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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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21436485 · May 202619922001200920182026
48 results for pairwise moments

We develop efficient methods to approximate maximum entropy distributions for pairwise moments.

problem Intractability of calculating exact maximum entropy distributions.
method Design distributions that approximate maximum entropy distributions while maintaining comparable entropy.
result Approximation guarantees for log-partition functions comparable to low-temperature limits.

New algorithm learns permutations mixtures with optimal sample complexity.

problem Learning mixtures of permutations in high-dimensional settings.
method Combining groups of pairwise comparisons and combinatorial method of moments.
result Optimal sample complexity proportional to log(n) for high-dimensional data.

Exact simulation of correlated binary outcomes using PMF constraints and linear programming.

problem Simulating dependent Bernoulli outcomes with specific means and correlations.
method Formulate the problem over the joint Bernoulli PMF, impose constraints, and solve as a linear program. Use convex-hull characterization and truncated-moment completion scheme for feasibility and simulation.
result Exact simulation framework for correlated binary outcomes, providing a convex-hull characterization and truncated-moment completion scheme.

The Johnson-Lindenstrauss Lemma allows for the projection of nn points in pp-dimensional Euclidean space onto a kk-dimensional Euclidean space, with k24lnn3ε22ε3k \ge \frac{24\ln \emph{n}}{3ε^2-2ε^3}, so that the pairwise distances are preserved within a factor of 1±ε1\pmε. Here, working directly with the distributions of the …

2010-05-10abs ↗pdf ↗

Exact pairwise ranking is achievable but not possible under noisy comparisons.

problem Recovering the exact rank of items from noisy pairwise comparisons.
method Information-theoretic upper and lower bounds using the SST model and combinatorial arguments.
result Sharp information-theoretic bounds match in the parametric limit and outperform previous methods.

Bayesian approach optimizes crowdsourced ranking with limited budget.

problem Efficiently collect high-quality pairwise comparisons for accurate ranking.
method Bayesian Markov decision process for dynamic item and worker selection.
result Proposed policy achieves high ranking accuracy with lower labeling cost.

Spectral learning extends matrix methods to tensors for better latent variable modeling.

problem Limitations of matrix-based spectral methods in capturing non-Gaussian data.
method Extend spectral decomposition to tensor-based methods for higher-order moments.
result Tensor decomposition can identify latent effects missed by matrix methods.

New method uses geometric moments for accurate machine learning potentials.

problem Creating high-dimensional potential energy surfaces efficiently.
method Feed-forward neural networks with invariant local molecular descriptors based on geometric moments.
result Accuracy comparable to established models, high efficiency.

The problem of classifying Einstein solvmanifolds, or equivalently, Ricci soliton nilmanifolds, is known to be equivalent to a question on the variety of n-dimensional complex nilpotent Lie algebra laws. Namely, one has to determine which GL(n)-orbits in this variety have a critical point of the squared norm of the mom…

2011-05-23abs ↗pdf ↗

The study finds dense clusters of solutions in a simple neural network model, providing bounds for their existence.

problem Exploring the existence of minimizers in a simple neural network model with binary weights.
method Formulating the learning problem as a constraint satisfaction problem and computing moment bounds for the existence of solutions.
result First rigorous steps toward proving the existence of dense clusters of solutions in certain parameter regimes.

Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns. Spin glass models have been applied and gave some valuable results but at the price…

2012-06-20abs ↗pdf ↗

We address the problem of computing approximate marginals in Gaussian probabilistic models by using mean field and fractional Bethe approximations. As an extension of Welling and Teh (2001), we define the Gaussian fractional Bethe free energy in terms of the moment parameters of the approximate marginals and derive an …

2012-06-13abs ↗pdf ↗

Geometric framework for consistent pairwise comparisons reduces inconsistency.

problem Inconsistency in pairwise comparisons matrices.
method Generalized pairwise comparison matrices to Lie group GG, provided necessary and sufficient consistency criteria, and proposed geometric interpretation.
result Found a geometric interpretation and basic criteria for finding nearest consistent matrices.

Paper studies SGD stability and optimization error in pairwise learning.

problem Stability and optimization error of SGD for pairwise learning.
method Established stability and optimization error trade-offs for SGD in convex, strongly convex, and non-convex settings.
result Lower bounds for SGD optimization error and excess expected risk.

Cross-entropy loss linked to metric learning, outperforming complex pairwise losses.

problem Improving metric learning performance without complex optimization schemes.
method Theoretical analysis linking cross-entropy to pairwise losses, showing cross-entropy as an upper bound and equivalent to mutual information maximization.
result Minimizing cross-entropy is equivalent to maximizing mutual information, leading to state-of-the-art performance.

Develops a statistical framework to measure uncertainty in model rankings based on human preferences.

problem Uncertainty in model rankings based on human preferences due to mismatch between human and model preferences.
method Statistical framework using pairwise comparisons by humans and models to provide rank-sets for each model.
result Rank-sets constructed using only pairwise comparisons by strong models often do not cover the true ranking of human preferences.

As one of the most important types of (weaker) supervised information in machine learning and pattern recognition, pairwise constraint, which specifies whether a pair of data points occur together, has recently received significant attention, especially the problem of pairwise constraint propagation. At least two reaso…

2015-02-19abs ↗pdf ↗

A method for classification using pairwise similarities and unlabeled data.

problem Handling pairwise similarities and unlabeled data for classification.
method Empirical risk minimization approach to create an unbiased risk estimator.
result Derives an unbiased risk estimator for handling both similarities and unlabeled data.

Paper proposes Pcomp classification for binary classification with pairwise confidence comparisons.

problem Lack of pointwise labels due to privacy, confidentiality, or security reasons.
method Developed Pcomp classification, derived an unbiased risk estimator (URE), and improved it using correction functions and consistency regularization.
result Demonstrated the effectiveness of Pcomp classification methods.

Optimal binary autoencoder learns from pairwise correlations.

problem Learning binary autoencoders efficiently.
method Formulates binary autoencoder as biconvex optimization problem using pairwise correlations. Finds optimal decoder through convex optimization.
result Optimal binary autoencoder reconstructs inputs with worst-case optimal loss.

Study on pairwise counter-monotonicity, a type of negative dependence.

problem Understanding and quantifying extremal negative dependence structures.
method Established stochastic representation and invariance property; showed implications and connections.
result Pairwise counter-monotonicity implies negative association and joint mix dependence.

This study considers a model of the income distribution of agents whose pairwise interaction is asymmetric and price-invariant. Asymmetric transactions are typical for chain-trading groups who arrange their business such that commodities move from senior to junior partners and money moves in the opposite direction. The…

2006-05-17abs ↗pdf ↗

This paper examines the problem of ranking a collection of objects using pairwise comparisons (rankings of two objects). In general, the ranking of nn objects can be identified by standard sorting methods using nlog2nn log_2 n pairwise comparisons. We are interested in natural situations in which relationships among the o…

2011-09-16abs ↗pdf ↗

Conditions for curves on a torus with specific pairwise intersections.

problem Finding curves on a torus with prescribed pairwise intersections.
method Necessary and sufficient conditions for curves on a torus with given pairwise intersections.
result Necessary and sufficient conditions for the existence of curves on a torus with specific pairwise intersections.

Enhances matrix completion with pairwise penalties for latent features.

problem Improving prediction performance in matrix completion.
method Proposes a general optimization framework with non-/convex pairwise penalty functions and develops an efficient algorithm.
result The proposed framework outperforms standard matrix completion methods, especially in scenarios with latent subgroup structures.

Paper characterizes and represents pairwise causal background knowledge for improved causal inference.

problem Improving causal inference by handling pairwise causal constraints.
method Graphical characterization, direct causal clause (DCC), unified representation, MPDAG, polynomial-time algorithms.
result Pairwise causal background knowledge uniquely decomposes into MPDAG and DCCs, improving causal effect identification.

Paper establishes statistical inference for pairwise comparison models.

problem Statistical inference for pairwise comparison models when the number of subjects diverges.
method Identifies Fisher information matrix as a weighted graph Laplacian for asymptotic normality.
result Near-optimal asymptotic normality result for maximum likelihood estimator.

Enhances clustering performance by integrating tensor similarity.

problem Noise contamination and imbalance in samples or features hinder accurate clustering.
method Proposes a high-order similarity matrix from tensor similarity, which captures spatial information and complements pairwise similarity.
result The proposed IPS2 method significantly outperforms previous similarity-based methods on real-world datasets.

Pairwise fairness for ranking and regression models.

problem Ensuring fairness in ranking and regression models with protected groups and attributes.
method Developed pairwise fairness metrics for ranking and regression, using constrained optimization and robust optimization techniques.
result Efficient and effective solutions for training problems, demonstrated through experiments.

S3C2 uses Siamese networks for semi-supervised clustering with pairwise constraints.

problem Semi-supervised clustering with pairwise constraints.
method S3C2 decomposes SSC into two classification tasks: first, using Siamese networks to label unlabeled pairs; second, using the labeled dataset for clustering.
result S3C2 outperforms existing SSC methods on various datasets.