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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.

169,341 papers · 148 categories

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82164245327 · Jun 202019922001200920182026
48 results for ordered l1-norm

Study models arrival rates and cancellation rates of limit orders in Borsa Istanbul.

problem Understanding order dynamics in Borsa Istanbul's stock market.
method Used limit order book data from Garanti Bank. Tested three discrete probability distributions and two theoretical models for arrival rates. Examined cancellation rates using L1 norms.
result Modelled daily, weekly, and monthly arrival rates of limit orders in the first fifteen bid and ask price levels.

A fast algorithm for L1-norm kernel PCA with convergence analysis.

problem Finding an optimal solution for L1-norm kernel PCA due to its non-convexity and non-smoothness.
method A fixed-point type algorithm that iteratively computes binary weights for each observation, based on a geometrically interpretable reformulation of the problem.
result The algorithm converges to a local optimal solution in a finite number of steps and the sequence of objective values converges at a linear rate.

Novel L1-norm and L2-norm LDA methods improve discriminant analysis.

problem Improving linear discriminant analysis for robustness and adaptability.
method Proposes L1BLDA and L2BLDA using Bhattacharyya error bound, maximizing between-class scatters and minimizing within-class scatters.
result Proposed methods avoid SSS and have no rank limit, demonstrating robust performance and effectiveness.

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…

2015-09-04abs ↗pdf ↗

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…

2011-01-23abs ↗pdf ↗

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…

2012-08-03abs ↗pdf ↗

This study evaluates Lx-norm penalties for resolving complex LC-MS data.

problem Resolving complex LC-MS data with rotational ambiguity.
method Simulated LC-MS data and grid search strategy to compare L0-, L1-, and L2-norm penalties.
result L1-norm penalty (Lasso) provides more sparse solutions and reduces rotational ambiguity.

Two sparsity-aware NSAF algorithms improve sparse system identification with lower complexity.

problem Sparse system identification with improved performance and lower complexity.
method Gradient descent method to minimize combined cost function and l1-norm penalty on filter coefficients.
result Proposed algorithms achieve comparable performance with lower computational 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…

2014-03-17abs ↗pdf ↗

Proposes a new SVM model for binary classification with theoretical and practical advantages.

problem Binary classification in supervised learning.
method Quadratic surface support vector machine with L1 norm regularization.
result The model can detect true sparsity patterns and is efficient for both synthetic and real data.

Noise injection before gradient steps helps in regularization for neural networks.

problem Improving generalization in overparametrized neural networks.
method Injecting small noise perturbations before computing gradient steps, especially in layer-wise fashion.
result Small noise perturbations can explicitly regularize neural networks without variance explosion.

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…

2013-02-22abs ↗pdf ↗

Paper compares optimization methods for sparse NCP decomposition of tensors.

problem Efficiently extract meaningful nonnegative and sparse components from tensors.
method Sparse NCP decomposition with l1-norm regularization and block coordinate descent.
result Comparison of optimization methods for tensor decomposition effectiveness and speed.

New variational model preserves image contrasts and features using Weingarten map minimization.

problem Image reconstruction with preservation of contrasts and features.
method Variational model with L1L^1 norm of Weingarten map, ADMM algorithm, gradient descent.
result The proposed models preserve image contrasts and features efficiently.

New theoretical framework improves error rates for sparse learning with convex regularization.

problem Improving error rates for sparse learning with convex regularization.
method Proposed a new theoretical framework using common assumptions to derive high-dimensional estimation bounds.
result Improved error rates for L1, Slope, and Group L1-L2 regularizations, matching or exceeding existing results.

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…

2013-06-14abs ↗pdf ↗

Smoothed analysis shows that many classes become learnable from positive-only samples.

problem Learning from positive-only samples is challenging due to negative results in worst-case settings.
method Smoothed analysis of positive-only learning, assuming samples from a reference distribution smooth with respect to the true distribution.
result All VC classes become learnable in the smoothed model with O(VC/ε2)O(VC/ε^2) positive samples for εε classification error.

New algorithms solve robust MDPs efficiently, significantly faster than existing methods.

problem Computing robust MDP solutions with uncertainty in transition probabilities is computationally expensive.
method Partial policy iteration and fast robust Bellman operator computation methods.
result The proposed methods are many orders of magnitude faster than state-of-the-art approaches.

Characterizes functions representable by infinite-width ReLU networks with bounded weights.

problem Understanding function representation in overparameterized neural networks.
method Analyzes functions in Ws,1(R)W^{s,1}(\mathbb{R}) spaces and their Radon transform.
result All functions in Ws,1(R)W^{s,1}(\mathbb{R}) can be represented with bounded norm.

The problem of biclustering consists of the simultaneous clustering of rows and columns of a matrix such that each of the submatrices induced by a pair of row and column clusters is as uniform as possible. In this paper we approximate the optimal biclustering by applying one-way clustering algorithms independently on t…

2007-12-17abs ↗pdf ↗

New method improves brain activity analysis with better amplitude and source selection.

problem Improving brain activity analysis with high temporal and spatial resolution.
method Iterative reweighted Mixed-Norm Estimate (irMxNE) for solving non-convex optimization problems.
result Improves on standard Mixed Norm Estimate (MxNE) in amplitude bias, support recovery, and stability.

It is well known that quantile regression model minimizes the portfolio extreme risk, whenever the attention is placed on the estimation of the response variable left quantiles. We show that, by considering the entire conditional distribution of the dependent variable, it is possible to optimize different risk and perf…

2015-07-01abs ↗pdf ↗

New method controls false discovery rate in learning Gaussian MRF structures.

problem Learning the structure of Gaussian MRFs from data, especially when p >> n, leads to false edges.
method Proposes nsSLOPE using sorted l1-norm regularization to control false discovery rate.
result Controls false discovery rate in learning the structure of Gaussian MRFs.