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.
To draw inferences about gamma-ray burst (GRB) source populations based on Swift observations, it is essential to understand the detection efficiency of the Swift burst alert telescope (BAT). This study considers the problem of modeling the Swift/BAT triggering algorithm for long GRBs, a computationally expensive proce…
Professional baseball players are increasingly guaranteed expensive long-term contracts, with over 70 deals signed in excess of \$90 million, mostly in the last decade. These are substantial sums compared to a typical franchise valuation of \$1-2 billion. Hence, the players to whom a team chooses to give such a contrac…
We propose the nuclear norm penalty as an alternative to the ridge penalty for regularized multinomial regression. This convex relaxation of reduced-rank multinomial regression has the advantage of leveraging underlying structure among the response categories to make better predictions. We apply our method, nuclear pen…
Spectral embedding uses eigenfunctions of the discrete Laplacian on a weighted graph to obtain coordinates for an embedding of an abstract data set into Euclidean space. We propose a new pre-processing step of first using the eigenfunctions to simulate a low-frequency wave moving over the data and using both position a…
Playing repeated matrix games (RMG) while maximizing the cumulative returns is a basic method to evaluate multi-agent learning (MAL) algorithms. Previous work has shown that UCB, M3, S or Exp3 algorithms have good behaviours on average in RMG. Besides, hedging algorithms have been shown to be effective on predi…
We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed algorithms for online learning have better regret performance than the known rando…
Bayesian networks (BN) are used in a big range of applications but they have one issue concerning parameter learning. In real application, training data are always incomplete or some nodes are hidden. To deal with this problem many learning parameter algorithms are suggested foreground EM, Gibbs sampling and RBE algori…
Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the first method that can automatically discover a better algorithm. We approach th…
In this paper, we propose a convergent parallel best-response algorithm with the exact line search for the nondifferentiable nonconvex sparsity-regularized rank minimization problem. On the one hand, it exhibits a faster convergence than subgradient algorithms and block coordinate descent algorithms. On the other hand,…
Approximate probabilistic inference algorithms are central to many fields. Examples include sequential Monte Carlo inference in robotics, variational inference in machine learning, and Markov chain Monte Carlo inference in statistics. A key problem faced by practitioners is measuring the accuracy of an approximate infe…
The inverse-free extreme learning machine (ELM) algorithm proposed in [4] was based on an inverse-free algorithm to compute the regularized pseudo-inverse, which was deduced from an inverse-free recursive algorithm to update the inverse of a Hermitian matrix. Before that recursive algorithm was applied in [4], its impr…
We resolve the fundamental problem of online decoding with general nth order ergodic Markov chain models. Specifically, we provide deterministic and randomized algorithms whose performance is close to that of the optimal offline algorithm even when latency is small. Our algorithms admit efficient implementation vi…
The goal of data-driven algorithm design is to obtain high-performing algorithms for specific application domains using machine learning and data. Across many fields in AI, science, and engineering, practitioners will often fix a family of parameterized algorithms and then optimize those parameters to obtain good perfo…
The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the Kaczmarz algorithm was shown to converge exponentially and independent of number of …