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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.

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181363544725 · Jun 202019922001200920172026
48 results for high-dimensional functions

In this paper, we propose the idea of radial scaling in frequency domain and activation functions with compact support to produce a multi-scale DNN (MscaleDNN), which will have the multi-scale capability in approximating high frequency and high dimensional functions and speeding up the solution of high dimensional PDEs…

2019-10-25abs ↗pdf ↗

New BO method efficiently optimizes high-dimensional functions by automatically selecting variables.

problem Efficiently optimizing functions with high-dimensional domains.
method Exploits variable selection to automatically learn sub-spaces without pre-specified dimensions.
result Empirically validated on synthetic and real problems, demonstrating efficiency.

DF2M uses deep neural networks within a factor model for high-dimensional functional time series forecasting.

problem Forecasting high-dimensional functional time series with explainability and accuracy.
method Bayesian nonparametric model based on Indian Buffet Process and multi-task Gaussian Process, incorporating a deep kernel function.
result DF2M provides better explainability and superior predictive accuracy compared to conventional deep learning models.

A new method for high-dimensional functional regression reduces multicollinearity and improves interpretability.

problem Multicollinearity, overfitting, and interpretability in high-dimensional functional linear models.
method Partition-based functional ridge regression framework.
result Improved numerical stability and enhanced interpretability without explicit variable selection.

Bayesian optimization improved for high-dimensional outputs using randomized priors.

problem Efficient global optimization of high-dimensional black-box functions.
method Deep learning framework with bootstrapped ensembles of neural architectures with randomized priors.
result Superior performance in tasks with high-dimensional outputs compared to state-of-the-art methods.

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.

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.

EnSF improves accuracy in tracking high-dimensional nonlinear systems.

problem Low accuracy in high-dimensional, nonlinear filtering problems.
method Score-based diffusion model, mini-batch Monte Carlo estimator.
result EnSF outperforms state-of-the-art methods in tracking high-dimensional systems.

ProFnet models HDFTS with neural networks, offering scalable probabilistic forecasts.

problem Modeling high-dimensional functional time series with nonlinear trends and high spatial dimensions.
method Integrates feedforward and deep neural networks with probabilistic modeling.
result Superior performance in forecasting Japan's mortality rates.

SILBO optimizes high-dimensional Bayesian optimization using semi-supervised embedding learning.

problem Bayesian optimization struggles with high-dimensional search spaces.
method SILBO uses semi-supervised dimension reduction to find a low-dimensional space for iterative optimization.
result SILBO outperforms existing methods on high-dimensional Bayesian optimization tasks.

DiBO uses diffusion models to optimize high-dimensional black-box functions efficiently.

problem Optimizing high-dimensional and complex black-box functions efficiently.
method DiBO iterates two stages: training a diffusion model and casting candidate selection as posterior inference.
result DiBO outperforms state-of-the-art baselines across synthetic and real-world tasks.

A new BO method tackles high-dimensional optimization without reconstruction.

problem Optimizing high-dimensional black-box functions is challenging, especially when low-dimensional structures are assumed.
method Tackles the problem in the original high-dimensional space using learned low-dimensional structure.
result Our method explores the high-dimensional space more effectively than existing approaches.

Data repetition improves SGD's learning of high-dimensional functions.

problem Learning pertinent features in multi-index models with high-dimensional noisy data.
method Investigation of two-layer shallow neural networks trained with gradient-based algorithms, focusing on data repetition.
result Data repetition significantly improves the computational efficiency of SGD, learning all directions with at most O(dlogd)O(d \log d) steps.

DET unifies geometric and functional alignment for high-dimensional scientific data.

problem Challenges in nonrigid registration for high-dimensional, irregular data.
method Domain Elastic Transform (DET) treats data as functions on irregular domains, using a Bayesian framework for elastic motion registration.
result DET achieves 92% topological preservation on MERFISH data and successfully registers whole-embryo Stereo-seq atlases.

This is an introductory article on high dimensional knots for the beginners. High dimensional knot theory is an exciting field. It is a field of knot theory, which is one of topology and is connected with many ones. In this article we use few literal expressions, equations, functions, etc. We barely suppose that the re…

2013-04-22abs ↗pdf ↗

Deep networks learn hierarchical functions more efficiently than shallow ones.

problem Understanding the advantage of deep neural networks over shallow models.
method Analytical study of learning dynamics and generalization performance of deep networks compared to shallow ones.
result Deep networks reduce effective dimensionality, enabling learning with fewer samples.

Newfluence improves model interpretability in high-dimensional AI models.

problem Challenges in interpreting high-dimensional AI models.
method Introduced Newfluence, an alternative approximation to influence functions.
result Newfluence offers significantly improved accuracy in high-dimensional settings.

SGE-Kriging reduces high-dimensional surrogate modelling costs.

problem High-dimensional function approximation for expensive models.
method Splitting training data into slices, using sliced likelihood function, and learning hyper-parameters from sensitivity indices.
result SGE-Kriging achieves comparable accuracy to standard GE-Kriging but with lower training costs.

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.

Paper detects and estimates breaks in high-dimensional functional time series.

problem Detecting and estimating structural breaks in heterogeneous mean functions of high-dimensional functional time series.
method Proposes a new test statistic combining functional CUSUM and power enhancement components, with a clustering algorithm for group structure estimation.
result The proposed techniques have satisfactory performance in finite samples, detecting and estimating breaks effectively.

New robust method for high-dimensional data analysis in imaging studies.

problem Analyzing high-dimensional data with complex dependence and outliers.
method Robust high-dimensional regression with coefficient thresholding and Huber loss.
result Statistical consistency and computational convergence under high-dimensional settings.

Study shows how to approximate and estimate high-dimensional classification functions without the curse of dimensionality.

problem Approximating and estimating classification functions in high-dimensional spaces.
method Modified existing results to show that RBV2RBV^2 functions can be approximated by neural networks with bounded weights. Proved the existence of a neural network with bounded weights approximating a classification function. Leveraged these bounds to quantify estimation rates.
result Neural networks can approximate RBV2RBV^2 functions without the curse of dimensionality, leading to efficient estimation rates.

Scaling Bayesian optimization to high dimensions is challenging task as the global optimization of high-dimensional acquisition function can be expensive and often infeasible. Existing methods depend either on limited active variables or the additive form of the objective function. We propose a new method for high-dime…

2018-02-15abs ↗pdf ↗

The paper tackles high-dimensional Bayesian optimization using tree-structured additive models.

problem Scaling Bayesian Optimization to high-dimensional problems.
method Tree-structured additive models with hybrid graph learning and zooming-based algorithms.
result Demonstrates faster model learning and reduced model complexity in high-dimensional settings.

BO method identifies sparse subspaces for efficient high-dimensional optimization.

problem Efficient optimization of high-dimensional black-box functions.
method Sparse Gaussian process surrogate models on axis-aligned subspaces with Hamiltonian Monte Carlo inference.
result SAASBO achieves excellent performance on synthetic and real-world problems.

Deep FPF approximates gain function for high-dimensional particle filtering.

problem Approximating the exact gain function in high-dimensional settings.
method Represent the gain function as a neural network gradient and solve a variational Poisson equation via optimization.
result The approach allows parallel processing of particles and is applicable to high-dimensional problems.

We simplify complex regression coefficients using linearization and feature comparison.

problem Interpreting high-dimensional regression coefficients from nonlinear responses.
method Developed a linearization method to derive feature coefficients and compare them with regression coefficients.
result Shows how regression coefficients relate to linearized feature coefficients and how they change under regularization.

GTBO uses group testing to optimize high-dimensional functions efficiently.

problem Challenges in optimizing high-dimensional, expensive functions due to the curse of dimensionality.
method GTBO combines testing and optimization phases to identify active variables and guide efficient optimization.
result GTBO outperforms state-of-the-art methods on high-dimensional optimization tasks.

This paper tackles high-dimensional Bayesian optimization by projecting a manifold into a lower space.

problem High-dimensional optimization of expensive functions with limited labeled data.
method Random linear projection of a manifold embedded in high-dimensional space, combined with semi-supervised learning of the manifold's geometry.
result Our approach outperforms existing high-dimensional BO methods in various synthetic and real-world applications.

Motivated by the problem of tuning hyperparameters in machine learning, we present a new approach for gradually and adaptively optimizing an unknown function using estimated gradients. We validate the empirical performance of the proposed idea on both low and high dimensional problems. The experimental results demonstr…

2019-06-04abs ↗pdf ↗

New tools explain FRF model predictions in high-dimensional ECG data.

problem Lack of interpretability in Functional Random Forests (FRF) models.
method Introduces FPDPs, FPC Probability Heatmaps, and various FPC importance metrics.
result Enhances transparency of FRF models by revealing FPC contributions.

Tensor Neural Networks improve regression accuracy and efficiency.

problem Nonparametric regression problems with complex, high-dimensional functions.
method Integrates statistical regression and numerical integration within a tensor neural network framework.
result Superior performance in approximation accuracy and generalization capacity compared to FFNs and RBNs.

BOFiP optimizes high-dimensional functions by distributing them into sub-spaces and using game theory.

problem Optimizing high-dimensional black box functions with computational complexity.
method BOFiP decomposes high-dimensional space into sub-spaces, searches within sub-spaces, and updates beliefs using game theory.
result BOFiP outperforms competitors in high-dimensional optimization problems.

A classical result of Milman roughly states that every Lipschitz function on Sn\mathbb{S}^n is almost constant on a sufficiently high-dimensional sphere SmSn\mathbb{S}^m\subset \mathbb{S}^n. In this paper we extend the result by proving that any Lipschitz function on a positively curved homogeneous space is almost consta…

2017-05-04abs ↗pdf ↗

Gaussian process regression loses locality in high dimensions, affecting molecular energy surface fitting.

problem Loss of locality in high-dimensional Gaussian process regression.
method Analysis of Matern family kernels and multi-zeta basis functions.
result The property of locality disappears in high dimensions, impacting regression quality.

FAStEN efficiently selects features in high-dimensional functional data.

problem Feature selection in high-dimensional functional regression problems.
method Combines functional data, optimization, and machine learning techniques.
result Significant reduction in computational cost and improved selection accuracy.