matching pursuit algorithm.
result Theoretical results show reduced complexity not tied to state space size, with empirical success on simple problems.

Proposes a new method for estimating non-pathwise differentiable functional parameters.

problem Estimating dose-response curves for continuous exposure.
method Targeted Highly Adaptive Lasso (HAL) for non-pathwise differentiable functional parameters.
result The Targeted HAL-MLE achieves dimension-free rates up to log(n) factors and outperforms other methods in simulations.

Adapts POD basis for parametric ROMs using pGP.

problem Updating POD basis for accurate system behavior over parameter space.
method Formulates problem as supervised statistical learning, uses pGP to learn mapping between parameter space and Grassmann manifold.
result Proposes pGP for optimal estimation of POD basis parameters and quantifies uncertainty.

A new optimizer for deep learning improves accuracy and reduces training time.

problem Training deep neural networks for classification tasks.
method Hybrid Newton/Gradient Descent (NGD) method exploiting convexity of cross-entropy loss.
result Improves validation error and provides qualitative differences in hidden layer basis functions.

New Hermite approximations accelerate convergence with adaptive coordinate transformations.

problem Accelerating convergence of spectral approximations for Hermite expansions.
method Using normalizing flows for adaptive coordinate transformations and deriving error estimates.
result Error estimates for Hermite expansions under adaptive coordinate transformations.

Spatial Adapter adds structured spatial representation to frozen predictors.

problem Efficiently adding spatial structure to pre-trained models.
method Structured spatial decomposition and closed-form covariance for residual fields.
result Adapter improves spatial prediction and uncertainty quantification.

Deep neural network predicts molecular wave functions in minimal basis.

problem Improving accuracy and efficiency in quantum chemistry calculations.
method Adapted SchNet for Orbitals (SchNOrb) model in quasi-atomic minimal basis.
result Model accurately predicts molecular orbital energies and wavefunctions for large molecules.

We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to perform a stage-wise optimization of a predictive loss function. We introduce new me…

2012-06-26abs ↗pdf ↗

Optimizes expensive functions using adaptive RBF surrogate model.

problem Global optimization of expensive, possibly non-differentiable functions.
method Adaptive Radial Basis Function (RBF) surrogate model with uncertainty quantification.
result The proposed method identifies optimal points efficiently, especially for non-smooth surfaces.

This paper presents an efficient algorithm for evolving point cloud data on smooth manifolds using B-Splines.

problem Evolution of point cloud data on smooth manifolds in higher dimensions.
method Lagrangian approach using adaptive B-Spline interpolation.
result Demonstrates the convergence of geometric quantities and the effectiveness of the approach.

The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics Letters A (346), 2005] and put the application of the method on a firm theoretical …

2006-11-10abs ↗pdf ↗

Efficiently analyzes multidimensional functional data using separable basis functions.

problem Curse of dimensionality in traditional functional data analysis.
method Marginal product basis systems for multidimensional data, tensor decomposition, differential operator-based penalties.
result Efficient estimation of multidimensional functional data representations.

A new adaptive kriging method improves binary classification of mechanical problems.

problem Efficient binary classification of mechanical problems with high fluctuation.
method Monte Carlo-intersite Voronoi (MiVor) adaptive scheme for regression surrogate model.
result The MiVor algorithm provides accurate binary classification with fewer observation points for highly fluctuating response surfaces.

Proposes a new method to learn entire solution paths without discretization.

problem Optimizing a family of problems indexed by hyperparameters.
method Parameterizes the solution path with basis functions and solves a single stochastic optimization problem.
result Uniform error of learned path converges linearly to a constant related to basis expressiveness.

The paper develops a method to assess drift between target and model distributions using noisy measurements at a few points.

problem Evaluating the difference between a target and model distribution when only a few noisy measurements are available.
method The paper introduces a method based on finite-probe total-variation certificates for drifting models, using antisymmetric interactions and absolutely continuous laws in a finite density basis.
result The method provides a nonpositive observability margin that returns the trivial TV bound and abstains when the margin is nonpositive, otherwise it computes a TV upper confidence bound.

Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low-rank estimation for the underlying data. However, such max-norm regularized problems are typically formulated and solved in a batch manner, which prevents it from processing big data due to possible memory budget. In th…

2014-06-12abs ↗pdf ↗

Adaptive sampling method reduces variance in stochastic optimization.

problem Reducing variance in stochastic optimization with limited gradient computations.
method Adaptive increase in sample size based on inner product test.
result Algorithm converges globally on nonconvex functions and linearly on strongly convex functions.

Sparse coding, which is the decomposition of a vector using only a few basis elements, is widely used in machine learning and image processing. The basis set, also called dictionary, is learned to adapt to specific data. This approach has proven to be very effective in many image processing tasks. Traditionally, the di…

2011-10-13abs ↗pdf ↗