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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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48 results for data recovery

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 ↗

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing works on tensor recovery have focused on data losses and random noises. Only a few …

2019-12-05abs ↗pdf ↗

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.

Study on sparse recovery with mixed-quality data, establishing sample-size conditions.

problem Sparse recovery with heterogeneous noise from high- and low-quality sources.
method Establishes linear trade-off for sufficient conditions, analyzes LASSO algorithm.
result Linear trade-off for sufficient conditions, robustness of LASSO to data heterogeneity.

Recovering edge activities from node activity data in temporal networks.

problem Recovering lost edge activity data from aggregated node activity data in temporal networks.
method Analyzing the relationship between edge activity and node activity data, using both theoretical and empirical methods to show recovery is possible and under what conditions.
result Recovery of edge activities from node activities is possible with surprising accuracy, even when network density increases.

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 ↗

New algorithm recovers model coefficients and supports from noisy data.

problem Simultaneous estimation and support recovery in linear models with Gaussian noise.
method Projection-based algorithm for STG regularized minimization problem, proving convergence and support recovery guarantees.
result New algorithm outperforms existing methods in support recovery for various data setups.

New method tackles non-smooth tensor data for better recovery.

problem Non-smooth changes in tensor data degrade traditional t-SVD methods.
method Learnable tensor nuclear norm, Alternating Proximal Multiplier Method (APMM), multi-objective tensor recovery framework.
result The proposed method effectively recovers tensor data with non-smooth changes.

The paper tracks patient recovery using graphs of joint movement data.

problem Tracking individual patient recovery trajectories in physical therapy.
method Bayesian learning of Random Geometric Graphs from joint movement data.
result Optimal exercise routines can be recommended based on patient recovery data.

The paper improves conditions for unique recovery in homomorphic sensing of subspaces.

problem Unique recovery of points in a linear subspace from their images under linear maps.
method Tighter and simpler conditions for unique recovery in single and subspace arrangement cases, extending to noise stability.
result Conditions for unique recovery in homomorphic sensing are improved and unified.

A new clustering method improves recovery guarantees by re-embedding data.

problem Improving recovery guarantees in clustering algorithms.
method Chaining four techniques: leapfrog distances, multidimensional scaling, spectral methods, and sum-of-norms clustering.
result Re-embedding data improves recovery guarantees of clustering.

Two methods improve tensor recovery in Ising models, revealing gene interactions.

problem Improving tensor recovery in Ising models for complex data structures.
method Pseudolikelihood and interaction screening approaches for tensor learning.
result Both methods achieve tensor recovery with sample size logarithmic in nodes, exponential in strength and degree.

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study the problem of robust low-rank tensor recovery in a convex optimization framework,…

2013-11-24abs ↗pdf ↗

Paper proposes efficient methods for clustering and signal recovery in high-dimensional data with block structures.

problem High-dimensional clustering and signal recovery under block signal structures.
method CFA-PCA and MA-PCA methods for sparse and dense block signals.
result Proposed methods achieve computational minimax optimality for clustering and signal recovery.

This paper considers the problem of robust subspace recovery: given a set of NN points in RD\mathbb{R}^D, if many lie in a dd-dimensional subspace, then can we recover the underlying subspace? We show that Tyler's M-estimator can be used to recover the underlying subspace, if the percentage of the inliers is larger t…

2012-06-07abs ↗pdf ↗

ReLU networks learn simple models even with many parameters, overcoming traditional wisdom.

problem Generalization of overparameterized neural networks.
method Convex optimization and sparse recovery perspective applied to two-layer ReLU networks with standard weight decay.
result ReLU networks learn simple models that explain the data, analogous to sparse recovery in compressed sensing.

Paper proposes efficient algorithm for recovering sparsity pattern from deterministic missing data.

problem Recovering sparsity pattern from datasets with deterministic missing structure.
method Proposes an efficient algorithm for missing value imputation using topological property of censorship filter.
result Consistently recovers the sparsity pattern with high probability in polynomial time and logarithmic sample complexity.

Paper recovers multi-subspace matrices from permuted data.

problem Recovering a multi-subspace matrix from permuted data with corrupted columns.
method Four-stage algorithm pipeline: outlier identification, subspace reconstruction, outlier classification, unsupervised sensing.
result The pipeline provides theoretical guarantees for reliable multi-subspace matrix recovery.

Optimizes ranking of top-k players from partial comparison data.

problem Identifying the top-k players from incomplete pairwise comparisons.
method Maximum Likelihood Estimator (MLE) and Spectral Method.
result MLE achieves optimal partial and exact recovery, while Spectral Method is sub-optimal.

Study models stock price recovery during COVID-19, distinguishing V and L-shape recoveries.

problem Analyzing stock price recovery during the COVID-19 pandemic.
method Developed a stock price model based on net-fund-flow and financial antifragility.
result Quality stocks with higher financial antifragility show V-shape recovery, while those with lower antifragility show L-shape recovery.

A new method trains and samples from energy-based models using diffusion recovery likelihood.

problem Training and sampling high-dimensional datasets with energy-based models is challenging.
method Trains EBMs with a diffusion recovery likelihood method, maximizing conditional probabilities of data at different noise levels.
result Generates high-fidelity images with low FID and inception scores, and accurately estimates normalized data density.

Paper tackles distributed quantile regression with improved efficiency and support recovery.

problem Challenges in distributed estimation and support recovery for high-dimensional linear quantile regression.
method Transformed quantile regression into least-squares optimization, applied double-smoothing approach, developed efficient algorithm.
result Achieved near-oracle convergence rate and high support recovery accuracy.

New framework uses score-based priors to solve ill-conditioned polynomial equations, improving signal recovery from noisy data.

problem Recovering signals from low-order moments in inverse problems, especially ill-conditioned polynomial equations.
method Integrates score-based diffusion priors with moment-based estimators to regularize and solve nonlinear inverse problems.
result Diffusion priors improve recovery from third-order moments and make super-resolution MTD feasible.

Telecommunication (Telco) outdoor position recovery aims to localize outdoor mobile devices by leveraging measurement report (MR) data. Unfortunately, Telco position recovery requires sufficient amount of MR samples across different areas and suffers from high data collection cost. For an area with scarce MR samples, i…

2019-12-10abs ↗pdf ↗

We reveal a model rank that predicts successful recovery of target functions at overparameterization.

problem Understanding the mysterious good generalization performance of overparameterized nonlinear models.
method Rank stratification and linear stability theory for general nonlinear models.
result Linearly stable functions are preferred by nonlinear training, and model rank predicts minimal training data size.

In recent years, a class of dictionaries have been proposed for multidimensional (tensor) data representation that exploit the structure of tensor data by imposing a Kronecker structure on the dictionary underlying the data. In this work, a novel algorithm called "STARK" is provided to learn Kronecker structured dictio…

2017-11-13abs ↗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 ↗

This paper advances FL algorithms for composite optimization and statistical recovery.

problem Federated learning optimization and statistical recovery in composite settings.
method Proposes Fast Federated Dual Averaging for strongly convex and smooth loss, and Multi-stage Federated Dual Averaging for restricted strongly convex and smooth loss.
result Establishes state-of-the-art iteration and communication complexity, and high probability complexity bound with linear speedup.

This paper investigates gradient recovery schemes for data defined on discretized manifolds. The proposed method, parametric polynomial preserving recovery (PPPR), does not require the tangent spaces of the exact manifolds, and they have been assumed for some significant gradient recovery methods in the literature. Ano…

2017-03-19abs ↗pdf ↗

This paper improves diffusion models for low-dimensional data.

problem Theoretical foundations of diffusion models are lacking for low-dimensional data.
method Score approximation, estimation, and distribution recovery of diffusion models on low-dimensional data.
result Sample complexity bounds for distribution estimation using diffusion models are provided.