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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.

168,657 papers · 148 categories

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3086169231,231 · Jun 202019922001200920172026
48 results for nonlinear methods

JULIA combines multi-linear and nonlinear models for tensor completion.

problem Complex patterns in real-world tensors require a unified model.
method JULIA unifies multi-linear and nonlinear models with flexible component assignment and efficient alternating optimization.
result JULIA outperforms existing methods in large-scale tensor completion.

Paper presents a new backward deep BSDE method for solving nonlinear FBSDE problems.

problem Nonlinear Forward Backward Stochastic Differential Equations (FBSDE) with terminal conditions.
method Backward deep BSDE method applied to FBSDE with nonlinear generators and random initial conditions.
result Derives exact and Taylor-based approximations for time-stepping nonlinear BSDEs.

This paper tackles efficient optimization for nonlinear embeddings in similarity learning.

problem Learning similarity with nonlinear embeddings is challenging due to the large number of pairs.
method Detailed derivations and efficient optimization methods for nonlinear embeddings are developed.
result Efficient optimization methods for nonlinear embeddings are shown to be highly effective.

Study solves inverse problems for equations with fractional nonlinearities.

problem Solving inverse problems for semilinear elliptic equations with fractional power nonlinearities.
method Higher order linearization method adapted for fractional order.
result Results of previous studies remain valid for general power nonlinearities.

Proposes a new method for nonlinear Bayesian updates using ensemble kernel regression.

problem Nonlinear and non-Gaussian Bayesian updates for complex systems.
method Combines Kalman filtering for observed components and kernel density estimation for unobserved components, with subsampling and clustering.
result Reduces estimation errors in highly nonlinear scenarios compared to standard linear updates.

Paper connects contrastive learning to MI maximization and establishes robust methods for nonlinear ICA and subspace estimation.

problem Understanding and improving unsupervised representation learning and density ratio estimation.
method The paper connects contrastive learning to MI maximization, establishes new recovery conditions for nonlinear ICA, and proposes a practical outlier-robust method for nonlinear subspace estimation.
result The proposed methods can be seen as maximizing MI, performing nonlinear ICA, or estimating nonlinear subspaces, and are robust to outliers.

Paper analyzes and proves convergence of a new method for solving complex PDEs.

problem Solving high-dimensional nonlinear PDEs and PIDEs with random neural networks.
method Random deep splitting method using random neural networks.
result The method converges to the unique viscosity solution of nonlinear PDEs and PIDEs.

CAG method predicts nonlinear solid mechanics responses in real-time with high accuracy and efficiency.

problem Real-time prediction of nonlinear solid mechanics responses.
method Clustering adaptive Gaussian process regression (CAG) method.
result Offers predictions within a second with high precision using only 20 samples.

ADMM algorithm solves nonlinear matrix decompositions efficiently.

problem Nonlinear matrix decompositions for various applications.
method Alternating Direction Method of Multipliers (ADMM) for nonlinear matrix factorization.
result The method efficiently solves diverse nonlinear matrix decompositions.

We propose a new method for input variable selection in nonlinear regression. The method is embedded into a kernel regression machine that can model general nonlinear functions, not being a priori limited to additive models. This is the first kernel-based variable selection method applicable to large datasets. It sides…

2018-04-19abs ↗pdf ↗

Private method measures nonlinear correlations between data hosted across two entities.

problem Measuring nonlinear correlations between sensitive data hosted across multiple parties while preserving privacy.
method Differentially private estimator of distance correlation.
result First private estimator of nonlinear correlations in a multi-party setup.

Unified analysis for nonlinear parametric models in Bayesian optimization.

problem Limited theoretical guarantees for nonlinear parametric models in Bayesian optimization.
method Kernel-based framework for analyzing regularized nonlinear parametric models trained on adaptively collected data.
result Unified convergence guarantees for nonlinear acquisition and surrogate models.

Unified kernel-based methods improve nonlinear causal discovery.

problem Identifying nonlinear causal relationships between time series variables.
method Unified Kernel Principal Component Regression (KPCR) and Gaussian Process score-based model with Smooth Information Criterion.
result Improved performance in time series nonlinear causal discovery.

The paper develops adaptive deep learning methods for nonlinear time series models.

problem Estimating mean functions of non-stationary and nonlinear time series models.
method Develops non-penalized and sparse-penalized DNN estimators for general non-stationary time series, derives minimax lower bounds, and shows the sparse-penalized DNN estimator is adaptive and optimal.
result Sparse-penalized DNN estimator achieves minimax optimal rates for many nonlinear AR models.

A new method for efficient nonlinear process monitoring using random Bernoulli features.

problem High computational demands and real-time responsiveness in online monitoring systems.
method Random Bernoulli principal component analysis to capture nonlinear patterns efficiently.
result The proposed methods offer excellent scalability and reduced computational complexity.

We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves linearly when lifted into a high (or infinite) dimensional feature space where ba…

2011-08-14abs ↗pdf ↗

Adaptive algorithm improves nonlinear data assimilation for non-Gaussian systems.

problem Challenges of non-Gaussian statistics in data assimilation.
method Triangular measure transport with P-spline basis functions and an information criterion.
result Automatic selection of parsimonious parametrization for efficient adaptation.

New method improves nonlinear filtering accuracy with reduced computation.

problem Complex nonlinear filtering with small system noise.
method Asymptotic expansion with ordinary differential equations and Edgeworth-type correction.
result Significantly lower computational cost with improved accuracy.

Method solves complex optimization problems with high probability bounds.

problem Nonlinear equality constrained stochastic optimization problems.
method Step-search sequential quadratic programming method.
result High-probability bound on iteration complexity for first-order stationarity.

NKI integrates obfuscated datasets using nonlinear kernels for improved data collaboration.

problem Privacy-preserving data collaboration with reduced reconstruction risk.
method Formulates linear kernel integration, kernelizes it, and introduces graph regularization and centering constraints.
result NKI improves classification accuracy over existing linear integration methods under nonlinear dimensionality reduction.

Proposes an INLA-based method for state and parameter estimation in nonlinear systems.

problem Difficulty in learning parameters accurately in nonlinear dynamical systems.
method Iterated INLA for state and parameter estimation in nonlinear dynamical systems.
result Outperforms existing methods on data assimilation tasks.

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in such applications are high-dimensional as the dimension corresponds to the number …

2017-09-18abs ↗pdf ↗

NNNH uses neural networks to model complex event patterns.

problem Analyzing multi-dimensional nonlinear Hawkes processes with mutual excitation and inhibition.
method NNNH employs feedforward neural networks to model individual kernels and base intensity, optimizing parameters via Stochastic Gradient Descent.
result NNNH accurately captures complexities of nonlinear Hawkes processes, as demonstrated by numerical experiments.

In this paper, a symmetry classification of a (2+1)(2+1)-nonlinear wave equation uttf(u)(uxx+uyy)=0u_{tt}-f(u)(u_{xx}+u_{yy})=0 where f(u)f(u) is a smooth function on uu, using Lie group method, is given. The basic infinitesimal method for calculating symmetry groups is presented, and used to determine the general symmetry group of this $…

2009-07-28abs ↗pdf ↗

New method solves robust matrix completion using nonlinear equations.

problem Recover low rank and sparse matrices from incomplete observations.
method Transforms problem into solving a system of nonlinear equations, then uses the alternative direction method.
result Algorithm converges linearly to the true solution under proper assumptions.

Bayesian method improves predictions in overparameterized nonlinear regression.

problem Understanding overparameterization in nonlinear regression models.
method Bayesian framework with adaptive prior considering data spectral structure.
result Posterior contraction established for generalized linear and single-neuron models, demonstrating prediction consistency.

QENDy learns quadratic dynamics from nonlinear systems data.

problem Identifying governing equations of highly nonlinear dynamical systems.
method QENDy embeds nonlinear dynamics into a quadratic feature space, requiring trajectory data and preselected basis functions.
result QENDy accurately identifies quadratic dynamics and outperforms SINDy and deep learning methods.

Develops a new method for nonlinear dimension reduction using random features.

problem Statistical challenges in generalizing Gaussian process-based latent variable models to non-Gaussian data.
method Random feature latent variable models (RFLVMs) that approximate nonlinear relationships with linear functions of random features.
result RFLVMs produce comparable results to state-of-the-art methods on various data types.