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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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192384575767 · Jun 202019922001200920172026
48 results for high complexity

Efficient streaming algorithms for robust statistics with near-optimal memory.

problem High-dimensional robust statistics tasks in streaming model.
method First efficient streaming algorithms with near-optimal memory requirements.
result Near-optimal error guarantees and space complexity nearly-linear in the dimension for robust mean estimation.

New method builds complex networks from attribute interactions without normalization.

problem Improving high-level classification algorithms by capturing hidden attribute interactions.
method Proposes a new complex network building methodology based on attribute-attribute interactions, avoiding normalization.
result Demonstrates improved performance in high-level classification techniques.

We explicitly classify all pairs (M,G)(M,G), where MM is a connected complex manifold of dimension n2n\ge 2 and GG is a connected Lie group acting properly and effectively on MM by holomorphic transformations and having dimension dGd_G satisfying n2+2dG<n2+2nn^2+2\le d_G<n^2+2n. These results extend -- in the complex case -- the…

2006-10-10abs ↗pdf ↗

Method solves complex optimization problems with high probability bounds.

problem Nonlinear equality constrained stochastic optimization problems.
method Step-search sequential quadratic programming method.
result High-probability bound on iteration complexity for first-order stationarity.

Study on estimating signals from shifted and noisy copies in high dimensions, revealing a phase transition.

problem Estimating a signal in high-dimensional space from its circularly-shifted and noisy copies.
method Analysis of sample complexity in the high-dimensional regime, focusing on the parameter α.
result A phase transition phenomenon governed by α, with different sample complexities based on α values.

Proposes a new prior for complex models to improve prediction accuracy.

problem Difficulty in specifying priors for complex models like neural networks.
method Predictive complexity priors defined by comparing model predictions to a reference model, transferred to parameters via change of variables.
result Improves model predictions by reducing unintuitive effects of traditional priors.

Expander graphs have been a focus of attention in computer science in the last four decades. In recent years a high dimensional theory of expanders is emerging. There are several possible generalizations of the theory of expansion to simplicial complexes, among them stand out coboundary expansion and topological expand…

2014-08-27abs ↗pdf ↗

Improved loss scaling for stochastic momentum algorithms in high dimensions.

problem Improving loss scaling for stochastic momentum algorithms in high dimensions.
method Dimension-adapted Nesterov acceleration (DANA) scales momentum hyperparameters based on model size and data complexity.
result DANA improves loss scaling exponents across various data and target complexities.

New method reduces variance in stochastic optimization with high confidence.

problem Achieving high-probability guarantees in stochastic optimization with weaker noise assumptions.
method Stochastic proximal point method combining proximal subproblem solver and probability booster.
result Demonstrates convergence with low sample complexity under bounded variance assumptions.

New complexity analysis for estimating normalizing constants in high dimensions.

problem Estimating the normalizing constant of unnormalized probability densities in high dimensions.
method Analyze and derive the oracle complexity of annealed importance sampling.
result Oracle complexity of $\widetilde{O}\left(\frac{dβ^2{\mathcal{A}}^2}{\varepsilon^4} ight)$ for estimating ZZ within ε\varepsilon relative error.

Explicitly constructed 3XOR instances hard for Sum-of-Squares hierarchy.

problem Hard instances for Sum-of-Squares hierarchy.
method Based on high-dimensional expanders (LSV complexes), using cosystolic expansion and local isoperimetric inequality.
result Constructs explicit 3XOR instances hard for O(logn)O(\sqrt{\log n}) levels of Sum-of-Squares hierarchy.

We study the cohomology with high tensor powers of Nakano qq-semipositive line bundles on complex manifolds. We obtain the asymptotic estimates for the dimension of cohomology with high tensor powers of semipositive line bundles over q-convex manifolds and various possibly non-compact complex manifolds, in which the o…

2019-09-25abs ↗pdf ↗

ODBAE detects complex phenotypes in biological data.

problem Challenges in identifying complex phenotypes from high-dimensional biological data.
method ODBAE (Outlier Detection using Balanced Autoencoders) identifies influential and high leverage points in latent relationships among multiple physiological parameters.
result ODBAE reveals novel metabolism-related genes and uncovers coordinated abnormalities across metabolic indicators.

Generative models speed up complex system simulations.

problem Accurately forecasting the dynamics of complex systems at reduced cost.
method Generative Learning of Effective Dynamics (G-LED) using auto-regressive attention and Bayesian diffusion models.
result Generative models can accurately forecast complex system dynamics at lower computational cost.

Study mean curvature flow of high codimension submanifolds in complex projective space.

problem Analyse mean curvature flow of high codimension submanifolds in complex projective space.
method Establish codimension estimate, prove convergence to smooth limiting flow, and prove decay estimate.
result Prove existence of limiting flow under cylindrical type pinching.

We consider high-dimensional binary classification by sparse logistic regression. We propose a model/feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size and derive the non-asymptotic bounds for the resulting misclassification excess risk. The bounds can be reduc…

2017-06-26abs ↗pdf ↗

ACI uses Bayesian data assimilation to trace causes from effects in complex systems.

problem Capturing instantaneous, time-evolving causal relationships in complex, high-dimensional systems.
method Assimilative causal inference (ACI) leverages Bayesian data assimilation to trace causes backward from observed effects.
result ACI provides online tracking of causal roles that may reverse intermittently and reveals how far effects propagate.

Study high-dimensional covariance matrix estimators for complex portfolios, improving financial metrics.

problem Estimating covariance matrices in high-dimensional portfolios with nested and one-factor structures.
method Combining random matrix theory, free probability, deterministic equivalents, and two-step covariance estimators.
result Two-step estimators improve financial metrics in complex and one-factor covariance models.

ETGPSSM efficiently models high-dimensional, non-stationary systems with reduced complexity.

problem Prohibitive computational and parametric complexity in high-dimensional, non-stationary dynamical systems.
method ETGPSSM integrates a single shared GP with input-dependent normalizing flows for scalable and flexible modeling.
result ETGPSSM outperforms existing models in computational efficiency and accuracy.

In graph theory there are intimate connections between the expansion properties of a graph and the spectrum of its Laplacian. In this paper we define a notion of combinatorial expansion for simplicial complexes of general dimension, and prove that similar connections exist between the combinatorial expansion of a compl…

2012-07-03abs ↗pdf ↗

The paper proves heat kernel asymptotics for high power line bundles on complex manifolds.

problem Proving heat kernel asymptotics for Kodaira Laplacians of high power line bundles.
method Scaling technique applied to both compact and non-compact manifolds.
result Direct proof of holomorphic Morse inequalities and generalization to vector bundles.

Vanilla Bayesian optimization performs well in high dimensions.

problem Bayesian optimization's poor performance in high-dimensional problems.
method Identified and addressed degeneracies, proposed scaling of Gaussian process lengthscale prior.
result Vanilla Bayesian optimization outperforms existing algorithms in high-dimensional tasks.

Paper finds sample complexity for learning high-dimensional simplices from noisy data.

problem Learning high-dimensional simplices from noisy samples.
method Combines sample compression, high-dimensional geometry, and Fourier analysis.
result Proves sample complexity bound for achieving a simplex within a certain distance from the true simplex.

AdaScale-TuRBO improves high-dimensional Bayesian optimization by dynamically scaling the GP lengthscale.

problem Inappropriate lengthscale design in TuRBO's local GP model causes suboptimal performance in high dimensions.
method Proposes AdaScale-TuRBO, which scales the GP lengthscale with both problem dimension and trust region size.
result AdaScale-TuRBO robustly outperforms standard TuRBO and other methods on synthetic and real-world tasks.

Study develops advanced models to forecast complex LOB data.

problem Forecasting high-frequency data in a limit order book (LOB).
method Advanced multidimensional sequence-to-sequence models with compound multivariate embedding.
result Method outperforms other multivariate forecasting methods, achieving lowest forecasting error.

Improved multiclass logistic regression with lower computational complexity.

problem High computational complexity in existing methods for multiclass logistic regression.
method Developed a new algorithm that achieves a lower computational complexity.
result Achieved a regret of O(log(Bn))O(\log(Bn)) with computational complexity O(n1.5)O(n^{1.5}).

This study evaluates clustering algorithms on high-dimensional data.

problem Comparing clustering algorithms on high-dimensional datasets.
method Evaluation of K-means, DBSCAN, and Spectral Clustering using PCA, t-SNE, UMAP, and multiple metrics.
result UMAP preprocessing improves clustering quality across all algorithms, with Spectral Clustering excelling.

The paper analyzes SGD in high-dimensional networks, revealing new scaling limits.

problem Understanding SGD dynamics in high-dimensional networks.
method Analyzing the effective dynamics of SGD using recent work on the subject.
result A new correction term emerges at the critical scaling regime, changing the phase diagram.

Double descent in portfolio optimization shows improved performance with complexity, then declines, due to overfitting.

problem Improving portfolio optimization performance with model complexity.
method Investigates the relationship between model complexity and out-of-sample performance in mean-variance portfolio optimization.
result Performance of low-dimensional models initially improves with complexity but declines due to overfitting. High-dimensional models show double ascent Sharpe ratio curve.

Mapper and Ball Mapper tools for complex data analysis.

problem Exploring and visualizing high-dimensional data and scalar functions.
method Combining Mapper and Ball Mapper, adding new features for encoding structure and symmetries.
result A new hybrid algorithm, Mapper on Ball Mapper, for comparing high-dimensional data descriptors.