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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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54109163217 · Jun 202019922001200920172026
48 results for log-scale regression

A novel method for learning DAGs from positive-valued data.

problem Causal discovery from observational data of positive-valued variables.
method Hybrid Moment-Ratio Scoring (H-MRS) algorithm combining moment-based scoring and log-scale regression.
result H-MRS integrates log-scale Ridge regression for moment-ratio estimation with a greedy ordering procedure based on raw-scale moment ratios, followed by Elastic Net-based parent selection.

End-to-end neural network based approaches to audio modelling are generally outperformed by models trained on high-level data representations. In this paper we present preliminary work that shows the feasibility of training the first layers of a deep convolutional neural network (CNN) model to learn the commonly-used l…

2017-12-01abs ↗pdf ↗

We introduce a new functional measure of tail dependence for weakly dependent (asymptotically independent) random vectors, termed weak tail dependence function. The new measure is defined at the level of copulas and we compute it for several copula families such as the Gaussian copula, copulas of a class of Gaussian mi…

2014-02-19abs ↗pdf ↗

Estimates spectral projections restricted to uniformly embedded submanifolds.

problem Estimating spectral projections on submanifolds of manifolds with nonpositive curvature.
method Estimates the L2(M)oLq(Σ)L^2(M) o L^q(Σ) norm of spectral projection operators.
result Sharp spectral projection estimates for small spectral windows.

Study finds long memory in some emerging Asian stocks but not in developed markets.

problem Evaluating stock market efficiency in emerging vs developed markets.
method Improved wavelet estimator of long range dependence.
result Emerging Asian markets show more long memory in stock returns than developed markets.

The so-called Pareto-Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of worldwide stock markets indexes data and it has the form Pr(X>x) x(alpha)forgamma<x<infinity.TheselectionofthethresholdparametergammaPr(X>x) ~ x**(-alpha) for gamma< x <infinity. The selection of the threshold parameter gamma from empirical d…

2004-11-06abs ↗pdf ↗

Unified model for financial derivatives pricing with stochastic interest rates.

problem Pricing and hedging financial derivatives with stochastic interest rates.
method Volterra Stein-Stein model with correlated Gaussian Volterra processes.
result Explicit formulas for bond and cap/floor pricing, and characteristic function for log-forward index.

A method for vectorizing persistence diagrams simplifies topological data analysis.

problem Challenges in integrating persistence diagrams into machine learning pipelines.
method Quantized Persistence and Integral transforms of Diagrams (Qupid) using binning and discrete transforms.
result Qupid preserves highly competitive performances compared to state-of-the-art methods across various classification tasks.

Study of historic stock returns distributions, highlighting asymmetry and outliers.

problem Understanding the asymmetry in accumulated gains and losses in stock returns over time.
method Analyzing decades-long historic distributions of S&P500 returns, comparing gains and losses, using statistical U-tests and fitting log-log scale linearly.
result The mean of de-trended distributions increases linearly with the number of days of accumulation, and the overall skew is negative, indicating heavier tails of losses.

Study finds 'Dragon Kings' in stock market volatility during major economic crises.

problem Identifying significant deviations from normal market volatility.
method Analyzed S&P500 index volatility, categorized as Black Swans, Dragon Kings, or Negative Dragon Kings, using modified Generalized Beta and Generalized Beta Prime distributions.
result Observed 'potential' Dragon Kings that eventually turn into Negative Dragon Kings, with more pronounced phenomenon as time averaging increases.

Deep learning extracts terrain texture covariates for geostatistical modeling.

problem Improving prediction accuracy in geostatistical modeling using terrain texture data.
method Deep learning approach to automatically derive optimal terrain texture covariates from SRTM 90m DEM.
result Deep learning-derived covariates have strong explanatory power (R-squared around 0.6) for geochemical data.

This paper studies robust regression in the settings of Huber's εε-contamination models. We consider estimators that are maximizers of multivariate regression depth functions. These estimators are shown to achieve minimax rates in the settings of εε-contamination models for various regression problems including nonpa…

2017-02-15abs ↗pdf ↗

This paper studies the nonparametric modal regression problem systematically from a statistical learning view. Originally motivated by pursuing a theoretical understanding of the maximum correntropy criterion based regression (MCCR), our study reveals that MCCR with a tending-to-zero scale parameter is essentially moda…

2017-02-20abs ↗pdf ↗

Survey of SDR methods for high-dimensional regression and embedding.

problem Reducing dimensionality in high-dimensional data.
method Involves both statistical and machine learning approaches, covering inverse and forward regression methods.
result Supervised Kernel Dimension Reduction is equivalent to supervised PCA.

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.

Paper introduces semi-supervised linear extremile regression for high-dimensional data.

problem Challenges in high-dimensional extremile regression due to data sparsity and overfitting.
method Proposes semi-supervised learning for linear extremile regression, achieving n\sqrt{n}-consistency.
result Demonstrates improved estimation efficiency and performance in high-dimensional settings.

Prevalidated ridge regression simplifies logistic regression for high-dimensional data.

problem Efficient probabilistic classification in high-dimensional data with logistic regression.
method Developed a prevalidated ridge regression model that matches logistic regression's performance but is more computationally efficient.
result Prevalidated ridge regression achieves similar classification error and log-loss to logistic regression for high-dimensional data.

We simplify complex regression coefficients using linearization and feature comparison.

problem Interpreting high-dimensional regression coefficients from nonlinear responses.
method Developed a linearization method to derive feature coefficients and compare them with regression coefficients.
result Shows how regression coefficients relate to linearized feature coefficients and how they change under regularization.

Unified framework for fair regression under demographic parity.

problem Ensuring fairness in regression tasks subject to demographic parity constraints.
method Proposes a unified framework applicable to various regression tasks with a broad spectrum of loss functions, derived a novel characterization of the fair risk minimizer, and established theoretical consistency and convergence rates.
result Effective minimization of risk while satisfying fairness constraints across various regression settings.

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.

Huber regression assessed for robustness in statistical learning.

problem Understanding Huber regression in nonparametric statistical learning.
method Assessment from statistical learning perspective, focusing on risk consistency, adaptive tuning, and convergence rates.
result Huber regression can be asymptotically mean regression calibrated under (1+ε)(1+ε)-moment conditions, justifying its robustness.

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 ↗

We analyze coresets for regularized regression problems and propose a modified lasso that yields smaller coresets.

problem Analyzing coresets for regularized regression problems.
method Examined coresets for ridge regression and proposed a modified lasso problem.
result No coreset for regularized regression can be smaller than the unregularized version when reqsr eq s.

Study uniform consistency in nonparametric mixture models and mixed regression.

problem Uniform consistency in nonparametric mixture models and mixed regression models.
method Construct uniformly consistent estimators under general conditions, develop novel technical tools.
result Prove uniform consistency results for nonparametric mixtures and mixed regression models.

Collider regression improves predictive performance in regression tasks.

problem Discarding prior causal knowledge in regression tasks.
method Collider regression framework incorporating probabilistic causal knowledge from collider structures.
result Proves positive generalization benefit and provides closed-form estimators.

We describe dimensionally constrained symbolic regression which has been developed for mass measurement in certain classes of events in high-energy physics (HEP). With symbolic regression, we can derive equations that are well known in HEP. However, in problems with large number of variables, we find that by constraini…

2011-06-20abs ↗pdf ↗

New GP model estimates piecewise continuous functions.

problem Piecewise continuous regression functions in scientific and engineering applications.
method Local Gaussian process model with partitioned local data and joint estimation of boundaries.
result Superior performance over conventional GP models in estimating piecewise regression functions.

This work analyzes Fréchet regression using comparison geometry, providing theoretical and practical insights.

problem Analyzing data on complex structures like manifolds and graphs.
method Theoretical analysis through comparison geometry, focusing on existence, uniqueness, and stability of the Fréchet mean.
result Key results on the existence, uniqueness, and stability of the Fréchet mean, along with statistical guarantees for nonparametric regression.

Study on reducing dimensionality in high-dimensional regression with kernel methods and stability analysis.

problem Analyzing errors in high-dimensional regression with dimensionality reduction and kernel regression.
method Derive a stability result for kernel regression with Wasserstein distance and apply it to PCA to deduce convergence rates.
result Two-step procedure yields useful convergence rates in semi-supervised settings.