BALSON optimizes parameters with Bayesian approach and Dirichlet distribution.
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.
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New method for sparse data using L1-NMF with improved sparsity control.
Paper compares optimization methods for sparse NCP decomposition of tensors.
We propose a data aggregation-based algorithm with monotonic convergence to a global optimum for a generalized version of the L1-norm error fitting model with an assumption of the fitting function. The proposed algorithm generalizes the recent algorithm in the literature, aggregate and iterative disaggregate (AID), whi…
Proposes a new method for hyperspectral image dimensionality reduction.
Novel L1-norm and L2-norm LDA methods improve discriminant analysis.
We study the deformation of the three-dimensional conformal structures by the Ricci flow. We drive the evolution equation of Cotton-York tensor and the L1-norm of it under the Ricci flow. In particular, we investigate the behavior of the L1-norm of the Cotton-York tensor under the Ricci flow on three-dimensional simply…
Study tightens bounds for interpolating noisy data using minimum l1-norm.
A l1-norm penalized orthogonal forward regression (l1-POFR) algorithm is proposed based on the concept of leaveone- out mean square error (LOOMSE). Firstly, a new l1-norm penalized cost function is defined in the constructed orthogonal space, and each orthogonal basis is associated with an individually tunable regulari…
We present an algorithm for L1-norm kernel PCA and provide a convergence analysis for it. While an optimal solution of L2-norm kernel PCA can be obtained through matrix decomposition, finding that of L1-norm kernel PCA is not trivial due to its non-convexity and non-smoothness. We provide a novel reformulation through …
Proposes an optimization framework for sparse robust subspace estimation.
Study investigates estimation error in EMHMM simulations.
A typical approach in estimating the learning rate of a regularized learning scheme is to bound the approximation error by the sum of the sampling error, the hypothesis error and the regularization error. Using a reproducing kernel space that satisfies the linear representer theorem brings the advantage of discarding t…
Targeting at sparse learning, we construct Banach spaces B of functions on an input space X with the properties that (1) B possesses an l1 norm in the sense that it is isometrically isomorphic to the Banach space of integrable functions on X with respect to the counting measure; (2) point evaluations are continuous lin…
To recover a sparse signal from an underdetermined system, we often solve a constrained L1-norm minimization problem. In many cases, the signal sparsity and the recovery performance can be further improved by replacing the L1 norm with a "weighted" L1 norm. Without any prior information about nonzero elements of the si…
Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, whereas the conventional PCA uses the L2 norm. For the L1 PCA problem minimizing the fitting error of…
Vertex distortion measures how far lattice knots deviate from straight lines.
Two sparsity-aware NSAF algorithms improve sparse system identification with lower complexity.
Network anomaly detection is still a vibrant research area. As the fast growth of network bandwidth and the tremendous traffic on the network, there arises an extremely challengeable question: How to efficiently and accurately detect the anomaly on multiple traffic? In multi-task learning, the traffic consisting of flo…
QAPCA uses quantum annealing for robust PCA.
Proposes a new SVM model for binary classification with theoretical and practical advantages.
Develops efficient method for nonconvex problems using Regula Falsi.
Noise injection before gradient steps helps in regularization for neural networks.
We study rank-1 {L1-norm-based TUCKER2} (L1-TUCKER2) decomposition of 3-way tensors, treated as a collection of matrices that are to be jointly decomposed. Our contributions are as follows. i) We prove that the problem is equivalent to combinatorial optimization over antipodal-binary variables. ii)…
Uniform convergence of interpolators proven for Gaussian data.
This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding non-convex optimization. For this purpose, this paper describes the design and use of…
For supervised and unsupervised learning, positive definite kernels allow to use large and potentially infinite dimensional feature spaces with a computational cost that only depends on the number of observations. This is usually done through the penalization of predictor functions by Euclidean or Hilbertian norms. In …
Most of the existing methods for sparse signal recovery assume a static system: the unknown signal is a finite-length vector for which a fixed set of linear measurements and a sparse representation basis are available and an L1-norm minimization program is solved for the reconstruction. However, the same representation…
Smoothed analysis shows that many classes become learnable from positive-only samples.
This study evaluates Lx-norm penalties for resolving complex LC-MS data.
Study models arrival rates and cancellation rates of limit orders in Borsa Istanbul.
It was shown recently that the L1-norm principal components (L1-PCs) of a real-valued data matrix ( data samples of dimensions) can be exactly calculated with cost or, when advantageous, where $d=\mathrm{rank}(\mathbf …
Robust tensor ring completion improves tensor recovery accuracy and efficiency.
State spaces of multifactor approximations of nonnegative Volterra processes are linear transformations of the nonnegative orthant.
Paper proposes a new robust LDA method using L1,2-norm ratio minimization.
Support Vector Machine (SVM) is an efficient classification approach, which finds a hyperplane to separate data from different classes. This hyperplane is determined by support vectors. In existing SVM formulations, the objective function uses L2 norm or L1 norm on slack variables. The number of support vectors is a me…
Fixed points of nonnegative neural networks are analyzed using fixed point theory.
In this paper, we propose a new fast and robust recursive algorithm for near-separable nonnegative matrix factorization, a particular nonnegative blind source separation problem. This algorithm, which we refer to as the successive nonnegative projection algorithm (SNPA), is closely related to the popular successive pro…
New L0 norm added to TDA for market analysis.
Study Euler characteristic of manifolds with almost nonnegative curvature operator, showing nonnegativity under certain conditions.
Study open Alexandrov spaces with nonnegative curvature, proving structural results.
Sharp inequalities for manifolds with nonnegative curvature.
Study on Kähler manifolds with nonnegative Ricci curvature, focusing on rigidity.
We provide techniques for studying the nonnegatively curved left-invariant metrics on a compact Lie group. For "straight" paths of left-invariant metrics starting at bi-invariant metrics and ending at nonnegatively curved metrics, we deduce a nonnegativity property of the initial derivative of curvature. We apply this …
The paper extends topological results to noncompact spaces with nonnegative N-Bakry Émery Ricci curvature.
Totally nonnegative flag varieties are shown to be regular CW complexes.
Survey on open manifolds with nonnegative Ricci curvature and open questions.
Characterizes functions representable by infinite-width ReLU networks with bounded weights.