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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.

169,181 papers · 148 categories

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1223 · Nov 201819922001200920182026
22 results for l0-norm

New algorithm targets nonsmooth constraints for robust data interpolation and denoising.

problem Robust data interpolation and denoising with large outliers and varying amplitudes.
method Flexible algorithmic framework targeting nonsmooth level-set constraints (L1, Linf, L0 norms).
result Improved robustness to large outliers and significant amplitude variations in seismic data.

New group-sparse SVD models improve biclustering of gene expression data.

problem Identifying block patterns with similar expressions in high-dimensional gene expression data.
method Proposed GL1-SVD, GL0-SVD, OGL1-SVD, and OGL0-SVD models with group Lasso and L0-norm penalties, using alternating iterative strategies and ADMM.
result Effective in identifying biologically interpretable gene modules with gene prior group knowledge.

Signal recovery is one of the key techniques of Compressive sensing (CS). It reconstructs the original signal from the linear sub-Nyquist measurements. Classical methods exploit the sparsity in one domain to formulate the L0 norm optimization. Recent investigation shows that some signals are sparse in multiple domains.…

2012-06-04abs ↗pdf ↗

The paper develops a classification method using penalties on feature selection for high-dimensional data.

problem High-dimensional binary classification with many irrelevant features.
method Empirical risk minimization with l0-penalization for feature selection.
result The method achieves a sparse solution close to true sparsity with high probability and converges to low misclassification risk.

Scoring systems are classification models that only require users to add, subtract and multiply a few meaningful numbers to make a prediction. These models are often used because they are practical and interpretable. In this paper, we introduce an off-the-shelf tool to create scoring systems that both accurate and inte…

2013-06-27abs ↗pdf ↗

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.

Learning the "blocking" structure is a central challenge for high dimensional data (e.g., gene expression data). Recently, a sparse singular value decomposition (SVD) has been used as a biclustering tool to achieve this goal. However, this model ignores the structural information between variables (e.g., gene interacti…

2016-03-19abs ↗pdf ↗

New method improves signal estimation by convexifying 0\ell_0-norm constraints.

problem Signal estimation with sparsity and smoothness priors.
method Iterative convex conic quadratic relaxations exploiting 0\ell_0-norm and smoothness terms.
result Significantly better estimators than 1\ell_1-norm approaches and interpretable parameters.

A stealthy framework injects faults into DNNs to misclassify images without affecting overall accuracy.

problem Vulnerability of deep neural networks to misclassification attacks.
method Fault sneaking attack using ADMM optimization with constraints on maintaining model accuracy and minimizing parameter modifications.
result The framework can inject multiple sneaking faults into DNNs without reducing overall accuracy.

Sparse modeling improves portfolio optimization by reducing errors in complex market systems.

problem Errors in multivariate modeling of markets and economy.
method L0-norm sparse elliptical modeling to reduce oversimplification, and study likelihood in- and out-of-sample for different parameter lengths.
result Sparse models lead to better portfolio performance, higher out-of-sample likelihood, and lower volatility.