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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.

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0.3%0.5%0.8%0.2% · Apr 202219922001200920172026
3 results for pseudo-log-likelihood

A method for inferring graph from multivariate time series using ADMM.

problem Inferring conditional independence graph from multivariate Gaussian time series.
method Formulated as multi-attribute graph estimation, used ADMM to minimize penalized negative log-likelihood.
result Proposed method outperforms existing frequency-domain approaches in graph edge detection.