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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.

168,657 papers · 148 categories

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3807611,1411,521 · Jun 202019922001200920172026
48 results for functional methods

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods inherit the desirable convergence behavior of Newton-type methods for minimizing s…

2012-06-07abs ↗pdf ↗

Develops methods for selecting and estimating smooth functional coefficients in high-dimensional multivariate functional data.

problem Functional predictor selection and estimation of smooth functional coefficients in high-dimensional multivariate functional data.
method Functional group-sparse regression methods in a generic Hilbert space of infinite dimension.
result Consistency of estimation and selection (oracle property) under infinite-dimensional Hilbert spaces.

Enhances functional classifier performance with new tree-based methods and unbiased feature importance assessment.

problem Challenges of high-dimensional functional data and biased feature importance assessment.
method Augmented functional classification trees and random forests with ad-hoc conditional permutations for unbiased feature importance.
result Significant enhancement in predictive power of functional classifiers through new feature importance assessment.

Paper constructs multivalued harmonic functions on R^3 using twistor methods.

problem Constructing multivalued harmonic functions on R^3.
method Twistor methods to construct multivalued harmonic functions.
result Found a family of multivalued harmonic functions with branching sets as ellipses and quadratic growth at infinity.

Two novel methods estimate multiple FDR directions for binary categorical responses.

problem Estimating multiple FDR directions for categorical responses.
method Information maximization and square loss mutual information.
result Statistical consistency of the proposed methods established.

Introduces tunable basis functions for Gaussian processes.

problem Reduces computational complexity in Gaussian process approximations.
method Introduces tunable, local, and bounded basis functions for kernel approximation.
result Demonstrates superior performance compared to state-of-the-art methods, especially with poorly chosen kernel functions.

Two new methods improve forecasting of functional time series data.

problem Forecasting of functional time-dependent data.
method Functional Singular Spectrum Analysis (FSFA) based forecasting methods.
result Our methods outperform existing algorithms for periodic stochastic processes.

Method estimates observation functions in state-space models without supervision.

problem Unsupervised learning of non-invertible observation functions in nonlinear state-space models.
method Nonparametric generalized moment method using constrained regression.
result Estimates function space of identifiability from state process.

New method uses DC functions for piecewise linear regression.

problem Regression with piecewise linear constraints.
method Estimates piecewise linear convex functions using a difference of convex functions.
result Method achieves close to minimax statistical risk and comparable performance to existing methods.

Optimal first-order methods are shown to be fundamental limits in functional estimation.

problem Optimal functional estimation under weak conditions.
method Formalization of functional estimation with black-box nuisance function estimates and derivation of minimax lower bounds.
result First-order methods are optimal under weak conditions, but higher-order methods can outperform them when nuisance function structure is known.

We study the smooth structure of convex functions by generalizing a powerful concept so-called self-concordance introduced by Nesterov and Nemirovskii in the early 1990s to a broader class of convex functions, which we call generalized self-concordant functions. This notion allows us to develop a unified framework for …

2017-03-14abs ↗pdf ↗

Unified method for calculating financial option prices from characteristic functions.

problem Calculating financial option prices from characteristic functions in high dimensions.
method Damped Fourier-cosine expansion (COS) method.
result The method converges exponentially if the characteristic function decays exponentially.

Novel CE-method variants reduce local minima convergence with fewer function evaluations.

problem Local minima and expensive function evaluations in optimization.
method Surrogate model-based CE-method variants to reduce local minima convergence.
result Surrogate model-based approach reduces local minima convergence using fewer function evaluations.

FuDGE estimates differences between functional graphs in high-dimensional settings.

problem Estimating differences between two undirected functional graphical models with shared structures.
method FuDGE: A method that directly estimates the functional differential graph without first estimating individual graphs.
result FuDGE consistently estimates the functional differential graph in high-dimensional settings.

Paper introduces a nonparametric functional graphical model for random functions.

problem Estimating probabilistic conditional independence in functional graphical models.
method Functional sufficient dimension reduction to relax Gaussian or copula Gaussian assumptions.
result Enhances estimation accuracy and retains probabilistic conditional independence.

New approach to bilevel optimization for machine learning using functional methods.

problem Solving bilevel optimization problems in machine learning, especially with over-parameterized neural networks.
method Functional point of view, scalable and efficient algorithms for functional bilevel optimization.
result Demonstrates benefits of functional approach on instrumental regression and reinforcement learning tasks.

FFBO optimizes functions as inputs and outputs, improving on existing BO methods.

problem Optimizing functions as both inputs and outputs in complex systems.
method Function-on-function Gaussian process (FFGP) model with a separable operator-valued kernel, scalar upper confidence bound (UCB) acquisition function, and scalable functional gradient ascent algorithm (FGA).
result FFBO outperforms existing methods in synthetic and real-world data.

New methods for functional data analysis improve manifold methods for continuous data.

problem Challenges in evaluating embeddings for functional data.
method Transfer manifold methods from tabular and image data to functional data, define a theoretical framework, and propose nuanced evaluation strategies.
result Manifold methods can be successfully applied to functional data, but careful evaluation is needed.

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger class includes functions whose second derivatives may be singular or unbounded at th…

2018-09-13abs ↗pdf ↗

Improved neural network predicts spectral functions more accurately than traditional methods.

problem Reconstructing real-time spectral functions from imaginary-time Green's functions is ill-posed and challenging.
method Feature Learning Network (FL-net) for enhanced prediction accuracy.
result FL-net achieves at least 20% improvement over traditional methods like MEM.

Kernel methods are among the most popular techniques in machine learning. From a frequentist/discriminative perspective they play a central role in regularization theory as they provide a natural choice for the hypotheses space and the regularization functional through the notion of reproducing kernel Hilbert spaces. F…

2011-06-30abs ↗pdf ↗

In this paper, we provide near-optimal accelerated first-order methods for minimizing a broad class of smooth nonconvex functions that are strictly unimodal on all lines through a minimizer. This function class, which we call the class of smooth quasar-convex functions, is parameterized by a constant γ(0,1]γ\in (0,1], wher…

2019-06-27abs ↗pdf ↗

Dynamic functional time-series methods improve forecast accuracy for foreign exchange implied volatility surfaces.

problem Forecasting implied volatility surfaces in foreign exchange markets.
method Dynamic functional principal component analysis and multivariate functional time-series methods.
result Dynamic univariate functional time-series method shows the greatest improvement in forecast accuracy.

We propose an efficient transfer Bayesian optimization method, which finds the maximum of an expensive-to-evaluate black-box function by using data on related optimization tasks. Our method uses auxiliary information that represents the task characteristics to effectively transfer knowledge for estimating a distributio…

2019-09-17abs ↗pdf ↗

Novel method converts time series data into functional data for high dimensional classification.

problem Small sample size problem in high dimensional time series data.
method Classwise Functional Principal Component Analysis (PCA) followed by Bayesian linear classifier.
result Demonstrated efficacy on synthetic and real data sets.

This paper introduces a family of local feature aggregation functions and a novel method to estimate their parameters, such that they generate optimal representations for classification (or any task that can be expressed as a cost function minimization problem). To achieve that, we compose the local feature aggregation…

2017-06-26abs ↗pdf ↗

Develops a new method for statistical optimal allocation problems.

problem Statistical optimal allocation problems with constraints.
method Functional differentiability approach and Hadamard differentiability of value functions.
result Validates margin assumption for fast convergence rate of plug-in methods.

Randomized methods of neural network learning suffer from a problem with the generation of random parameters as they are difficult to set optimally to obtain a good projection space. The standard method draws the parameters from a fixed interval which is independent of the data scope and activation function type. This …

2019-08-11abs ↗pdf ↗

Partition functions of probability distributions are important quantities for model evaluation and comparisons. We present a new method to compute partition functions of complex and multimodal distributions. Such distributions are often sampled using simulated tempering, which augments the target space with an auxiliar…

2016-03-07abs ↗pdf ↗