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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.

168,742 papers · 148 categories

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3667321,0971,463 · Jun 202019922001200920172026
48 results for model projection

Paper studies binary random projections with controllable sparsity patterns for computational and accuracy advantages.

problem Improving computational efficiency and accuracy in random projections.
method Proposes two sparse binary projection models with controllable sparsity patterns.
result Significant computational advantages and improved accuracies in empirical evaluations.

Study identifies subvarieties of projective varieties mapping to models.

problem Understanding mappings of subvarieties to models on projective varieties.
method Analyzes smooth projective varieties with holomorphic locally homogeneous structures.
result Determines all subvarieties mapping to the model.

The article constructs strong Carrollian geometries at infinity for Ricci flat Einstein manifolds.

problem Understanding projective and Carrollian geometries at infinity for Ricci flat Einstein manifolds.
method Developed a new type of Cartan geometry based on non-effective homogeneous models for projective geometry.
result Carrollian geometries are determined by the projective compactification data of Ricci flat Einstein manifolds.

The paper shows how certain complex projective varieties can be broken down into simpler types.

problem Understanding the structure of complex projective varieties with pseudo-effective tangent sheaves.
method Developed a theory of pseudo-effective sheaves and applied the minimal model program.
result Projective klt varieties with pseudo-effective tangent sheaves can be decomposed into Fano varieties and Q-abelian varieties.

This paper solves the inversion problem for jump processes using Markovian projections.

problem Calibrating jump-diffusion models with both local and stochastic features.
method Inverting Markovian projections for pure jump processes.
result Constructs calibrated local stochastic intensity (LSI) models for credit risk applications.

Projects Markovian processes from Itô semimartingales with jumps.

problem Modeling Itô semimartingales with jumps using Markovian projections.
method Construct Markovian projections for Itô semimartingales with jumps using non-local FPKEs.
result Markovian projections match the marginal laws of the original process.

This paper characterizes projective models in statistical relational learning.

problem Projectivity in statistical relational models is beneficial for inference and learning.
method Representation theorems for infinite exchangeable arrays to characterize projective models.
result A class of directed graphical latent variable models correspond to projective relational models.

A new method sorts projects using Quicksort and Bradley-Terry model for uncertain long-term benefits.

problem Selecting projects with uncertain long-term benefits.
method Combining Quicksort and Bradley-Terry model for ranking projects based on uncertain long-term benefits.
result Proposed methods outperform existing aggregation methods and can be combined with sampling techniques.

EIM algorithm maximizes information projection for multi-modal data modeling.

problem Challenging task of modeling highly multi-modal data.
method Expected Information Maximization (EIM) algorithm using variational upper bound.
result EIM algorithm efficiently optimizes the I-projection for Gaussian mixtures models.

Paper proposes a new clustering model that preserves cluster recovery with fewer dimensions.

problem Clustering high-dimensional data with limited embedding dimensions.
method Randomly projected convex clustering model with improved embedding dimension.
result Cluster recovery can be preserved with fewer dimensions, independent of data points.

PCA outperforms random projections in retaining second order signals from latent groups.

problem Preserving second order structure in latent groups under unsupervised linear projections.
method Theoretical framework and quasi-exhaustive enumeration of projections.
result PCA outperforms random projections in retaining second order signals across a broad range of data-generating parameters.

In this paper we describe market in projective geometry language and give definition of a matrix of market rate, which is related to the matrix rate of return and the matrix of judgements in the Analytic Hierarchy Process (AHP). We use these observations to extend the AHP model to projective geometry formalism and gene…

2007-09-27abs ↗pdf ↗

Model projection transfers convolutional network properties to feedforward networks.

problem Transferring properties between feedforward and convolutional networks.
method Unified node-level framework with tensor-valued activations, model projection.
result Projected CNN nodes inherit GFFN-style trainable structure.

UAPCA projects uncertain data to low dimensions using GMMs.

problem Uncertain multidimensional data not well described by normal distributions.
method Model data with Gaussian mixture models, derive UAPCA projection from general formulation.
result Low-dimensional projections better represent multidimensional distributions.

Efficiently solves heterogeneous QPs by reducing variables using instance-specific projections.

problem Solving high-dimensional quadratic programming problems efficiently.
method Data-driven framework with a graph neural network generating projections tailored to each QP instance.
result Produces high-quality solutions with reduced computation time, outperforming existing methods.

Product models of low dimensional experts are a powerful way to avoid the curse of dimensionality. We present the ``under-complete product of experts' (UPoE), where each expert models a one dimensional projection of the data. The UPoE is fully tractable and may be interpreted as a parametric probabilistic model for pro…

2012-10-19abs ↗pdf ↗

A new metric predicts model performance on unseen data.

problem Predicting performance on out-of-distribution data without labels.
method Uses model predictions to pseudo-label data, trains a new model, and measures difference from in-distribution models.
result Empirically outperforms existing methods on image and text classification tasks.

We characterize conjugate nonparametric Bayesian models as projective limits of conjugate, finite-dimensional Bayesian models. In particular, we identify a large class of nonparametric models representable as infinite-dimensional analogues of exponential family distributions and their canonical conjugate priors. This c…

2010-12-02abs ↗pdf ↗

Study on robust utility maximization with nonconcave utility functions under projective determinacy.

problem Investor's optimal investment strategy under model ambiguity and nonconcave utility.
method Projective functions of the path and sets of priors, upper-semicontinuous utility.
result Existence of optimal investment strategy under PD.

New insights into continual learning for deep models, showing convergence issues but local linear solutions.

problem Challenges in continual learning for homogeneous deep models.
method Sequential projections onto task margin sets, leveraging nonconvex projection theory.
result Local linear convergence under certain conditions for homogeneous deep networks.

Paper proposes PPMM for fast estimation of large-scale OTM.

problem Estimation of large-scale optimal transport maps (OTM) is challenging due to the curse of dimensionality.
method Combines projection pursuit regression and sufficient dimension reduction to adaptively select projection directions.
result PPMM consistently estimates the most informative projection direction and weakly converges to the target OTM.

A new method prioritizes project risks using Monte Carlo Simulation.

problem Determining the relative importance of project risks.
method Monte Carlo Simulation (MCS) for quantitative prioritization.
result Differentiates critical risks based on their impact on project duration and cost.

Improves point-cloud reconstruction by optimizing projections with self-attention.

problem Inefficient and non-metric projection methods for sliced Wasserstein distances.
method Proposes distributional sliced Wasserstein distance with self-attention for permutation-invariant and metric optimization.
result Self-attention amortized distributional projection optimization achieves better performance in point-cloud reconstruction.

A new method optimizes projection directions for sliced Wasserstein distances.

problem Finding informative projecting directions for sliced Wasserstein distances is computationally expensive.
method Amortized projection optimization to predict directions efficiently.
result Proposed amortized models improve generative modeling performance.

Develops an oblique projection technique to approximate a foliation for non-normal dynamics.

problem Modeling dynamics far from a primary Spectral Submanifold (SSM) in non-normal systems.
method Oblique projection technique based on experimental data.
result Approximates a stable invariant foliation for non-normal dynamics efficiently.

A new distance measure balances projection exploration and informativeness.

problem Inefficient and incomplete projection sampling in existing sliced-Wasserstein distances.
method Proposes Distributional Sliced-Wasserstein (DSW) that optimally balances projection exploration and informativeness.
result DSW generalizes Max-SW and can be computed efficiently.

We introduce a general decision tree framework to value an option to invest/divest in a project, focusing on the model risk inherent in the assumptions made by standard real option valuation methods. We examine how real option values depend on the dynamics of project value and investment costs, the frequency of exercis…

2018-09-04abs ↗pdf ↗

Proposes PredVAR model for reduced-dimensional dynamics from noisy data.

problem Extracting low-dimensional dynamics from high-dimensional noisy data.
method Probabilistic reduced-dimensional vector autoregressive model with oblique projection.
result Iterative algorithm yields dynamic latent variables with rank-ordered predictability.

Projected random forests improve circular data prediction with adaptive arc length and finite-sample coverage.

problem Regression with circular responses.
method Adapting linear-response models to circular data using projection and random forest out-of-bag mechanism.
result Projected random forest out-of-bag conformal prediction sets are more efficient and shorter than alternative methods.

Inspired by the advances in biological science, the study of sparse binary projection models has attracted considerable recent research attention. The models project dense input samples into a higher-dimensional space and output sparse binary data representations after the Winner-Take-All competition, subject to the co…

2019-07-27abs ↗pdf ↗

The paper classifies certain singular projective varieties with specific properties.

problem Classifying projective klt pairs with nef anti-log canonical divisors.
method Establishes a structure theorem using locally trivial rationally connected fibrations.
result Projective klt pairs can be decomposed into rationally connected and Calabi-Yau varieties.

By using Klein's model for hyperbolic geometry, hyperbolic structures on orbifolds or manifolds provide examples of real projective structures. By Andreev's theorem, many 3-dimensional reflection orbifolds admit a finite volume hyperbolic structure, and such a hyperbolic structure is unique. However, the induced real p…

2010-03-23abs ↗pdf ↗

A novel PP algorithm using GMMs and GAs for detecting informative structures.

problem Detecting informative structures in multivariate datasets.
method Gaussian mixture models (GMMs) and Genetic Algorithms (GAs) for optimal projection.
result The approach effectively detects informative structures in multivariate datasets.

The paper develops a method for optimal projection selection in high-dimensional classification.

problem High-dimensional classification with latent variable structure.
method Formulates a latent-variable model and proposes a computationally efficient classifier.
result Explicit rates of convergence for excess risk of the proposed classifier are derived and shown to be optimal.

In Finsler geometry, there are infinitely many models of constant curvature. The Funk metrics, the Hilbert-Klein metrics and the Bryant metrics are projectively flat with non-zero constant curvature. A recent example constructed by the author is projectively flat with zero curvature. In this paper, we introduce a techn…

2001-09-10abs ↗pdf ↗

New framework solves low-rank optimization problems to certifiable optimality.

problem Low-rank optimization problems with certifiable solutions.
method Mixed-Projection Conic Optimization framework using symmetric projection matrices and outer-approximation algorithms.
result Solves low-rank problems to certifiable optimality, outperforming existing methods.

Study on Einstein metrics on complex projective spaces with specific group actions.

problem Finding Einstein metrics invariant under cohomogeneity one Lie group actions.
method Analyzing Einstein equation for diagonal invariant metrics under five Takagi models.
result Nonexistence of smooth globally defined invariant Einstein metrics in four models, necessary condition in the fifth.