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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.

168,742 papers · 148 categories

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8.3%16.7%25.0%33.3% · Jan 199319922001200920172026
48 results for fused orthogonal estimator

New method for clustering tasks with heterogeneous data.

problem Clustered multitask learning with semiparametric and heterogeneous nuisances.
method Adaptive fused orthogonal estimator with Neyman-orthogonal losses and data-driven fusion penalties.
result Achieves exact clustering recovery and pooled parametric convergence rates.

Bayesian and POD methods fuse noisy wind tunnel and simulated aerodynamic data.

problem Fusing data from wind tunnel measurements and numerical simulations for accurate aerodynamic modeling.
method Bayesian and Proper Orthogonal Decomposition (POD) methods to infer true aerodynamic fields.
result Bayesian method is more robust with scarce data and accounts for uncertainties.

The fused lasso is analyzed for high-dimensional piecewise-constant regression coefficients.

problem Estimation of high-dimensional piecewise-constant regression coefficients.
method Formulated a restricted isometry condition for the fused lasso estimator and derived estimation bounds.
result The estimation error can be dominated by either the lasso or the fused lasso rate, depending on the number of non-zero coefficients and piece-wise constant segments.

The paper develops estimators for variance in graph structures using fused lasso.

problem Variance estimation in graph-structured problems.
method Developed linear time estimator for homoscedastic case and total variation regularization estimator for heteroscedastic case.
result Minimax rates and consistency for variance estimation in various graph structures.

We study the property of the Fused Lasso Signal Approximator (FLSA) for estimating a blocky signal sequence with additive noise. We transform the FLSA to an ordinary Lasso problem. By studying the property of the design matrix in the transformed Lasso problem, we find that the irrepresentable condition might not hold, …

2012-11-22abs ↗pdf ↗

New method estimates mixture model components efficiently.

problem Estimating the number of components in finite mixture models.
method Group-Sort-Fuse (GSF) procedure for simultaneous estimation of order and mixing measure.
result GSF achieves consistent estimation of true mixture order and n1/2n^{-1/2} convergence rate.

DONUT improves treatment effect estimation by enforcing orthogonality constraints.

problem Estimating treatment effects from observational data is challenging due to unobserved outcomes.
method DONUT uses a regularization framework that formalizes unconfoundedness as orthogonality, leading to deep orthogonal networks.
result DONUT outperforms state-of-the-art methods in estimating average treatment effects.

A new estimator reduces bias and improves efficiency for staggered adoption studies.

problem Bias in difference-in-differences estimates for staggered adoption studies.
method Fused Extended Two-Way Fixed Effects (FETWFE) estimator with automatic parameter selection.
result FETWFE identifies correct restrictions with probability tending to one, improving efficiency.

Proposes a method to improve regression model performance with limited target data using fused-regularizer.

problem Model shifts and covariate shifts in high-dimensional regression.
method Two-step method with fused-regularizer to leverage source data for target task.
result Robust to covariate shifts, minimax-optimal under certain conditions, and validated by numerical tests.

We propose a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally constant over a predefined graph structure. Our key insight is to decompose the graph into a set of trails which can then each be solved efficientl…

2015-05-24abs ↗pdf ↗

We consider the problem of predicting an outcome variable using pp covariates that are measured on nn independent observations, in the setting in which flexible and interpretable fits are desirable. We propose the fused lasso additive model (FLAM), in which each additive function is estimated to be piecewise constant…

2014-09-18abs ↗pdf ↗

This paper converts ADMM to proximal gradient for efficient sparse estimation.

problem Sparse estimation problems like fused lasso and convex clustering.
method General method converting ADMM to proximal gradient, assuming Lipschitz continuity of derivative.
result Significant improvement in efficiency for sparse estimation problems.

The paper studies surfaces in a bounded domain with orthogonal boundaries and proves curvature estimates.

problem Estimating the area of surfaces with orthogonal boundaries in a bounded domain.
method Weak formulation of orthogonality for curvature varifolds, classification of vanishing curvature varifolds.
result Existence of an orthogonal 2-varifold that minimizes L2L^2 curvature in the integer rectifiable class.

Novel prior for orthogonal functions improves functional component estimation.

problem Improving orthogonality in functional principal component analysis.
method Sequential adaptive priors for orthogonal functions using hierarchical conditionally normal distributions.
result Proposed prior leads to nearly orthogonal posterior estimates.

Proposes integrating global and local entropy for more reliable LLMs.

problem Uncertainty in large language models (LLMs) leads to unreliable predictions.
method Measures global uncertainty from hidden-state matrices and local uncertainty from tokens, combining them via a multiplicative gate.
result Global-Local Uncertainty (GLU) outperforms unsupervised baselines across multiple models and benchmarks.

We propose orthogonality as a necessary condition for disentangling aleatoric and epistemic uncertainty.

problem Jointly estimating aleatoric and epistemic uncertainty is problematic and non-trivial.
method We propose orthogonality as a necessary condition for disentanglement and construct UDE to measure orthogonality and consistency.
result Orthogonality and consistency are necessary and sufficient criteria for disentanglement.

The fused lasso penalizes a loss function by the L1L_1 norm for both the regression coefficients and their successive differences to encourage sparsity of both. In this paper, we propose a Bayesian generalized fused lasso modeling based on a normal-exponential-gamma (NEG) prior distribution. The NEG prior is assumed in…

2016-02-16abs ↗pdf ↗

The paper studies algebraic structures related to quantum groups.

problem Understanding centralisers of tensor representations of Uq(glN)U_q(gl_N).
method Introducing fused permutations and braids, proving Schur--Weyl duality, and describing centralisers.
result A conjecture about a generating element of centralisers is proven in some cases.

The solution path of the 1D fused lasso for an nn-dimensional input is piecewise linear with O(n)\mathcal{O}(n) segments (Hoefling et al. 2010 and Tibshirani et al 2011). However, existing proofs of this bound do not hold for the weighted fused lasso. At the same time, results for the generalized lasso, of which the wei…

2018-01-15abs ↗pdf ↗

All knots are fused isotopic to the unknot via a process known as virtualization. We extend and adapt this process to show that, up to fused isotopy, classical links are classified by their linking numbers.

2006-06-08abs ↗pdf ↗

New LT-O-learners improve HLTE estimation with low overlap.

problem Challenges in estimating heterogeneous long-term treatment effects due to limited overlap.
method Introduces LT-O-learners that use custom overlap weights to downweight low-overlap samples.
result LT-O-learners provide robust HLTE estimates with lower variance in low-overlap regimes.

We provide a comparative study of several widely used off-policy estimators (Empirical Average, Basic Importance Sampling and Normalized Importance Sampling), detailing the different regimes where they are individually suboptimal. We then exhibit properties optimal estimators should possess. In the case where examples …

2017-04-03abs ↗pdf ↗

Method estimates heterogeneous causal effects on networks using orthogonal learning.

problem Challenges in estimating causal effects on networks due to treatment effects on both treated and neighbors, and network homophily.
method Two-stage orthogonal learning framework: first stage uses graph neural networks for nuisance components, second stage residualizes and interpretable attention-based model for causal effects.
result Improves heterogeneous effect estimation and supports interpretable analyses.

Study optimizes estimation of orthogonal and rotation matrices from noisy data.

problem Estimating orthogonal and rotation matrices from noisy data.
method Iterative polar decomposition algorithm initialized by spectral methods.
result Algorithm achieves optimal error rate of $(1+o(1)) rac{σ^2 d(d-1)}{2np}$.

In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on segmentation of a non-stationary time series with respect to changes in these model parameters. This change point detection and estimation pr…

2014-01-21abs ↗pdf ↗

New framework models complex spatial data with basis functions and graphical vectors.

problem Modeling highly-multivariate spatial processes with varying resolutions.
method Extends graphical lasso to multivariate Gaussian processes with independent graphical vectors at different resolutions, using an orthogonal basis and fusion penalty.
result Linear complexity and parsimonious conditional independence structure in multilevel graphical model.

Double machine learning provides n\sqrt{n}-consistent estimates of parameters of interest even when high-dimensional or nonparametric nuisance parameters are estimated at an n1/4n^{-1/4} rate. The key is to employ Neyman-orthogonal moment equations which are first-order insensitive to perturbations in the nuisance param…

2017-11-01abs ↗pdf ↗

We construct the complete invariant for fused links. It is proved that the set of equivalence classes of nn-component fused links is in one-to-one correspondence with the set of elements of the abelization UVPn/UVPnUVP_n/UVP_n^{\prime} up to conjugation by the elements from the symmetric group Sn<UVBnS_n<UVB_n.

2015-10-31abs ↗pdf ↗

Corrected whitening restores orthogonality in high-dimensional spherical Gaussian mixtures.

problem In high-dimensional data, standard whitening fails to preserve orthogonality of mixture means.
method Derived exact limits for whitened means dot products using random matrix theory, constructed a corrected whitening matrix.
result Corrected whitening allows for improved estimation of spherical Gaussian mixtures in the large-dimensional regime.

Paper introduces a novel framework for supervised graph prediction using Optimal Transport.

problem Supervised labeled graph prediction.
method Fused Gromov-Wasserstein (FGW) loss and FGW barycenter with neural network weights and learned graphs.
result The method can interpolate in the labeled graph space and achieve good performance on difficult problems.

New method estimates and optimizes policy differences using orthogonal learning.

problem Offline reinforcement learning with safety concerns and cost limitations.
method Dynamic R-learner for estimating and optimizing Qπ(s,1)Qπ(s,0)Q^π(s,1)-Q^π(s,0), leveraging orthogonal estimation.
result Consistent policy optimization with improved convergence rates.

Optimal spectral estimators and AMP combine for efficient weak recovery in orthogonally invariant GLMs.

problem Parameter estimation from generalized linear models with complex correlation structures.
method Spectral initialization and approximate message passing (AMP) algorithm.
result Established rigorous performance guarantees for spectral initialization and AMP.

Random orthogonalization improves FL in massive MIMO systems without CSI.

problem Efficient model aggregation in FL with minimal channel estimation overhead.
method Combining FL with massive MIMO's channel hardening and favorable propagation, random orthogonalization reduces channel estimation overhead.
result Achieves model aggregation without CSI, significantly reducing channel estimation overhead.

The Lasso is a very well known penalized regression model, which adds an L1L_{1} penalty with parameter λ1λ_{1} on the coefficients to the squared error loss function. The Fused Lasso extends this model by also putting an L1L_{1} penalty with parameter λ2λ_{2} on the difference of neighboring coefficients, assuming the…

2009-10-03abs ↗pdf ↗

In this paper, we consider the problem of estimating multiple graphical models simultaneously using the fused lasso penalty, which encourages adjacent graphs to share similar structures. A motivating example is the analysis of brain networks of Alzheimer's disease using neuroimaging data. Specifically, we may wish to e…

2012-09-10abs ↗pdf ↗

Multi-view clustering is an important yet challenging task due to the difficulty of integrating the information from multiple representations. Most existing multi-view clustering methods explore the heterogeneous information in the space where the data points lie. Such common practice may cause significant information …

2019-09-13abs ↗pdf ↗

This short paper describes our solution to the 2018 IEEE World Congress on Computational Intelligence One-Minute Gradual-Emotional Behavior Challenge, whose goal was to estimate continuous arousal and valence values from short videos. We designed four base regression models using visual and audio features, and then use…

2018-04-30abs ↗pdf ↗