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.

169,051 papers · 148 categories

Trend · papers per month

23456890 · Jun 202019922001200920182026
48 results for core recovery

A typical way in which network data is recorded is to measure all the interactions among a specified set of core nodes; this produces a graph containing this core together with a potentially larger set of fringe nodes that have links to the core. Interactions between pairs of nodes in the fringe, however, are not recor…

2018-05-03abs ↗pdf ↗

Reveals the first layer of deep networks with high activation thresholds.

problem Learning guarantees for deep neural networks with multiple layers.
method Strengthening parameter recovery guarantees for deep networks with a high threshold assumption.
result Reveals the first layer of a deep neural network under specific activation conditions.

Geometric framework links clustering accuracy to structural recovery.

problem Understanding the trade-off between robustness and sensitivity in clustering.
method Develops a clustering condition number to compare within-cluster scale to the minimum loss increase required to move a point across a cluster boundary.
result Sharp phase transitions for exact recovery under different objectives, providing geometric principle for interpreting low objective values.

Dual-Channel Tensor Neural Network (DC-TNN) decomposes tensor data into low-rank and sparse components for better estimation and inference.

problem Tensor-valued data with multilinear dependencies are challenging to process due to loss of multiway geometry under vectorization.
method DC-TNN decomposes tensors into a low-rank core and a sparse refinement, processing them through coupled neural channels.
result Established non-asymptotic risk bounds and developed structure-aware conformal ROC and AUC confidence bands.

We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness conditions. Based on projected gradient descent and the double thresholding operator, …

2017-02-21abs ↗pdf ↗

We introduce a new sub-linear space sketch---the Weight-Median Sketch---for learning compressed linear classifiers over data streams while supporting the efficient recovery of large-magnitude weights in the model. This enables memory-limited execution of several statistical analyses over streams, including online featu…

2017-11-07abs ↗pdf ↗

New nonconvex regularizer speeds up low-rank matrix completion.

problem Low-rank matrix completion with good theoretical and empirical performance.
method Proposes a new nonconvex regularizer with adaptive shrinkage, scalable, and fast optimization.
result Proposed method achieves state-of-the-art recovery performance and is the fastest.

We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year intervals 2002--2003, 2004--2005, 2008--2009, and also over 11 segments within the present financial crisis, to construct minimal spanning trees (…

2010-09-29abs ↗pdf ↗

New method identifies physical constants from video data alone.

problem Identifying physical constants from video data.
method Proves level-set slope-coverage condition ensures local affine mapping to true physical state, enabling exact parameter recovery.
result Underdamped systems identifiable from a single video clip, other regimes require three diverse trajectories.

The study proves necessary conditions for robust decision-making in uncertain environments.

problem Conditions for robust decision-making in uncertain environments.
method Quantitative selection theorems and binary betting decisions.
result World models, belief-like memory, and persistent variables are necessary for strong task performance.

A new method for traffic data imputation considering spatiotemporal correlations.

problem Traffic data imputation, especially for high-level missing scenarios.
method Spatiotemporal regularized Tucker decomposition approach.
result The proposed method outperforms existing methods on real-world traffic datasets.

Sub-gradient method recovers low-rank matrices robustly from noisy measurements.

problem Recovering low-rank matrices from noisy measurements with unknown rank.
method Sub-gradient method with small initialization, robust to over-parameterization and noise.
result Sub-gradient method converges exponentially fast to the true solution under noisy and over-parameterized conditions.

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a low-rank core and the corresponding sparse residual. Rigorous theoretical analysis of t…

2017-09-14abs ↗pdf ↗

Study examines financial market structure changes during the COVID-19 crash using a novel MI approach.

problem Analyzing nonlinear dependencies among major stocks during market crashes.
method Conditional p-threshold mutual information (MI) and Minimum Spanning Tree (MST) framework.
result Financial networks become more integrated during crashes, with increased periphery vulnerability.

TA-CQR predicts regression intervals with exact coverage, splitting miscoverage between endpoints.

problem Predicting regression intervals with exact coverage under reporting constraints.
method TA-CQR uses tail allocation to parameterize the oracle, estimating the allocation by searching quantile cores and applying nonnegative additive split-conformal calibration.
result TA-CQR achieves exact finite-sample marginal coverage under exchangeability, with theoretical guarantees on calibration and length.

This paper establishes an equivalence between transitive double Lie algebroids and core diagrams.

problem Understanding and characterizing transitive double Lie algebroids.
method Using core diagrams and equivalence of transitive core diagrams with transitive double Lie groupoids.
result Transitive double Lie algebroids are completely determined by their core diagrams.

High-velocity streams of high-dimensional data pose significant "big data" analysis challenges across a range of applications and settings. Online learning and online convex programming play a significant role in the rapid recovery of important or anomalous information from these large datastreams. While recent advance…

2013-07-23abs ↗pdf ↗

We derive an arbitrage free relationship between recovery swap rates, digital default swap spreads and conventional CDS spreads, and argue that the fair forward recovery rate used in recovery swaps must contain a convexity premium over the expected recovery value.

2010-01-05abs ↗pdf ↗

AL0\ell_0CORE tensor decomposition reduces computational cost for sparse count data.

problem Efficiently decompose sparse count data matrices.
method Probabilistic Tucker decomposition with 0\ell_0-norm constraint.
result AL0\ell_0CORE achieves similar results to full Tucker decomposition at a fraction of the cost.

We introduce the notion of the visual core of a hyperbolic 3-manifold N and explore its basic properties. The visual core can be thought of as a harmonic analysis analogue of the convex core. We investigate circumstances in which the visual core of a cover N' of N embeds under the covering map from N' to N. We apply th…

1999-03-12abs ↗pdf ↗

Enhances community detection in correlated networks with node attributes.

problem Community detection in multiple networks with correlated node attributes and edges.
method Introduced the correlated Contextual Stochastic Block Model (CSBM), developed a two-step matching procedure.
result Algorithm recovers exact node correspondence, enabling enhanced community detection.

Method uses Seq2Seq learning to automatically generate recovery commands for ICT systems.

problem Manual decision-making for recovery commands is time-consuming and error-prone.
method Seq2Seq neural network model trained on past logs and commands.
result The model can estimate accurate recovery commands from new failures.

Paper introduces a core-periphery model for identifying informative network structures.

problem Noise and bias in non-informative periphery structures obscure the informative core in complex networks.
method Spectral algorithms for core identification as a preprocessing step for network analysis.
result The proposed method outperforms traditional core-periphery methods in various downstream tasks.

A new model explains U- and Swoosh-shaped stock price recovery during the COVID-19.

problem Modeling stock price recovery during the COVID-19 with V- and L-shaped recovery.
method Introducing a sentiment variable θθ to quantify investor sentiment and simulate U- and Swoosh-shaped recovery.
result The model explains U- and Swoosh-shaped recovery of sectoral indices with positive sentiment.

This paper improves support recovery in universal one-bit compressed sensing.

problem Support recovery in one-bit compressed sensing for sparse signals.
method Proposes approximate support recovery and superset recovery algorithms with polynomial-time complexity.
result Achieves improved support recovery with fewer measurements compared to existing methods.

This work provides a guaranteed tensor recovery method by combining low-rankness and smoothness priors.

problem Guaranteed tensor recovery with theoretical guarantees for low-rank and smoothness priors.
method Developed a new regularization term that combines low-rankness and smoothness priors, proving exact recovery guarantees.
result Rigorously proved exact recovery guarantees for tensor completion and tensor robust principal component analysis.

This paper tackles tensor recovery from noisy and multi-level quantized measurements.

problem Tensors from multi-level quantized measurements.
method Nonconvex optimization problem with alternating proximal gradient descent.
result The recovery error diminishes to zero with increasing tensor dimensions.

We consider the problem of signal recovery on graphs as graphs model data with complex structure as signals on a graph. Graph signal recovery implies recovery of one or multiple smooth graph signals from noisy, corrupted, or incomplete measurements. We propose a graph signal model and formulate signal recovery as a cor…

2014-11-26abs ↗pdf ↗

IRKSN algorithm achieves sparse recovery with wider applicability conditions.

problem Sparse recovery challenges due to NP-hard nature and restrictive conditions.
method IRKSN algorithm based on kk-support norm regularizer.
result Achieves sparse recovery with explicit constants and standard linear rate.

Estimates covariance matrices for matrix-variate data via core covariance geometry.

problem Estimating covariance matrices for matrix-variate data with partial isotropy.
method Fixed-rank core covariance geometry, partial-isotropy rank-r core shrinkage estimator.
result The geometry of the space of rank-r cores is a smooth manifold.

Probabilistic programming aids in automatically dating ice cores, reducing manual error and uncertainty.

problem Automatically dating ice cores with high accuracy and capturing uncertainty.
method Probabilistic models and probabilistic programming for automatic inference.
result Demonstrated the use of probabilistic programming for ice core dating, showcasing its benefits and limitations.

Study finds the cutoff for exact recovery in Gaussian mixture models.

problem Determining the separation of cluster centers for exact recovery in Gaussian mixture models.
method Used information theory and SDP relaxation of KK-means clustering.
result Sharp threshold for exact recovery of cluster labels without assuming cluster center symmetry.

In recent years research on credit risk modelling has mainly focused on default probabilities. Recovery rates are usually modelled independently, quite often they are even assumed constant. Then, however, the structural connection between recovery rates and default probabilities is lost and the tails of the loss distri…

2011-02-23abs ↗pdf ↗

Study optimal portfolio selection with Recovery Average Value at Risk, showing better control over liabilities.

problem Optimizing portfolios with a new risk measure under known or uncertain distributions.
method Existence results for mean-risk optimal portfolios under different distributional assumptions.
result Portfolio selection under Recovery Average Value at Risk provides better control over liabilities.