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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.

168,742 papers · 148 categories

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59117176234 · Jun 202019922001200920172026
48 results for one-dimensional regression

We study the problem of variable selection in convex nonparametric regression. Under the assumption that the true regression function is convex and sparse, we develop a screening procedure to select a subset of variables that contains the relevant variables. Our approach is a two-stage quadratic programming method that…

2014-11-07abs ↗pdf ↗

CNNs outperform standard chemometric methods for spectral data classification.

problem Reducing the need for pre-processing steps in spectral data analysis.
method Convolutional neural networks (CNNs) compared with SVMs and PLSR for classification and regression of spectral data.
result CNNs outperform standard chemometric methods, especially for classification tasks.

Neural networks perform differently when regression is treated as classification.

problem Understanding why neural networks perform better when regression is treated as classification.
method Analyzing two-layer ReLU networks and their feature spaces, focusing on the cross entropy loss vs. square loss.
result The support of the measure induced by the square loss differs from that of the cross entropy loss, indicating optimization difficulties.

Study one-dimensional topological theories with linear generating functions.

problem Understanding one-dimensional topological theories with defects.
method Construct bases of hom spaces for decorated unoriented one-dimensional cobordisms.
result Gram determinant and linear generating functions constructed.

Proposes a new regression method using LpL_p-norms for non-Gaussian noise.

problem Non-Gaussian noise in residuals affects the performance of local least squares regression.
method Introduces local polynomial LpL_p-norm regression, replacing weighted least squares with weighted LpL_p-norm estimation.
result Demonstrates superior performance over local least squares in one-dimensional data and higher dimensions.

NQE uses quantile regression for fast SBI with cubic Hermite splines.

problem Efficient Bayesian inference for complex models with limited data.
method Neural Quantile Estimation (NQE) learns quantiles autoregressively and interpolates them using cubic Hermite splines.
result NQE achieves state-of-the-art performance on various benchmark problems.

We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to estimate transformation coefficients using unordered multisets of covariates and r…

2019-06-01abs ↗pdf ↗

The effectiveness of supervised learning techniques has made them ubiquitous in research and practice. In high-dimensional settings, supervised learning commonly relies on dimensionality reduction to improve performance and identify the most important factors in predicting outcomes. However, the economic importance of …

2016-08-07abs ↗pdf ↗

The paper develops exact and approximate conformal inference methods for multi-output regression.

problem Uncertainty quantification in multi-output regression predictions.
method Exact derivations and approximations of conformal inference p-values for linear multi-output predictors, and efficient methods for nonlinear predictors.
result Efficient methods for approximating conformal prediction regions for multi-output predictors, both linear and nonlinear.

The popularity of algorithms based on Extreme Learning Machine (ELM), which can be used to train Single Layer Feedforward Neural Networks (SLFN), has increased in the past years. They have been successfully applied to a wide range of classification and regression tasks. The most commonly used methods are the ones based…

2019-05-22abs ↗pdf ↗

Study of one-dimensional non-Hausdorff manifolds and their quotient to CW complexes.

problem Understanding and characterizing one-dimensional non-Hausdorff manifolds.
method Analyzing properties of connected non-Hausdorff manifolds and their quotient spaces to CW complexes.
result Existence of a quotient map from a connected non-Hausdorff manifold to an open one-dimensional CW complex.

Distributed sensors compress and send features to a fusion center for linear regression.

problem Efficiently compress and transmit features from distributed sensors to a fusion center under varying communication constraints.
method Designs a distributed and adaptive feature compression scheme using optimal quantizers and simple adaptive strategies.
result Demonstrates improved inference performance through simulated experiments.

Exact and scalable algorithm for Gaussian process regression with Matérn correlations.

problem Efficient Gaussian process regression with Matérn correlations.
method Novel kernel packet theory and sparse representation of covariance matrix.
result Significantly superior to existing alternatives in computational time and predictive accuracy.

Kernel ridge regression is used to approximate the kinetic energy of non-interacting fermions in a one-dimensional box as a functional of their density. The properties of different kernels and methods of cross-validation are explored, and highly accurate energies are achieved. Accurate {\em constrained optimal densitie…

2014-04-04abs ↗pdf ↗

This paper characterizes how randomized neural networks generalize well in multi-dimensional tasks.

problem Understanding the generalization of randomized neural networks in multi-dimensional tasks.
method Characterizes RSNs as an IGAM formalized by an optimization problem with a regularization functional and loss.
result RSNs generalize well in multi-dimensional tasks, akin to spline regression under certain conditions.

Deep heteroskedastic models overfit, showing a phase transition with regularization strength.

problem Overfitting in deep heteroskedastic regression models.
method Theoretical framework based on statistical field theory, empirical verification, and hyperparameter simplification.
result A phase transition in model behavior with varying regularization strength.

The paper predicts responses on out-of-sample nodes using latent positions on unknown curves.

problem Predicting responses on out-of-sample nodes with latent positions on unknown curves.
method Manifold learning and graph embedding technique using latent positions.
result Convergence guarantees for predicting responses on out-of-sample nodes.

We prove that for compact, non-contractible, one dimensional geodesic spaces, a version of the marked length spectrum conjecture holds. For a compact one dimensional geodesic space X, we define a subspace Conv(X). When X is non-contractible, we show that X deformation retracts to Conv(X). If two such spaces X, Y have t…

2012-09-17abs ↗pdf ↗

Random projections improve GP regression performance, reducing high-dimensional inputs to 1D.

problem Gaussian processes struggle with high-dimensional inputs, leading to overfitting and high computational cost.
method Use additive sums of kernels operating on random projections of inputs.
result Predictive performance converges to full-dimensional kernel performance with increasing projections, even in 1D.

It is generally understood that a given one-dimensional diffusion may be transformed by Cameron-Martin-Girsanov measure change into another one-dimensional diffusion with the same volatility but a different drift. But to achieve this we have to know that the change-of-measure local martingale that we write down is a tr…

2019-10-25abs ↗pdf ↗

We provide a comprehensive overview and tooling for GP modeling with non-Gaussian likelihoods using state space methods. The state space formulation allows for solving one-dimensional GP models in O(n)\mathcal{O}(n) time and memory complexity. While existing literature has focused on the connection between GP regression …

2018-02-13abs ↗pdf ↗

Gradient descent fails to train two-layer ReLU networks, leading to poor performance.

problem Gradient descent training of two-layer ReLU networks initialized by He et al. (2015) fails to find optimal solutions.
method Gradient descent on a least-squares loss for training two-layer (Leaky)ReLU networks.
result Gradient descent only finds bad local minima, leading to linear regression for non-linear target functions.

Reduces function approximation dimensions from high to low with sparse data.

problem Function approximation from sparse data.
method Nonlinear Level Set Learning (NLL) with geometric information.
result Reduces input dimension to theoretical lower bound with minor accuracy loss.

The paper addresses misspecification in econometric models of discrete unobserved heterogeneity.

problem Misspecification in econometric models of discrete unobserved heterogeneity.
method Generalizing previous approaches to allow multiple latent variables, developing inference results for a k-means style estimator, and proposing information criteria for model selection.
result Over-fitting can be severe in k-means style estimators when the number of clusters is over-specified.

In this paper we continue our studies of the one dimensional conformal metric flows, which were introduced in [8]. In this part we mainly focus on evolution equations involving fourth order derivatives. The global existence and exponential convergence of metrics for the 1-Q and 4-Q flows are obtained.

2007-10-23abs ↗pdf ↗

The paper studies stochastic gradient descent with infinite variance gradients.

problem Theoretical properties of SGD with infinite variance gradients.
method Establish asymptotic behavior of SGD with infinite variance gradients.
result Asymptotic distribution of SGD is characterized as a stationary distribution of an Ornstein-Uhlenbeck process driven by a stable Lévy process.

The study examines different types of equilibria for stopping problems in one-dimensional diffusion processes.

problem Characterizing and comparing different types of equilibria for time-inconsistent stopping problems.
method Analyzes log sub-additive discount functions and one-dimensional diffusion processes to derive necessary and sufficient conditions for weak equilibria and other types of equilibria.
result Conditions for weak equilibria and their implications for other types of equilibria are provided.

LatentNN corrects neural network attenuation bias in astronomical data.

problem Neural networks underestimate extreme values due to measurement errors.
method Jointly optimizes network parameters and latent input values.
result LatentNN reduces attenuation bias across various signal-to-noise ratios.

Random Planted Forest interprets tree-based models by keeping some splits, leading to more interpretable predictions.

problem Estimating the unknown regression function from lower-order interaction terms.
method Modifying the random forest algorithm by keeping certain leaves instead of deleting them, resulting in non-binary trees called planted trees.
result The random planted forest achieves asymptotically optimal convergence rates up to a logarithmic factor when the interaction bound is low.