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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.

169,181 papers · 148 categories

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3587161,0741,432 · Jun 202019922001200920182026
48 results for nonlinear semiparametric models

New method embeds bipartite graphs into vectors, overcoming nonlinear challenges.

problem Learning vector representations for bipartite graphs with nonparametric components.
method Semiparametric exponential family distribution, pseudo-likelihood objective, gradient descent.
result Gradient descent achieves linear convergence rate and robust to model misspecification.

Semiparametric Bayesian networks combine parametric and nonparametric models for flexible data analysis.

problem Combining the advantages of parametric and nonparametric models for flexible data analysis.
method Semiparametric Bayesian networks combining parametric and nonparametric conditional probability distributions. Modifications of two algorithms for structure learning from data.
result Accurately learns the combination of parametric and nonparametric components, comparable to state-of-the-art methods.

New estimators improve sparse semiparametric additive modeling.

problem Sparse semiparametric additive modeling with structured sparsity.
method Combines group subset selection with shrinkage for nonconvex optimization.
result New estimators outperform alternatives in synthetic and real-world data.

PSQRNN model forecasts electricity consumption in China by integrating neural networks and quantile regression.

problem Electricity forecasting in China due to regional economic, social, and natural conditions.
method PSQRNN combines neural networks and semiparametric quantile regression to model electricity consumption.
result PSQRNN model outperforms traditional methods in forecasting electricity consumption in China.

The paper proposes a method to estimate complex models using machine learning.

problem Estimating the impact of welfare reform on women's welfare participation.
method Regularized orthogonal machine learning for non-linear semiparametric models.
result The proposed Lasso estimator converges at the oracle rate, preserving the single index property.

Study on identifying and inferring nonlinear dynamics on unknown networks.

problem Identifying network structure in nonlinear dynamic systems with unknown interactions.
method Showed network structure is not generically identified, requiring sufficient spectral heterogeneity. Developed necessary and sufficient conditions for identification and proposed a semiparametric estimator.
result Necessary and sufficient conditions for identification of network structure in nonlinear dynamic systems.

ULFS-KDPE estimates parameters efficiently without influence functions.

problem Estimating pathwise differentiable parameters in nonparametric models.
method Kernel debiased plug-in estimator based on universal least favorable submodel.
result Semiparametric efficiency achieved without influence function derivation.

We present semiparametric spectral modeling of the complete larval Drosophila mushroom body connectome. Motivated by a thorough exploratory data analysis of the network via Gaussian mixture modeling (GMM) in the adjacency spectral embedding (ASE) representation space, we introduce the latent structure model (LSM) for n…

2017-05-09abs ↗pdf ↗

Paper develops PGMM framework for debiased inference on nonparametric IV estimators.

problem Automatic debiased inference on nonparametric IV functionals.
method Penalized GMM (PGMM) framework for functionals of IV estimators.
result PGMM-based debiased estimator performs well, achieving near-nominal coverage.

This paper presents a novel approach for incremental semiparametric inverse dynamics learning. In particular, we consider the mixture of two approaches: Parametric modeling based on rigid body dynamics equations and nonparametric modeling based on incremental kernel methods, with no prior information on the mechanical …

2016-01-18abs ↗pdf ↗

New method for semiparametric bandits reduces regret to optimal levels.

problem Complex reward structures in semiparametric bandits.
method Experimental-design approach with sharp regret bound and PAC bound.
result Minimax regret of ildeO(dT) ilde{O}(\sqrt{dT}) and logarithmic regret under positive suboptimality gap.

DNA-SE uses deep learning to solve semiparametric problems efficiently.

problem Solving semiparametric integral equations in high dimensions.
method Formulates semiparametric estimation as a bi-level optimization problem and uses DNN to approximate solutions.
result Demonstrates numerical and statistical advantages over traditional methods.

Deep neural nets improve inference in semiparametric models.

problem Improving inference in semiparametric models.
method Established novel rates of convergence for deep feedforward neural nets and applied them to semiparametric inference.
result Valid second-step inference after first-step estimation with deep learning is possible.

Knowledge distillation improves model accuracy by mimicking teacher model probabilities.

problem Improving model accuracy through model compression.
method Casting knowledge distillation as a semiparametric inference problem, deriving new guarantees, and developing enhancements.
result Enhancements improve student performance by mitigating teacher overfitting and underfitting.

New MAB algorithm for nonstationary, semiparametric reward models.

problem Nonstationary and non-linear reward models in sequential decision tasks.
method Contextual multi-armed bandit algorithm for semiparametric reward model.
result Proposed algorithm achieves a tight regret upper bound and performs well in simulations and real-world data.

New method uses fractional posteriors for semiparametric inference with improved uncertainty quantification.

problem Semiparametric inference with nonparametric priors and fractional posteriors.
method Established a general Bernstein--von Mises theorem for fractional posterior distributions, proposed shifted-and-rescaled credible sets.
result Fractional posterior credible sets provide reliable uncertainty quantification but have inflated size; shifted-and-rescaled set is an efficient confidence set.

Paper proposes a semiparametric model for navigating a ball in a circular maze.

problem Learning motion dynamics of a ball in a circular maze with non-linear effects.
method Semiparametric Gaussian Process Regression with physics-based basis functions.
result Semiparametric model outperforms standard algorithms in estimation and prediction.

To better understand the spatial structure of large panels of economic and financial time series and provide a guideline for constructing semiparametric models, this paper first considers estimating a large spatial covariance matrix of the generalized mm-dependent and ββ-mixing time series (with JJ variables and TT

2011-06-20abs ↗pdf ↗

Proposes a framework for selecting machine learning algorithms in semiparametric models.

problem Model selection in semiparametric problems with high-dimensional nuisance parameters.
method Selective machine learning framework based on a novel pseudo-risk criterion.
result Empirical selection criterion performs nearly as well as an oracle in cross-validation.

Study on statistical inference for nonlinear stochastic approximation with Markovian data.

problem Statistical inference for nonlinear stochastic approximation algorithms with Markovian data.
method Established a functional central limit theorem for the partial-sum process of the target parameter estimate, providing asymptotic pivotal statistics for constructing confidence intervals.
result Valid and efficient asymptotic inference method for nonlinear stochastic approximation algorithms with Markovian data.

A semiparametric test evaluates instrument validity and complier characteristics.

problem Evaluating the validity of instruments and complier characteristics.
method Semiparametric test, doubly robust moment, machine learning update.
result Validates instrument validity and complier characteristics.

Semiparametric STAR model improves mental health data analysis.

problem Overdispersed, zero-inflated, bounded count data in self-reported mental health surveys.
method STAR transformation and rounding of latent Gaussian model, nonparametric transformation estimation, EM algorithm for maximum likelihood.
result Substantial improvements in goodness-of-fit compared to existing models.

New method estimates Gaussian copulas with missing data using EM algorithm.

problem Estimating Gaussian copulas with missing data and prior assumptions.
method Rigorous application of the Expectation Maximization (EM) algorithm for marginal distributions and dependence structure.
result Joint distribution learned is closer to the underlying distribution.

We propose a new class of semiparametric exponential family graphical models for the analysis of high dimensional mixed data. Different from the existing mixed graphical models, we allow the nodewise conditional distributions to be semiparametric generalized linear models with unspecified base measure functions. Thus, …

2014-12-30abs ↗pdf ↗

Semiparametric method removes bias in functional bilevel gradient estimation.

problem First-order bias in plug-in hypergradient when lower-level problem is nonparametric.
method Semiparametric debiasing theory based on efficient influence function leads to cross-fitted orthogonal hypergradient estimator.
result Asymptotic normality and uniform control over outer parameter established for the estimator.

New algorithm identifies best arm in semiparametric bandits with near optimal efficiency.

problem Fixed-confidence Best Arm Identification in semiparametric bandits with unknown baseline shift.
method Phase-elimination algorithm based on orthogonalized regression design.
result Nearly optimal high-probability sample-complexity upper bound established.

Framework for multi-task learning with semiparametric models and nuisance parameters.

problem Improving parameter estimation from diverse, heterogeneous datasets.
method Late fusion multi-task learning framework with two-step process: individual task learning followed by adaptive aggregation.
result The method achieves faster convergence rates compared to individual task learning when tasks share similar parametric components.

New estimator optimizes black-box model errors in semiparametric estimation.

problem How nuisance estimation errors affect low-dimensional target parameters in semiparametric models.
method Proposed a new estimator achieving a sharper rate of convergence.
result The first-order stochastic error of nuisance estimation can be eliminated.

Probabilistic models can be defined by an energy function, where the probability of each state is proportional to the exponential of the state's negative energy. This paper considers a generalization of energy-based models in which the probability of a state is proportional to an arbitrary positive, strictly decreasing…

2016-05-24abs ↗pdf ↗

Proposes estimators for complex dose-response curves using kernel methods.

problem Estimating complex dose-response curves with continuous treatments, mediators, and covariates.
method Kernel ridge regression with sequential kernel embedding technique.
result Simple estimators for mediated and time-varying dose response curves with nonasymptotic uniform rates.

Proposes a method for valid inference in GPLSIMs with longitudinal data.

problem Challenges in longitudinal data inference due to within-subject correlation and unstable variance estimation.
method Profile estimating-equation approach using spline approximation and block empirical likelihood.
result Block empirical likelihood ratio statistic with Wilks-type chi-square limit for joint inference.

A novel approach combines interpretability and performance in machine learning models.

problem Lack of transparency in black box machine learning models.
method Semiparametric approach using ideas from sufficient dimension reduction and influence function based estimators.
result Optimized model combining interpretability and performance, demonstrated through simulations and a real-world ICU patient data application.