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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.

168,695 papers · 148 categories

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65130194259 · May 202619922001200920172026
48 results for grouped covariates

Linear and Quadratic Discriminant analysis (LDA/QDA) are common tools for classification problems. For these methods we assume observations are normally distributed within group. We estimate a mean and covariance matrix for each group and classify using Bayes theorem. With LDA, we estimate a single, pooled covariance m…

2011-11-07abs ↗pdf ↗

Study projective representations of infinite-dimensional Hilbert-Lie groups.

problem Characterize and classify representations of Hilbert-Lie groups.
method Use covariance with respect to one-parameter groups of automorphisms and implement perturbation theory.
result Explicit determination of central extensions for projective representations.

Selective inference for group lasso estimators across various distributions and covariates.

problem Developing selective inference methods for group lasso estimators.
method Randomized group-regularized optimization problem with post-selection likelihood.
result Selective point estimator and Wald-type confidence regions for regression parameters.

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization problems. Recently, it was shown that the underlying principle behind their succ…

2013-06-18abs ↗pdf ↗

The paper proposes a test to assess rater accuracy while accounting for rater covariates.

problem Assessing the accuracy of raters in medical imaging and forensic studies.
method Covariate-adjusted homogeneity test to determine differences in accuracy among multiple rater groups.
result The proposed test identifies statistically significant differences among five participant groups in a face recognition study.

A fast method estimates group-adaptive elastic net penalties using co-data.

problem Computational inefficiency in estimating group-adaptive elastic net penalties.
method Derive low-dimensional representation of Taylor approximation for marginal likelihood and its derivative for group-adaptive ridge penalties; approximate elastic net marginal likelihood by ridge; transform ridge penalties to elastic net penalties.
result Significantly decreases computation time and outperforms other methods.

The paper proposes a method to estimate treatment effects using CAR designs with additional covariates.

problem Estimating distributional treatment effects in CAR designs with additional covariates.
method Flexible distribution regression framework that incorporates additional covariates using machine learning methods.
result The proposed estimator attains the semiparametric efficiency bound for distributional treatment effects under CAR.

Develops MGQDA for multi-group classification with theoretical guarantees and practical applications.

problem Complex multi-group classification problems with nonlinear decision boundaries and group-specific covariance patterns.
method MGQDA, a method based on quadratic discriminant analysis that projects predictors onto a lower-dimensional subspace.
result MGQDA achieves competitive or improved predictive performance compared to existing methods.

Proposes a fusion method for many treatment groups in ITRs.

problem Challenges in handling many treatment groups with data sparsity and covariate imbalance.
method Calibration-weighted treatment fusion procedure that balances covariates and fuses similar treatments.
result Ensures robust treatment group recovery and policy value compared to existing methods.

We study differential cohomology on categories of globally hyperbolic Lorentzian manifolds. The Lorentzian metric allows us to define a natural transformation whose kernel generalizes Maxwell's equations and fits into a restriction of the fundamental exact sequences of differential cohomology. We consider smooth Pontry…

2014-06-05abs ↗pdf ↗

BEGIN network models binary data without parametric assumptions.

problem Conditional independence in non-parametric families of binary data.
method BEGIN network models binary data using sparse linear representations and block factorizations.
result BEGIN network captures conditional independence for arbitrary binary and multinomial variables.

We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span a low dimensional linear subspace in the space of symmetric matrices, our aim i…

2015-11-20abs ↗pdf ↗

The classical Rankin-Cohen brackets are bi-differential operators from C(R)×C(R)C^\infty(\mathbb R)\times C^\infty(\mathbb R) into C(R) C^\infty(\mathbb R). They are covariant for the (diagonal) action of SL(2,R){\rm SL}(2,\mathbb R) through principal series representations. We construct generalizations of these operators, replacing…

2018-09-17abs ↗pdf ↗

Invariant covariant derivatives on homogeneous spaces are characterized.

problem Understanding invariant covariant derivatives on homogeneous spaces.
method Expressing covariant derivatives in terms of horizontally lifted vector fields and bilinear maps.
result Existence and characterization of invariant covariant derivatives.

New method improves conditional covariance estimation using targeted groups of assets.

problem Improving conditional covariance estimation in financial time series.
method Introduces targeting in BEKK and DCC models for financial time series analysis.
result Encouraging results from empirical case study, especially with fewer assets.

Classifies scalar second-order PDEs with low-dimensional symmetry groups.

problem Classifying differential equations with specific symmetry groups.
method Algebraic technique based on covariant form for constructing equations.
result Complete classification of quasi-linear scalar second-order PDEs with free symmetry groups of dimension ≤3.

New method handles correlated responses and interaction effects in multi-response regression.

problem Handling correlated responses and interaction effects in multi-response regression.
method MADMMplasso, an ADMM-based approach for multi-response regression with overlapping groups and interaction effects.
result The proposed method outperforms in prediction and variable selection for correlated responses and interaction effects.

Choosing a reference group in Oaxaca-Blinder decomposition can reverse conclusions.

problem The choice of reference group in Oaxaca-Blinder decomposition can lead to different conclusions.
method The study uses the Oaxaca-Blinder decomposition to investigate how the choice of reference group affects the results.
result The Oaxaca-Blinder decomposition can yield different conclusions based on the choice of reference group.

We sketch our recent application of a non-commutative version of the Cartan `moving-frame' formalism to the quantum Euclidean space RqNR^N_q, the space which is covariant under the action of the quantum group SOq(N)SO_q(N). For each of the two covariant differential calculi over RqNR^N_q based on the RR-matrix formalism, we…

2000-07-07abs ↗pdf ↗

This paper considers the problem of estimating multiple related Gaussian graphical models from a pp-dimensional dataset consisting of different classes. Our work is based upon the formulation of this problem as group graphical lasso. This paper proposes a novel hybrid covariance thresholding algorithm that can effecti…

2015-03-07abs ↗pdf ↗

We show that there is an infinite group of special automorphisms of the deformed group of diffeomorphisms, which describes parallel transports in Riemannian spaces of any variable curvature. Generators of translations of such group contain covariant derivatives, and structure functions - the curvature tensor.

2006-04-29abs ↗pdf ↗

Generalizes underlap coefficient for multivariate group separation.

problem Quantifying distributional separation across groups in statistical learning.
method Generalizes underlap coefficient (UNL) to multivariate settings, studies its relationship with Bayes risk and mutual information, proposes an efficient importance sampling estimator.
result UNL as a measure of dependence between group labels and variables of interest, interpretable measure of partition-covariate dependence in clustering.

Chronos-2 forecasts multivariate and covariate data without task-specific training.

problem Limited applicability of existing time series forecasting models to real-world multivariate and covariate data.
method Chronos-2 uses a group attention mechanism for in-context learning across multiple time series.
result Chronos-2 achieves state-of-the-art performance across comprehensive benchmarks.

GWIB improves counterfactual regression by balancing latent distributions and reducing selection bias.

problem Selection bias between control and treatment groups negatively impacts counterfactual regression performance.
method GWIB uses Gromov-Wasserstein information bottleneck to maximize mutual information between covariates and outcomes while penalizing kernelized mutual information between latent representations and covariates.
result GWIB consistently outperforms state-of-the-art CFR methods in ITE estimation tasks.

We construct a covariant functor from a category of Abelian principal bundles over globally hyperbolic spacetimes to a category of *-algebras that describes quantized principal connections. We work within an appropriate differential geometric setting by using the bundle of connections and we study the full gauge group,…

2013-03-11abs ↗pdf ↗

Study of generalized vector bundles and their geometric tools.

problem Extension of differential geometric tools to infinite dimensional vector bundles.
method Analysis of automorphisms, frame bundle, connection 1-forms, and covariant derivatives in diffeological vector pseudo-bundles.
result Non-isomorphism between connection 1-forms and covariant derivatives in infinite dimensional cases.

Bayesian method models binary response and covariates for two groups, estimating causal relationships.

problem Estimating causal relationships between binary response and covariates in observational data.
method Gaussian DAG-probit model with MCMC sampling for posterior distribution estimation.
result Validated method on simulated and real datasets, showing value of grouping variable in causality.

Flexible Cox model for time-dependent covariates with complex sparsity patterns.

problem Lack of flexibility in enforcing specific sparsity patterns in time-dependent Cox models.
method Proposes a flexible framework for variable selection in time-dependent Cox models, accommodating complex selection rules.
result Achieves accurate estimation with low false alarm rates for complex covariate structures.

Building on the universal covering group of the general linear group, we introduce the composite spinor bundle whose subbundles are Lorentz spin structures associated with different gravitational fields. General covariant transformations of this composite spinor bundle are canonically defined.

1997-05-21abs ↗pdf ↗

Generalizes underlap coefficient for multivariate group separation.

problem Quantifying distributional separation across groups in statistical learning.
method Generalizes underlap coefficient (UNL) to multivariate variables, establishes key properties, interprets as dependence measure, proposes efficient estimator.
result Highlights the UNL's utility in clustering for evaluating group structure dependence on covariates.

In this paper, we describe the group SpinT (n) and give some properties of this group. We construct SpinT spinor bundle S by means of the spinor representation of the group SpinT (n) and define covariant derivative operator and Dirac operator on S. Finally, Schrodinger-Lichnerowicz-type formula is derived by using thes…

2015-08-19abs ↗pdf ↗

Class lecture notes at a beginning graduate level on the mathematical background needed to understand classical gauge theory. Covers group actions, fiber bundles, principal bundles, connections, gauge transformations, parallel transport, curvature, covariant derivatives, pseudo-riemannian manifolds, lagrangians, cliffo…

1999-02-23abs ↗pdf ↗

Proves stability of Minkowski space-time for Einstein-Yang-Mills equations.

problem Stability of Minkowski space-time for perturbations governed by Einstein-Yang-Mills equations.
method Proves exterior energy estimates for tensorial non-linear wave equations in Minkowski space-time.
result Proves exterior stability of Minkowski space-time for Einstein-Yang-Mills equations.