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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.

169,042 papers · 148 categories

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4385128170 · May 202619922001200920172026
48 results for log magnitudes

Dropout-based regularization methods can be regarded as injecting random noise with pre-defined magnitude to different parts of the neural network during training. It was recently shown that Bayesian dropout procedure not only improves generalization but also leads to extremely sparse neural architectures by automatica…

2017-05-20abs ↗pdf ↗

Differentially private log-location-scale regression models improve privacy in statistical analysis.

problem Ensuring privacy in statistical regression models while maintaining accuracy.
method Integrates differential privacy into LLS regression using the functional mechanism.
result Proposed DP-LLS models satisfy ε-differential privacy and perform well under various conditions.

We generalize the log Gaussian Cox process (LGCP) framework to model multiple correlated point data jointly. The observations are treated as realizations of multiple LGCPs, whose log intensities are given by linear combinations of latent functions drawn from Gaussian process priors. The combination coefficients are als…

2018-05-24abs ↗pdf ↗

FAST algorithm maximizes submodular functions efficiently.

problem Maximizing submodular functions under cardinality constraints.
method Fast Adaptive Sequencing Technique (FAST) for submodular maximization.
result FAST achieves an approximation ratio of 11/e1-1/e with O(log(n)log2(logk))O(\log(n) \log^2(\log k)) adaptive queries and O(nloglog(k))O(n \log\log(k)) total queries.

Deep learning compresses L-values for QAM symbols, reducing memory and improving performance.

problem Efficiently storing log-likelihood ratios (L-values) for QAM modulation.
method A deep autoencoder that jointly compresses and reconstructs L-values with a weighted loss function.
result Reduces memory footprint by up to two times with less than 0.1 dB performance loss.

A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significant historical financial events can be classified amazingly well using a single and unique value of the preferred scaling factor lambda=2, whi…

2002-09-25abs ↗pdf ↗

We consider the problem of recovering a signal xRn\mathbf{x}^* \in \mathbf{R}^n, from magnitude-only measurements yi=ai,xy_i = |\left\langle\mathbf{a}_i,\mathbf{x}^*\right\rangle| for i=[m]i=[m]. Also called the phase retrieval, this is a fundamental challenge in bio-,astronomical imaging and speech processing. The problem abov…

2017-05-18abs ↗pdf ↗

Acoustic scene classification is the task of identifying the scene from which the audio signal is recorded. Convolutional neural network (CNN) models are widely adopted with proven successes in acoustic scene classification. However, there is little insight on how an audio scene is perceived in CNN, as what have been d…

2019-01-06abs ↗pdf ↗

A new sampler for complex discrete distributions efficiently updates all variables in parallel.

problem Sampling complex high-dimensional discrete distributions efficiently and accurately.
method Discrete Langevin proposal (DLP) for parallel coordinate updates with controlled stepsize.
result DLP efficiently explores high-dimensional and strongly correlated variables with asymptotic bias of zero for log-quadratic distributions.

Improved regret bounds for Tsallis-INF in adversarial bandits and corruptions.

problem Adversarial bandits and corruptions in multiarmed bandit problems.
method Improved regret bounds for Tsallis-INF algorithm.
result Achieves $\mathcal{O}\left(\left(\sum_{i eq i^*} \frac{1}{Δ_i} ight)\log_+\left(\frac{(K-1)T}{\left(\sum_{i eq i^*} \frac{1}{Δ_i} ight)^2} ight)+\sqrt{C\left(\sum_{i eq i^*}\frac{1}{Δ_i} ight)\log_+\left(\frac{(K-1)T}{C\sum_{i eq i^*}\frac{1}{Δ_i}} ight)} ight)$ regret bound.

Coherent uncertainty quantification is a key strength of Bayesian methods. But modern algorithms for approximate Bayesian posterior inference often sacrifice accurate posterior uncertainty estimation in the pursuit of scalability. This work shows that previous Bayesian coreset construction algorithms---which build a sm…

2018-02-05abs ↗pdf ↗

Changepoint detection is a central problem in time series and genomic data. For some applications, it is natural to impose constraints on the directions of changes. One example is ChIP-seq data, for which adding an up-down constraint improves peak detection accuracy, but makes the optimization problem more complicated.…

2017-03-09abs ↗pdf ↗

DAGMA learns DAGs faster and more accurately using log-determinant acyclicity.

problem Learning directed acyclic graphs from data efficiently and accurately.
method DAGMA uses M-matrices and log-determinant acyclicity to optimize DAG learning.
result DAGMA achieves faster and more accurate DAG learning compared to existing methods.

We consider the problem of approximate Bayesian inference in log-supermodular models. These models encompass regular pairwise MRFs with binary variables, but allow to capture high-order interactions, which are intractable for existing approximate inference techniques such as belief propagation, mean field, and variants…

2015-02-23abs ↗pdf ↗

New denoisers improve signal recovery from noisy data without knowing noise distribution.

problem Denoising signals when only noise level is known, not distribution.
method Universal denoisers that shrink PYP_Y toward PXP_X with higher-order accuracy.
result Achieves O(σ4)O(σ^4) and O(σ6)O(σ^6) accuracy in matching generalized moments and densities.

DisCoveR efficiently discovers declarative process models from event logs.

problem Mining declarative process models from event logs efficiently and accurately.
method DisCoveR precisely formalizes an algorithm, uses a bit vector implementation, and rigorously evaluates performance.
result DisCoveR outperforms other declarative miners in accuracy and runtime.

Improved regret bound for adversarial MDPs with linear function approximation.

problem Learning in adversarial MDPs with changing loss functions and large state spaces.
method Two algorithms: refined FTRL with log-barrier regularizer and magnitude-reduced loss estimator.
result Achieved ildeO(K) ilde{\mathcal O}(\sqrt K) regret, improving over ildeO(K2/3) ilde{\mathcal O}(K^{2/3}).

Paper introduces differentiable sorting and ranking with O(nlogn)O(n \log n) time complexity.

problem Non-differentiability of sorting and ranking operations in machine learning.
method Differentiable proxies constructed as projections onto the permutahedron and reduction to isotonic optimization.
result First differentiable sorting and ranking operators with O(nlogn)O(n \log n) time and O(n)O(n) space complexity.

Improved sample complexity bounds for neural networks with weight magnitude constraints.

problem Bounding the sample complexity of neural networks with weight magnitude constraints.
method Developed a new technique to analyze sample complexity of function classes, using approximate description length.
result Optimal sample complexity bound of $O\left(\frac{dR^2}{ε^2} ight)$ for neural networks with weight magnitude constraints.

Pathfinder uses quasi-Newton optimization for variational inference.

problem Approximating complex posterior distributions efficiently.
method Pathfinder combines quasi-Newton optimization with variational methods to approximate log densities.
result Pathfinder produces draws with lower KL divergence than ADVI and comparable to HMC, requiring fewer evaluations.

A new method for efficient BNC parameter estimation outperforms HDP smoothing.

problem Efficiently estimating parameters for Bayesian network classifiers to match or exceed random forest performance.
method Uses log-linear regression to approximate hierarchical Dirichlet process (HDP) smoothing, making the approach simpler and faster.
result Our method outperforms HDP smoothing while being orders of magnitude faster and competitive with random forests.

Compress++ speeds up distribution compression to near-linear time.

problem Accurately summarize a probability distribution using a small number of points efficiently.
method Introduces Compress++, a meta-procedure to speed up any thinning algorithm.
result Achieves n\sqrt{n} points with O(logn/n)\mathcal{O}(\sqrt{\log n/n}) integration error in O(nlog3n)\mathcal{O}(n \log^3 n) time and O(nlog2n)\mathcal{O}( \sqrt{n} \log^2 n ) space.

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at nn points in dd dimensions requires linear solves and log determinants with an ${n(d+1) \times n(d…

2018-10-29abs ↗pdf ↗

CRBMs improve financial regime detection with PCD and free energy analysis.

problem Detecting systemic risk regimes in financial time series.
method Extended RBM to CRBM with autoregressive conditioning and PCD. Decomposed free energy into magnitude and correlation components.
result CRBM's free energy metric distinguishes between magnitude shocks and market regimes.

We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a Dudley-type regret bound similar to the one obtained in a non-constructive fashion by Rakhlin and Sridharan (2014). Our regret bound is expre…

2015-02-26abs ↗pdf ↗

Study on bias-variance trade-off in hierarchical models with higher-order interactions.

problem Understanding the bias-variance trade-off in hierarchical probabilistic models with higher-order interactions.
method Proposed an efficient inference algorithm using Gibbs sampling and annealed importance sampling for log-linear higher-order Boltzmann machine.
result Higher-order interactions produce less variance for smaller sample size and comparable error with hidden layers.

Lookahead pruning extends single-layer optimization to multi-layer, outperforming magnitude-based pruning.

problem Pruning neural networks to reduce computational cost and memory usage.
method Developed a multi-layer optimization approach extending the single-layer optimization of magnitude-based pruning.
result Consistently outperforms magnitude-based pruning on various networks, especially in high sparsity.

Are expansions and recessions more likely to end as their magnitude increases? In this paper we apply parametric hazard models to investigate this issue in a sample of 16 countries from 1881 to 2000. For the total sample we find evidence of positive magnitude dependence for recessions, while for expansions we are not a…

2004-01-26abs ↗pdf ↗