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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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48 results for inverse Cholesterol factor

Efficient algorithm removes redundant nodes and obsolete samples in machine learning.

problem Pruning redundant nodes and removing obsolete training samples in machine learning.
method Deduced decremented learning algorithms from incremental learning algorithms, using inverse Cholesterol factor and unitary transformation.
result Proposed decremented learning algorithms efficiently prune redundant nodes and remove obsolete training samples.

Paper proposes a method to model health outcomes using varying-coefficients and KNN-based LASSO.

problem Modeling health outcomes like BMI and cholesterol levels with varying age effects.
method Varying-coefficients regional quantile regression via KNN fused LASSO, with ADMM algorithm.
result Efficacy in capturing complex age-dependent associations between health outcomes and risk factors.

With the increasing availability of wearable devices, continuous monitoring of individuals' physiological and behavioral patterns has become significantly more accessible. Access to these continuous patterns about individuals' statuses offers an unprecedented opportunity for studying complex diseases and health conditi…

2019-07-29abs ↗pdf ↗

Paper tackles multi-source domain adaptation for regression.

problem Predicting HDL cholesterol levels using gut microbiome data.
method Two-step procedure: 1) Extend a flexible single-source DA algorithm for classification to regression. 2) Augment with ensemble learning for multi-source DA.
result Consistent improvement in HDL cholesterol level prediction performance over existing methods.

New methods for ZZ-transform inversion and Wiener-Hopf factorization.

problem Efficient numerical inversion of ZZ-transforms and factorization of functions.
method Sinh-deformations of contours, variable changes, and simplified trapezoid rule.
result High precision and speed in evaluating moments and constructing filters.

SINGD improves KFAC for memory-efficiency and stability in low-precision training.

problem Memory inefficiency and numerical instability of KFAC in low-precision training.
method Formulated inverse-free KFAC update and imposed structures in Kronecker factors.
result SINGD is memory-efficient and numerically robust, often outperforming AdamW in half precision.

A framework detects nonlinear and interaction effects in epidemiological data with uncertainty quantification.

problem Lack of reliable inference for ML-discovered nonlinearities and interactions in epidemiological data.
method Combines Bayesian sparse regression, tree ensembles, and Shapley values.
result Valid uncertainty quantification for feature effects at the individual level.

Inverse scattering result on AH manifolds determines metric up to diffeo and conformal factor.

problem Determining the metric on an AH manifold from scattering data.
method Relating eigenvalue problem to Conformal Laplacian and using Guillarmou--Guillopé and Chang--González results.
result Scattering matrix at energy n+12\frac{n+1}{2} determines jet of the metric on the boundary up to diffeomorphism and conformal factor.

Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose to refine the SIR algorithm through an overlapping slicing scheme. The new algor…

2018-06-23abs ↗pdf ↗

A framework uses variational Bayes for solving inverse problems efficiently.

problem Solving inverse problems in various dimensions with flexibility and accuracy.
method Variational Bayes approximations with message passing and factor graph approach.
result Efficient algorithm updates for higher dimensions and computational advantage over MCMC.

Paper addresses travel time tomography stability and statistical inversion.

problem Determining conformal factors of metrics from geodesic lengths.
method Established forward and inverse stability estimates; applied to Bayesian statistical inversion.
result Consistency of statistical inversion technique for travel time tomography.

Guidelines for the management of atherosclerotic cardiovascular disease (ASCVD) recommend the use of risk stratification models to identify patients most likely to benefit from cholesterol-lowering and other therapies. These models have differential performance across race and gender groups with inconsistent behavior a…

2018-09-12abs ↗pdf ↗

Study determines minimal surfaces from boundary data, proving topological and conformal recoverability.

problem Determining minimal surfaces from boundary data.
method Developed a semiclassical nonlinear calculus for complex geometric optics solutions.
result Minimal surfaces can be recovered from the Dirichlet-to-Neumann map under certain conditions.

We introduce a methodology to construct parsimonious probabilistic models. This method makes use of Information Filtering Networks to produce a robust estimate of the global sparse inverse covariance from a simple sum of local inverse covariances computed on small sub-parts of the network. Being based on local and low-…

2016-02-23abs ↗pdf ↗

The paper derives formulas for option pricing and random walk expectations.

problem Calculating the price of barrier and lookback options.
method Inverse Z-transform, Fourier/Laplace inversion, Wiener-Hopf factorization, and numerical methods.
result Efficient numerical methods for option pricing are developed.

A new optimization method reduces memory and compute requirements for deep learning.

problem Memory and compute constraints in second-order stochastic optimizers for deep learning.
method Proposes KrAD, a novel factorization to approximate inverse Fisher matrix without inversion, leading to KrADagrad.
result Improves performance over Shampoo for 32-bit precision and comparable/generalization on real datasets.

New algorithm extends Greville's method for partitioned matrices efficiently and stably.

problem Efficiently compute pseudoinverse of partitioned matrices without retraining.
method Incorporates inverse Cholesky factorization to reduce computational complexity and improve stability.
result 1 iteration to compute pseudoinverse of whole matrix from first part, addressing all cases.

Scalable approach for high-dimensional dynamical systems with noise filtering and parameter estimation.

problem Noise filtering and parameter estimation for high-dimensional dynamical systems.
method Flexible latent factor model with orthogonal factor loading matrix and closed-form parameter estimation.
result Substantial acceleration and higher accuracy compared to alternatives.

In extension theory, in particular in dimension theory, it is frequently useful to represent a given compact metrizable space X as the limit of an inverse sequence of compact polyhedra. We are going to show that, for the purposes of extension theory, it is possible to replace such an X by a better metrizable compactum …

2017-03-13abs ↗pdf ↗

Given a bounded domain MM in Rn\mathbb{R}^n with a conformally Euclidean metric g=ρdx2g=ρ\,dx^2, in this paper we consider the inverse problem of recovering a semigeodesic neighborhood of a domain ΓMΓ\subset \partial M and the conformal factor ρρ in the neighborhood from the travel time data (defined below) and the Carte…

2014-09-28abs ↗pdf ↗

Inverse classification, the process of making meaningful perturbations to a test point such that it is more likely to have a desired classification, has previously been addressed using data from a single static point in time. Such an approach yields inflated probability estimates, stemming from an implicitly made assum…

2016-11-13abs ↗pdf ↗

Geometrically studies Moore-Penrose inverse and polar decomposition continuity.

problem Continuity of Moore-Penrose inverse for perturbations by operator ideals.
method Geometric construction using essential codimension and Banach-Lie group action.
result Moore-Penrose inverse is a real analytic map between manifolds.

We study inverse mean curvature flows of starshaped, mean convex hypersurfaces in warped product manifolds with a positive warping factor φ(r)\varphi(r). If φ(r)>0\varphi'(r)>0 and φ(r)0\varphi''(r)\geq 0, we show that these flows exist for all times, remain starshaped and mean convex. Plus the positivity of φ(r)\varphi''(r) and …

2016-09-30abs ↗pdf ↗

The paper proposes differentially private sliced inverse regression algorithms for high-dimensional data.

problem Privacy concerns in high-dimensional data analysis.
method Differentially private sliced inverse regression algorithms designed for privacy preservation.
result Achieves minimax lower bounds up to logarithmic factors.

We study the problem of inverting a deep generative model with ReLU activations. Inversion corresponds to finding a latent code vector that explains observed measurements as much as possible. In most prior works this is performed by attempting to solve a non-convex optimization problem involving the generator. In this …

2019-06-18abs ↗pdf ↗

FIDDLE uses deep learning to estimate ATE from complex data.

problem Estimating ATE from high-dimensional, correlated covariates with sparse nonlinear effects.
method Factor-augmented deep learning for propensity and outcome models.
result FIDDLE consistently estimates ATE under model misspecification and is semiparametrically efficient.

Injectivity of ReLU networks is characterized for generative models and inverse problems.

problem Injectivity in ReLU networks for generative models and inverse problems.
method Layerwise analysis, worst-case Lipschitz constants, differential topology, random projections.
result Global injectivity of ReLU networks requires expansivity between 3.4 and 10.5 for Gaussian matrices.

Report presents analysis of empirical distribution of future returns of bitcoin (BTC) from BTUSD inverse option prices. Logistic pdf is chosen as underlying distribution to fit option prices. The result is satisfactory and suggests that these prices can be described with just three or even one parameter. Fitted Logisti…

2019-01-15abs ↗pdf ↗

The 1-d Schrodinger flow on 2-sphere, the Gauss-Codazzi equation for flat Lagrangian submanifolds in C^n, and the space-time monopole equation are all examples of geometric soliton equations. The linear systems with a spectral parameter (Lax pair) associated to these equations satisfy the reality condition associated t…

2006-11-03abs ↗pdf ↗