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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.

168,695 papers · 148 categories

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150300450600 · Jun 202019922001200920172026
48 results for big datasets

Data preprocessing techniques are devoted to correct or alleviate errors in data. Discretization and feature selection are two of the most extended data preprocessing techniques. Although we can find many proposals for static Big Data preprocessing, there is little research devoted to the continuous Big Data problem. A…

2018-10-14abs ↗pdf ↗

Big data applications, such as medical imaging and genetics, typically generate datasets that consist of few observations n on many more variables p, a scenario that we denote as p>>n. Traditional data processing methods are often insufficient for extracting information out of big data. This calls for the development o…

2016-05-16abs ↗pdf ↗

As the Industrial Internet of Things (IIoT) grows, systems are increasingly being monitored by arrays of sensors returning time-series data at ever-increasing 'volume, velocity and variety' (i.e. Industrial Big Data). An obvious use for these data is real-time systems condition monitoring and prognostic time to failure…

2018-04-09abs ↗pdf ↗

To improve accuracy and speed of regressions and classifications, we present a data-based prediction method, Random Bits Regression (RBR). This method first generates a large number of random binary intermediate/derived features based on the original input matrix, and then performs regularized linear/logistic regressio…

2015-01-13abs ↗pdf ↗

In modern scientific research, massive datasets with huge numbers of observations are frequently encountered. To facilitate the computational process, a divide-and-conquer scheme is often used for the analysis of big data. In such a strategy, a full dataset is first split into several manageable segments; the final out…

2015-05-05abs ↗pdf ↗

CMOSS algorithm reduces regret in combinatorial semi-bandits with efficient computation.

problem Efficiently solving combinatorial semi-bandit problems with minimal regret.
method CMOSS algorithm achieves optimal regret bounds with minimal computational overhead.
result CMOSS achieves optimal regret bounds with minimal computational overhead.

Scalable GP model tackles big data, categorical factors, and multiple responses.

problem Handling big datasets, categorical inputs, and multiple responses in Gaussian processes.
method Latent variable Gaussian process (LVGP) with variational inference for scalability and interpretability.
result The method scales well for large datasets and outperforms state-of-the-art methods.

Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include online data and data heterogeneity. Recently some statistical methods have been adapted to process Big Data, like lin…

2015-11-26abs ↗pdf ↗

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to operate in "big data" regimes where one is interested in quantifying the uncertaint…

2017-04-11abs ↗pdf ↗

With the spreading prevalence of Big Data, many advances have recently been made in this field. Frameworks such as Apache Hadoop and Apache Spark have gained a lot of traction over the past decades and have become massively popular, especially in industries. It is becoming increasingly evident that effective big data a…

2017-11-25abs ↗pdf ↗

Optimal privacy-preserving algorithm for solving saddle point problems.

problem Solving convex-concave stochastic saddle point problems under differential privacy constraints.
method Recursive regularization technique repurposed for saddle point problems, achieving strong gap rate of O(1/√n + √d/nε).
result Achieves nearly optimal strong gap rate of O(1/√n + √d/nε) with gradient complexity O(min{n^2ε^(1.5)/√d, n^(3/2)}).

In this short note, we formulate three problems relating to nonnegative scalar curvature (NNSC) fill-ins. Loosely speaking, the first two problems focus on: When are (n1)(n-1)-dimensional Bartnik data (Σin1,γi,Hi)\big(Σ_i ^{n-1}, γ_i, H_i\big), i=1,2i=1,2, NNSC-cobordant? (i.e., there is an nn-dimensional compact Riemannian manifold…

2020-01-16abs ↗pdf ↗

Regression problems that have closed-form solutions are well understood and can be easily implemented when the dataset is small enough to be all loaded into the RAM. Challenges arise when data is too big to be stored in RAM to compute the closed form solutions. Many techniques were proposed to overcome or alleviate the…

2019-03-03abs ↗pdf ↗

New algorithm finds approximate stationary points faster under differential privacy constraints.

problem Finding approximate stationary points of smooth and Lipschitz functions under differential privacy constraints.
method Developed an efficient algorithm that improves convergence rates to stationary points.
result Achieved faster rates of convergence to stationary points in both finite-sum and stochastic settings.

Algorithms with fast convergence, small number of data access, and low per-iteration complexity are particularly favorable in the big data era, due to the demand for obtaining \emph{highly accurate solutions} to problems with \emph{a large number of samples} in \emph{ultra-high} dimensional space. Existing algorithms l…

2016-11-13abs ↗pdf ↗

Subbagging estimation for big data reduces memory usage while maintaining statistical consistency.

problem Memory constraints in analyzing massive datasets.
method Randomly subsample the data, aggregate estimators from subsamples, and use incomplete U-statistics theory.
result Subbagging estimator achieves N\sqrt{N}-consistency and asymptotic normality under certain conditions.

Nowadays, the major challenge in machine learning is the Big Data challenge. The big data problems due to large number of data points or large number of features in each data point, or both, the training of models have become very slow. The training time has two major components: Time to access the data and time to pro…

2018-01-18abs ↗pdf ↗

We develop an iterative subsampling approach to improve the computational efficiency of our previous work on solution path clustering (SPC). The SPC method achieves clustering by concave regularization on the pairwise distances between cluster centers. This clustering method has the important capability to recognize no…

2014-12-04abs ↗pdf ↗

New sampler reduces MCMC complexity for Bayesian variable selection.

problem High-dimensional Bayesian variable selection with high computation complexity.
method Variable-complexity subset weighted-Tempered Gibbs Sampler (wTGS) with Rao-Blackwellized estimator.
result Variances of Rao-Blackwellized estimator are smaller than those of subset wTGS.

Big data sets must be carefully partitioned into statistically similar data subsets that can be used as representative samples for big data analysis tasks. In this paper, we propose the random sample partition (RSP) data model to represent a big data set as a set of non-overlapping data subsets, called RSP data blocks,…

2017-12-12abs ↗pdf ↗

In this paper we consider the large genus asymptotics for two classes of Siegel-Veech constants associated with an arbitrary connected stratum H(α)\mathcal{H} (α) of Abelian differentials. The first is the saddle connection Siegel-Veech constant cscmi,mj(H(α))c_{\text{sc}}^{m_i, m_j} \big( \mathcal{H} (α) \big) counting saddle conne…

2018-10-11abs ↗pdf ↗

Given (X,ω)(X,ω) compact Kähler manifold and ψM+PSH(X,ω)ψ\in\mathcal{M}^{+}\subset PSH(X,ω) a model type envelope with non-zero mass, i.e. a fixed potential determing some singularities such that X(ω+ddcψ)n>0\int_{X}(ω+dd^{c}ψ)^{n}>0, we prove that the ψψ-relative finite energy class E1(X,ω,ψ)\mathcal{E}^{1}(X,ω,ψ) becomes a complete metric space…

2019-09-09abs ↗pdf ↗

This paper proposes a new hashing-based KNN technique for faster nearest neighbor selection.

problem Slowness of KNN in big datasets due to searching entire dataset.
method Divide data space into subcells, use hashing to map data points, and select nearest neighbors layer by layer.
result The proposed technique offers competitive performance with KNN and KDtree while significantly improving time efficiency.

New DP algorithms achieve near-optimal regret bounds for online learning problems.

problem Online learning problems with zero-loss solutions and differential privacy constraints.
method Developed new Differentially Private algorithms with near-optimal regret bounds.
result Achieved near-optimal regret bounds for various online prediction and convex optimization problems.