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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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2545087621,016 · Jun 202019922001200920172026
48 results for slim limit set

We introduce Supersparse Linear Integer Models (SLIM) as a tool to create scoring systems for binary classification. We derive theoretical bounds on the true risk of SLIM scoring systems, and present experimental results to show that SLIM scoring systems are accurate, sparse, and interpretable classification models.

2013-06-25abs ↗pdf ↗

In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully Bayesian hierarchy for …

2010-04-29abs ↗pdf ↗

Study on weakly G-slim complexes and non-positive immersions for group presentations.

problem Conditions for non-positive immersions in group presentations.
method Investigation of weakly G-slim complexes and their relationship to left-orderable groups.
result Conditions on generalized Wirtinger presentations guaranteeing non-positive immersions for their associated 2-complexes.

We prove that every slim double Lie groupoid with proper core action is completely determined by a factorization of a certain canonically defined "diagonal" Lie groupoid.

2008-08-22abs ↗pdf ↗

Scoring systems are classification models that only require users to add, subtract and multiply a few meaningful numbers to make a prediction. These models are often used because they are practical and interpretable. In this paper, we introduce an off-the-shelf tool to create scoring systems that both accurate and inte…

2013-06-27abs ↗pdf ↗

Scoring systems are linear classification models that only require users to add, subtract and multiply a few small numbers in order to make a prediction. These models are in widespread use by the medical community, but are difficult to learn from data because they need to be accurate and sparse, have coprime integer co…

2015-02-15abs ↗pdf ↗

Simplified LSTM models improve sentiment analysis on Twitter debate data.

problem Performing sentiment analysis on long sequence data from Twitter debates.
method Developed six parameter-reduced LSTM models (slim LSTM) for faster training and reduced computational cost.
result Slim LSTM models outperform standard LSTM model in sentiment analysis of GOP Debate Twitter dataset.

SLIM model tackles graph classification by resolving part-interaction dilemmas.

problem Difficulty in modeling graph parts and their interactions in graph classification.
method SLIM model, which solves resolution dilemmas and leverages explicit interactions.
result SLIM offers improved interpretability, accuracy, and new insights in graph representation learning.

Let GG be a Garside group with Garside element ΔΔ, and let ΔmΔ^m be the minimal positive central power of ΔΔ. An element gGg\in G is said to be 'periodic' if some power of it is a power of ΔΔ. In this paper, we study periodic elements in Garside groups and their conjugacy classes. We show that the periodicity of an…

2010-04-29abs ↗pdf ↗

Unified framework compresses GANs up to 47x with minimal quality loss.

problem High parameter complexity of GANs for resource-constrained devices.
method Unified optimization framework combining model distillation, channel pruning, and quantization.
result 47x compression of CartoonGAN with minimal quality degradation.

We model leverage as stochastic but independent of return shocks and of volatility and perform likelihood-based inference via the recently developed iterated filtering algorithm using S&P500 data, contributing new evidence to the still slim empirical support for random leverage variation.

2013-12-19abs ↗pdf ↗

ResRep prunes CNNs without losing accuracy by separating remembering and forgetting.

problem Pruning CNNs to reduce FLOPs without sacrificing accuracy.
method Decoupling remembering and forgetting in CNNs, using SGD for remembering and a novel update rule for forgetting.
result Achieved lossless pruning with high compression ratio (76.15% accuracy on ImageNet with 45% FLOPs reduction).

Linear models like EASE and SLIM are competitive in recommendation, and this work explores their theoretical relationship.

problem Understanding the relationship between linear models and matrix factorization in recommendation systems.
method Derivation and analysis of closed-form solutions for regression and matrix factorization approaches.
result Linear models and matrix factorization approaches are related but diverge in scaling singular values.

In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider the response to be a summation of unknown transformations applied on the predict…

2017-10-16abs ↗pdf ↗

We prove an explicit equivalence between various hyperbolic type properties for quasi-geodesics in CAT(0) spaces. Specifically, we prove that for X a CAT(0) space and γγ a quasi-geodesic, the following four statements are equivalent and moreover the quantifiers in the equivalences are explicit: (i) γγ is S-Slim, (ii)…

2012-11-28abs ↗pdf ↗

This paper proposes the adaptation of Support Vector Data Description (SVDD) to the multiple kernel case (MK-SVDD), based on SimpleMKL. It also introduces a variant called Slim-MK-SVDD that is able to produce a tighter frontier around the data. For the sake of comparison, the equivalent methods are also developed for O…

2017-12-07abs ↗pdf ↗

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

New method improves online nonparametric estimators with minimal extra computation.

problem Model selection and hyperparameter tuning for online nonparametric estimators.
method Weighted rolling validation procedure for online cross-validation.
result Improves base estimators to achieve better heuristic performance and adaptive convergence rate.

We introduce a simple generalization of rational bubble models which removes the fundamental problem discovered by [Lux and Sornette, 1999] that the distribution of returns is a power law with exponent less than 1, in contradiction with empirical data. The idea is that the price fluctuations associated with bubbles mus…

2000-10-06abs ↗pdf ↗

Investors face constraints in Heston's model; optimal allocation differs from naive capped strategy.

problem Optimizing portfolio allocation with convex constraints in Heston's stochastic volatility model.
method Applied duality methods to derive a closed-form solution.
result The optimal constrained portfolio allocation differs from the naive capped portfolio, leading to different wealth outcomes.

A method models continuous-time glucose distributions in children with diabetes.

problem Capturing subtle temporal changes in glucose distributions.
method Probabilistic framework using Gaussian mixtures and neural ODEs.
result Detects treatment-related improvements in glucose dynamics.

We investigate a long-debated question, which is how to create predictive models of recidivism that are sufficiently accurate, transparent, and interpretable to use for decision-making. This question is complicated as these models are used to support different decisions, from sentencing, to determining release on proba…

2015-03-26abs ↗pdf ↗

We present a method that trains large capacity neural networks with significantly improved accuracy and lower dynamic computational cost. We achieve this by gating the deep-learning architecture on a fine-grained-level. Individual convolutional maps are turned on/off conditionally on features in the network. To achieve…

2019-07-15abs ↗pdf ↗

We show that for a strongly convergent sequence of geometrically finite Kleinian groups with geometrically finite limit, the Cannon-Thurston maps of limit sets converge uniformly. If however the algebraic and geometric limits differ, as in the well known examples due to Kerckhoff and Thurston, then provided the geometr…

2011-07-05abs ↗pdf ↗

Geometrically infinite Kleinain groups have nonconical limit sets with the cardinality of the continuum. In this paper, we construct a geometrically infinite Fuchsian group such that the Hausdorff dimension of the nonconical limit set equals zero. For finitely generated, geometrically infinite Kleinian groups, we prove…

2019-09-19abs ↗pdf ↗

We consider the limit set in Thurston's compactification PMF of Teichmueller space of some Teichmueller geodesics defined by quadratic differentials with minimal but not uniquely ergodic vertical foliations. We show that a) there are quadratic differentials so that the limit set of the geodesic is a unique point, b) th…

2014-06-03abs ↗pdf ↗

The paper connects geodesic flows and limit sets on visibility manifolds.

problem Understanding dynamics and ergodic properties on non-compact visibility manifolds.
method Analyzing geodesic flows and Patterson-Sullivan measures on visibility manifolds without conjugate points.
result The positivity of the Patterson-Sullivan measure of the Myrberg limit set is equivalent to the conservativity of the geodesic flow.