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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.

168,694 papers · 148 categories

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179359538717 · Jun 202019922001200920172026
48 results for functional relationship

Proposes a partially linear structure to capture nonlinear relationships in mixture of experts models.

problem Suboptimal estimates due to linearity assumption in mixture of experts models.
method Introduces a partially linear structure that incorporates unspecified functions to capture nonlinear relationships.
result Establishes the identifiability of the proposed model under mild conditions and introduces a practical estimation algorithm.

Kashaev algebra associated to a surface is a noncommutative deformation of the algebra of rational functions of Kashaev coordinates. For two arbitrary complex numbers, there is a generalized Kashaev algebra. The relationship between the shear coordinates and Kashaev coordinates induces a natural relationship between th…

2009-05-06abs ↗pdf ↗

Proposes MinPEN framework for estimating relationships in multivariate models.

problem Estimating relationships between multivariate outcomes in statistical learning.
method MinPEN framework using minimum function penalty for non-convex optimization.
result Theoretical and practical validation of MinPEN framework for multivariate models.

Supply Chain Management often requires independent organizations to work together to achieve shared objectives. This collaboration is necessary when coordinated actions benefit the group more than the uncoordinated efforts of individual firms. Despite the commonly reported benefits that can be gained in close relations…

2016-10-10abs ↗pdf ↗

A new method treats all variables equally in fitting data.

problem Fitting relationships to data with multiple variables, especially when dependent and independent variables are not clearly defined.
method A general method treating all variables impartially, using geometric mean functional relationships and correlation.
result The method provides coefficients that are easily calculated from covariances or correlations, making it scale-invariant and applicable to various units.

Functional connectivity refers to the temporal statistical relationship between spatially distinct brain regions and is usually inferred from the time series coherence/correlation in brain activity between regions of interest. In human functional brain networks, the network structure is often inferred from functional m…

2014-12-20abs ↗pdf ↗

Regularized MFPCA smooths multivariate functional data for clearer patterns.

problem Challenges in controlling roughness of multivariate functional PCs.
method ReMFPCA incorporates a roughness penalty in a penalized framework to smooth PCs.
result Smoothed multivariate functional PCs reveal clearer patterns.

For analysis of a high-dimensional dataset, a common approach is to test a null hypothesis of statistical independence on all variable pairs using a non-parametric measure of dependence. However, because this approach attempts to identify any non-trivial relationship no matter how weak, it often identifies too many rel…

2015-05-09abs ↗pdf ↗

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function parameters are usually learned using maximum likelihood, which can lead to overfitt…

2014-02-13abs ↗pdf ↗

Instrumental variable (IV) regression is a strategy for learning causal relationships in observational data. If measurements of input X and output Y are confounded, the causal relationship can nonetheless be identified if an instrumental variable Z is available that influences X directly, but is conditionally independe…

2019-06-01abs ↗pdf ↗

The study finds a long-term relationship between Dubai crude oil and US natural gas prices.

problem Examining the relationship between Dubai crude oil and US natural gas prices.
method Used unit root and cointegration tests, ARDL cointegration technique, and Toda-Yamamoto causality test.
result There is a long-run relationship with unidirectional causality from Dubai crude oil to US natural gas.

New measure assesses predictive dependence between continuous variables, capturing non-functional relationships.

problem Quantifying the joint dependence between continuous random variables.
method Introduces a novel, fully non-parametric measure bounded [0,1] that assesses predictive accuracy loss.
result The measure captures a wide range of relationships, including non-functional ones, and is interpretable.

Deep Causal Graphs model complex causal relationships using neural networks.

problem Limited applicability of parametric causal models to real-life datasets with non-linear relationships.
method Deep Causal Graphs, an abstract specification for neural networks to model causal distributions.
result Demonstrates expressive power in modelling complex interactions and provides true causal counterfactuals.

The main result is an explicit expression for the Pressure Metric on the Hitchin component of surface group representations into PSL(n,R) along the Fuchsian locus. The expression is in terms of a parametrization of the tangent space by holomorphic differentials, and it gives a precise relationship with the Petersson pa…

2015-06-04abs ↗pdf ↗

Paper develops a method to learn causal networks with non-invertible functions.

problem Identifying causal relationships from observational data with non-invertible functional relationships.
method Proposes a test for non-invertible bivariate causal models and develops a method to incorporate this test in structure learning of DAGs.
result Our algorithms outperform existing DAG learning methods in identifying causal graphical structures.

Study predicts social relationships using triadic influence from social networks.

problem Difficulty in quantifying social relationships and their dynamics.
method Real social networks of 13 schools, neural networks, high-dimensional embedding.
result Triadic influence achieves highest accuracy in predicting student relationships.

Study explores relationship between Hölder and FDPD divergences.

problem Understanding the relationship between Hölder and FDPD divergences.
method Intersection and generalization of divergence families, proving nonnegativity, deriving inequalities.
result Established ξξ-Hölder divergence and derived inequalities.

Neural network language models (NNLMs) have achieved ever-improving accuracy due to more sophisticated architectures and increasing amounts of training data. However, the inductive bias of these models (formed by the distributional hypothesis of language), while ideally suited to modeling most running text, results in …

2019-12-11abs ↗pdf ↗

New results on the convexity of geodesic-length functions on Teichmüller space are presented. A formula for the Hessian of geodesic-length is presented. New bounds for the gradient and Hessian of geodesic-length are described. A relationship of geodesic-length functions to Weil-Petersson distance is described. Applicat…

2005-02-24abs ↗pdf ↗

New decompositions misattribute differences between populations, even when outcomes are identical.

problem Misattribution of differences between populations using common functional decompositions.
method Extending the Kitagawa-Oaxaca-Blinder decomposition to nonlinear functional decompositions.
result Functional ANOVA and Accumulated Local Effects can misattribute differences even when outcomes are identical in two populations.

In this paper we study 1/k-geodesics, those closed geodesics that minimize on any subinterval of length l(γ)/kl(γ)/k. We employ energy methods to provide a relationship between the 1/k-geodesics and what we define as the balanced points of the uniform energy. We show that classes of balanced points of the uniform energy pe…

2014-06-02abs ↗pdf ↗

The prediction of workers' safety behaviour can help identify vulnerable workers who intend to undertake unsafe behaviours and be useful in the design of management practices to minimise the occurrence of accidents. The latest literature has evidenced that there is within-population diversity that leads people's intend…

2019-12-11abs ↗pdf ↗

The paper proves isoparametric functions on Finsler space forms under specific conditions.

problem Understanding isoparametric functions in Finsler space forms.
method Proving transnormal functions as isoparametric functions and constructing global and local isoparametric functions using the distance function.
result Generalization of Theorem B to Finsler space forms.

Paper connects AJ conjecture and colored Jones polynomial potential function.

problem Relationship between AA-polynomial and colored Jones polynomial.
method Connects AJ conjecture and colored Jones polynomial potential function.
result Establishes connection between AA-polynomial and colored Jones polynomial potential function.

Method learns graph structure for multi-task learning, revealing interpretable relationships.

problem Learning relationships among tasks in multi-task learning.
method Simultaneously learns graph structure and model parameters, optimizing the graph structure with the model parameters.
result Reduces generalization error and reveals interpretable sparse graph among tasks.

A new knockoff statistic using conditional prediction function improves variable selection in complex models.

problem Controlling false discovery rate in complex models with nonlinear relationships.
method Introducing a knockoff statistic based on the conditional prediction function for use with machine learning models.
result The CPF statistics provide superior power in detecting prognostic variables over existing knockoff statistics.