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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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244489733977 · Jun 202019922001200920172026
48 results for maximal independent set

This study provides a new mathematical structure for Koopman eigenfunctions.

problem Understanding and representing nonlinear dynamics as linear.
method Theoretical, analytical, and numerical approaches to Koopman eigenfunction space.
result Equivalence of minimal generating set and maximal independent set, defining conditions for independence.

New framework for online influencer selection considering cost constraints.

problem Real-world social advertising budget limitations and cost variability of influencers.
method Introduces a budgeted framework for online influence maximization using an algorithm with semi-bandit feedback.
result Improves the state of the art regret bound for cardinality constraint setting.

We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a stochastically independent uniformly distributed unit vector. When the set of unit vectors …

2015-11-19abs ↗pdf ↗

GOCPD detects change points by maximizing the probability of two independent models.

problem Large false discovery rates in online change point detection methods.
method GOCPD uses ternary search to find change points by maximizing the probability of two independent models.
result GOCPD accelerates CPD with logarithmic complexity for single change point detection.

The study examines the independence of GKM manifolds and symmetric spaces.

problem Understanding the independence of isotropy weights in GKM manifolds.
method Using weighted graphs and properties of symmetric spaces, the study analyzes the independence of isotropy weights.
result The maximal independence of G/HG/H is 22, 33, or n=dimTn=\dim T, corresponding to symmetric spaces of rank >2>2.

Study optimizes dividend payout strategies under fluctuating interest rates.

problem Maximizing dividends under stochastic interest rates with negative values.
method Analytical HJB approach and backward SDEs for analysis.
result Explicit optimal strategies found for both time-dependent and strategy-independent stopping times.

Fast algorithms developed for adaptive and fully adaptive submodular maximization problems.

problem Maximizing submodular functions subject to constraints in linear time.
method Developed linear-time algorithms for two submodular maximization problems: adaptive and fully adaptive.
result Achieved (11/eε)(1-1/e-ε) approximation ratio for adaptive submodular maximization and $ rac{1-1/e-ε}{4-2/e-2ε}$ for fully adaptive submodular maximization.

We present a novel method for learning a set of disentangled reward functions that sum to the original environment reward and are constrained to be independently obtainable. We define independent obtainability in terms of value functions with respect to obtaining one learned reward while pursuing another learned reward…

2019-01-24abs ↗pdf ↗

Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data widely used in observational sciences. In its classical form, ICA relies on modeling the data as a linear mixture of non-Gaussian independent sources. The problem can be seen as a likelihood maximization problem. We i…

2017-11-29abs ↗pdf ↗

We study a spectral generalization of classical combinatorial graph spanners to the spectral setting. Given a set of vectors VdV\subseteq \Re^d, we say a set UVU\subseteq V is an αα-spectral spanner if for all vVv\in V there is a probability distribution μvμ_v supported on UU such that $$vv^\intercal \preceq α\cdot\m…

2018-07-31abs ↗pdf ↗

This work improves independence tests for high-dimensional data.

problem Detecting subtle dependencies between high-dimensional random variables with complex distributions.
method Develops two approaches to learn powerful independence tests using variational mutual information and HSIC.
result Optimized HSIC tests generally outperform other approaches on detecting structured dependence.

The paper tackles robust submodular maximization under matroid constraints, providing approximation algorithms for summary extraction.

problem Maximizing submodular functions while ensuring high value even after deletions.
method Constant-factor approximation algorithms for centralized and streaming settings, considering both non-monotone and monotone objectives.
result Approximation algorithms with space complexity depending on matroid rank and deleted elements, achieving improved factors in monotone cases.

The paper develops algorithms to find a robust summary of data under deletion, achieving good approximation guarantees.

problem Finding a summary of data that remains valuable even after some elements are deleted.
method Constant-factor approximation algorithms for deletion robust submodular maximization under matroid constraints.
result The algorithms provide good approximation guarantees for both centralized and streaming settings.

Boundary properties of hyperbolic groups are invariant under a maximization procedure.

problem Proving boundary properties of hierarchically hyperbolic groups are invariant.
method Proving boundary invariance under a maximization procedure.
result Boundary properties of hierarchically hyperbolic groups are invariant under maximization.

OT-ICA uses optimal transport to find independent components, outperforming traditional methods.

problem Finding independent components from linear mixtures of signals.
method OT-ICA uses the squared Wasserstein distance to maximize non-Gaussianity, optimizing projections via gradient descent.
result OT-ICA outperforms traditional proxy-based methods in various applications.

Paper introduces new regression methods for consistent estimation of biophysical parameters.

problem Estimating biophysical parameters while respecting auxiliary variables.
method Linear and nonlinear kernel-based regression models with consistency constraints.
result Models provide closed-form solutions and successfully estimate chlorophyll content.

A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embeddings of the joint distribution and the product of the marginals, evaluated at a finite set of locations (features). These features are chose…

2016-10-15abs ↗pdf ↗

FavMac maximizes value while controlling cost in multi-label prediction.

problem Value-maximizing predictions with strict cost control in multi-label scenarios.
method FavMac pipeline combining any multi-label classifier with online update mechanism.
result FavMac achieves higher value with strict cost control compared to baselines.

The paper examines how sampling data affects the performance of submodular maximization.

problem Performance loss due to probability sampling in submodular maximization.
method Examines a simple probability sampling method where each data point is selected with probability at least r.
result The sampling gap is both upper and lower bounded by 1/r for policywise submodular utility functions.

Temporal data are increasingly prevalent in modern data science. A fundamental question is whether two time series are related or not. Existing approaches often have limitations, such as relying on parametric assumptions, detecting only linear associations, and requiring multiple tests and corrections. While many non-p…

2019-08-18abs ↗pdf ↗

Independent component analysis (ICA) is the most popular method for blind source separation (BSS) with a diverse set of applications, such as biomedical signal processing, video and image analysis, and communications. Maximum likelihood (ML), an optimal theoretical framework for ICA, requires knowledge of the true unde…

2016-10-22abs ↗pdf ↗

The paper connects Weil-Petersson homeomorphisms to maximal surfaces in anti-de Sitter space.

problem Understanding Weil-Petersson homeomorphisms in Teichmüller theory.
method Analyzing maximal spacelike surfaces in anti-de Sitter space and their asymptotic boundaries.
result A homeomorphism is Weil-Petersson if and only if its minimal lagrangian extension has square-integrable Beltrami differential.

In this paper, we unify the Markov theory of a variety of different types of graphs used in graphical Markov models by introducing the class of loopless mixed graphs, and show that all independence models induced by mm-separation on such graphs are compositional graphoids. We focus in particular on the subclass of rib…

2011-09-27abs ↗pdf ↗

We address the problem of influence maximization when the social network is accompanied by diffusion cascades. In prior works, such information is used to compute influence probabilities, which is utilized by stochastic diffusion models in influence maximization. Motivated by the recent criticism on the effectiveness o…

2019-04-18abs ↗pdf ↗

We present new methods for batch anomaly detection in multivariate time series. Our methods are based on maximizing the Kullback-Leibler divergence between the data distribution within and outside an interval of the time series. An empirical analysis shows the benefits of our algorithms compared to methods that treat e…

2016-10-21abs ↗pdf ↗

We introduce a new framework for unsupervised learning of representations based on a novel hierarchical decomposition of information. Intuitively, data is passed through a series of progressively fine-grained sieves. Each layer of the sieve recovers a single latent factor that is maximally informative about multivariat…

2015-07-08abs ↗pdf ↗

A new framework maximizes influence spread in social networks by accounting for inter-community diffusion.

problem Real-world social networks have inter-community influence that is often overlooked in community-based IM approaches.
method Community-IM++ uses a heuristic based on community-based diffusion degree and progressive budgeting to model and prioritize cross-community diffusion.
result Community-IM++ achieves near-greedy influence spread at up to 100 times lower runtime than existing methods.

Paper improves CMAB regret bounds by reducing batch-size dependency.

problem Reducing batch-size dependency in combinatorial semi-bandits.
method Developed BCUCB-T and SESCB algorithms with new TPVM conditions.
result Significantly improved regret bounds for various applications.

We propose a method for feature selection that employs kernel-based measures of independence to find a subset of covariates that is maximally predictive of the response. Building on past work in kernel dimension reduction, we show how to perform feature selection via a constrained optimization problem involving the tra…

2017-07-04abs ↗pdf ↗

Several fundamental problems that arise in optimization and computer science can be cast as follows: Given vectors v1,,vmRdv_1,\ldots,v_m \in \mathbb{R}^d and a constraint family B2[m]{\cal B}\subseteq 2^{[m]}, find a set SBS \in \cal{B} that maximizes the squared volume of the simplex spanned by the vectors in SS. A motivatin…

2017-07-10abs ↗pdf ↗

This paper improves SNN training by using multiple sample compartments.

problem Training SNNs with single-sample estimators leads to inaccurate log-likelihood estimates.
method Proposes a GEM-based online learning algorithm that uses multiple independent spiking signals.
result Significant improvements in log-likelihood, accuracy, and calibration with multiple compartments.

Maximal representations are studied using tree embeddings and geodesic currents.

problem Maximal representations of surface groups in symplectic groups.
method Metric properties, geodesic currents, and tree embeddings.
result Translation length can be computed as intersection with a geodesic current.

Influence maximization (IM) is the problem of finding for a given s1s\geq 1 a set SS of S=s|S|=s nodes in a network with maximum influence. With stochastic diffusion models, the influence of a set SS of seed nodes is defined as the expectation of its reachability over simulations, where each simulation specifies a det…

2019-07-31abs ↗pdf ↗

This paper extends the MAB problem to consider risk-reward tradeoffs.

problem Maximizing reward while accounting for risk in multi-armed bandit problems.
method Introduced the Risk Aware Lower Confidence Bound (RALCB) algorithm to solve the mean-variance MAB problem.
result The RALCB algorithm performs better than the algorithm in Sani et al. (2012) in both independent and dependent scenarios.

Investment strategy optimizes risk using a specific risk measure.

problem Optimizing investment with risk controlled by a weighted entropic risk measure.
method Investigation of expected utility maximization and risk minimization problems with solutions provided iteratively.
result Explicit characterization of solutions to optimization problems.

We consider interactive algorithms in the pool-based setting, and in the stream-based setting. Interactive algorithms observe suggested elements (representing actions or queries), and interactively select some of them and receive responses. Pool-based algorithms can select elements at any order, while stream-based algo…

2016-02-02abs ↗pdf ↗

Optimizes RTB bidding without exploration, improving performance under various budgets.

problem Lack of clear evaluation and generalization issues in RTB systems.
method Maximum entropy principle and conditional independence structures to train a model that generalizes to unseen budget conditions.
result Significantly improved performance under various budget settings compared to baselines.