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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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74149223297 · Jun 202019922001200920182026
48 results for orthogonal combination

Improves model predictability by mixing forecasts and orthogonalizing models.

problem Redundant models contaminate model space and degrade predictive performance.
method Principal Component Analysis for model orthogonalization in Bayesian forecast mixing.
result Better prediction accuracy and excellent uncertainty quantification.

WOCR combines orthogonal components with weighted regression for improved predictive performance.

problem Improving predictive performance in multiple linear regression.
method WOCR uses orthogonal components and weights based on correlations with the response.
result Enhanced predictive performance through weighted orthogonal components.

Optimal spectral estimators and AMP combine for efficient weak recovery in orthogonally invariant GLMs.

problem Parameter estimation from generalized linear models with complex correlation structures.
method Spectral initialization and approximate message passing (AMP) algorithm.
result Established rigorous performance guarantees for spectral initialization and AMP.

Orthogonal Random Forest improves causal inference by reducing sensitivity to estimation error.

problem Improving causal inference by reducing sensitivity to estimation error of nuisance parameters.
method Combines Neyman-orthogonality with generalized random forests to estimate conditional moment models.
result Achieves the same error rate as an oracle with a priori knowledge of nuisance parameters under mild assumptions.

Extends deep learning with interpretable additive models.

problem Identifiability issues between neural networks and additive models.
method Orthogonalization cell to separate deep neural network and structured model parts.
result Stable estimation and interpretability of structured model parts.

New method for clustering tasks with heterogeneous data.

problem Clustered multitask learning with semiparametric and heterogeneous nuisances.
method Adaptive fused orthogonal estimator with Neyman-orthogonal losses and data-driven fusion penalties.
result Achieves exact clustering recovery and pooled parametric convergence rates.

New LT-O-learners improve HLTE estimation with low overlap.

problem Challenges in estimating heterogeneous long-term treatment effects due to limited overlap.
method Introduces LT-O-learners that use custom overlap weights to downweight low-overlap samples.
result LT-O-learners provide robust HLTE estimates with lower variance in low-overlap regimes.

FLORAS uses orthogonal sequences for SISO FL, offering both DP and convergence guarantees.

problem Privacy-preserving wireless federated learning in SISO systems.
method Leverages orthogonal sequences to eliminate CSIT requirement and provide DP guarantees.
result FLORAS achieves a smooth tradeoff between convergence rate and DP levels.

DFSOS improves sparse discriminant analysis for high-dimensional data.

problem Sparse discriminant analysis in high-dimensional settings with feature selection.
method Deflation-Free Sparse Optimal Scoring (DFSOS) using Bregman iteration and orthogonality-constrained optimization.
result DFSOS achieves comparable or better classification accuracy than deflation-based methods.

A new method improves maximum inner product search by locally decomposing residual vectors.

problem Maximum inner product search efficiency and accuracy.
method Local Orthogonal Decomposition (LOD) combined with multiscale quantization.
result LOD consistently achieves higher recall than previous methods under the same bitrates.

New algorithm speeds up group equivariant neural networks computations.

problem Challenging computations in group equivariant neural networks.
method Diagrammatic framework based on category theory for matrix multiplication.
result Exponential improvement in time complexity for matrix multiplication.

GORU combines unitary and gated RNNs for better long-term memory management.

problem Learning to effectively manage long-term memory in neural networks.
method Extending unitary RNNs with a gating mechanism to forget irrelevant information.
result GORU outperforms LSTMs, GRUs, and Unitary RNNs on long-term dependency tasks.

We relate the distribution of eigenvalues of a random symmetric matrix in the Gaussian Orthogonal Ensemble to the distribution of critical values of a random linear combination of eigenfunctions of the Laplacian on a compact Riemann manifold. We then prove a central limit theorem describing what happens when the dimens…

2012-01-24abs ↗pdf ↗

A new framework for PPLS combines noise estimation, optimization, and calibration.

problem Probabilistic PLS models need interpretable latent factors and calibrated uncertainty.
method End-to-end pipeline combining noise estimation, constrained optimization, and prediction calibration.
result Achieves near-nominal coverage and native calibrated uncertainty across benchmarks.

New survival learners estimate heterogeneous treatment effects from time-to-event data.

problem Estimating HTEs from time-to-event data with censoring outcomes.
method Orthogonal survival learners with theoretical guarantees and custom weighting functions.
result Orthogonal survival learners provide robust and model-agnostic HTE estimation.

The paper offers methods to estimate and infer the boundary of a set-identified linear model.

problem Estimating and inferring the boundary of a set-identified linear model with many covariates.
method The paper uses semiparametric moment equations and Neyman-orthogonality combined with sample splitting to construct a root-N consistent, uniformly asymptotically Gaussian estimator and a multiplier bootstrap procedure for inference.
result The paper provides a method to estimate and infer the boundary of a set-identified linear model.

OLÉ simplifies deep learning by enforcing class orthogonality.

problem Training deep networks for image classification without enforcing intra-class similarity and inter-class margin.
method OLÉ collapses class features into a learned subspace and pushes subspaces to be orthogonal.
result OLÉ improves classification performance and robustness.

sPCA models may not have orthogonal scores and loadings, complicating interpretation.

problem sPCA scores and loadings may not be orthogonal.
method Illustrated and numerically demonstrated the implications of sPCA on scores, residuals, and variance explained.
result sPCA approaches perform poorly on noise-free, sparse data.

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.

We investigate the properties of a modulus of a foliation on a Riemannian manifold. We give necessary and sufficient conditions for the existence of an extremal function and state some of its properties. We obtain the integral formula which, in a sense, combines the integral over the manifold with integral over the lea…

2012-05-07abs ↗pdf ↗

SONMF reduces ED crowding by predicting patient dispositions from triage notes.

problem Crowded Emergency Departments and delayed patient admissions.
method Semi-orthogonal Non-negative Matrix Factorization (SONMF) for text mining.
result SONMF improves classification accuracy and interpretability of patient notes.

Improves deep learning models by blending gradients from training loss and auxiliary objective.

problem Minimizing a single training loss while encouraging desirable model properties.
method Solves a bilevel optimization problem by combining training loss gradients and orthogonal projections of auxiliary gradients.
result Bloop method leads to better performance than other gradient surgery methods without EMA.

Combines dynamic programming and neural networks for optimal portfolio execution in regime-switching markets.

problem Optimal execution in a market with multiple regimes and non-linear impact costs.
method Four-step numerical framework: approximated orthogonal portfolios, dynamic program for schedule, neural network optimization.
result Neural network optimized strategy outperforms traditional methods in both CRRA and mean-variance objectives.

The study extends Jacobi-orthogonality to indefinite scalar product spaces.

problem Generalizing Jacobi-orthogonality to indefinite scalar product spaces.
method Comparing principles, investigating tensor relations, proving properties.
result Every quasi-Clifford tensor is Jacobi-orthogonal; certain tensors are Jacobi-dual or Osserman.

Paper uses sparse learning to estimate quasi-potential and drift components in stochastic systems.

problem Estimating quasi-potential and drift components in stochastic systems.
method Sparse identification of non-linear dynamics (SINDy) combined with action minimization methods.
result Evaluation of quasi-potential landscape from a single trajectory.

Study isotropy groups for complex orthogonal and skew-symmetric matrices.

problem Understanding isotropy subgroups of orthogonal similarity transformations.
method Analysis of group structure of nonsingular block matrices.
result Group structure of isotropy subgroups related to block Toeplitz matrices.

This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-dependent options driven by Gaussian vectors. The precision of the method depends on the choice of the directions of stratification and the allocation rule within each strata. S…

2010-04-28abs ↗pdf ↗

Develops methods to estimate ratios of conditional expectation functions.

problem Estimating ratios of conditional expectation functions in causal inference.
method Orthogonal series estimator combined with debiased machine learning techniques.
result Valid pointwise and uniform asymptotic results for estimation and inference on CEFR.

Orthogonal Random Features reduce kernel approximation error and speed up computation.

problem Gaussian kernel approximation error reduction and speed up computation.
method Replacing random Gaussian matrix with a scaled random orthogonal matrix, and using structured discrete orthogonal matrices.
result Significantly decreases kernel approximation error and reduces computation time from O(d2)\mathcal{O}(d^2) to O(dlogd)\mathcal{O}(d \log d).

OPT framework improves neural network generalization by learning an orthogonal transformation.

problem Improving neural network generalization.
method Orthogonal over-parameterized training (OPT) framework that minimizes hyperspherical energy.
result OPT framework provably minimizes hyperspherical energy and improves empirical generalization.

LOTOS improves ensemble robustness by promoting orthogonal transformations.

problem Transferability of adversarial examples threatens robustness of classification models.
method LOTOS promotes orthogonality among sub-spaces of transformations in ensemble models.
result LOTOS increases robust accuracy of ensembles by 6 percentage points against black-box attacks.

AOLS improves sparse linear regression with lower costs and better recovery.

problem Inferring sparse vectors from random linear combinations.
method Accelerated Orthogonal Least-Squares (AOLS) algorithm.
result AOLS achieves lower sampling complexity and better recovery probability.

The paper studies surfaces in a bounded domain with orthogonal boundaries and proves curvature estimates.

problem Estimating the area of surfaces with orthogonal boundaries in a bounded domain.
method Weak formulation of orthogonality for curvature varifolds, classification of vanishing curvature varifolds.
result Existence of an orthogonal 2-varifold that minimizes L2L^2 curvature in the integer rectifiable class.

Orthogonal random features approximate a Bessel kernel, offering sharper bounds than random Fourier features.

problem Approximating Gaussian kernel efficiently for large datasets.
method Use of Haar orthogonal matrices to construct orthogonal random features and analyze their bias and variance.
result Orthogonal random features approximate a Bessel kernel, not the Gaussian kernel, with sharper bounds.