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.
We propose a general modeling and algorithmic framework for discrete structure recovery that can be applied to a wide range of problems. Under this framework, we are able to study the recovery of clustering labels, ranks of players, signs of regression coefficients, cyclic shifts, and even group elements from a unified…
Sign information is the key to overcoming the inevitable saturation error in compressive sensing systems, which causes information loss and results in bias. For sparse signal recovery from saturation, we propose to use a linear loss to improve the effectiveness from existing methods that utilize hard constraints/hinge …
Consider the recovery of an unknown signal x from quantized linear measurements. In the one-bit compressive sensing setting, one typically assumes that x is sparse, and that the measurements are of the form sign(⟨ai,x⟩)∈{±1}. Since such measurements give no informati…
Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.
problem Modeling and analyzing signed multivariate tail-dependence across different thresholds.
method Developed a geometric witness framework to represent and invert signed tail families, identifying nonnegative weights and normalized masses.
result Characterization and synthesis of signed multivariate tail-dependence at finite thresholds, preserving the complete signed tail family throughout.
The graph-based semi-supervised label propagation algorithm has delivered impressive classification results. However, the estimated soft labels typically contain mixed signs and noise, which cause inaccurate predictions due to the lack of suitable constraints. Moreover, available methods typically calculate the weights…
This paper presents the first theoretical results showing that stable identification of overcomplete μ-coherent dictionaries Φ∈Rd×K is locally possible from training signals with sparsity levels S up to the order O(μ−2) and signal to noise ratios up to O(d). In particular the di…
It is known that for a certain class of single index models (SIMs) Y=f(Xp×1⊺β0,ε), support recovery is impossible when X∼N(0,Ip×p) and a model complexity adjusted sample size is below a critical threshold. Recen…
In this paper, we recover sparse signals from their noisy linear measurements by solving nonlinear differential inclusions, which is based on the notion of inverse scale space (ISS) developed in applied mathematics. Our goal here is to bring this idea to address a challenging problem in statistics, \emph{i.e.} finding …
We provide high-probability sample complexity guarantees for exact structure recovery and accurate predictive learning using noise-corrupted samples from an acyclic (tree-shaped) graphical model. The hidden variables follow a tree-structured Ising model distribution, whereas the observable variables are generated by a …
The high-dimensional linear model y=Xβ0+ε is considered and the focus is put on the problem of recovering the support S0 of the sparse vector β0. We introduce Lasso-Zero, a new ℓ1-based estimator whose novelty resides in an "overfit, then threshold" paradigm and the use of noise dictionaries concate…
This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix estimation, and noisy matrix completion. We propose computationally feasible conv…
In this paper, we present ℓ1,p multi-task structure learning for Gaussian graphical models. We analyze the sufficient number of samples for the correct recovery of the support union and edge signs. We also analyze the necessary number of samples for any conceivable method by providing information-theoretic lowe…
The restricted isometry property (RIP) is a universal tool for data recovery. We explore the implication of the RIP in the framework of generalized sparsity and group measurements introduced in the Part I paper. It turns out that for a given measurement instrument the number of measurements for RIP can be improved by o…
In this paper we study the support recovery problem for single index models Y=f(X⊺β,ε), where f is an unknown link function, X∼Np(0,Ip) and β is an s-sparse unit vector such that $\boldsymbolβ_{i}\in \{\pm\frac{1}{\sqrt{s}}…
Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change points is estimated using strong smoothing. In the second stage, a constrained s…
We argue that the standard graph Laplacian is preferable for spectral partitioning of signed graphs compared to the signed Laplacian. Simple examples demonstrate that partitioning based on signs of components of the leading eigenvectors of the signed Laplacian may be meaningless, in contrast to partitioning based on th…
Signed networks contain both positive and negative kinds of interactions like friendship and enmity. The task of node classification in non-signed graphs has proven to be beneficial in many real world applications, yet extensions to signed networks remain largely unexplored. In this paper we introduce the first analysi…
In this short note, we compare the combinatorial sign assignment of Manolescu, Ozsvath, Szabo and Thurston for grid homology of knots and links in 3-sphere with the sign assignment coming from a coherent system of orientations on Whitney disks. Although these constructions produce different signs, a small modification …