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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.

168,742 papers · 148 categories

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4896144192 · May 202619922001200920172026
48 results for dimension-reduced smoothing

Paper introduces methods to handle missing data in probabilistic regression trees.

problem Handling missing data in probabilistic regression trees.
method Three approaches: uniform probability, partial observation, and dimension-reduced smoothing.
result Preserves interpretability while extending applicability to incomplete datasets.

Paper introduces a new method for efficient portfolio risk quantification.

problem Efficiently quantify risk in large portfolios with many trades and few dominant risk factors.
method Combines Fourier-cosine series with tensor decomposition techniques for dimension reduction.
result Achieves relative errors below 0.1% with significant runtime improvement.

A new method reduces dimensionality for better likelihood-free parameter estimation.

problem Estimating parameters from data with no closed-form likelihood.
method Combines reconstruction map estimation with dimension-reduction techniques.
result The proposed method outperforms existing techniques in accuracy and efficiency.

Motivated by the idea of turbomachinery active subspace performance maps, this paper studies dimension reduction in turbomachinery 3D CFD simulations. First, we show that these subspaces exist across different blades---under the same parametrization---largely independent of their Mach number or Reynolds number. This is…

2019-10-20abs ↗pdf ↗

A new method maps high-dimensional Bayesian inverse problems to lower dimensions.

problem High-dimensional Bayesian inverse problems with complex prior information.
method Data-driven VAE prior and KRnet map for posterior approximation in latent space.
result Efficiently reduces computational cost and approximates posterior distributions.

Symbolic LSTM improves time series forecasting by reducing hyperparameter sensitivity.

problem High sensitivity to hyperparameters and random initialization in numerical time series forecasting.
method Combining LSTM with a dimension-reducing symbolic representation.
result Symbolic representation alleviates forecasting problems and speeds up training.

This research shows that steady solitons in higher dimensions always reduce at infinity.

problem Characterizing steady solitons with nonnegative sectional curvature in higher dimensions.
method Dimension reduction analysis and tangent flow classification.
result Steady solitons in higher dimensions always reduce at infinity.

This article reviews and compares various methods for estimating conditional distributions.

problem Inference of conditional distributions in statistics.
method Classical nonparametric methods and modern generative models.
result A systematic numerical comparison of methods using performance metrics.

Study expanding Ricci solitons on vector bundles, reducing to Higgs bundle equations.

problem Understanding the long-time behavior of Ricci flows on manifolds.
method Prove equations dimension-reduce to twisted harmonic-Einstein equations, establish correspondence with G-Higgs bundles.
result Produce infinite families of new non-locally homogeneous examples, complete description in dimension 4.

Molecular simulations produce very high-dimensional data-sets with millions of data points. As analysis methods are often unable to cope with so many dimensions, it is common to use dimensionality reduction and clustering methods to reach a reduced representation of the data. Yet these methods often fail to capture the…

2017-10-29abs ↗pdf ↗

There is an increasing demand for computing the relevant structures, equilibria and long-timescale kinetics of biomolecular processes, such as protein-drug binding, from high-throughput molecular dynamics simulations. Current methods employ transformation of simulated coordinates into structural features, dimension red…

2017-10-16abs ↗pdf ↗

New method reconstructs Black-Scholes option prices from current profiles.

problem Reconstructing Black-Scholes prices from current profiles, dealing with ill-posedness.
method Price-dimensional reduction using Legendre polynomials, Tikhonov regularization.
result Reconstructs Black-Scholes prices from noisy initial data, stabilizing the solution.

A neural network derived from first principles using MaxEnt.

problem Developing a neural network from first principles.
method Derived a neural network using the principle of Maximum Entropy, with linear dimension-reducing transformations and conditional mean estimators.
result Unified theoretical justification for activation functions like sigmoid, softplus, and relu.

The presence of a sparse "truth" has been a constant assumption in the theoretical analysis of sparse PCA and is often implicit in its methodological development. This naturally raises questions about the properties of sparse PCA methods and how they depend on the assumption of sparsity. Under what conditions can the r…

2014-01-27abs ↗pdf ↗

The local linear embedding algorithm (LLE) is a non-linear dimension-reducing technique, widely used due to its computational simplicity and intuitive approach. LLE first linearly reconstructs each input point from its nearest neighbors and then preserves these neighborhood relations in the low-dimensional embedding. W…

2008-08-06abs ↗pdf ↗

Proposes a method to estimate personalized treatments from high-dimensional data.

problem Estimating individualized treatment regimes (ITRs) from high-dimensional covariates.
method Directly targets the contrast between potential outcomes, using dimension-reduced outcome-weighted learning.
result Achieves universal consistency, converging to the Bayes risk under mild conditions.

A new method uses matrix sketches for efficient graph clustering in dynamic environments.

problem Efficiently clustering large, dynamic graphs in distributed memory systems.
method Inspired by spectral clustering, the approach uses random dimension-reducing projections to derive matrix sketches.
result The method produces embeddings that yield performant clustering results in a fully-dynamic stochastic block model stream.

New algorithm reduces rank constrained optimization problems.

problem Rank constrained optimization problems in machine learning and statistics.
method Recursive Importance Sketching (RISRO) algorithm.
result RISRO offers clear advantages over existing algorithms and converges efficiently.

A new tree-based model for multivariate responses interprets piecewise linear regimes.

problem Recovering piecewise multivariate linear regimes in complex data.
method Twoblock clustering trees with coskewness-based dimension reduction.
result Recovery of piecewise linear regimes in data.

The paper develops personalized DAG models for web user behavior.

problem Understanding user behavior transitions between websites with user heterogeneity and network dependency.
method Personalized Binomial DAG models with network-structured covariates, embedding network structure into a dimension-reduced covariate, learning node neighborhoods, and exploring variance-mean relation.
result The proposed algorithm outperforms state-of-the-art competitors in heterogeneous data.

The paper introduces a method for forecasting corporate sales growth using multiple reference variables.

problem Forecasting corporate sales growth with multiple reference variables.
method Reference class selection using rank-based algorithms and principal components analysis for data dimension reduction.
result Dimension reduced variables with past sales growth rates and operating margins perform well in forecasting.

Study uses neural nets to learn multi-index models in high dimensions, reducing complexity.

problem Learning multi-index models in high-dimensional data.
method Mean-field Langevin dynamics with neural networks.
result Effective dimension controls sample and computational complexity, potentially reducing it.

New algorithm speeds up Bayesian UQ for high-dimensional inverse problems.

problem Computational inefficiency in Bayesian inference for high-dimensional inverse problems.
method Deep neural network-based autoencoder for dimension reduction and emulation phase.
result Computational efficiency up to three orders of magnitude with scalable Bayesian UQ.

Generative AI improves surrogate models by blending LF and HF data.

problem Data scarcity between high-fidelity and low-fidelity simulations.
method Probabilistic multi-fidelity surrogate framework using generative transfer learning.
result The model achieves HF accuracy with fewer HF evaluations.

Proposes a tool to contrast global vs personalized models in clinical prediction.

problem Balancing global vs personalized models in clinical prediction.
method Localized regression approach using autoencoder for dimension reduction.
result Identification of patient subgroups where global models fall short.

New method achieves superlinear convergence rate with limited memory.

problem Achieving superlinear convergence rate in quasi-Newton methods with limited memory.
method Limited-memory Greedy BFGS (LG-BFGS) method with displacement aggregation and basis vector selection.
result Explicit non-asymptotic superlinear convergence rate demonstrated.

Smooth families of biholomorphisms between strongly pseudoconvex domains are shown to be smooth.

problem Smoothness of families of biholomorphisms between strongly pseudoconvex domains.
method Riemannian geometry of Bergman metrics and smoothness of families of isometries.
result Smoothness of families of biholomorphisms between strongly pseudoconvex domains.

On a compact, oriented, Riemannian manifold, the Hodge decomposition theorem associates a smooth primitive to any exact smooth form omega. In this paper, we show that given a smooth family of exact smooth forms omega(t), the family of associated primitives is also a smooth family with respect to t.

2009-11-16abs ↗pdf ↗

Estimates time-varying network connections using multi-stage smoothing.

problem Estimating edge probabilities of time-varying networks.
method Multi-stage smoothing: temporal local smoothing followed by node-domain smoothing.
result Captures both smooth temporal evolution and structural patterns in connectivity.