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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.

168,657 papers · 148 categories

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48 results for randomized sparse

HARFE approximates sparse additive functions using random features and ridge regression.

problem Approximating high-dimensional sparse additive functions.
method Hard-ridge random feature expansion with sparse ridge regression and hard-thresholding pursuit.
result HARFE method converges with a given error bound and achieves lower error than other algorithms.

In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification. Previous theoretical results on randomized reduction methods hinge on strong assumptio…

2015-04-15abs ↗pdf ↗

New method uses sparse random features for crashworthiness analysis.

problem Efficient surrogate modelling for uncertainty quantification.
method Sparse Random Features combined with self-supervised dimensionality reduction.
result Superiority over state-of-the-art techniques in crashworthiness analysis.

This paper considers the growth in the length of one-dimensional trajectories as they are passed through deep ReLU neural networks, which, among other things, is one measure of the expressivity of deep networks. We generalise existing results, providing an alternative, simpler method for lower bounding expected traject…

2019-11-25abs ↗pdf ↗

Improved guarantees for sparse random embeddings with explicit bounds and empirical superiority.

problem Improving the explicitness and sharpness of guarantees for sparse random embeddings.
method Explicit bounds, tighter estimates for quadratic chaos, extreme properties of sparse linear forms, and improved bounds for sums of independent random variables.
result Significantly outperforms prior works on various real-world datasets.

Study improves error bounds for sparse regression with heavy-tailed covariates.

problem Estimating sparse coefficients in linear regression with heavy-tailed covariates.
method Employed an 1\ell_1-penalized Huber regression method.
result Error bound identical to Gaussian case for LL-subexponential covariates.

We consider the community detection problem in sparse random hypergraphs. Angelini et al. (2015) conjectured the existence of a sharp threshold on model parameters for community detection in sparse hypergraphs generated by a hypergraph stochastic block model. We solve the positive part of the conjecture for the case of…

2019-04-11abs ↗pdf ↗

Random projections help in representing sparse graphs efficiently.

problem Efficiently representing sparse graphs of varying sizes and vertex sets.
method Random projection of adjacency matrices to retain graph functionality and properties.
result Random projections can accurately represent graphs of different sizes and vertex sets in the same space.

New method uses randomized sparse neural networks to solve time-dependent PDEs more accurately and efficiently.

problem Numerical challenges in training neural networks sequentially in time to solve time-dependent PDEs.
method Introduces Neural Galerkin schemes that update randomized sparse subsets of network parameters at each time step.
result Up to two orders of magnitude more accurate and two orders of magnitude faster than dense update schemes.

New algorithm uses random projections for robust, sparse data classification.

problem Improving robustness and sparsity in data classification.
method Randomly projects data into a high-dimensional space, truncates small entries, and applies a cap operation.
result The method enhances classification accuracy with minimal loss, especially in noisy conditions.

SRMD uses random features for efficient time-frequency analysis.

problem Efficiently analyzing time-series data with low computational cost.
method Sparse Random Mode Decomposition (SRMD) constructs a sparse approximation to the spectrogram.
result SRMD outperforms other methods in signal representation, outlier removal, and mode decomposition.

New methods reduce computational cost for Gaussian Markov Random Fields with sparse constraints.

problem Inference and simulation of GMRFs are computationally prohibitive with many constraints.
method Proposes a basis transformation into blocks of constrained and non-constrained subspaces.
result Significantly outperforms existing alternatives in computational cost.

Performing signal processing tasks on compressive measurements of data has received great attention in recent years. In this paper, we extend previous work on compressive dictionary learning by showing that more general random projections may be used, including sparse ones. More precisely, we examine compressive K-mean…

2015-04-05abs ↗pdf ↗

Efficiently infers time-varying sparse MRFs with strong statistical guarantees.

problem Inference of time-varying sparse MRFs with strong statistical guarantees.
method Constrained optimization with exact 0\ell_0 regularization, near-linear time and memory complexity.
result Sharp statistical guarantees for sparsely-changing Gaussian MRFs with as few as one sample per time.

Linear time algorithm for random walk kernels on sparse graphs.

problem Efficient computation of general random walk kernels for large graphs.
method Sample dependent random walks to compute graph embeddings without direct graph product.
result Up to 27x faster and scalable to 128x larger graphs than previous methods.

Sparser Random Feature Models via IMP (ShRIMP) efficiently learns sparse models for high-dimensional data.

problem Learning sparse models for high-dimensional data with sparse variable dependencies.
method Iterative Magnitude Pruning applied to Random Feature Models.
result ShRIMP achieves better or competitive test accuracy compared to state-of-the-art methods.

The paper analyzes sparse high-dimensional linear regression with random design and unknown error variance, providing adaptiveness and concentration rates.

problem Sparse high-dimensional linear regression with random design and unknown error variance.
method Analysis of posterior concentration rates, employing techniques to address model misspecification.
result Adaptiveness and concentration rates of the posterior for sparse high-dimensional linear regression.

TRUST improves tree models' accuracy while maintaining interpretability.

problem Piecewise-constant regression trees lack in predictive accuracy compared to black-box models.
method Combines Random Forest accuracy with interpretability of shallow trees and sparsity of linear models, using LLMs for explanations.
result TRUST outperforms other interpretable models in predictive accuracy and matches Random Forest's accuracy.

We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized rounding strategy to sparsify the resulting dense solution. Our main theoretical r…

2015-08-13abs ↗pdf ↗

SOLAR improves search efficiency and accuracy with sparse, orthogonal embeddings.

problem Bottleneck of indexing large dense vectors and NNS for query efficiency and accuracy.
method Proposes SOLAR embeddings: sparse, orthogonal, learned, and random vectors across multiple GPUs.
result Successfully trains 500K dimensional SOLAR embeddings for 1.6M books and multi-label classification.

New research shows how preconditioning can solve sparse linear regression problems efficiently.

problem Efficiently solving sparse linear regression problems without restrictive conditions.
method Preconditioned Lasso approach to solve sparse linear regression problems.
result Preconditioning can solve a large class of sparse linear regression problems nearly optimally.

Study financial contagion and risk in sparse networks with directed edges.

problem Analyzing systemic risk in sparse financial networks with balance-sheet interactions.
method Linear fraction of institutions with zero out-degree, sender-truncated subgraph G_sh, adversarial and random systemic events, explicit fan-in accumulation bound.
result Maximal forward reachability in G_sh is O(log n) with high probability in the subcritical regime, and multi-hit defaults are negligible in the supercritical regime.

Scalable algorithm for sampling Gaussian processes using sparse grids and preconditioners.

problem Generating high-dimensional Gaussian random vectors for GP sampling is computationally challenging.
method Proposes a scalable algorithm using inducing points approximation with sparse grids and additive Schwarz preconditioners.
result Demonstrates the efficacy and accuracy of the proposed method through experiments and comparisons.

Paper presents a randomized algorithm for SPCA with high probability approximation.

problem Sparse Principal Component Analysis (SPCA) is NP-hard.
method Based on basic SDP relaxation, the algorithm constructs deterministic and randomized solutions.
result The algorithm achieves an approximation ratio of at most the sparsity constant with high probability.

This work improves distribution recovery from sparse data using Random Forest implicit regularization.

problem Distribution recovery from limited statistics.
method Closed-form estimator for scaled beta distributions, using composite quantile and moment matching.
result Improved classification accuracy through closed-form distribution recovery and implicit regularization.

We introduce a new method for sparse principal component analysis, based on the aggregation of eigenvector information from carefully-selected axis-aligned random projections of the sample covariance matrix. Unlike most alternative approaches, our algorithm is non-iterative, so is not vulnerable to a bad choice of init…

2017-12-15abs ↗pdf ↗

New CRM models for sparse networks with linear edge growth.

problem Modeling extremely sparse networks with tractable properties.
method Introduced a new class of CRMs with index of variation α∈(0,1] based on mixtures of stable or generalized gamma processes.
result Models produce networks with near-linear edge growth, aligning with empirical evidence.

Random sinusoidal features are a popular approach for speeding up kernel-based inference in large datasets. Prior to the inference stage, the approach suggests performing dimensionality reduction by first multiplying each data vector by a random Gaussian matrix, and then computing an element-wise sinusoid. Theoretical …

2017-01-23abs ↗pdf ↗