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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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3 results for “over-realization”

Recovery and Generalization in Over-Realized Dictionary Learningcs.LG

New method improves dictionary recovery from over-realized models.

problem Theoretical guarantees for model recovery in dictionary learning are limited.

method Search over larger over-realized models to facilitate dictionary recovery.

result Model recovery can be upper-bounded by empirical risk and generalization gap.

dictionary learning over-realization model recovery generalization empirical risk

2020-06-11abs ↗pdf ↗

Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrixq-fin.ST

Study improves Hayashi-Yoshida estimator for high-dimensional stock covolatility.

problem Inconsistent performance of Hayashi-Yoshida estimator in high dimensions.

method Analyzed the limiting spectral distribution of the Hayashi-Yoshida estimator.

result Established the connection between the estimator's spectrum and the true covariance matrix in high dimensions.

High-dimensional statistics Integrated covariance matrix Hayashi-Yoshida estimator Spectral distribution Realized covolatility

2022-01-01abs ↗pdf ↗

Student Specialization in Deep ReLU Networks With Finite Width and Input Dimensioncs.LG

We consider a deep ReLU / Leaky ReLU student network trained from the output of a fixed teacher network of the same depth, with Stochastic Gradient Descent (SGD). The student network is \emph{over-realized}: at each layer $l$ , the number $n_l$ of student nodes is more than that ( $m_l$ ) of teacher. Under mild conditions…

2019-09-30abs ↗pdf ↗