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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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122243365486 · Jun 202019922001200920172026
48 results for linear components

Independent component analysis (ICA) decomposes multivariate data into mutually independent components (ICs). The ICA model is subject to a constraint that at most one of these components is Gaussian, which is required for model identifiability. Linear non-Gaussian component analysis (LNGCA) generalizes the ICA model t…

2017-12-23abs ↗pdf ↗

Finite translation surfaces can be classified by the order of their singularities. When generalizing to infinite translation surfaces, however, the notion of order of a singularity is no longer well-defined and has to be replaced by new concepts. This article discusses the nature of two such concepts, recently introduc…

2014-12-01abs ↗pdf ↗

Linear Transformer Block combines MLP and linear attention for near-optimal ICL in linear regression.

problem Achieving near-optimal in-context learning (ICL) risk for linear regression with a Gaussian prior.
method Combines linear attention and MLP components in a Linear Transformer Block (LTB). Establishes correspondence with one-step gradient descent estimators (GDextβ\mathsf{GD} ext{-}\mathbfβ).
result LTB achieves nearly Bayes optimal ICL risk for linear regression with a Gaussian prior.

Proves energy estimates for tensorial wave equations, decoupling components for stability proof.

problem Proving stability of (1+3)(1+3)-Minkowski space-time with various non-linearities.
method Decouples energy estimates for tensorial wave equations, exploiting tensorial structure and Lie derivatives.
result Decoupled energy estimates for tensorial solutions, allowing new stability proofs.

Eigen component analysis combines quantum mechanics with machine learning for efficient data analysis.

problem Efficiently extracting linearly separable components from complex data.
method Eigen component analysis (ECA) incorporates quantum mechanics principles into linear learning models.
result ECA outperforms classical linear models and can be integrated with deep neural networks.

New method solves tensor equations including parity odd and even terms in 4D.

problem Solving linear tensor equations with parity odd and even terms in 4D.
method Extending previous results, solving a 30-parameter linear tensor equation step by step.
result Explicit solution for tensor field components in terms of known components.

Paper optimizes prediction in semi-functional linear models using kernel methods.

problem Optimizing prediction in semi-functional linear models with functional and nonparametric components.
method Double-penalized least squares method in reproducing kernel Hilbert spaces, with regularization parameter selection via generalized cross validation.
result Achieves minimax optimal rates of convergence for both functional and nonparametric components.

Gradient descent with growing learning rate enables learning non-linear features in neural networks.

problem Learning non-linear features in two-layer neural networks.
method Using gradient descent with a learning rate that grows with the sample size.
result Multiple rank-one components emerge, each corresponding to a specific polynomial feature.

Explicit computation of symplectic form for PGLn(R)\mathrm{PGL}_n(\mathbb{R})-Hitchin component.

problem Symplectic structure of PGLn(R)\mathrm{PGL}_n(\mathbb{R})-Hitchin component.
method Atiyah-Bott-Goldman symplectic form and global coordinates.
result Coefficients of the symplectic form are constant.

The linear slice of quasi-Fuchsian once-punctured torus groups is defined by fixing the complex length of some simple closed curve to be a fixed positive real number. It is known that the linear slice is a union of disks, and it always has one standard component containing Fuchsian groups. Komori and Yamashita proved t…

2014-12-29abs ↗pdf ↗

Study on dynamics of non-linear autoencoders learning principal components.

problem Technical difficulty in studying non-linear autoencoders due to non-trivial correlations.
method Derive asymptotically exact equations for SGD training of shallow, non-linear autoencoders.
result Autoencoders learn principal components sequentially and tie weights are ineffective.

Flexible DNN for survival data, avoiding proportional hazards assumption.

problem Survival analysis with complex interactions and non-proportional hazards.
method Partially linear DNN model with a flexible nonparametric component.
result FLEXI-Haz achieves optimal convergence rates and asymptotic efficiency.

New method identifies shared components from unpaired multimodal mixtures.

problem Identify shared components from unpaired multimodal mixtures.
method Distribution divergence minimization-based loss with sufficient conditions for identifiability.
result Sufficient conditions for shared component identifiability from unaligned multimodal mixtures.

A hybrid model combines piecewise linear and neural components for interpretable predictions.

problem Post-hoc interpretable methods lead to contradictory explanations and lower prediction accuracy.
method Hybrid model with piecewise linear and neural components.
result The model achieves good interpretability and state-of-the-art accuracy.

In this paper the exact linear relation between the leading eigenvectors of the modularity matrix and the singular vectors of an uncentered data matrix is developed. Based on this analysis the concept of a modularity component is defined, and its properties are developed. It is shown that modularity component analysis …

2015-10-19abs ↗pdf ↗

The paper tackles reward-relevance in offline RL with sparse decision dynamics.

problem Offline reinforcement learning with sparse decision dynamics and estimation sparsity.
method Reward-filtered least-squares policy evaluation using thresholded lasso.
result The method provides theoretical guarantees with sample complexity dependent on sparse component size.

Principal component regression (PCR) is a widely used two-stage procedure: principal component analysis (PCA), followed by regression in which the selected principal components are regarded as new explanatory variables in the model. Note that PCA is based only on the explanatory variables, so the principal components a…

2016-09-28abs ↗pdf ↗

Computes the component group of arbitrary real algebraic groups.

problem Computing the component group of arbitrary real algebraic groups.
method Structure results on algebraic groups and Galois cohomology methods.
result The group of connected components π0G(R)π_0G(\mathbb{R}) is an elementary Abelian 2-group.

OT-ICA uses optimal transport to find independent components, outperforming traditional methods.

problem Finding independent components from linear mixtures of signals.
method OT-ICA uses the squared Wasserstein distance to maximize non-Gaussianity, optimizing projections via gradient descent.
result OT-ICA outperforms traditional proxy-based methods in various applications.

FA algorithm provides convergence guarantees for deep linear networks.

problem Training efficiency and convergence of deep neural networks.
method Theoretical analysis of Feedback Alignment (FA) algorithm for deep linear networks.
result Certain initializations lead to implicit anti-regularization, affecting learning effectiveness.

Proposes σσ-PCA to learn identifiable linear transformations without whitening.

problem Cannot identify axes with equal variances in PCA.
method Unified model for linear and nonlinear PCA, introducing a missing piece to eliminate rotational indeterminacy.
result Eliminates subspace rotational indeterminacy in PCA.

Suppose that we observe noisy linear measurements of an unknown signal that can be modeled as the sum of two component signals, each of which arises from a nonlinear sub-manifold of a high dimensional ambient space. We introduce SPIN, a first order projected gradient method to recover the signal components. Despite the…

2012-02-08abs ↗pdf ↗

The study introduces a new stickiness parameter for stock prices using a non-linear model.

problem Understanding how closely individual stocks follow a stock index's price movements.
method Developed a non-linear pricing model inspired by tectonic plate movements to measure stickiness.
result Defined a stickiness parameter for stock price returns using a novel model.

Study on recovering supports of multiple sparse vectors from mixed linear measurements.

problem Recovering supports of multiple sparse vectors from a mixture of linear measurements.
method Developed algorithms to identify the support of all component vectors using polynomial and quasi-polynomial number of measurements.
result Polynomial and quasi-polynomial number of measurements sufficient for recovering the supports of all component vectors.

Recurrent neural networks can learn complex transduction problems that require maintaining and actively exploiting a memory of their inputs. Such models traditionally consider memory and input-output functionalities indissolubly entangled. We introduce a novel recurrent architecture based on the conceptual separation b…

2018-11-08abs ↗pdf ↗

In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components regression. WOCR makes use of the monotonicity inherent in orthogonal components …

2017-09-13abs ↗pdf ↗

We simplify SSL by approximating redundant structural components with low-rank factorization.

problem Improving self-supervised learning performance with limited labeled data.
method Low-rank approximation of structural redundancy, introducing ε_s to measure approximation quality.
result The proposed method enhances SSL performance, as shown by theoretical and experimental validations.

Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. In this paper we present Multiple-weighted Independent Component Analysis (MWeICA) algorithm, a new ICA method which is based on approximate diagonalizat…

2019-05-31abs ↗pdf ↗