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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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21436485 · May 202619922001200920172026
48 results for nonlinear SDR

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.

GenSDR tackles SDR by leveraging generative models to fully recover lower-dimensional structures.

problem Challenges in identifying low-dimensional sufficient structures in nonlinear SDR.
method Proposes GenSDR, a method that uses modern generative models to fully recover information in the central σ-field.
result Establishes consistency of GenSDR estimator for sample-level data and extends its applicability to non-Euclidean responses.

Reservoir subspace injection improves online ICA by preserving injected features.

problem Discarding injected features in top-nn whitening can degrade performance.
method Formalized reservoir subspace injection (RSI) and developed diagnostics (IER, SSO, ρ_x) to identify and mitigate the failure mode.
result RSI controller preserves passthrough retention, improving performance by up to 2.2 dB.

Enhances SDR via Hellinger correlation for better data dependency understanding.

problem Improving sufficient dimension reduction in single-index models.
method Developed a new method using Hellinger correlation for detecting the dimension reduction subspace.
result Significantly enhances and outperforms existing SDR methods through deeper data dependency understanding.

We present the Shortfall Deviation Risk (SDR), a risk measure that represents the expected loss that occurs with certain probability penalized by the dispersion of results that are worse than such an expectation. SDR combines Expected Shortfall (ES) and Shortfall Deviation (SD), which we also introduce, contemplating t…

2015-01-08abs ↗pdf ↗

FlowSDR learns a low-dimensional projection preserving the response's conditional distribution.

problem Learning a low-dimensional projection that captures the response's conditional distribution.
method FlowSDR uses conditional log-likelihood maximization with monotone rational-quadratic spline flows to learn the projection and conditional density.
result FlowSDR outperforms existing SDR methods in various simulation settings and a face-age prediction task.

Supervised learning based on a deep neural network recently has achieved substantial improvement on speech enhancement. Denoising networks learn mapping from noisy speech to clean one directly, or to a spectrum mask which is the ratio between clean and noisy spectra. In either case, the network is optimized by minimizi…

2019-01-26abs ↗pdf ↗

SDR outperforms IDR in multimodal data analysis, especially with fewer samples.

problem Understanding and optimizing data efficiency in multimodal representation learning.
method Generative linear model to synthesize multimodal data, comparing IDR and SDR methods.
result Linear SDR methods yield higher-quality, more succinct reduced-dimensional representations with smaller datasets.

POTD estimates SDR subspace using optimal transport for binary response.

problem Insufficient performance of existing SDR methods for categorical responses.
method Principal optimal transport direction (POTD) using optimal transport coupling.
result POTD exclusively estimates SDR subspace for error-free class labels.

We consider the problem of sufficient dimensionality reduction (SDR), where the high-dimensional observation is transformed to a low-dimensional sub-space in which the information of the observations regarding the label variable is preserved. We propose DVSDR, a deep variational approach for sufficient dimensionality r…

2018-12-18abs ↗pdf ↗

Survey of SDR methods for high-dimensional regression and embedding.

problem Reducing dimensionality in high-dimensional data.
method Involves both statistical and machine learning approaches, covering inverse and forward regression methods.
result Supervised Kernel Dimension Reduction is equivalent to supervised PCA.

Maximum a posteriori (MAP) inference over discrete Markov random fields is a fundamental task spanning a wide spectrum of real-world applications, which is known to be NP-hard for general graphs. In this paper, we propose a novel semidefinite relaxation formulation (referred to as SDR) to estimate the MAP assignment. A…

2014-05-19abs ↗pdf ↗

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient component analysis (SCA), which is computationally more efficient than existing …

2011-03-25abs ↗pdf ↗

In this paper, we propose a two-step training procedure for source separation via a deep neural network. In the first step we learn a transform (and it's inverse) to a latent space where masking-based separation performance using oracles is optimal. For the second step, we train a separation module that operates on the…

2019-10-22abs ↗pdf ↗

Paper improves SDR estimation speed and conditions.

problem Improving sufficient dimension reduction for multi-index models.
method Estimating expected smoothed gradient outer product.
result Achieves fast parametric convergence rate of Cdn1/2C_d \cdot n^{-1/2}.

We reformulate unsupervised dimension reduction problem (UDR) in the language of tempered distributions, i.e. as a problem of approximating an empirical probability density function by another tempered distribution, supported in a kk-dimensional subspace. We show that this task is connected with another classical prob…

2019-03-12abs ↗pdf ↗

Paper develops KMS Wasserstein for high-dimensional data reduction.

problem Optimal transport's curse of dimensionality in high-dimensional data.
method Kernel max-sliced (KMS) Wasserstein distance for dimensionality reduction.
result Sharp finite-sample guarantees for KMS pp-Wasserstein distance.

Deep clustering is a recently introduced deep learning architecture that uses discriminatively trained embeddings as the basis for clustering. It was recently applied to spectrogram segmentation, resulting in impressive results on speaker-independent multi-speaker separation. In this paper we extend the baseline system…

2016-07-07abs ↗pdf ↗

SMAVE optimizes SDR by projecting onto a low-dimensional subspace on a Riemannian manifold.

problem High-dimensional regression challenges due to the curse of dimensionality.
method SMAVE combines nearest-neighbor localization and Riemannian stochastic gradient ascent.
result SMAVE achieves almost-sure convergence and matches RMAVE's synthetic subspace recovery rate.

A new geometry-preserving method for interpreting compositional data.

problem Statistical challenges in high-dimensional compositional data.
method Geometry-preserving framework for dimension reduction of compositional data.
result Identification of a central compositional subspace for compositional predictors.

A theory of sufficient dimension reduction (SDR) is developed from an optimizational perspective. In our formulation of the problem, instead of dealing with raw data, we assume that our ground truth includes a mapping f:RnRm{\mathbf f}: {\mathbb R}^n\rightarrow {\mathbb R}^m and a probability distribution function pp over…

2018-08-19abs ↗pdf ↗

Fair representations are a powerful tool for establishing criteria like statistical parity, proxy non-discrimination, and equality of opportunity in learned models. Existing techniques for learning these representations are typically model-agnostic, as they preprocess the original data such that the output satisfies so…

2019-06-27abs ↗pdf ↗

End-to-end learning of communications systems is a fascinating novel concept that has so far only been validated by simulations for block-based transmissions. It allows learning of transmitter and receiver implementations as deep neural networks (NNs) that are optimized for an arbitrary differentiable end-to-end perfor…

2017-07-11abs ↗pdf ↗

TinyLSTMs reduces speech enhancement model size and latency for hearing aids.

problem Large RNNs limit practical deployment in hearing aid hardware.
method Model compression techniques (pruning, integer quantization, state update skipping) for RNN speech enhancement.
result Reduction in model size and operations by 11.9imes imes and 2.9imes imes, respectively, without perceptual degradation.

Unfulfilled expectations from macro-economic initiatives during the Great Recession and the massive shift into globalization echo today with political upheaval, anti-establishment propaganda, and looming trade/currency wars that threaten domestic and international value chains. Once stable entities like the EU now look…

2019-06-25abs ↗pdf ↗