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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.

168,657 papers · 148 categories

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107214321428 · Jun 202019922001200920172026
48 results for linear restrictions

Active-set algorithm improves Cox regression for shape-restricted covariates.

problem Improving Cox regression for shape-restricted covariates.
method Shape-restricted inference using active-set optimization for spline basis expansion.
result Active-set algorithm produces accurate linear covariate effect estimates.

Paper presents a new framework for covariance matrix estimation with geometric insights.

problem Challenges in covariance matrix estimation, especially in finding suitable models and efficient estimation methods.
method General framework for linear restrictions on different transformations of the covariance matrix, including matrix logarithm and its inverse.
result Yields an MM-estimator with MM-estimation allowing for straightforward asymptotic and finite sample analysis.

It is known since 40 years old paper by M. Keane that minimality is a generic (i.e. holding with probability one) property of an irreducible interval exchange transformation. If one puts some integral linear restrictions on the parameters of the interval exchange transformation, then minimality may become an "exotic" p…

2015-10-13abs ↗pdf ↗

A linear restriction of a function is the same function with its domain restricted to points on a given line. This paper addresses the problem of computing a succinct representation for a linear restriction of a piecewise-linear neural network. This primitive, which we call ExactLine, allows us to exactly characterize …

2019-08-17abs ↗pdf ↗

This article is concerned with the Bridge Regression, which is a special family in penalized regression with penalty function j=1pβjq\sum_{j=1}^{p}|β_j|^q with q>0q>0, in a linear model with linear restrictions. The proposed restricted bridge (RBRIDGE) estimator simultaneously estimates parameters and selects important varia…

2019-10-08abs ↗pdf ↗

SAGA is a fast incremental gradient method on the finite sum problem and its effectiveness has been tested on a vast of applications. In this paper, we analyze SAGA on a class of non-strongly convex and non-convex statistical problem such as Lasso, group Lasso, Logistic regression with 1\ell_1 regularization, linear r…

2017-02-19abs ↗pdf ↗

Log-linear models are the popular workhorses of analyzing contingency tables. A log-linear parameterization of an interaction model can be more expressive than a direct parameterization based on probabilities, leading to a powerful way of defining restrictions derived from marginal, conditional and context-specific ind…

2014-09-09abs ↗pdf ↗

This paper tackles efficient federated learning for generalized linear bandits.

problem Limited communication efficiency restricts existing federated learning solutions to linear models.
method Proposes a communication-efficient solution framework using online and offline regression.
result Proves sub-linear regret and communication cost for generalized linear bandits.

New analysis proves sketching operators' RIP guarantees for mixture models without importance sampling.

problem Proving sketching operators' Restricted Isometry Property (RIP) for mixture models without assuming importance sampling.
method Proposed alternative analysis based on new deterministic bounds and concentration inequalities.
result Theoretical guarantees for sketching operators without importance sampling.

For compact CR manifolds of hypersurface type which embed in complex projective space, we show that for all k large enough there exist linear systems of O(k){\mathcal{O}}(k) which when restricted to the CR manifold are generic in a suitable sense. These systems are constructed using approximately holomorphic geometry.

2006-11-05abs ↗pdf ↗

The paper analyzes Karcher means on restricted PSD matrices with statistical guarantees.

problem Statistical analysis of non-linear manifolds in machine learning.
method Intrinsic mean model on restricted PSD matrices, Karcher mean analysis, extrinsic signal-plus-noise model.
result Non-asymptotic statistical analysis of Karcher means with deterministic error bounds.

The study sets lower bounds on MMSE for inferring sensitive features from noisy data.

problem Estimating sensitive features from noisy observations of correlated features.
method Adversarial evaluation framework based on MMSE estimation with theoretical lower bounds.
result Derives closed-form bounds for linear models, showing optimality in noise variance.

Let G be a Lie groupoid over M such that the target-source map from G to M x M is proper. We show that, if O is an orbit of finite type (i.e. which admits a proper function with finitely many critical points), then the restriction G|U of G to some neighborhood U of O in M is isomorphic to a similar restriction of the a…

2001-07-05abs ↗pdf ↗

The restricted Boltzmann machine is a graphical model for binary random variables. Based on a complete bipartite graph separating hidden and observed variables, it is the binary analog to the factor analysis model. We study this graphical model from the perspectives of algebraic statistics and tropical geometry, starti…

2009-08-30abs ↗pdf ↗

We propose a methodology for testing linear hypothesis in high-dimensional linear models. The proposed test does not impose any restriction on the size of the model, i.e. model sparsity or the loading vector representing the hypothesis. Providing asymptotically valid methods for testing general linear functions of the …

2016-10-10abs ↗pdf ↗

Paper proves PI consensus algorithm converges exponentially under restricted secant inequality.

problem Proving convergence of PI consensus algorithm without convexity.
method Lyapunov theory, restricted secant inequality, rate-matching discretization, local pre-conditioning.
result Exponential convergence of PI consensus algorithm for non-convex functions.

In several domains obtaining class annotations is expensive while at the same time unlabelled data are abundant. While most semi-supervised approaches enforce restrictive assumptions on the data distribution, recent work has managed to learn semi-supervised models in a non-restrictive regime. However, so far such appro…

2017-10-10abs ↗pdf ↗

We consider a global, nonlinear version of the Whitney extension problem for manifold-valued smooth functions on closed domains CC, with non-smooth boundary, in possibly non-compact manifolds. Assuming CC is a submanifold with corners, or is compact and locally convex with rough boundary, we prove that the restrictio…

2018-01-12abs ↗pdf ↗

In this work, we introduce a new procedure for applying Restricted Boltzmann Machines (RBMs) to missing data inference tasks, based on linearization of the effective energy function governing the distribution of observations. We compare the performance of our proposed procedure with those obtained using existing recons…

2019-10-21abs ↗pdf ↗

We define compactifications of vector spaces which are functorial with respect to certain linear maps. These "many-body" compactifications are manifolds with corners, and the linear maps lift to b-maps in the sense of Melrose. We derive a simple criterion under which the lifted maps are in fact b-fibrations, and identi…

2017-12-11abs ↗pdf ↗

Generative adversarial networks are a novel method for statistical inference that have achieved much empirical success; however, the factors contributing to this success remain ill-understood. In this work, we attempt to analyze generative adversarial learning -- that is, statistical inference as the result of a game b…

2018-09-12abs ↗pdf ↗

SVRG and its variants are among the state of art optimization algorithms for large scale machine learning problems. It is well known that SVRG converges linearly when the objective function is strongly convex. However this setup can be restrictive, and does not include several important formulations such as Lasso, grou…

2016-11-07abs ↗pdf ↗

Paper proves uniqueness of specific spacetime surfaces in a lightcone.

problem Proving uniqueness of surfaces of constant spacetime mean curvature in a lightcone.
method Used a fairly generic notion of asymptotic flatness to prove uniqueness.
result Unique foliation by surfaces of constant spacetime mean curvature exists under weaker assumptions.

In this paper, we study rational sections of the relative Picard scheme of a linear system on a smooth projective variety. We prove that if the linear system is basepoint-free and the locus of non-integral divisors has codimension at least two, then all rational sections of the relative Picard scheme come from restrict…

2017-06-28abs ↗pdf ↗

Can one reduce the size of a graph without significantly altering its basic properties? The graph reduction problem is hereby approached from the perspective of restricted spectral approximation, a modification of the spectral similarity measure used for graph sparsification. This choice is motivated by the observation…

2018-08-31abs ↗pdf ↗

A free action of a finite group on an odd-dimensional sphere is said to be almost linear if the action restricted to each cyclic or 2-hyperelementary subgroup is conjugate to a free linear action. We begin this survey paper by reviewing the status of almost linear actions on the 3-sphere. We then discuss almost linear …

1999-11-17abs ↗pdf ↗

New insights into continual learning for deep models, showing convergence issues but local linear solutions.

problem Challenges in continual learning for homogeneous deep models.
method Sequential projections onto task margin sets, leveraging nonconvex projection theory.
result Local linear convergence under certain conditions for homogeneous deep networks.

The paper improves convergence for linear systems using entropic mirror descent with Polyak stepsizes.

problem Convergence analysis for linear systems with unbounded domain.
method Entropic mirror descent with Polyak stepsizes, sublinear and linear convergence results.
result Generalized convergence result for arbitrary convex functions.