Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

52104156208 · Jun 202019922001200920172026
48 results for maximum variance unfolding

Unified framework for spectral methods, kernel learning, and manifold unfolding.

problem Tackles the unification and optimization of spectral dimensionality reduction methods.
method Unified spectral methods as kernel PCA, kernel learning by SDP, and detailed explanation of MVU variants.
result Unified understanding and optimization of manifold learning techniques.

Maximum Variance Unfolding is one of the main methods for (nonlinear) dimensionality reduction. We study its large sample limit, providing specific rates of convergence under standard assumptions. We find that it is consistent when the underlying submanifold is isometric to a convex subset, and we provide some simple e…

2012-08-31abs ↗pdf ↗

Deep unfolding accelerates MCMC-based COP solvers.

problem Optimizing combinatorial problems with MCMC and gradient descent.
method Combines MCMC and gradient descent, trains step sizes, uses variance estimation for non-differentiable MCMC.
result Significantly accelerates convergence speed for COPs.

Centroid-Encoder reduces high-dimensional data for better visualization.

problem Visualizing high-dimensional data efficiently and accurately.
method Centroid-Encoder integrates label information to keep similar objects close in reduced space.
result Centroid-Encoder outperforms other techniques in visualizing high-dimensional data.

We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the optimal solutions, from which the classical Pontryagin Maximum Principle is derived i…

2018-12-19abs ↗pdf ↗

OmniFold uses deep learning to deconvolve high-dimensional simulations.

problem Removing detector distortions and accounting for noise processes in high-dimensional simulations.
method OmniFold is a deep learning-based approach for maximum likelihood deconvolution.
result OmniFold can remove detector distortions and account for noise processes and acceptance effects.

New method for unbinned, profiled unfolding in particle physics.

problem Traditional unfolding methods are limited in the number of unfolded variables and cannot profile nuisance parameters.
method Proposes a machine learning-based method that allows for unbinned differential cross sections and profiles nuisance parameters.
result Demonstrates the method with Gaussian examples and a simulated Higgs boson cross section measurement.

Study families of Lie algebroids on complex spaces, introducing unfoldings.

problem Investigate singular holomorphic Lie algebroids on complex analytic spaces.
method Introduce and study unfoldings of Lie algebroids, showing a correspondence with holomorphic flat connections.
result Existence of a one-to-one correspondence between transversal unfoldings and holomorphic flat connections.

Study on unfolding maps of surfaces in 3D space, proving versality conditions.

problem Investigating the versality of rotation unfolding of folding maps for surfaces in R3\mathbb{R}^3.
method Introducing and analyzing the rotation unfolding of folding maps, proving versality conditions in terms of geometry.
result Proved conditions for the rotation unfolding to be versal, showing diffeomorphic type of tangent plane locus.

Improved GP bandit algorithms for noiseless, varying noise, and RKHS norms.

problem Minimizing regret in Gaussian process bandits with unknown reward functions.
method New upper bound on maximum posterior variance, refined MVR and PE algorithms.
result Optimal regret bounds for noiseless, varying noise, and RKHS norms.

The paper studies phase transitions in random matrices and tensor unfolding for detecting signals.

problem Phase transitions in singular values and vectors of large random matrices.
method Analysis of singular values and vectors of long rectangular random matrices, and tensor unfolding algorithm for asymmetric rank-one spiked tensor models.
result An exact threshold for tensor unfolding to detect signals, independent of unfolding procedure.

Collider data must be corrected for detector effects ("unfolded") to be compared with many theoretical calculations and measurements from other experiments. Unfolding is traditionally done for individual, binned observables without including all information relevant for characterizing the detector response. We introduc…

2019-11-20abs ↗pdf ↗

We show that every convex polyhedron admits a simple edge unfolding after an affine transformation. In particular there exists no combinatorial obstruction to a positive resolution of Durer's unfoldability problem, which answers a question of Croft, Falconer, and Guy. Among other techniques, the proof employs a topolog…

2013-05-14abs ↗pdf ↗

A simple self-supervised model for tensor RPCA using deep unfolding.

problem Tensor robust principal component analysis (RPCA) challenges in practical applications.
method Deep unfolding with only four hyperparameters.
result Competitive or superior performance compared to supervised methods, even in data-starved scenarios.

A new machine learning method handles nuisance parameters for better unfolding in particle physics.

problem Improving statistical correction of cross sections in complex particle physics detectors.
method Profile OmniFold, a machine learning-based Expectation-Maximization procedure that incorporates nuisance parameters.
result Demonstrated the effectiveness of Profile OmniFold on both simulated and real data.

In a previous work we proved the uniqueness and functoriality of primary unfoldings on simple Thom-Mather spaces, which is a functor to the category of smooth manifolds. In this article we extend these results for any stratified Thom-Mather pseudomanifold with arbitary finite length, through a new kind of intermediate …

2009-10-04abs ↗pdf ↗

Generalizes bias-variance decomposition for Bregman divergences.

problem No specific problem stated; generalization of bias-variance for Bregman divergences.
method Provided a generalization of the bias-variance decomposition for Bregman divergences.
result A clear, standalone derivation of the bias-variance decomposition for Bregman divergences.

A pseudo-edge graph of a convex polyhedron K is a 3-connected embedded graph in K whose vertices coincide with those of K, whose edges are distance minimizing geodesics, and whose faces are convex. We construct a convex polyhedron K in Euclidean 3-space with a pseudo-edge graph with respect to which K is not unfoldable…

2017-09-14abs ↗pdf ↗

This is mainly a survey article on the recent development of the theory of graph-like Legendrian unfoldings and its applications. The notion of big Legendrian submanifolds was introduced by Zakalyukin for describing the wave front propagations. Graph-like Legendrian unfoldings belong to a special class of big Legendria…

2014-10-31abs ↗pdf ↗

Data analysis in high energy physics has to deal with data samples produced from different sources. One of the most widely used ways to unfold their contributions is the sPlot technique. It uses the results of a maximum likelihood fit to assign weights to events. Some weights produced by sPlot are by design negative. N…

2019-10-17abs ↗pdf ↗

Unified method for MMD variance estimation improves accuracy and computational efficiency.

problem Variance estimation for MMD in nonparametric testing.
method Unified finite-sample characterization of MMD variance through U-statistic and Hoeffding decomposition; exact acceleration method for univariate case.
result Unified estimators improve accuracy and computational efficiency for MMD variance.

New algorithm reduces variance in Monte Carlo simulations using deep neural networks and policy gradients.

problem Reducing variance in Monte Carlo simulations for estimating function values.
method Optimal correlation search using deep neural networks and policy gradients.
result Optimal correlation function reduces variance by approximating and calibrating policy.

Chebyshev steps improve convergence in deep-unfolded gradient descent.

problem Improving convergence speed in iterative algorithms.
method Introducing Chebyshev steps to bound convergence rate of gradient descent.
result Chebyshev steps lead to asymptotically optimal convergence rate.

In this paper, we introduce the notions of map-germs of pedal unfolding type and normalized Legendrian map-germs; and then we show that the fundamental theorem of calculus provides a natural one to one correspondence between Whitney umbrellas of pedal unfolding type and normalized swallowtails.

2011-12-21abs ↗pdf ↗

New method estimates latent gene expression factors without overlap with known confounders.

problem Estimating latent variance components in gene expression data with known confounders.
method Restricted maximum-likelihood method maximizing likelihood on orthogonal subspace.
result Method reduces runtime and attains greater likelihood values than gradient-based optimizers.

Though machine learning algorithms excel at minimizing the average loss over a population, this might lead to large discrepancies between the losses across groups within the population. To capture this inequality, we introduce and study a notion we call maximum weighted loss discrepancy (MWLD), the maximum (weighted) d…

2019-06-08abs ↗pdf ↗

ULES embeds dynamic networks with stability guarantees.

problem Stability of time-varying node embeddings in evolving networks.
method Unfolded Laplacian Spectral Embedding (ULSE) using normalized Laplacian operators.
result ULES satisfies cross-sectional and longitudinal stability under dynamic stochastic block model.

Branched covers are applied frequently in topology - most prominently in the construction of closed oriented PL d-manifolds. In particular, strong bounds for the number of sheets and the topology of the branching set are known for dimension d<=4. On the other hand, Izmestiev and Joswig described how to obtain a simplic…

2007-07-10abs ↗pdf ↗

Modeling maximum drawdown records in capital markets using PDMP.

problem Capturing the statistical properties of maximum drawdown records in financial markets.
method Piecewise Deterministic Markov Process (PDMP) for modeling, statistical analysis of mean and variance, simulation study, parameter estimation techniques.
result Derivation of statistical results including mean and variance of maximum drawdown records.

We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order-33 tensor TT of the form T=τv03+AT = τ\cdot v_0^{\otimes 3} + A, where τ0τ\geq 0 is a signal-to-noise ratio, v0v_0 is a unit vector, and AA is a random noise tensor, the goal is to recover th…

2015-07-12abs ↗pdf ↗

New method uses Wasserstein loss for data unfolding, offering better accuracy than classical techniques.

problem Removing noise or artifacts from measurements in physics experiments.
method Alternative formulation using Wasserstein loss, developing a convergent algorithm.
result Optimal transport approach offers robust, accurate performance compared to classical techniques, especially in cases with significant binning artifacts.

A procedure for unfolding the true distribution from experimental data is presented. Machine learning methods are applied for simultaneous identification of an apparatus function and solving of an inverse problem. A priori information about the true distribution from theory or previous experiments is used for Monte-Car…

2010-04-12abs ↗pdf ↗