A framework for discrete structure recovery using iterative algorithms.
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.
Trend · papers per month
Paper studies superconvergence on surface meshes using gradient recovery.
New spectral clustering method handles discrete covariates for better community detection.
Bayesian networks are convenient graphical expressions for high dimensional probability distributions representing complex relationships between a large number of random variables. They have been employed extensively in areas such as bioinformatics, artificial intelligence, diagnosis, and risk management. The recovery …
We study the information-theoretic lower bound of the sample complexity of the correct recovery of diffusion network structures. We introduce a discrete-time diffusion model based on the Independent Cascade model for which we obtain a lower bound of order , for directed graphs of nodes, and at most …
FLOP algorithm speeds up causal structure learning for linear models.
Library learns Bayesian networks from mixed data without discretization.
Local minimax analysis for Poisson deconvolution of discrete signals.
New model for multivariate discrete event data with flexible interactions.
Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics applications: While the ambient dimension is vast in modern data analysis problems, the…
DCRL learns causal relationships from mixed-type discrete data.
Graphical models are useful tools for describing structured high-dimensional probability distributions. Development of efficient algorithms for learning graphical models with least amount of data remains an active research topic. Reconstruction of graphical models that describe the statistics of discrete variables is a…
In this paper, we study the problem of structure learning for Bayesian networks in which nodes take discrete values. The problem is NP-hard in general but we show that under certain conditions we can recover the true structure of a Bayesian network with sufficient number of samples. We develop a mathematical model whic…
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…
Paper learns latent and hierarchical structures in CDMs from data.
The paper explores the problem of \emph{spectral compressed sensing}, which aims to recover a spectrally sparse signal from a small random subset of its time domain samples. The signal of interest is assumed to be a superposition of multi-dimensional complex sinusoids, while the underlying frequencies can assum…
Recently, Ross showed that it is possible to recover an objective measure from a risk-neutral measure. His model assumes that there is a finite-state Markov process X that drives the economy in discrete time. Many authors extended his model to a continuous-time setting with a Markov diffusion process X with state space…
The paper studies the problem of recovering a spectrally sparse object from a small number of time domain samples. Specifically, the object of interest with ambient dimension is assumed to be a mixture of complex multi-dimensional sinusoids, while the underlying frequencies can assume any value in the unit disk…
The support recovery problem consists of determining a sparse subset of variables that is relevant in generating a set of observations. In this paper, we study the support recovery problem in the phase retrieval model consisting of noisy phaseless measurements, which arises in a diverse range of settings such as optica…
We discuss a general notion of "sparsity structure" and associated recoveries of a sparse signal from its linear image of reduced dimension possibly corrupted with noise. Our approach allows for unified treatment of (a) the "usual sparsity" and "usual recovery," (b) block-sparsity with possibly overlapping blo…
HSNLD solves robust Hankel recovery efficiently and robustly.
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…
Paper connects neural network hyperparameter optimization and NAS to structured sparse recovery.
Discretizes Helfrich-type energies on surfaces using triangular complexes.
We study the problem of corrupted sensing, a generalization of compressed sensing in which one aims to recover a signal from a collection of corrupted or unreliable measurements. While an arbitrary signal cannot be recovered in the face of arbitrary corruption, tractable recovery is possible when both signal and corrup…
In this paper, we address the problem of learning the structure of a pairwise graphical model from samples in a high-dimensional setting. Our first main result studies the sparsistency, or consistency in sparsity pattern recovery, properties of a forward-backward greedy algorithm as applied to general statistical model…
The current research on credit risk is primarily focused on modeling default probabilities. Recovery rates are often treated as an afterthought; they are modeled independently, in many cases they are even assumed constant. This is despite of their pronounced effect on the tail of the loss distribution. Here, we take a …
In "extreme" computational imaging that collects extremely undersampled or noisy measurements, obtaining an accurate image within a reasonable computing time is challenging. Incorporating image mapping convolutional neural networks (CNN) into iterative image recovery has great potential to resolve this issue. This pape…
Optimizes loan recovery timing across various portfolios.
We consider estimating a piecewise-constant image, or a gradient-sparse signal on a general graph, from noisy linear measurements. We propose and study an iterative algorithm to minimize a penalized least-squares objective, with a penalty given by the "l_0-norm" of the signal's discrete graph gradient. The method proce…
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…
Cellular Electron Cryo-Tomography (CECT) is a powerful 3D imaging tool for studying the native structure and organization of macromolecules inside single cells. For systematic recognition and recovery of macromolecular structures captured by CECT, methods for several important tasks such as subtomogram classification a…
Plug-and-play L-GM-AMP improves CS recovery for any i.i.d. source prior.
Study reveals efficient recovery of multi-modal signals via Bayesian methods and sequential learning.
We introduce a general framework to handle structured models (sparse and block-sparse with possibly overlapping blocks). We discuss new methods for their recovery from incomplete observation, corrupted with deterministic and stochastic noise, using block- regularization. While the current theory provides promis…
Paper proposes efficient methods for clustering and signal recovery in high-dimensional data with block structures.
Improved algorithm for partial recovery of tree-structured graphs with noisy data.
The paper tackles partial inference in structured prediction using a convex optimization approach.
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…
Study reveals issues with neural autoregressive models and proposes mode recovery cost.
We consider the effect of recovery rates on a pool of credit assets. We allow the recovery rate to depend on the defaults in a general way. Using the theory of large deviations, we study the structure of losses in a pool consisting of a continuum of types. We derive the corresponding rate function and show that it has …
Paper explores limits of high-order clustering with planted structures.
We adopt data structure in the form of cover trees and iteratively apply approximate nearest neighbour (ANN) searches for fast compressed sensing reconstruction of signals living on discrete smooth manifolds. Levering on the recent stability results for the inexact Iterative Projected Gradient (IPG) algorithm and by us…
New method improves traffic data recovery for streaming data.
Two methods improve tensor recovery in Ising models, revealing gene interactions.
Paper tackles community recovery in binary symmetric SBM graphs.
Open problem: Establishing bounds for Cayley-table completion to discover discrete algorithmic axioms.
Survey of structured low-rank algorithms for MR signal recovery.