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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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240480719959 · Jun 202019922001200920172026
48 results for direct approach

Graph convolutional networks(GCNs) have become the most popular approaches for graph data in these days because of their powerful ability to extract features from graph. GCNs approaches are divided into two categories, spectral-based and spatial-based. As the earliest convolutional networks for graph data, spectral-bas…

2019-07-21abs ↗pdf ↗

Proposes a novel approach using vector cross product to preserve directional edges in directed graphs.

problem Preserving directional edges in directed graphs for tasks like link prediction and node recommendation.
method Integrates the non-commutative property of vector cross product into a Siamese neural network to learn N-dimensional embeddings.
result Low-dimensional embeddings effectively preserve directional properties and outperform state-of-the-art methods.

We propose a novel approach for learning node representations in directed graphs, which maintains separate views or embedding spaces for the two distinct node roles induced by the directionality of the edges. We argue that the previous approaches either fail to encode the edge directionality or their encodings cannot b…

2018-10-22abs ↗pdf ↗

We propose directed time series regression, a new approach to estimating parameters of time-series models for use in certainty equivalent model predictive control. The approach combines merits of least squares regression and empirical optimization. Through a computational study involving a stochastic version of a well …

2012-06-26abs ↗pdf ↗

Novel Haar-Laplacian for directed graphs enhances spectral graph applications.

problem Lack of suitable Laplacian for directed graphs in spectral graph theory.
method Inspired by Haar-like transformation, introduces a Hermitian matrix preserving direction and weight.
result HaarNet outperforms in weight prediction and denoising on directed graphs.

A new method optimizes slicing directions for SW distances to improve high-dimensional probability measure comparison.

problem Challenging identification of informative slicing directions for SW distances.
method Constrained learning approach to optimize slicing directions, using continuous relaxations and gradient-based primal-dual approach.
result Demonstrated efficacy in learning more informative slicing directions on various high-dimensional data.

Estimates modes and ridges in mixed Euclidean and directional spaces.

problem Estimating local modes and density ridges in product spaces combining Euclidean and directional metrics.
method Extends mean shift algorithm to product spaces, addressing challenges in generalization.
result Established convergence of the proposed methods and demonstrated effectiveness on real-world datasets.

New method clusters directed and undirected graphs without losing directional information.

problem Clustering directed graphs due to asymmetry in edge connectivity.
method Generalized Dirichlet Energy (GDE) and generalized spectral clustering (GSC).
result GSC outperforms existing methods in clustering accuracy and robustness.

The paper finds non-Gaussian directions in high-dimensional data using Wasserstein distance.

problem Locating interesting non-Gaussian features in high-dimensional data.
method Projection pursuit using 2-Wasserstein distance to maximize the difference from Gaussian.
result Statistical guarantees for accurately approximating an unknown low-dimensional non-Gaussian subspace.

This letter presents a new spectral-clustering-based approach to the subspace clustering problem. Underpinning the proposed method is a convex program for optimal direction search, which for each data point d finds an optimal direction in the span of the data that has minimum projection on the other data points and non…

2017-06-12abs ↗pdf ↗

PIVID infers DAG structures from data using variational inference and permutations.

problem Estimating the structure of Bayesian networks from observational data.
method PIVID uses variational inference and continuous relaxations of discrete distributions to infer a distribution over permutations and DAGs.
result PIVID outperforms deterministic and Bayesian approaches in estimating DAG structures from data.

Study evaluates and compares traditional and causal machine learning methods for estimating direct price effects of environmental amenities.

problem Estimating direct price effects of environmental amenities in housing markets.
method Empirical Monte Carlo simulation to compare traditional regression and causal machine learning approaches.
result Causal Machine Learning (CML) methods, particularly causal forest DID, perform comparably to generalized DID in most scenarios.

Improved SSD for faster and more accurate goodness-of-fit tests and model learning.

problem Optimal slicing directions for SSD are computationally expensive and sub-optimal.
method Relaxed optimal slicing requirement, active sub-space construction, spectral decomposition.
result 14-80x speed-up in goodness-of-fit tests compared to gradient-based alternatives.

New method for testing directed graphs using surrogate data.

problem No established method for statistical testing on directed graphs.
method Define directed graph wide-sense stationary signals, generate surrogates preserving covariance, construct null distributions.
result Feasibility and superiority of new approach over existing methods.

We propose a method to learn causal response representations through direct effect analysis.

problem Uncovering direct causal effects in complex, multivariate settings.
method Our method bridges conditional independence testing with causal representation learning, formulating an optimisation problem to maximise evidence against conditional independence.
result The largest eigenvalue distribution can be bounded by an FF-distribution, providing testable conditional independence.

New methods improve neural directed link prediction across all sub-tasks.

problem Directed link prediction requires handling edge directionality and bidirectionality, not just edge existence.
method Proposes three strategies: Multi-Class Framework, Multi-Objective, and Scalarized approaches.
result Improved performance across all three sub-tasks of directed link prediction.

We study the problem of explaining a rich class of behavioral properties of deep neural networks. Distinctively, our influence-directed explanations approach this problem by peering inside the network to identify neurons with high influence on a quantity and distribution of interest, using an axiomatically-justified in…

2018-02-11abs ↗pdf ↗

Imitation Learning (IL) is an appealing approach to learn desirable autonomous behavior. However, directing IL to achieve arbitrary goals is difficult. In contrast, planning-based algorithms use dynamics models and reward functions to achieve goals. Yet, reward functions that evoke desirable behavior are often difficul…

2018-10-15abs ↗pdf ↗

New stochastic gradient descent with random search directions improves efficiency and convergence.

problem Efficiency and convergence of stochastic gradient descent methods.
method Developed a new class of stochastic gradient descent algorithms with random search directions.
result Established almost sure convergence and provided Lp\mathbb{L}^p rates of convergence.

Exploration is a fundamental aspect of Reinforcement Learning, typically implemented using stochastic action-selection. Exploration, however, can be more efficient if directed toward gaining new world knowledge. Visit-counters have been proven useful both in practice and in theory for directed exploration. However, a m…

2018-04-11abs ↗pdf ↗

DPERC efficiently estimates covariance matrices for mixed data with missing values.

problem Estimating covariance matrices for datasets with missing values and mixed features.
method Direct Parameter Estimation for Randomly Missing Data with Categorical Features (DPERC).
result DPERC outperforms other methods in estimating covariance matrices for mixed data with missing values.

TQF models multivariate uncertainty by learning conditional quantiles.

problem Challenges in fully nonparametric estimation of multivariate conditional distributions.
method Tomographic Quantile Forests (TQF) learns conditional quantiles of directional projections.
result TQF reconstructs multivariate conditional distribution efficiently without convexity restrictions.

Bitcoin's price direction is better predicted without additional drivers during high volatility.

problem Predicting Bitcoin's price direction using various determinants.
method Continuous local transfer entropy for feature selection and deep learning classification model.
result Bitcoin's price direction can be better predicted without additional drivers during high volatility.

PGD-trained models have a preferential direction in their gradients, which improves robustness.

problem Mathematical lack of clarity in the direction of preferential gradient alignment after adversarial training.
method Proposed a novel definition of preferential direction and evaluated it using a metric based on GANs.
result PGD-trained models have higher alignment with the proposed preferential direction than baseline models.

New fairness approach removes direct effects of unprivileged groups through causal regularization.

problem Ensuring fairness in machine learning models for unprivileged groups.
method Proposes a new fairness definition based on causal effects and develops regularizations to remove the impact of unprivileged groups on model outcomes.
result Demonstrates effectiveness of the approach on various datasets, reducing unfairness with minimal performance loss.

Federated learning involves training statistical models over remote devices or siloed data centers, such as mobile phones or hospitals, while keeping data localized. Training in heterogeneous and potentially massive networks introduces novel challenges that require a fundamental departure from standard approaches for l…

2019-08-21abs ↗pdf ↗

Direct optimization of binary latent VAEs achieves competitive results without sampling.

problem Training VAEs with discrete latent variables using standard methods is challenging.
method Applied evolutionary algorithms to directly optimize discrete latent distributions.
result Direct optimization is efficient and competitive in zero-shot learning.

This work improves structured prediction by learning the balance between signal and random noise.

problem Structured prediction with random perturbations.
method Learning the variance of randomized structured predictors to balance signal and noise.
result Learning the balance improves structured prediction effectiveness.

Machine learning models predict EUR/USD currency direction with 58.52% accuracy.

problem Predicting the directional movement of EUR/USD in the Foreign Exchange market.
method Comparative analysis of machine learning models, including decorrelated and non-decorrelated feature sets, and meta-estimators.
result 58.52% accuracy for one-day ahead forecasts.

We consider learning the possible causal direction of two observed variables in the presence of latent confounding variables. Several existing methods have been shown to consistently estimate causal direction assuming linear or some type of nonlinear relationship and no latent confounders. However, the estimation resul…

2013-10-24abs ↗pdf ↗

We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class approaches based on the regression of class indicator that have been proposed s…

2012-06-27abs ↗pdf ↗

New method for community detection in sparse directed SBMs with exact recovery guarantees.

problem Exact recovery in sparse directed SBMs, especially with growing communities.
method Two-stage procedure: neighborhood-smoothing followed by KK-means clustering.
result Exact recovery of all community labels with probability tending to one under mild sparsity and separation conditions.

New approach improves classification guarantees by focusing on direction rather than regression risk.

problem Improving classification guarantees in binary classification problems.
method Establishing a geometric distinction between classification and regression, leveraging scale invariance.
result Improved guarantees for classification risk compared to regression risk.