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.
Optimizes portfolios using CPT utility via convex optimization.
We introduce a minorization-maximization approach to optimizing common measures of discovery significance in high energy physics. The approach alternates between solving a weighted binary classification problem and updating class weights in a simple, closed-form manner. Moreover, an argument based on convex duality sho…
New algorithm solves fair PCA, robust PCA, and sparse PCA problems efficiently.
We present a framework for incorporating prior information into nonparametric estimation of graphical models. To avoid distributional assumptions, we restrict the graph to be a forest and build on the work of forest density estimation (FDE). We reformulate the FDE approach from a Bayesian perspective, and introduce pri…
The Bradley-Terry model is a popular approach to describe probabilities of the possible outcomes when elements of a set are repeatedly compared with one another in pairs. It has found many applications including animal behaviour, chess ranking and multiclass classification. Numerous extensions of the basic model have a…
Dynamic networks are a general language for describing time-evolving complex systems, and discrete time network models provide an emerging statistical technique for various applications. It is a fundamental research question to detect the community structure in time-evolving networks. However, due to significant comput…
We improve MoE models for classification with rigorous guarantees and practical methods.
DO-EM framework for quantum models improves generative tasks.
New lower bounds improve logistic log-likelihood optimization and inference.