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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.

168,695 papers · 148 categories

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91182273364 · Jun 202019922001200920172026
48 results for orthogonal distance regression

A new method ODR-BINDy improves model discovery from noisy data.

problem Discovering models from noisy datasets with error-in-variable problem.
method ODR-BINDy uses orthogonal distance regression with Bayesian model selection.
result ODR-BINDy consistently outperforms existing methods in recovering correct models.

Unified framework for debiased machine learning using Riesz representer and Bregman divergence.

problem Estimating causal and structural parameters in machine learning.
method Generalized Riesz regression for fitting Riesz representer via Bregman divergence minimization.
result Automatic covariate balancing and Neyman orthogonality properties for debiased estimation.

Wasserstein distances are increasingly used in a wide variety of applications in machine learning. Sliced Wasserstein distances form an important subclass which may be estimated efficiently through one-dimensional sorting operations. In this paper, we propose a new variant of sliced Wasserstein distance, study the use …

2019-03-09abs ↗pdf ↗

PROD method improves high-dimensional regression by handling strong correlations.

problem Violation of Irrepresentable Condition in LASSO for high-dimensional data.
method PROD procedure based on orthogonal decomposition of design matrix.
result PROD enhances performance of high-dimensional penalized regression.

In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components regression. WOCR makes use of the monotonicity inherent in orthogonal components …

2017-09-13abs ↗pdf ↗

Study shows RFRR's effectiveness with nearly orthogonal data in overparameterized settings.

problem Understanding the effectiveness of random feature regression with nearly orthogonal data.
method Investigates RFRR with nearly orthogonal deterministic unit-length input data vectors in the overparameterized regime.
result Shows high-probability non-asymptotic concentration results for RFRR's training, cross-validation, and generalization errors.

The paper argues for using Neyman orthogonal score for balancing in debiased machine learning.

problem Debiased machine learning requires a proper approach to balance covariates.
method The paper advocates for using Riesz regression with basis functions of X for balancing.
result Covariate balancing is only valid when the score-relevant regression error is a function of covariates alone.

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 ↗

Paper proposes a method to recover point configurations from noisy distance data.

problem Recovering point configurations from noisy distance data.
method Robust Euclidean Distance Geometry via Dual Basis (RoDEoDB) algorithm.
result Exact recovery guarantees for point configuration and Gram matrix under mild conditions.

The paper proves the existence of a unique circle packing on hyperbolic surfaces.

problem Proving the existence of a unique inversive distance circle packing on hyperbolic polyhedral surfaces.
method Deforming the surface by discrete Ricci flow, doing surgery by edge flipping, and using a variational principle of a convex Ricci potential.
result There exists a unique inversive distance circle packing that is discrete conformal to the original one.

Study connects curvature to graph theory and reveals differences.

problem Exploring differences between Quadratic Orthogonal Bisectional Curvature and Real Bisectional Curvature.
method Real (1,1)--forms and Weitzenböck curvature operator used to represent graph Dirichlet energy.
result Curvature differences illuminated between Quadratic Orthogonal Bisectional Curvature and Real Bisectional Curvature.

We propose a penalized orthogonal-components regression (POCRE) for large p small n data. Orthogonal components are sequentially constructed to maximize, upon standardization, their correlation to the response residuals. A new penalization framework, implemented via empirical Bayes thresholding, is presented to effecti…

2008-11-25abs ↗pdf ↗

Adaptive orthogonalization of data for clustering and visualization.

problem Clustering and visualization of data with high specificity.
method Adaptive orthogonalization process using Gromov-Wasserstein feedback.
result Method refines orthogonality of data to achieve high specificity clustering.

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.

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an l0l_0-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm sequentially selects the features (i.e., columns of the coefficient matrix) to greedil…

2016-02-22abs ↗pdf ↗

New measures link neural representation geometry to decoding ability.

problem Understanding how neural representations relate to decoding ability.
method Showed that popular similarity measures can be interpreted from a decoding perspective.
result Proved that measures like CKA and CCA quantify alignment between optimal linear readouts.

SOFARI improves inference on multi-task learning latent factors.

problem Challenges in precise inference on multi-task learning latent factor matrices.
method High-dimensional manifold-based Neyman near-orthogonality inference on Stiefel manifold structure.
result Easy-to-use bias-corrected estimators for latent factor vectors and singular values with asymptotic normal distributions.

The paper improves GP regression for sparse sensor data in structural mode shape reconstruction.

problem Reconstructing full-field structural mode shapes from sparse sensor data.
method Physics-Constrained Single-Output Gaussian Process (CONS-SOGP) framework.
result The proposed method provides more accurate and reliable mode shapes.

Distributed-OMP recovers sparse vectors with low communication costs.

problem High-dimensional sparse linear regression with limited computation and communication.
method Distributed orthogonal matching pursuit (OMP) scheme.
result Support of the regression vector can be recovered with linear communication per machine and logarithmic in dimension.

Paper improves Monte Carlo sampling with new theoretical insights and methods.

problem Improving Monte Carlo sampling for variance reduction.
method Theoretical analysis of negatively dependent random variables and novel extensions using number theory and particle algorithms.
result Near-Orthogonal Monte Carlo (NOMC) consistently outperforms Orthogonal Monte Carlo (OMC) in various applications.

A new classifier uses weighted orthogonal regression for robust classification with limited data.

problem Challenges in classification with insufficient training data.
method Exploits intrinsic structure of data through Eigen components with specific weights determined by eigenvalues.
result Robust learning in classification problems with limited data.

This work connects Cramér distance to QR-DQN for DRL.

problem Improving performance in DRL by capturing full distribution of returns.
method Proves Cramér distance's equivalence to 1-Wasserstein distance and proposes a low-complexity algorithm to compute Cramér distance.
result Cramér distance and quantile regression losses yield collinear gradients under non-crossing constraints.

Double machine learning provides n\sqrt{n}-consistent estimates of parameters of interest even when high-dimensional or nonparametric nuisance parameters are estimated at an n1/4n^{-1/4} rate. The key is to employ Neyman-orthogonal moment equations which are first-order insensitive to perturbations in the nuisance param…

2017-11-01abs ↗pdf ↗

A new optimizer preserves orthogonality constraints on matrices efficiently.

problem Optimization on Stiefel manifold with orthogonality constraints.
method Interplay between continuous and discrete dynamics leading to a gradient-based optimizer with momentum.
result The method optimizes matrices on Stiefel manifold efficiently and accurately.

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.

Study on minimal hypersurfaces in Schwarzschild manifolds intersecting the horizon orthogonally.

problem Behavior of minimal hypersurfaces in Schwarzschild manifolds intersecting the horizon orthogonally.
method Analysis of free boundary minimal hypersurfaces and totally geodesic hyperplanes in Schwarzschild nn-manifolds.
result A free boundary minimal hypersurface and a totally geodesic hyperplane must intersect when the distance between them is achieved in a bounded region.

Unified analysis of multilabel Fisher discriminants with improved dimensionality and robustness.

problem Improving discriminant analysis for multilabel classification with enhanced dimensionality and robustness.
method Unified theoretical analysis of multilabel Fisher discriminants with algebraic and statistical guarantees.
result Unified characterization of multilabel Fisher objectives and their equivalence under orthogonality constraints.

Unified analysis of multilabel Fisher discriminants with improved dimensionality and robustness.

problem Improving discriminant analysis for multilabel classification with enhanced dimensionality and robustness.
method Unified algebraic and statistical analysis of multilabel Fisher discriminants with Stiefel orthogonality constraints.
result Equivalence of four Fisher objectives under the Stiefel constraint and improved discriminant dimensionality.

A key question in modern statistics is how to make fast and reliable inferences for complex, high-dimensional data. While there has been much interest in sparse techniques, current methods do not generalize well to data with nonlinear structure. In this work, we present an orthogonal series estimator for predictors tha…

2016-02-01abs ↗pdf ↗

Orthogonal matching pursuit (OMP) is a widely used algorithm for recovering sparse high dimensional vectors in linear regression models. The optimal performance of OMP requires \textit{a priori} knowledge of either the sparsity of regression vector or noise statistics. Both these statistics are rarely known \textit{a p…

2018-06-02abs ↗pdf ↗

Proves a theorem for Assouad dimension with applications to distance sets and radial projections.

problem Problems related to Assouad dimension and distance sets.
method General nonlinear projection theorem for Assouad dimension.
result Sharp estimates for sets with Assouad dimension less than 1 and exceptional set estimates.

A method for fast estimation of Wasserstein distances using sliced Wasserstein distances.

problem Efficiently computing Wasserstein distances for multiple pairs of distributions.
method Regression on sliced Wasserstein distances to predict true Wasserstein distances.
result The proposed method provides a better approximation of Wasserstein distance than state-of-the-art models, especially in low-data regimes.

Deterministic bounds for tensor singular values and vectors, differing from matrix cases.

problem Spectral learning of higher-order orthogonally decomposable tensors.
method Deterministic perturbation bounds for singular values and vectors of orthogonally decomposable tensors.
result Perturbation affects each essential singular value/vector in isolation, independent of multiplicity and distance from other singular values.