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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.

168,932 papers · 148 categories

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1.4%2.8%4.2%5.6% · Jan 199619922001200920172026
48 results for noisy sorting

New algorithm optimizes matrix reordering for noisy disordered matrices.

problem Optimizing matrix reordering for noisy disordered matrices in single-cell biology and metagenomics.
method Proposed a polynomial-time adaptive sorting algorithm to improve upon spectral seriation.
result Our algorithm achieves superior performance compared to existing methods in real datasets.

There has been a recent surge of interest in studying permutation-based models for ranking from pairwise comparison data. Despite being structurally richer and more robust than parametric ranking models, permutation-based models are less well understood statistically and generally lack efficient learning algorithms. In…

2017-10-28abs ↗pdf ↗

New oracle uses uncertainty for active classification with noisy feedback.

problem Improving query complexity in interactive binary classifier learning.
method Proposes a new pairwise comparison oracle that considers uncertainty and an adaptive labeling algorithm.
result Demonstrates improved performance and efficiency compared to existing methods.

Paper tackles adaptive sampling for identifying largest gaps between distributions.

problem Adaptive sampling from K distributions to identify the largest gap between any two adjacent means.
method Proposes elimination and UCB-style algorithms, showing minimax optimality.
result UCB-style algorithms require 6-8x fewer samples than non-adaptive sampling.

We propose an O(NM)O(N\cdot M) sorting algorithm by Machine Learning method, which shows a huge potential sorting big data. This sorting algorithm can be applied to parallel sorting and is suitable for GPU or TPU acceleration. Furthermore, we discuss the application of this algorithm to sparse hash table.

2018-05-11abs ↗pdf ↗

A new sorting method using R2R^2 values improves causal discovery from noisy data.

problem Improving causal discovery from noisy observational data.
method Introducing R2R^2-sortability and an algorithm, R2R^2-SortnRegress, to find causal order.
result Sorting variables by increasing R2R^2 yields a close-to-causal order.

Two-stage nonconvex algorithm and convex relaxation both achieve optimal accuracy in noisy blind deconvolution.

problem Solving bilinear systems of equations with random noise under different designs.
method Two-stage nonconvex algorithm and convex relaxation.
result Both methods achieve minimax-optimal accuracy in the presence of random noise.

Differentiable sorting framework using optimal transport.

problem Piecewise constant sorting function without gradient information.
method Linking sorting to optimal transport, adding entropic regularization, and approximating with Sinkhorn iterations.
result Differentiable sorting operators (S-sorts, S-CDFs, S-quantiles) for machine learning applications.

This paper compares spike sorting techniques for rat brain neuronal activity.

problem Improving the accuracy of spike sorting for neuronal activity analysis.
method Three-step spike sorting process: detection, feature extraction, and clustering. Various methods are compared.
result Kernel PCA outperforms in feature extraction, leading to better spike sorting results.

Median sampling reduces the runtime of noisy evolutionary optimization problems.

problem Reduction of noise's negative effect in evolutionary optimization.
method Introducing median sampling into evolutionary algorithms and analyzing its performance.
result Median sampling reduces the expected runtime exponentially under onebit noise.

Paper introduces differentiable sorting and ranking with O(nlogn)O(n \log n) time complexity.

problem Non-differentiability of sorting and ranking operations in machine learning.
method Differentiable proxies constructed as projections onto the permutahedron and reduction to isotonic optimization.
result First differentiable sorting and ranking operators with O(nlogn)O(n \log n) time and O(n)O(n) space complexity.

DSPO optimizes portfolio construction from raw stock data efficiently.

problem Manual design and misalignment in traditional portfolio construction methods.
method End-to-end neural network framework with Monotonical Logistic Regression loss.
result DSPO constructs optimal sorted portfolios with high performance metrics.

Sorting input objects is an important step in many machine learning pipelines. However, the sorting operator is non-differentiable with respect to its inputs, which prohibits end-to-end gradient-based optimization. In this work, we propose NeuralSort, a general-purpose continuous relaxation of the output of the sorting…

2019-03-21abs ↗pdf ↗

The paper sorts big data by revealed preferences, improving consumer and policy decisions.

problem Sorting diverse consumer preferences for big data objects like colleges.
method Endogenous weighting of revealed preferences, considering spillover effects.
result Consistent steady-state solution to counterbalance equilibrium.

Framework for sorting with diverse value models and valued assignment examples.

problem Sorting with diverse value models and valued assignment examples.
method Optimization model for constructing preference model from valued examples, regularization techniques, and efficient algorithm.
result Improved predictive ability and flexibility in classification performance.

Review and compare sorting model selection methods for preference disaggregation.

problem Selecting a representative sorting model from multiple compatible models.
method Reviewed and proposed new procedures for selecting sorting models, including robust assignment rule.
result Identified most efficient procedures in terms of classification accuracy and robustness.

Differentiable sorting and rank normalization are incompatible, with specific conditions for admissibility.

problem Incompatibility between differentiable sorting and rank normalization.
method Formalized admissibility through monotone invariance, batch independence, and rank-space stability conditions.
result Different gap-sensitive and batchwise relaxations of rank normalization violate the conditions for admissibility.

Extends SORTE to multivariate risk functions.

problem Analyzing systemic risk in financial institutions or insurance-reinsurance markets.
method Develops a new framework for multivariate utility functions and applies duality theory.
result Proves existence, uniqueness, and Nash Equilibrium property of Multivariate Systemic Optimal Risk Transfer Equilibrium.

We analyse the structure of the distribution of eigenvalues of the stock market correlation matrix with increasing length of the time series representing the price changes. We use 100 highly-capitalized stocks from the American market and relate result to the corresponding ensemble of Wishart random matrices. It turns …

2005-05-10abs ↗pdf ↗

This paper addresses two seemingly unrelated problems, (a) What is the entropy and energy accounting in the Maxwell Demon problem? and (b) How can the efficiency of markets be measured? Here we show, in a simple model for the Maxwell Demon, the entropy of the universe increases by an amount eta=0.839995520 in going fro…

2003-11-15abs ↗pdf ↗

Several tasks in machine learning are evaluated using non-differentiable metrics such as mean average precision or Spearman correlation. However, their non-differentiability prevents from using them as objective functions in a learning framework. Surrogate and relaxation methods exist but tend to be specific to a given…

2019-04-08abs ↗pdf ↗

We propose the Neural Logic Machine (NLM), a neural-symbolic architecture for both inductive learning and logic reasoning. NLMs exploit the power of both neural networks---as function approximators, and logic programming---as a symbolic processor for objects with properties, relations, logic connectives, and quantifier…

2019-04-26abs ↗pdf ↗

SCQRNN prevents quantile crossing and improves computational efficiency.

problem Quantile crossing issue in regression models.
method Integrates ad hoc sorting in training to prevent quantile crossing and enhance computational efficiency.
result SCQRNN achieves faster convergence and non-intersecting quantiles.

New method for sorting with interacting criteria using value functions and convex programming.

problem Learning models for sorting with interacting criteria.
method Additive piecewise-linear value function, convex quadratic programming, regularization, classification methods.
result The proposed method outperforms classical methods in sorting tasks.

New method estimates mixture model components efficiently.

problem Estimating the number of components in finite mixture models.
method Group-Sort-Fuse (GSF) procedure for simultaneous estimation of order and mixing measure.
result GSF achieves consistent estimation of true mixture order and n1/2n^{-1/2} convergence rate.

We solve robust regression and matrix completion problems with sparse and low-rank models.

problem Adversarial contamination and noisy matrix completion in high-dimensional settings.
method Subgaussian statistical learning framework, trace-regression with matrix decomposition, novel Huber-type loss.
result Near-optimal estimation rates for robust regression and matrix completion.

The paper examines the stability of Fama-French multi-factor models over time.

problem Stability of Fama-French multi-factor models over time.
method Rolling window method, Fama and MacBeth's two-step estimation, generalized GRS statistics.
result The effectiveness of Fama-French factors is not stable over time in all countries.

Paper tackles small eigen-gap estimation and inference for noisy symmetric matrices.

problem Estimating eigenvectors with small eigen-gap and fine-grained statistical reasoning.
method Eigen-decomposition of asymmetric data matrix, distribution-free procedures, adaptive to heteroscedastic noise.
result Minimax optimal under Gaussian noise, confidence intervals for eigenvalues, small eigen-gap handling.