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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.

168,932 papers · 148 categories

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20405979 · May 202619922001200920172026
48 results for k-max aggregation

Paper proposes a new sparse group k-max regularization for sparsity constraints.

problem Linear inverse problems with sparsity constraints are NP-hard.
method Sparse group k-max regularization, iterative soft thresholding algorithm.
result Approximates l0 norm more closely and enhances group-wise and in-group sparsity.

The famous pinching problem says that on a compact simply connected nn-manifold if its sectional curvature satisfies Kmin>(1/4)Kmax>0K_{min} > (1/4)K_{max} > 0, then the manifold is homeomorphic to the sphere. In [8, problem 12], S. T. Yau proposed the following problem: If we replace KmaxK_{max} by the scalar curvature, can we deduc…

2012-12-28abs ↗pdf ↗

The paper calculates bounds for unknotting rational tangles using knot Floer homology.

problem Calculating the minimum number of rational replacements to unknot a tangle.
method From the link Floer complex, extract a lower bound for the rational unknotting number using knot Floer homology.
result The torsion obstruction is a lower bound for the proper rational unknotting number.

Let (M,g)(M,g) be a compact Ricci-flat 4-manifold. For pMp \in M let Kmax(p)K_{max}(p) (respectively Kmin(p)K_{min}(p)) denote the maximum (respectively the minimum) of sectional curvatures at pp. We prove that if Kmax(p) cKmin(p)K_{max} (p) \le \ -c K_{min}(p) for all pMp \in M, for some constant cc with 0c<2+640 \leq c < \frac{2+\sqrt 6}{4}, th…

2012-10-28abs ↗pdf ↗

Unified analysis of multilabel Fisher discriminants with improved dimensionality and robustness.

problem Improving discriminant analysis for multilabel classification with enhanced dimensionality and robustness.
method Unified theoretical analysis of multilabel Fisher discriminants with algebraic and statistical guarantees.
result Unified characterization of multilabel Fisher objectives and their equivalence under orthogonality constraints.

Unified analysis of multilabel Fisher discriminants with improved dimensionality and robustness.

problem Improving discriminant analysis for multilabel classification with enhanced dimensionality and robustness.
method Unified algebraic and statistical analysis of multilabel Fisher discriminants with Stiefel orthogonality constraints.
result Equivalence of four Fisher objectives under the Stiefel constraint and improved discriminant dimensionality.

In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on the entire distributions of these variables. Our framework enables a much larger c…

2016-10-20abs ↗pdf ↗

Algorithm solves two-sided matching markets with unknown preferences and constraints.

problem Two-sided online matching markets with complementary preferences and quota constraints.
method Formulated as a bandit learning problem, proposed MMTS algorithm combining Thompson Sampling and double matching.
result MMTS achieves stability and linear Bayesian regret with respect to quota and time horizon.

New algorithm reduces unfairness in bandit problems by balancing exploration and exploitation.

problem Fairness in bandit problems where early participants can be unfairly disadvantaged.
method Introduces extsf{UCB-HARE} algorithm that balances exploration and exploitation using inverse-weighted harmonic rank schedule.
result Algorithm extsf{UCB-HARE} achieves regret matching the lower bound Ω(σkmax(1,q)/T)Ω(σ\sqrt{k^{\max(1,q)}/T}) for q>1q>1.

We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the original data matrix, then one can recover a near optimal solution to the optimiza…

2015-03-12abs ↗pdf ↗

We consider the optimization problem associated with training simple ReLU neural networks of the form xi=1kmax{0,wix}\mathbf{x}\mapsto \sum_{i=1}^{k}\max\{0,\mathbf{w}_i^\top \mathbf{x}\} with respect to the squared loss. We provide a computer-assisted proof that even if the input distribution is standard Gaussian, even if the dime…

2017-12-24abs ↗pdf ↗

Some new differentiable sphere theorems are obtained via the Ricci flow and stable currents. We prove that if MnM^n is a compact manifold whose normalized scalar curvature and sectional curvature satisfy the pointwise pinching condition R0>σnKmaxR_0>σ_{n}K_{\max}, where σn(14,1)σ_n\in (\frac{1}{4},1) is an explicit positive constan…

2011-02-11abs ↗pdf ↗

Improved algorithm for misspecified MLMDPs with bounded regret and space/time complexities.

problem Misspecified linear Markov decision processes.
method Proposes an algorithm with three desirable properties: bounded regret, bounded space/time complexities, and no need for misspecification input.
result Regret scales as Kmax{εextmis,εexttol}K \max \{ \varepsilon_{ ext{mis}}, \varepsilon_{ ext{tol}} \}, improving existing bounds.

Turbo-Aggregate reduces secure aggregation time from quadratic to nearly linear.

problem Quadratic overhead in secure model aggregation for federated learning.
method Multi-group circular strategy, additive secret sharing, and coding techniques.
result Achieves O(NlogN)O(N\log{N}) overhead, compared to O(N2)O(N^2), for up to 50% user dropout.

In this paper, we propose new efficient algorithms to verify the null space condition in compressed sensing (CS). Given an (nm)×n(n-m) \times n (m>0m>0) CS matrix AA and a positive kk, we are interested in computing αk=max{z:Az=0,z0}max{K:Kk}\displaystyle α_k = \max_{\{z: Az=0,z\neq 0\}}\max_{\{K: |K|\leq k\}} zK1z1{\|z_K \|_{1}}{\|z\|_{1}}, where …

2013-06-11abs ↗pdf ↗

Study aggregation of statistical evidence under unknown dependence using group-invariance.

problem Aggregating statistical evidence under unknown and complex dependence structures.
method Develops a framework using group-invariance and permutation-based constructions to aggregate evidence across transformed datasets.
result Shows uniform improvement in critical values for single-batch aggregation over deterministic calibrations, adapting to unknown dependence structures.

Aggregation challenges causal interpretation of IV estimators.

problem Aggregation of fine-grained components into an aggregate treatment variable.
method Characterization of conditions for identifying aggregate causal effects.
result Standard IV estimators cannot identify aggregate causal effects due to ambiguous dependencies.

SACP aggregates nonconformity scores from multiple predictors to create more efficient uncertainty sets.

problem Combining predictive uncertainties from multiple models for efficient and reliable uncertainty quantification.
method SACP (Symmetric Aggregated Conformal Prediction) aggregates nonconformity scores using a flexible symmetric aggregation function.
result SACP consistently improves efficiency and often outperforms state-of-the-art model aggregation baselines.

We introduce a novel aggregation method to efficiently perform image denoising. Preliminary filters are aggregated in a non-linear fashion, using a new metric of pixel proximity based on how the pool of filters reaches a consensus. We provide a theoretical bound to support our aggregation scheme, its numerical performa…

2019-04-01abs ↗pdf ↗

Paper analyzes sparse aggregation in GLMs with Kullback-Leibler risk bounds.

problem Sparse aggregation in GLMs for parameter approximation.
method Exponential weighted aggregation scheme with Kullback-Leibler risk bounds.
result Sharp oracle inequality for Kullback-Leibler risk with leading constant 1 and minimax-optimal rate of aggregation.

Aggregates predictions from multiple regression models using random projections and kernel methods.

problem Combining predictions from multiple regression models to improve accuracy.
method Random projection of high-dimensional feature space, followed by kernel-based consensual aggregation.
result The aggregation scheme performs similarly to using the original high-dimensional features, with high probability.

The paper introduces a method to control false splits in tree-based data aggregation.

problem Identifying the correct subgroups to treat as a single entity in tree-based data.
method Introduces the 'false split rate' and proposes a multiple hypothesis testing algorithm for tree-based aggregation.
result The proposed algorithm controls the false split rate, demonstrating its effectiveness on stock volatility and taxi fare data.

Estimates variance function using aggregation methods in regression models.

problem Estimating variance function in regression models.
method Two-step procedure involving model selection or convex aggregation, using two independent samples.
result Consistency of the proposed method in L2 error for MS and C aggregations.

Paper presents a novel approach for global feature aggregation in Graph Neural Networks.

problem Graphs lack a straightforward way to perform non-local feature aggregation like images and texts.
method Utilizes Latent Fixed Data Structure (LFDS) to aggregate feature vectors from local extraction.
result Proposed methods achieve competitive or better results with linear computational complexity.

New algorithm for aggregate inference in HMMs with continuous observations.

problem Inference in large populations with indistinguishable individuals and continuous measurements.
method Continuous observation collective forward-backward algorithm extending existing discrete case algorithm.
result Efficacy demonstrated through numerical experiments.

A robust aggregation method improves federated learning's accuracy in corrupted settings.

problem Making federated learning robust to corrupted updates from devices.
method Robust aggregation oracle based on geometric median for constant iterations of non-robust averaging.
result The robust aggregation oracle outperforms classical methods in high corruption levels.

U-aggregation combines multiple models without labels for better risk prediction.

problem Challenges in selecting best model for new populations due to limited data and lack of true labels.
method U-aggregation, an unsupervised model aggregation method that integrates pre-trained models without observed labels.
result U-aggregation improves genetic risk prediction of complex traits using publicly available models.

Recently, it has been shown that many functions on sets can be represented by sum decompositions. These decompositons easily lend themselves to neural approximations, extending the applicability of neural nets to set-valued inputs---Deep Set learning. This work investigates a core component of Deep Set architecture: ag…

2019-03-18abs ↗pdf ↗

BOA improves financial forecasting by combining expert models.

problem Challenges in choosing between multiple machine learning models for financial forecasting.
method Online aggregation of expert models using Bernstein Online Aggregation (BOA) procedure.
result BOA leads to better portfolio performance, higher Sharpe Ratio, and lower shortfall.

MEVA aggregates model predictions to improve accuracy without needing model details.

problem Improving model accuracy by combining multiple models.
method Non-intrusive, data-driven framework that treats models as black boxes and optimizes aggregation methods.
result MVA outperforms MEA in estimating aggregated predictions, enhancing robustness and accuracy.

New aggregation method improves GNN robustness to structural perturbations.

problem Graph Neural Networks (GNNs) are vulnerable to adversarial attacks that manipulate graph structure.
method Proposes a robust aggregation function with a breakdown point of 0.5, inspired by robust statistics.
result Improves GNN robustness by a factor of 3 on Cora ML and 5.5 on Citeseer, and 8 for low-degree nodes.

Non-affine aggregation rules cannot preserve monotonicity in convex learning.

problem Designing non-affine aggregation rules that maintain monotonicity in convex learning.
method Proving that monotonicity of aggregated gradients is preserved only if the aggregation rule is positively affine.
result Non-affine aggregation prevents steady convergence and substantially degrades algorithmic stability.

Fishnets improve set and graph learning with scalable, robust aggregation.

problem Learning informative embeddings for sets and graphs with scalable and robust aggregation.
method Proposes Fishnets, a new aggregation strategy for set-based learning.
result Fishnets achieve state-of-the-art performance on graph datasets with fewer parameters and faster training.

CAggNet improves medical image segmentation by fusing coarse and fine features.

problem Medical image segmentation accuracy and efficiency.
method Crossing Aggregation Network with nested skip connections and weighted aggregation.
result CAggNet achieves more accurate and efficient segmentation compared to existing methods.