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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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107215322429 · Jun 202019922001200920172026
48 results for linear relationship

Proposes a partially linear structure to capture nonlinear relationships in mixture of experts models.

problem Suboptimal estimates due to linearity assumption in mixture of experts models.
method Introduces a partially linear structure that incorporates unspecified functions to capture nonlinear relationships.
result Establishes the identifiability of the proposed model under mild conditions and introduces a practical estimation algorithm.

Monotonic relationship found between in-distribution and out-of-distribution performance.

problem Understanding performance of machine learning models under distribution shifts.
method Analyzing ridge-regularized models and linear inverse problems under covariate shift.
result Monotonic relationship between in-distribution and out-of-distribution performance for certain models.

Proposes a method to calibrate data for more accurate linear correlation testing.

problem Inaccurate Pearson's correlation coefficient due to sample size and data non-normality.
method Predictive data calibration using machine learning to condition data on expected linear relationship.
result Calibrated Pearson's correlation coefficient yields a calibrated p-value and r estimate for posterior probability interpretation.

Rhino learns causal relationships from time series data with history-dependent noise.

problem Discovering causal relationships from time series data with non-linear relations, instantaneous effects, and history-dependent noise.
method Combines vector auto-regression, deep learning, and variational inference.
result Demonstrates better causal relationship discovery performance compared to baselines.

Extends RRR to capture nonlinear interactions in multi-response regression.

problem Complex relationships in real-world data cannot be adequately modeled by linear interactions.
method Introduces Higher Order Reduced Rank Regression (HORRR) using tensor representations and Tucker decomposition.
result HORRR can capture nonlinear interactions in multi-response regression.

The relational model is a ubiquitous representation of big-data, in part due to its extensive use in databases. In this paper, we propose the Equivariant Entity-Relationship Network (EERN), which is a Multilayer Perceptron equivariant to the symmetry transformations of the Entity-Relationship model. To this end, we ide…

2019-03-21abs ↗pdf ↗

Enhances topic-metadata relationship modeling using Bayesian methods.

problem Estimating relationships between latent topics and metadata in topic modeling.
method Proposes modifications to the method of composition, using Beta regression and a fully Bayesian approach.
result Improves quantification of uncertainty in topic-metadata relationships.

New method discovers causal relationships in sparse linear data.

problem Discovering cause-effect relationships in sparse linear data.
method Uses structural matrix to reconstruct data and identify causal structures without independence tests.
result Outperforms existing methods in sparse causal structure recovery.

Databases in domains such as healthcare are routinely released to the public in aggregated form. Unfortunately, naive modeling with aggregated data may significantly diminish the accuracy of inferences at the individual level. This paper addresses the scenario where features are provided at the individual level, but th…

2016-05-14abs ↗pdf ↗

The machine learning community has recently devoted much attention to the problem of inferring causal relationships from statistical data. Most of this work has focused on uncovering connections among scalar random variables. We generalize existing methods to apply to collections of multi-dimensional random vectors, fo…

2012-07-09abs ↗pdf ↗

Proposes using DII to identify non-linear causal relationships in EU Allowances returns.

problem Identifying causal relationships in non-linear data of EU Allowances returns.
method Uses Differentiable Information Imbalance (DII) for non-parametric causal discovery compared to multivariate Granger causality.
result Significant overlap and differences in causal variables identified by linear and non-linear methods.

We study the relationship between multiplicative 2-forms on Lie groupoids and linear 2-forms on Lie algebroids, which leads to a new approach to the infinitesimal description of multiplicative 2-forms and to the integration of twisted Dirac manifolds.

2009-11-02abs ↗pdf ↗

Defines diversification as a binary relationship between financial portfolios.

problem Defines diversification in a new binary relationship for financial portfolios.
method Proposes a new definition of diversification based on convex linear combinations and second order stochastic dominance.
result The proposed definition coincides with second order stochastic dominance.

Recently the interest of researchers has shifted from the analysis of synchronous relationships of financial instruments to the analysis of more meaningful asynchronous relationships. Both of those analyses are concentrated only on Pearson's correlation coefficient and thus intraday lead-lag relationships associated wi…

2014-02-16abs ↗pdf ↗

Locally adaptive interpretable regression improves linear regression's predictability.

problem Linear regression's predictability is limited; it lacks adaptability.
method Locally adaptive interpretable regression (LoAIR) uses neural networks to predict percentile of a Gaussian distribution for regression coefficients.
result LoAIR achieves comparable or better predictive performance than state-of-the-art baselines.

Study on memory effects in RNNs learning temporal data.

problem Understanding memory effects in RNNs for temporal data learning.
method Mathematical analysis of continuous-time linear RNNs, focusing on approximation and optimization dynamics.
result Long-term memory requires a large number of neurons and slows down training.

Unified framework for non-linear attention using modern Hopfield networks.

problem Improving transformer model's understanding of complex relationships and efficiency.
method Proposes an energy functional based on Modern Hopfield Networks (MNH) to unify linear and non-linear attention mechanisms.
result Context wells encapsulate contextual relationships among tokens, offering a richer representation of non-linear data.

New method for causal discovery using peeling algorithms for various data types.

problem Challenges in causal discovery due to unmeasured confounders.
method Two peeling algorithms (bottom-up and top-down) for causal discovery with generalized structural equation models.
result Valid discovery of causal relationships and parent-child effects in diverse data types.

Delta method vs Bootstrap for deep learning classification shows strong linear relationship and faster computation.

problem Validating the Delta method for deep learning classification.
method Comparison of Delta method and Bootstrap on LeNet-based neural networks using MNIST and CIFAR-10 datasets.
result The Delta method provides a five times faster computation with strong linear predictive uncertainty relationship.

New deep learning model for matrix completion combining linear and nonlinear relationships.

problem Matrix completion considering only linear or nonlinear relations, ignoring latent relationships.
method Combines linear and nonlinear models in a latent variables framework, using a deep neural network with two branches for columns and rows, and manifold learning as an auxiliary task.
result Experimental results show the proposed method outperforms state-of-the-art matrix completion methods.

BELIEF framework interprets GLMs using binary linear models.

problem Understanding and interpreting generalized linear models (GLMs) with binary outcomes.
method Developed a framework called binary expansion linear effect (BELIEF) to interpret GLMs through transparent linear models.
result BELIEF framework reveals perfect predictors in complete separation scenarios.

Enhances GNNs by capturing node relationships, outperforming 2-WL test.

problem Inability of conventional GNNs to fully capture node relationships due to permutation invariance.
method Develops permutation-sensitive aggregation mechanism using permutation groups.
result Proves superior expressivity compared to 2-WL test and not less than 3-WL test.

Financial markets are complex adaptive systems, and are commonly studied as complex networks. Most of such studies fall short in two respects: they do not account for non-linearity of the studied relationships, and they create one network for the whole studied time series, providing an average picture of a very long, e…

2014-09-30abs ↗pdf ↗

Neural network predicts nonlinear safety behavior based on personality traits.

problem Predicting construction workers' unsafe behaviors based on personality traits.
method Developed a forecasting model using neural network algorithms.
result Nonlinear relationship exists between personality traits and safety behavior.

LGB+ improves macroeconomic forecasting by combining linear and tree models.

problem Efficiency in small samples for forecasting with mixed linear and nonlinear dynamics.
method LGB+ is a boosting procedure that evaluates both tree and linear candidates at each step, advancing only the winner. It decomposes forecasts into linear and nonlinear contributions.
result LGB+ delivers strong gains for targets with pronounced autoregressive dynamics or mixed signals.

This paper reviews Gaussian process-based multi-fidelity techniques for different fidelity relationships.

problem Combining accurate and cheap models for complex system design.
method Gaussian process-based multi-fidelity modeling techniques for varying fidelity relationships.
result Comparison of techniques on analytical and aerospace engineering problems.

Causal inference concerns the identification of cause-effect relationships between variables, e.g. establishing whether a stimulus affects activity in a certain brain region. The observed variables themselves often do not constitute meaningful causal variables, however, and linear combinations need to be considered. In…

2015-12-03abs ↗pdf ↗

Factor analysis provides linear factors that describe relationships between individual variables of a data set. We extend this classical formulation into linear factors that describe relationships between groups of variables, where each group represents either a set of related variables or a data set. The model also na…

2014-11-21abs ↗pdf ↗

In many compressive sensing problems today, the relationship between the measurements and the unknowns could be nonlinear. Traditional treatment of such nonlinear relationships have been to approximate the nonlinearity via a linear model and the subsequent un-modeled dynamics as noise. The ability to more accurately ch…

2013-01-29abs ↗pdf ↗

LIT-LVM improves linear predictors by estimating interaction terms with latent vectors.

problem Accurately estimating coefficients for interaction terms in linear predictors.
method Structured regularization using latent vectors to represent features.
result LIT-LVM achieves superior prediction accuracy compared to other methods.