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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.

169,051 papers · 148 categories

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85170254339 · Jun 202019922001200920182026
48 results for distance selection

Two new deterministic offspring selection methods reduce statistical distance in SMC and pMCMC.

problem Improving the performance of resampling in SMC methods.
method Proposes two deterministic offspring selection methods to minimize KL divergence and TV distance.
result Our methods outperform or match state-of-the-art resampling schemes on benchmarks.

Exact inference method for Wasserstein distance with finite-sample coverage.

problem Asymptotic approximation methods for Wasserstein distance lack finite-sample validity.
method Selective Inference inspired approach for exact inference.
result Valid confidence interval for Wasserstein distance with finite-sample coverage.

A new data augmentation method selects mixed classes based on class distances for better performance.

problem Improving recognition accuracy in object recognition using deep learning.
method Calculates class distances and selects mixed data from suitable classes dynamically.
result Improves recognition performance on general and long-tailed image recognition datasets.

A novel criterion selects optimal distance metrics for cell profile analysis.

problem Determining the most accurate distance metric for high-dimensional cell profiles.
method Generalized proposition and corollaries to evaluate and select distance metrics.
result Wasserstein and cosine similarity metrics are optimal for general cases.

Distance metric learning is an important component for many tasks, such as statistical classification and content-based image retrieval. Existing approaches for learning distance metrics from pairwise constraints typically suffer from two major problems. First, most algorithms only offer point estimation of the distanc…

2012-06-20abs ↗pdf ↗

DC-SIS selects features faster than mRMR for Parkinson's vocal diagnosis.

problem Feature selection for Parkinson's disease vocal data.
method DC-SIS (Distance Correlation Sure Independence Screening) using distance correlation measure.
result 90 times faster feature selection with similar accuracy.

Valid inference method for DTW distance for abnormal time-series detection.

problem Statistical inference on DTW distance under uncertain conditions.
method Conditional selective inference framework to derive valid p-values.
result First method to provide valid p-values for DTW distance.

New algorithm selects best distribution privately in nearly-linear time.

problem Estimating the best distribution from samples under differential privacy constraints.
method Differentially private algorithm with nearly-linear time complexity and optimal approximation factor.
result Achieves optimal approximation factor of 3 with modest sample complexity increase.

Algorithm selects public datasets for private machine learning.

problem Choosing the most suitable public dataset for private machine learning.
method Measures gradient subspace distance between public and private datasets.
result Excess risk scales with the subspace distance between gradients.

Unsupervised clustering can reproduce categorization systems if features and metrics are correctly selected.

problem Reproducing expert-provided categorization systems using unsupervised clustering.
method Investigated using toy datasets and real-world fund categorization. Used appropriate feature selection and a supervised Random Forest-based distance metric.
result Unsupervised clustering can reproduce ground truth classes if features and metrics are correctly selected.

The problem of portfolio optimization is one of the most important issues in asset management. This paper proposes a new dynamic portfolio strategy based on the time-varying structures of MST networks in Chinese stock markets, where the market condition is further considered when using the optimal portfolios for invest…

2016-08-10abs ↗pdf ↗

New method selects stock pairs for pairs trading considering lead-lag relationship.

problem Identifying best stock pairs for pairs trading considering lead-lag relationship.
method Proposes a new distance measure incorporating lead-lag relationship.
result Selected pairs consistently generate best profit compared to other measures.

A novel MM algorithm optimizes DCOV for SDR and SVS.

problem Dimension reduction and variable selection in nonparametric settings.
method Formulated as a DC program, MM algorithm solves quadratic subproblems on the Stiefel manifold.
result Improves computation efficiency and robustness across various settings.

BRDAD uses bagging and regularization to improve anomaly detection without labeled data.

problem Anomaly detection in unlabeled data with sensitivity to kk-nearest neighbors.
method Bagged regularized kk-distances (BRDAD) for anomaly detection, converting to convex optimization.
result BRDAD addresses sensitivity to hyperparameter choice and improves performance on large datasets.

FSRM method improves treatment effect estimation from observational data.

problem Estimating treatment effects from observational data with missing counterfactual outcomes and selection bias.
method FSRM method based on deep representation learning and matching, which maps covariate space into a selective, nonlinear, and balanced representation space.
result FSRM method outperforms state-of-the-art methods in estimating treatment effects.

Automated sentiment classification (SC) on short text fragments has received increasing attention in recent years. Performing SC on unseen domains with few or no labeled samples can significantly affect the classification performance due to different expression of sentiment in source and target domain. In this study, w…

2018-08-28abs ↗pdf ↗

The Minimal Learning Machine improves regression performance with reference point selection.

problem Improving the performance of the Minimal Learning Machine (MLM) in regression tasks.
method Developed theoretical guarantees for MLM's interpolation and approximation capabilities. Proposed clustering-based methods for selecting reference points to enhance MLM's generalization.
result Clustering-based methods for reference point selection outperform random selection, especially with a small number of points.

Paper introduces robust market making using Wasserstein distance and entropy regularization.

problem Market making robustness under uncertainty.
method Wasserstein distance, entropy regularization, convex optimization, optimal radius selection.
result The robust market making problem can be reformulated as a convex optimization problem.

Method uses random forest with distance covariance for transfer learning in healthcare.

problem Transfer learning in random forests with sparse differences between source and target.
method Distance covariance-based feature weights in residual random forest.
result Upper bound on mean square error rate for transfer learning in RF.

Selecting more uniformly distributed data improves training efficiency and performance.

problem Improving data selection for training large language models (LLMs).
method Established a convergence framework for gradient descent beyond the NTK regime, proving that more uniform data leads to larger minimum pairwise distances and faster training.
result Selecting more uniformly distributed data accelerates training and achieves comparable or better performance in LLMs.

There is no known efficient method for selecting k Gaussian features from n which achieve the lowest Bayesian classification error. We show an example of how greedy algorithms faced with this task are led to give results that are not optimal. This motivates us to propose a more robust approach. We present a Branch and …

2012-10-19abs ↗pdf ↗

New STH distance finds patterns in event timeseries without resampling.

problem Lack of efficient analysis methods for event and state timeseries.
method Define STE-ts, propose STH, leveraging both time and state duration.
result Improved precision and computation time compared to resampled metrics.

This work explores the connection between distances and kernels for conditional independence.

problem Measuring conditional independence in various fields like causal discovery and feature selection.
method Investigates the relationship between conditional independence measures induced by distances and reproducing kernels.
result Some kernel-based conditional independence measures are not equivalent to distance-based measures.

DeepFS uses deep neural networks to select significant features in ultra high-dimensional data.

problem Challenges in traditional feature selection methods for high-dimensional, low-sample-size data.
method Two-step nonparametric approach combining deep neural networks and feature screening.
result DeepFS effectively identifies significant features with high precision for ultra high-dimensional data.

Sparse nearest-centroid classifiers detect relevant features for classification.

problem Classifying data with low computational cost and feature selection.
method Proposes 1\ell_1 and 2\ell_2 sparse variants of nearest-centroid classifiers.
result Training sparse classifiers can be done exactly and at quasi-linear cost.

A number of machine learning algorithms are using a metric, or a distance, in order to compare individuals. The Euclidean distance is usually employed, but it may be more efficient to learn a parametric distance such as Mahalanobis metric. Learning such a metric is a hot topic since more than ten years now, and a numbe…

2016-12-14abs ↗pdf ↗

Paper introduces WWAggr for ensemble CPD, improving accuracy and decision threshold selection.

problem Challenges in detecting abrupt distribution shifts in high-dimensional data streams.
method Introduces WWAggr, a novel task-specific ensemble aggregation method based on Wasserstein distance.
result Demonstrates WWAggr outperforms standard aggregation techniques and decision threshold selection.

Improved dynamic classifier selection by refining regions of competence.

problem Limited performance of dynamic selection systems due to noisy regions.
method Integrates a filter and an adaptive distance to enhance regions of competence.
result Significant increase in recognition performance and decrease in computational cost.