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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.

168,695 papers · 148 categories

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76152227303 · Jun 202019922001200920172026
48 results for least angle regression

Least Angle Regression is a promising technique for variable selection applications, offering a nice alternative to stepwise regression. It provides an explanation for the similar behavior of LASSO (1\ell_1-penalized regression) and forward stagewise regression, and provides a fast implementation of both. The idea has…

2008-02-07abs ↗pdf ↗

New framework for inference with LAR, explaining variable contributions and providing stopping rules.

problem LAR's lack of well-understood termination point and basic behavioral properties.
method Developed a novel framework for inference with LAR, providing new mathematical properties and stopping rules.
result LAR estimates of non-zero population correlations have independent normal distributions for inference, and zero-valued correlations have a non-normal joint distribution.

Solar improves variable selection in high-dimensional data with complicated dependence structures.

problem Variable selection in ultrahigh dimensional data with severe multicollinearity and grouping effect issues.
method Subsample-ordered least angle regression (Solar) for ultrahigh dimensional data.
result Solar yields substantial improvements in sparsity, stability, and accuracy of variable selection compared to traditional methods.

We are interested in parallelizing the Least Angle Regression (LARS) algorithm for fitting linear regression models to high-dimensional data. We consider two parallel and communication avoiding versions of the basic LARS algorithm. The two algorithms have different asymptotic costs and practical performance. One offers…

2019-05-27abs ↗pdf ↗

As was pointed out by Nikulin [8] and Vinberg [10], a right-angled polyhedron of finite volume in hyperbolic n-space Hn\mathbb{H}^n has at least one cusp for n5n\geq 5. We obtain non-trivial lower bounds on the number of cusps of such polyhedra. For example, right-angled polyhedra of finite volume must have at least th…

2013-12-02abs ↗pdf ↗

This paper introduces an interpolation-based method, called the reconstruction approach, for nonparametric regression. Based on the fact that interpolation usually has negligible errors compared to statistical estimation, the reconstruction approach uses an interpolator to parameterize the regression function with its …

2018-05-25abs ↗pdf ↗

We show that in any right-angled Artin group whose defining graph has chromatic number kk, every non-trivial element has stable commutator length at least 1/(6k)1/(6k). Secondly, if the defining graph does not contain triangles, then every non-trivial element has stable commutator length at least 1/201/20. These results are…

2017-10-29abs ↗pdf ↗

We construct new families of quasimorphisms on many groups acting on CAT(0) cube complexes. These quasimorphisms have a uniformly bounded defect of 12, and they "see" all elements that act hyperbolically on the cube complex. We deduce that all such elements have stable commutator length at least 1/24. The group actions…

2016-02-18abs ↗pdf ↗

We describe sufficient conditions which guarantee that a finite set of mapping classes generate a right-angled Artin group quasi-isometrically embedded in the mapping class group. Moreover, under these conditions, the orbit map to Teichmuller space is a quasi-isometric embedding for both of the standard metrics. As a …

2010-07-07abs ↗pdf ↗

New approach to prescribing Gaussian curvature on spheres with conical singularities.

problem Prescribing Gaussian curvature on the 2-sphere with conical singularities.
method Variational methods not relying on Moser-Trudinger inequality, plus precompactness theorem.
result Sufficient conditions for a positive function to be the Gaussian curvature of a conformal conical metric.

Study shows RAAG automorphisms and outer automorphisms are not relatively hyperbolic.

problem Characterizing automorphism and outer automorphism groups of RAAGs.
method Analyzing groups of RAAGs with at least 3 vertices, categorizing based on graph structure.
result Automorphism and outer automorphism groups of RAAGs are not relatively hyperbolic.

We study the deformation of spherical conical metrics with at least some of the cone angles larger than 2π. We show in this note via synthetic geometry that for one family of such metrics, there is local rigidity in the choice of cone positions if angles are fixed. This gives an evidence of the analytic obstruction c…

2019-02-06abs ↗pdf ↗

Let ΓΓ be a connected, triangle-free, planar graph with at least five vertices that has no separating vertices or edges. If the graph ΓΓ is CFS\mathcal{CFS}, we prove that the right-angled Coxeter group GΓG_Γ is virtually a Seifert manifold group or virtually a graph manifold group and we give a complete quasi-isometr…

2017-12-04abs ↗pdf ↗

Study on finiteness property of right-angled Artin groups actions on extension graphs.

problem Finiteness property of hyperbolic simplicial actions on right-angled Artin groups.
method Analysis of right-angled Artin group actions on extension graphs, using asymptotic translation lengths and syllable lengths.
result Asymptotic translation lengths of elements in right-angled Artin groups are rational and have a common denominator under certain conditions.

Solar algorithm selects variables faster and more accurately in high-dimensional data.

problem Variable selection in high-dimensional data with high accuracy and stability.
method Subsample-ordered least-angle regression (solar) and its coordinate descent generalization (solar-cd) using L0L_0 norm solution path averaging.
result Solar selects variables with high accuracy and stability, reducing redundant variable selection.

We compare the risk of ridge regression to a simple variant of ordinary least squares, in which one simply projects the data onto a finite dimensional subspace (as specified by a Principal Component Analysis) and then performs an ordinary (un-regularized) least squares regression in this subspace. This note shows that …

2011-05-04abs ↗pdf ↗

Reduced-rank method improves least-squares regression under output regularity.

problem Least-squares regression with infinite dimensional outputs.
method Reduced-rank method for solving least-squares problems with output regularity assumptions.
result Learning bounds and improved statistical performance compared to full-rank method.

New bounds on inscribed triangles in arbitrary planar domains.

problem Finding inscribed triangles in arbitrary planar domains with specific angle constraints.
method Proving the existence of uniformly fat triangles and not-too-fat triangles in bounded open sets.
result Existence of a maximal number Θ (between 0 and 60) for inscribed triangles with angles ≥ Θ degrees.

Several dihedral angles prediction methods were developed for protein structure prediction and their other applications. However, distribution of predicted angles would not be similar to that of real angles. To address this we employed generative adversarial networks (GAN). Generative adversarial networks are composed …

2018-03-29abs ↗pdf ↗

Improved robust regression for heavy-tailed and contaminated data.

problem Linear regression with heavy-tailed and adversarially contaminated covariates and responses.
method Applying a filtering algorithm to covariates and then using Huber regression, least trimmed squares, or least absolute deviation estimators on the remaining data.
result Near-optimal error rates achieved for the Huber regression estimator.

Let WW be a right-angled Coxeter group corresponding to a finite non-discrete graph G\mathcal{G} with at least 33 vertices. Our main theorem says that Gc\mathcal{G}^c is connected if and only if for any infinite index quasiconvex subgroup HH of WW and any finite subset $\{ γ_1, \ldots , γ_n \} \subset W \setminus …

2019-06-03abs ↗pdf ↗

We study homomorphisms from Kähler groups to Coxeter groups. As an application, we prove that a cocompact complex hyperbolic lattice (in complex dimension at least 2) does not embedd into a Coxeter group or a right-angled Artin group. This is in contrast with the case of real hyperbolic lattices.

2012-11-07abs ↗pdf ↗

Efficient and accurate low-rank approximations of multiple data sources are essential in the era of big data. The scaling of kernel-based learning algorithms to large datasets is limited by the O(n^2) computation and storage complexity of the full kernel matrix, which is required by most of the recent kernel learning a…

2016-01-17abs ↗pdf ↗

We show that the fundamental groups of any two closed irreducible non-geometric graph-manifolds are quasi-isometric. This answers a question of Kapovich and Leeb. We also classify the quasi-isometry types of fundamental groups of graph-manifolds with boundary in terms of certain finite two-colored graphs. A corollary i…

2006-04-03abs ↗pdf ↗

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.

In a 1967 paper, Banchoff stated that a certain type of polyhedral curvature, that applies to all finite polyhedra, was zero at all vertices of an odd-dimensional polyhedral manifold; one then obtains an elementary proof that odd-dimensional manifolds have zero Euler characteristic. In a previous paper, the author defi…

2003-10-30abs ↗pdf ↗

Paper provides a mathematical model for transformer ICL out-of-distribution generalization.

problem Understanding when transformer in-context learning can generalize beyond pre-training data.
method Minimal mathematical model of linear regression tasks with low-rank covariance matrices, analyzing distribution shifts as varying angles between subspaces.
result Transformers can generalize to all angle shifts if pre-training tasks are drawn from a union of subspaces, but not from a single Gaussian.

We prove the statistical consistency of kernel Partial Least Squares Regression applied to a bounded regression learning problem on a reproducing kernel Hilbert space. Partial Least Squares stands out of well-known classical approaches as e.g. Ridge Regression or Principal Components Regression, as it is not defined as…

2009-02-25abs ↗pdf ↗

The classical isoperimetric inequality in R^3 states that the surface of smallest area enclosing a given volume is a sphere. We show that the least area surface enclosing two equal volumes is a double bubble, a surface made of two pieces of round spheres separated by a flat disk, meeting along a single circle at an ang…

2000-03-27abs ↗pdf ↗