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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.

169,051 papers · 148 categories

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48 results for matrix profile

New algorithms for efficient matrix profile computation using various Euclidean distances.

problem Efficiently computing matrix profile for all-pairs-similarity search on time series.
method Proposed AAMP, ACAMP, and extended algorithms for p-norm distance.
result AAMP and ACAMP algorithms outperform existing methods for specific Euclidean distances.

A new tool, matrix profile, finds all pair similarities in time series data.

problem Finding all pair similarities in time series data.
method Near universal time series data mining tool called matrix profile.
result Matrix profile solves the all-pairs-similarity-search problem for time series subsequences.

Study ridge regression for non-identically distributed data with varying variances.

problem Investigate high-dimensional regression with non-identical data variance.
method Propose a random effect model and use tools from random matrix theory.
result Highlight the double descent phenomenon in high-dimensional regression for certain variance profiles.

Method selects number of communities in weighted networks.

problem Selecting the number of communities in weighted networks.
method Proposes a novel weighted DCSBM and uses a sequential testing framework with spectral clustering and matrix scaling.
result Method is consistent in estimating the true number of communities under mild conditions.

Novel method diagnoses large language models' reasoning abilities.

problem Fine-grained evaluation of large language models' reasoning abilities.
method Adapting cognitive diagnosis models to LLMs, estimating mastery profiles and Q-matrix, incorporating textual information.
result Accurate parameter recovery and insights into LLMs' capabilities.

Paper improves likelihood estimation for discrete distributions.

problem Computing profile maximum likelihood for discrete distributions.
method New bounds on Bethe and Sinkhorn permanents for low rank matrices.
result Achieves an approximation factor of exp(-O(sqrt(n) log n)) in polynomial time.

Biclustering, the process of simultaneously clustering the rows and columns of a data matrix, is a popular and effective tool for finding structure in a high-dimensional dataset. Many biclustering procedures appear to work well in practice, but most do not have associated consistency guarantees. To address this shortco…

2012-06-29abs ↗pdf ↗

Study discovers patterns in insulin needs for T1D patients.

problem Finding the right insulin dose and time for T1D patients is challenging.
method Used OpenAPS Data Commons dataset and time series techniques like matrix profile and multi-variate clustering.
result Identified temporal patterns in insulin needs driven by factors like carbohydrates and possibly others.

We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML has appealing theoretical properties, but is difficult to compute exactly. Inspi…

2017-12-19abs ↗pdf ↗

Graph neural network improves SOH estimation of lithium-ion batteries.

problem Accurate SOH estimation requires alignment of statistical distributions between training and testing datasets.
method Graph convolutional networks (GCNs) with anomaly detection for selecting discharge voltage segments.
result Achieves precise SOH estimation with a root mean squared error of less than 1%.

Study resolvent convergence for random matrices with general covariance profiles.

problem Analyzing resolvent convergence for random matrices with non-identically distributed columns.
method Using moments of quadratic forms and deterministic equivalents, the study provides bounds on the trace of matrix products.
result The trace of matrix products is close to the trace of a deterministic equivalent, controlled by matrix norms.

A new method speeds up factor analysis for high-dimensional data.

problem Estimating covariance parameters in high-dimensional Gaussian data with limited observations.
method Matrix-free likelihood method using implicitly restarted Lanczos and limited-memory quasi-Newton algorithms.
result Our method is faster than EM without sacrificing accuracy.

The paper analyzes ridge regression with random features for non-identically distributed data.

problem Analyzing ridge regression performance for data with heterogeneous variance profiles.
method Combining linear-plus-chaos approximation and operator-valued free probability.
result Derives asymptotic equivalents for training and test risks under non-identically distributed data.

A new portfolio method uses NMF for risk budgeting, outperforming classical methods.

problem Portfolio diversification and risk management in crypto and traditional assets.
method Risk factor budgeting using convex Non-negative Matrix Factorization (NMF).
result Our method outperforms classical portfolio allocations in diversification and risk profile.

Paper explores how design matrix patterns affect regression performance in over-parameterized models.

problem The impact of covariance matrix degeneracy and covariate dependence on regression performance in over-parameterized models.
method Derives deterministic equivalents for prediction risk in a vanishing-ridge regime, using graph theory to identify singular configurations.
result Degeneracy of covariance matrices and dependence can lead to multiple descent in regression performance.

The proprietary nature of Hedge Fund investing means that it is common practise for managers to release minimal information about their returns. The construction of a Fund of Hedge Funds portfolio requires a correlation matrix which often has to be estimated using a relatively small sample of monthly returns data which…

2010-05-27abs ↗pdf ↗

New spectral clustering for directed graphs reveals socio-economic patterns.

problem Spectral clustering for directed graphs is unsatisfactory due to edge directionality.
method Proposes a complex-valued matrix representation and analysis for directed graphs.
result Our approach reveals socio-economic patterns in internal migration data.

Profile entropy measures learnability and compressibility of discrete distributions.

problem Understanding the learnability and compressibility of discrete distributions.
method Investigates profile entropy, showing its role in estimation, inference, and compression.
result Profile entropy is a fundamental measure unifying estimation, inference, and compression.

Proposes a privacy-preserving recommendation system using matrix factorization and differential privacy.

problem Privacy leakage in recommendation systems when anonymizing user data is not sufficient.
method Uses matrix factorization and differential privacy via the Gaussian mechanism.
result Demonstrates excellent utility for privacy-preserving recommendation systems.

Study optimal algorithms for recovering signals through inhomogeneous low-rank channels.

problem Recovering signals through an inhomogeneous low-rank matrix channel.
method Derive and analyze an approximate message-passing algorithm (AMP) and a spectral method.
result The AMP iteration matches the conjectured optimal computational phase transition.

Method controls extrapolation in prediction profiles for statistical and machine learning models.

problem Avoiding invalid predictions due to extrapolation in prediction profiles.
method Genetic algorithm optimization over constrained factor regions.
result Optimal factor settings without constraint are often invalid and extrapolated.

Study identifies subphenotypes of pediatric sepsis to improve ML predictive performance.

problem Enhance machine learning predictive performance in pediatric sepsis.
method Latent profile analysis of clinical data to identify subphenotypes, followed by ML experiments.
result Improved predictive performance of ML models targeting specific subphenotypes of pediatric sepsis.

XSP profiles ML models across hardware and software stacks.

problem Challenges in profiling ML model performance across different layers of the stack.
method XSP uses distributed tracing to aggregate data from various sources and introduces a leveled, iterative measurement approach.
result XSP provides insights into ML model execution not easily discernible otherwise.

We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…

2007-01-07abs ↗pdf ↗

We introduce a spectrum of monotone coarse invariants for metric measure spaces called Poincaré profiles. The two extremes of this spectrum determine the growth of the space, and the separation profile as defined by Benjamini--Schramm--Timár. In this paper we focus on properties of the Poincaré profiles of groups with …

2017-07-07abs ↗pdf ↗

Improved covariance matrix estimation for portfolio optimization with guaranteed PSD and controlled conditioning.

problem Guaranteeing positive semidefinite ness and controlling spectral conditioning in IQ estimators.
method Introducing squeezing identity and atomic-IQ parameterization to construct structured channel matrices with PSD guarantees and analytic eigen floor for conditioning control.
result Atomic-IQ improves Sharpe ratios and delivers a more stable risk profile compared to standard estimators.

Logarithmic separation profile in hyperbolic groups shows hierarchical structure.

problem Understanding hierarchical structure in hyperbolic groups with logarithmic separation.
method Proving groups with logarithmic separation split over cyclic groups and providing counterexamples.
result Not all groups with hierarchical structure have logarithmic separation profile.

Framework detects shape shifts in functional profiles using Fréchet mean and shape invariant model.

problem Detecting shape shifts in functional profiles.
method Combining Fréchet mean and shape invariant model for interpretable parameterization of profile deviations.
result Potential shifts in shape deformation process distinguished by significant shifts in amplitude and/or phase.

Study compares isoperimetric profiles on manifolds with integral Ricci curvature bounds.

problem Comparing isoperimetric profiles on manifolds with integral Ricci curvature bounds.
method Extending previous work, the study uses integral bounds on Ricci curvature to prove comparison results for isoperimetric profile functions.
result Comparison results for the Isoperimetric profile function in manifolds with integral bounds on Ricci curvature.

Estimates lower bounds for isoperimetric profiles and improves on previous estimates for specific manifolds.

problem Estimating lower bounds for isoperimetric profiles of specific Riemannian manifolds.
method Explicit lower bounds for isoperimetric profiles of Riemannian product manifolds.
result Improved lower bounds for isoperimetric profiles and Yamabe constants.

In the context of sub-Riemannian Heisenberg groups Hn, n \geq 1, we shall study Isoperimetric Profiles, which are closed compact hypersurfaces having constant horizontal mean curvature, very similar to ellipsoids. Our main goal is to study the stability of Isoperimetric Profiles.

2011-10-04abs ↗pdf ↗

Paper describes profiles of multivariate normal distributions and novel estimators for mutual information.

problem Estimating mutual information for complex distributions.
method Analytical description of profiles, introduction of Bend and Mix Models, Monte Carlo estimation.
result Bend and Mix Models accurately estimate mutual information profiles and provide Bayesian estimates.

Random layer-wise pruning profiles are as effective as metric-based ones for various datasets.

problem Reduction of model size and computational resources in neural networks.
method Conducted baseline experiments, developed RL-based search algorithm for finding transferable layer-wise pruning profiles.
result RL-based layer-wise pruning profiles are as good or better than best profiles found on the original dataset via exhaustive search.

The study analyzes how large language models form and express investor risk profiles.

problem Understanding how large language models (LLMs) form and express investor risk profiles.
method Examined three LLMs (GPT, Gemini, and Llama) and assessed their responses to a standardized risk questionnaire under varying prompts.
result LLMs generally form long-term investment profiles, but they exhibit different risk tolerance levels.

The paper proposes a model to learn motion perception in V1 using vector and matrix representations.

problem Motion perception in primary visual cortex (V1).
method Coupling vector representations of local contents and matrix representations of local pixel displacements.
result The model can learn Gabor-like filter pairs and infer local motions.